Document:

INDYMAC ABS, INC.

Depositor

INDYMAC BANK, F.S.B.

Seller and Servicer

DEUTSCHE BANK NATIONAL TRUST COMPANY

Trustee and Supplemental Interest Trust Administrator

____________________________________

POOLING AND SERVICING AGREEMENT

Dated as of January 1, 2006

_____________________________________

HOME EQUITY MORTGAGE LOAN ASSET-BACKED TRUST

Series INABS 2006-A

HOME EQUITY MORTGAGE LOAN ASSET-BACKED CERTIFICATES

Series INABS 2006-A

 

 

TABLE OF CONTENTS

ARTICLE I

 

DEFINITIONS

	
            Section 1.01
 	
            Definitions. 
 
	
            Section 1.02
 	
            Rules of Construction. 
 

ARTICLE II

 

CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND WARRANTIES

	
            Section 2.01
 	
            Conveyance of Mortgage Loans. 
 
	
            Section 2.02
 	
            Acceptance by the Trustee of the Mortgage Loans. 
 
	
            Section 2.03
 	
            Representations, Warranties, and Covenants of the  Seller and the Servicer. 
 
	
            Section 2.04
 	
            Representations and Warranties of the Depositor as to the Mortgage Loans. 
 
	
            Section 2.05
 	
            Delivery of Opinion of Counsel in Connection with Substitutions and Repurchases. 
 
	
            Section 2.06
 	
            Execution and Delivery of Certificates. 
 
	
            Section 2.07
 	
            Reserved. 
 
	
            Section 2.08
 	
            REMIC Matters. 
 
	
            Section 2.09
 	
            Covenants of the Servicer. 
 
	
            Section 2.10
 	
            Purposes and Powers of the Trust
 

ARTICLE III

 

ADMINISTRATION AND SERVICING OF MORTGAGE LOANS

	
            Section 3.01
 	
            Servicer to Service Mortgage Loans. 
 
	
            Section 3.02
 	
            Reserved. 
 
	
            Section 3.03
 	
            [Reserved]. 
 
	
            Section 3.04
 	
            [Reserved]. 
 
	
            Section 3.05
 	
            Trustee to Act as Servicer. 
 
	
            Section 3.06
 	
            Collection of Mortgage Loan Payments; Servicing Accounts; Collection Account; Certificate Account; Distribution Account; Excess Reserve Fund Account. 
 
	
            Section 3.07
 	
            Collection of Taxes, Assessments, and Similar Items Escrow Accounts. 
 
	
            Section 3.08
 	
            Access to Certain Documentation and Information Regarding the Mortgage Loans. 
 
	
            Section 3.09
 	
            Permitted Withdrawals from the Certificate Account, the Distribution Account, and the Excess Reserve Fund Account. 
 

 

 

 

 

	
            Section 3.10
 	
            Maintenance of Hazard Insurance; Maintenance of Primary Insurance Policies. 
 
	
            Section 3.11
 	
            Enforcement of Due-On-Sale Clauses; Assumption Agreements. 
 
	
            Section 3.12
 	
            Realization Upon Defaulted Mortgage Loans; Repurchase of Certain Mortgage Loans. 
 
	
            Section 3.13
 	
            Trustee to Cooperate; Release of Mortgage Files. 
 
	
            Section 3.14
 	
            Documents, Records, and Funds in Possession of the Servicer to be Held for the Trustee. 
 
	
            Section 3.15
 	
            Servicing Compensation. 
 
	
            Section 3.16
 	
            Access to Certain Documentation. 
 
	
            Section 3.17
 	
            Annual Statement as to Compliance. 
 
	
            Section 3.18
 	
            Assessments of Compliance and Attestation Reports. 
 
	
            Section 3.19
 	
            Errors and Omissions Insurance; Fidelity Bonds. 
 
	
            Section 3.20
 	
            Notification of Adjustments. 
 
	
            Section 3.21
 	
            Prepayment Charges. 
 
	
            Section 3.22
 	
            Reserved. 
 
	
            Section 3.23
 	
            Reserved. 
 
	
            Section 3.24
 	
            Commission Reporting
 

ARTICLE IV

 

DISTRIBUTIONS AND ADVANCES BY THE SERVICER

	
            Section 4.01
 	
            Advances. 
 
	
            Section 4.02
 	
            Priorities of Distribution. 
 
	
            Section 4.03
 	
            Monthly Statements to Certificateholders. 
 
	
            Section 4.04
 	
            Reserved. 
 
	
            Section 4.05
 	
            Supplemental Interest Trust. 
 
	
            Section 4.06
 	
            Tax Treatment of Net Swap Payments and Swap Termination Payments. 
 
	
            Section 4.07
 	
            Certain Matters Relating to the Determination of LIBOR. 
 

ARTICLE V

 

THE CERTIFICATES

	
            Section 5.01
 	
            The Certificates. 
 
	
            Section 5.02
 	
            Certificate Register; Registration of Transfer and Exchange of Certificates. 
 
	
            Section 5.03
 	
            Mutilated, Destroyed, Lost or Stolen Certificates. 
 
	
            Section 5.04
 	
            Persons Deemed Owners. 
 
	
            Section 5.05
 	
            Access to List of Certificateholders’ Names and Addresses. 
 
	
            Section 5.06
 	
            Maintenance of Office or Agency. 
 

 

 

 

ARTICLE VI

 

THE DEPOSITOR AND THE SERVICER

	
            Section 6.01
 	
            Respective Liabilities of the Depositor and the Servicer. 
 
	
            Section 6.02
 	
            Merger or Consolidation of the Depositor or the Servicer. 
 
	
            Section 6.03
 	
            Limitation on Liability of the Depositor, the Seller, the Servicer, and Others. 
 
	
            Section 6.04
 	
            Limitation on Resignation of the Servicer. 
 
	
            Section 6.05
 	
            Inspection. 
 

ARTICLE VII

 

DEFAULT

	
            Section 7.01
 	
            Events of Default. 
 
	
            Section 7.02
 	
            Trustee to Act; Appointment of Successor. 
 
	
            Section 7.03
 	
            Notification to Certificateholders. 
 

ARTICLE VIII

 

CONCERNING THE TRUSTEE AND THE SUPPLEMENTAL INTEREST TRUST ADMINISTRATOR

	
            Section 8.01
 	
            Duties of the Trustee and the Supplemental Interest Trust Administrator. 
 
	
            Section 8.02
 	
            Certain Matters Affecting the Trustee and the Supplemental Interest Trust Administrator. 
 
	
            Section 8.03
 	
            Trustee and Supplemental Interest Trust Administrator Not Liable for Certificates or Mortgage Loans. 
 
	
            Section 8.04
 	
            Trustee and Supplemental Interest Trust Administrator May Own Certificates. 
 
	
            Section 8.05
 	
            Trustee’s Fees and Expenses. 
 
	
            Section 8.06
 	
            Eligibility Requirements for the Trustee and the Supplemental Interest Trust Administrator. 
 
	
            Section 8.07
 	
            Resignation and Removal of the Trustee and the Supplemental Interest Trust Administrator. 
 
	
            Section 8.08
 	
            Successor Trustee or Supplemental Interest Trust Administrator. 
 
	
            Section 8.09
 	
            Merger or Consolidation of the Trustee or the Supplemental Interest Trust Administrator. 
 
	
            Section 8.10
 	
            Appointment of Co-Trustee or Separate Trustee. 
 
	
            Section 8.11
 	
            Tax Matters. 
 
	
            Section 8.12
 	
            [Reserved.] 
 
	
            Section 8.13
 	
            [Reserved] 
 
	
            Section 8.14
 	
            [Reserved] 
 
	
            Section 8.15
 	
            Access to Records of Trustee. 
 

 

 

 

 

	
            Section 8.16
 	
            Suits for Enforcement. 
 

ARTICLE IX

 

TERMINATION

	
            Section 9.01
 	
            Termination upon Liquidation or Purchase of the Mortgage Loans. 
 
	
            Section 9.02
 	
            Final Distribution on the Certificates. 
 
	
            Section 9.03
 	
            Additional Termination Requirements. 
 
	
            Section 9.04
 	
            Termination of the Supplemental Interest Trust. 
 

ARTICLE X

 

MISCELLANEOUS PROVISIONS

	
            Section 10.01
 	
            Amendment. 
 
	
            Section 10.02
 	
            Recordation of Agreement; Counterparts. 
 
	
            Section 10.03
 	
            Governing Law. 
 
	
            Section 10.04
 	
            Intention of Parties. 
 
	
            Section 10.05
 	
            Notices. 
 
	
            Section 10.06
 	
            Severability of Provisions. 
 
	
            Section 10.07
 	
            Assignment. 
 
	
            Section 10.08
 	
            Limitation on Rights of Certificateholders. 
 
	
            Section 10.09
 	
            Inspection and Audit Rights. 
 
	
            Section 10.10
 	
            Certificates Nonassessable and Fully Paid. 
 
	
            Section 10.11
 	
            Official Record. 
 
	
            Section 10.12
 	
            Protection of Assets. 
 
	
            Section 10.13
 	
            Qualifying Special Purpose Entity. 
 
	
            Section 10.14
 	
            Rights of NIM Insurer. 
 

 

 

 

SCHEDULES

 

	
            Schedule I
 	
            Mortgage Loan Schedule
 
	
            Schedule II:
 	
            Representations and Warranties of the Seller/Servicer as of the Closing Date
 
	
            Schedule III:
 	
            Representations and Warranties as to the Mortgage Loans as of the Closing Date or Cut-off Date, as applicable
 

 

EXHIBITS

 

	
            Exhibit A:
 	
            Form of Class A and Subordinated Certificates
 
	
            Exhibit B:
 	
            Form of Class P Certificate
 
	
            Exhibit C:
 	
            Form of Residual Certificate
 
	
            Exhibit D:
 	
            Form of Class C Certificate
 
	
            Exhibit E:
 	
            [Reserved].
 
	
            Exhibit F:
 	
            Form of Reverse of Certificates
 
	
            Exhibit G-1:
 	
            Form of Initial Certification of Trustee
 
	
            Exhibit G-2:
 	
            Form of Delayed Delivery Certification 
 
	
            Exhibit H:
 	
            Form of Final Certification of Trustee
 
	
            Exhibit I:   
 	
            Form of Transfer Affidavit
 
	
            Exhibit J:   
 	
            Form of Transferor Certificate
 
	
            Exhibit K:  
 	
            Form of Swap Agreement
 
	
            Exhibit L:  
 	
            Form of Rule 144A Letter
 
	
            Exhibit M: 
 	
            Form of Request for Release (for Trustee)
 
	
            Exhibit N:  
 	
            Form of Request for Release (Mortgage Loan Paid in Full, Repurchased, and Released)
 
	
            Exhibit O1:  
 	
            Form of Depositor Certification
 
	
            Exhibit O2:  
 	
            Form of Trustee Certification
 
	
            Exhibit P:   
 	
            [Reserved]
 
	
            Exhibit Q:  
 	
            [Reserved]
 
	
            Exhibit R: 
 	
            Servicing Criteria to be addressed in Assessment of Compliance
 
	
            Exhibit S:
 	
            Reporting Responsibility
 

 

 

 

THIS POOLING AND SERVICING AGREEMENT, dated as of January 1, 2006, among IndyMac ABS, Inc., a Delaware corporation, as depositor (the “Depositor”), IndyMac Bank, F.S.B. (“IndyMac”), a federal savings bank, as seller (in that capacity, the “Seller”) and as servicer (in that capacity, the “Servicer”), and Deutsche Bank National Trust Company, a national banking association, as trustee (the “Trustee”) and as supplemental interest trust administrator (the “Supplemental
Interest Trust Administrator”),

WITNESSETH THAT

In consideration of the mutual agreements herein contained, the parties agree as follows:

PRELIMINARY STATEMENT

The Depositor intends to sell pass-through certificates (collectively, the “Certificates”), to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in each REMIC (as defined herein) created hereunder.  The Trust Fund will consist of a segregated pool of assets consisting of the Mortgage Loans and certain other related assets subject to this Agreement.

 

 

REMIC I

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the Mortgage Loans and certain other related assets (the Excess Reserve Fund Account, the Supplemental Interest Trust and the Swap Agreement) subject to this Agreement as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as REMIC I.  The Class R-I Interest will be the sole class of residual interests in REMIC I for purposes of the REMIC Provisions (as defined herein). The following table irrevocably sets forth the designation, the REMIC I Remittance Rate, the initial Uncertificated Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for each of the REMIC I Regular Interests (as defined herein). None of the REMIC I Regular Interests will be certificated.

  	Designation
	 
	REMIC I

              Remittance Rate
	 
	Initial

              Uncertificated Balance
	 
	Latest Possible

              Maturity Date(1)
	 

	I
	 
	Variable(2)
	 
	$
	1.80
	 
	March 25, 2036
	 

	I-1-A
	 
	Variable(2)
	 
	$
	2,170,918.75
	 
	March 25, 2036
	 

	I-1-B
	 
	Variable(2)
	 
	$
	2,170,918.75
	 
	March 25, 2036
	 

	I-2-A
	 
	Variable(2)
	 
	$
	3,089,000.00
	 
	March 25, 2036
	 

	I-2-B
	 
	Variable(2)
	 
	$
	3,089,000.00
	 
	March 25, 2036
	 

	I-3-A
	 
	Variable(2)
	 
	$
	4,017,000.00
	 
	March 25, 2036
	 

	I-3-B
	 
	Variable(2)
	 
	$
	4,017,000.00
	 
	March 25, 2036
	 

	I-4-A
	 
	Variable(2)
	 
	$
	4,943,000.00
	 
	March 25, 2036
	 

	I-4-B
	 
	Variable(2)
	 
	$
	4,943,000.00
	 
	March 25, 2036
	 

	I-5-A
	 
	Variable(2)
	 
	$
	5,863,000.00
	 
	March 25, 2036
	 

	I-5-B
	 
	Variable(2)
	 
	$
	5,863,000.00
	 
	March 25, 2036
	 

	I-6-A
	 
	Variable(2)
	 
	$
	6,765,000.00
	 
	March 25, 2036
	 

	I-6-B
	 
	Variable(2)
	 
	$
	6,765,000.00
	 
	March 25, 2036
	 

	I-7-A
	 
	Variable(2)
	 
	$
	7,641,500.00
	 
	March 25, 2036
	 

	I-7-B
	 
	Variable(2)
	 
	$
	7,641,500.00
	 
	March 25, 2036
	 

	I-8-A
	 
	Variable(2)
	 
	$
	8,480,000.00
	 
	March 25, 2036
	 

	I-8-B
	 
	Variable(2)
	 
	$
	8,480,000.00
	 
	March 25, 2036
	 

	I-9-A
	 
	Variable(2)
	 
	$
	9,267,000.00
	 
	March 25, 2036
	 

	I-9-B
	 
	Variable(2)
	 
	$
	9,267,000.00
	 
	March 25, 2036
	 

	I-10-A
	 
	Variable(2)
	 
	$
	9,799,500.00
	 
	March 25, 2036
	 

	I-10-B
	 
	Variable(2)
	 
	$
	9,799,500.00
	 
	March 25, 2036
	 

	I-11-A
	 
	Variable(2)
	 
	$
	10,172,500.00
	 
	March 25, 2036
	 

	I-11-B
	 
	Variable(2)
	 
	$
	10,172,500.00
	 
	March 25, 2036
	 

	I-12-A
	 
	Variable(2)
	 
	$
	9,797,500.00
	 
	March 25, 2036
	 

	I-12-B
	 
	Variable(2)
	 
	$
	9,797,500.00
	 
	March 25, 2036
	 

	I-13-A
	 
	Variable(2)
	 
	$
	9,331,500.00
	 
	March 25, 2036
	 

	I-13-B
	 
	Variable(2)
	 
	$
	9,331,500.00
	 
	March 25, 2036
	 

	I-14-A
	 
	Variable(2)
	 
	$
	8,888,500.00
	 
	March 25, 2036
	 

	I-14-B
	 
	Variable(2)
	 
	$
	8,888,500.00
	 
	March 25, 2036
	 

	I-15-A
	 
	Variable(2)
	 
	$
	8,468,500.00
	 
	March 25, 2036
	 

	I-15-B
	 
	Variable(2)
	 
	$
	8,468,500.00
	 
	March 25, 2036
	 

	I-16-A
	 
	Variable(2)
	 
	$
	8,066,000.00
	 
	March 25, 2036
	 

	I-16-B
	 
	Variable(2)
	 
	$
	8,066,000.00
	 
	March 25, 2036
	 

	I-17-A
	 
	Variable(2)
	 
	$
	7,682,500.00
	 
	March 25, 2036
	 

	I-17-B
	 
	Variable(2)
	 
	$
	7,682,500.00
	 
	March 25, 2036
	 

	I-18-A
	 
	Variable(2)
	 
	$
	7,318,000.00
	 
	March 25, 2036
	 

	I-18-B
	 
	Variable(2)
	 
	$
	7,318,000.00
	 
	March 25, 2036
	 

	I-19-A
	 
	Variable(2)
	 
	$
	7,029,500.00
	 
	March 25, 2036
	 

	I-19-B
	 
	Variable(2)
	 
	$
	7,029,500.00
	 
	March 25, 2036
	 

	I-20-A
	 
	Variable(2)
	 
	$
	7,805,000.00
	 
	March 25, 2036
	 

	I-20-B
	 
	Variable(2)
	 
	$
	7,805,000.00
	 
	March 25, 2036
	 

	I-21-A
	 
	Variable(2)
	 
	$
	7,899,000.00
	 
	March 25, 2036
	 

	I-21-B
	 
	Variable(2)
	 
	$
	7,899,000.00
	 
	March 25, 2036
	 

	I-22-A
	 
	Variable(2)
	 
	$
	11,694,500.00
	 
	March 25, 2036
	 

	I-22-B
	 
	Variable(2)
	 
	$
	11,694,500.00
	 
	March 25, 2036
	 

	I-23-A
	 
	Variable(2)
	 
	$
	11,119,000.00
	 
	March 25, 2036
	 

	I-23-B
	 
	Variable(2)
	 
	$
	11,119,000.00
	 
	March 25, 2036
	 

	I-24-A
	 
	Variable(2)
	 
	$
	9,914,500.00
	 
	March 25, 2036
	 

	I-24-B
	 
	Variable(2)
	 
	$
	9,914,500.00
	 
	March 25, 2036
	 

	I-25-A
	 
	Variable(2)
	 
	$
	8,371,000.00
	 
	March 25, 2036
	 

	I-25-B
	 
	Variable(2)
	 
	$
	8,371,000.00
	 
	March 25, 2036
	 

	I-26-A
	 
	Variable(2)
	 
	$
	7,263,000.00
	 
	March 25, 2036
	 

	I-26-B
	 
	Variable(2)
	 
	$
	7,263,000.00
	 
	March 25, 2036
	 

	I-27-A
	 
	Variable(2)
	 
	$
	4,587,500.00
	 
	March 25, 2036
	 

   

   

  

  

  

   

   

  	I-27-B
	 
	Variable(2)
	 
	$
	4,587,500.00
	 
	March 25, 2036
	 

	I-28-A
	 
	Variable(2)
	 
	$
	4,007,000.00
	 
	March 25, 2036
	 

	I-28-B
	 
	Variable(2)
	 
	$
	4,007,000.00
	 
	March 25, 2036
	 

	I-29-A
	 
	Variable(2)
	 
	$
	3,779,000.00
	 
	March 25, 2036
	 

	I-29-B
	 
	Variable(2)
	 
	$
	3,779,000.00
	 
	March 25, 2036
	 

	I-30-A
	 
	Variable(2)
	 
	$
	3,562,500.00
	 
	March 25, 2036
	 

	I-30-B
	 
	Variable(2)
	 
	$
	3,562,500.00
	 
	March 25, 2036
	 

	I-31-A
	 
	Variable(2)
	 
	$
	3,359,500.00
	 
	March 25, 2036
	 

	I-31-B
	 
	Variable(2)
	 
	$
	3,359,500.00
	 
	March 25, 2036
	 

	I-32-A
	 
	Variable(2)
	 
	$
	3,169,000.00
	 
	March 25, 2036
	 

	I-32-B
	 
	Variable(2)
	 
	$
	3,169,000.00
	 
	March 25, 2036
	 

	I-33-A
	 
	Variable(2)
	 
	$
	2,989,000.00
	 
	March 25, 2036
	 

	I-33-B
	 
	Variable(2)
	 
	$
	2,989,000.00
	 
	March 25, 2036
	 

	I-34-A
	 
	Variable(2)
	 
	$
	2,820,000.00
	 
	March 25, 2036
	 

	I-34-B
	 
	Variable(2)
	 
	$
	2,820,000.00
	 
	March 25, 2036
	 

	I-35-A
	 
	Variable(2)
	 
	$
	2,660,500.00
	 
	March 25, 2036
	 

	I-35-B
	 
	Variable(2)
	 
	$
	2,660,500.00
	 
	March 25, 2036
	 

	I-36-A
	 
	Variable(2)
	 
	$
	2,509,000.00
	 
	March 25, 2036
	 

	I-36-B
	 
	Variable(2)
	 
	$
	2,509,000.00
	 
	March 25, 2036
	 

	I-37-A
	 
	Variable(2)
	 
	$
	2,368,000.00
	 
	March 25, 2036
	 

	I-37-B
	 
	Variable(2)
	 
	$
	2,368,000.00
	 
	March 25, 2036
	 

	I-38-A
	 
	Variable(2)
	 
	$
	2,234,500.00
	 
	March 25, 2036
	 

	I-38-B
	 
	Variable(2)
	 
	$
	2,234,500.00
	 
	March 25, 2036
	 

	I-39-A
	 
	Variable(2)
	 
	$
	2,109,000.00
	 
	March 25, 2036
	 

	I-39-B
	 
	Variable(2)
	 
	$
	2,109,000.00
	 
	March 25, 2036
	 

	I-40-A
	 
	Variable(2)
	 
	$
	1,990,500.00
	 
	March 25, 2036
	 

	I-40-B
	 
	Variable(2)
	 
	$
	1,990,500.00
	 
	March 25, 2036
	 

	I-41-A
	 
	Variable(2)
	 
	$
	1,879,500.00
	 
	March 25, 2036
	 

	I-41-B
	 
	Variable(2)
	 
	$
	1,879,500.00
	 
	March 25, 2036
	 

	I-42-A
	 
	Variable(2)
	 
	$
	1,773,500.00
	 
	March 25, 2036
	 

	I-42-B
	 
	Variable(2)
	 
	$
	1,773,500.00
	 
	March 25, 2036
	 

	I-43-A
	 
	Variable(2)
	 
	$
	1,675,000.00
	 
	March 25, 2036
	 

	I-43-B
	 
	Variable(2)
	 
	$
	1,675,000.00
	 
	March 25, 2036
	 

	I-44-A
	 
	Variable(2)
	 
	$
	1,581,500.00
	 
	March 25, 2036
	 

	I-44-B
	 
	Variable(2)
	 
	$
	1,581,500.00
	 
	March 25, 2036
	 

	I-45-A
	 
	Variable(2)
	 
	$
	1,493,500.00
	 
	March 25, 2036
	 

	I-45-B
	 
	Variable(2)
	 
	$
	1,493,500.00
	 
	March 25, 2036
	 

	I-46-A
	 
	Variable(2)
	 
	$
	1,410,500.00
	 
	March 25, 2036
	 

	I-46-B
	 
	Variable(2)
	 
	$
	1,410,500.00
	 
	March 25, 2036
	 

	I-47-A
	 
	Variable(2)
	 
	$
	1,333,000.00
	 
	March 25, 2036
	 

	I-47-B
	 
	Variable(2)
	 
	$
	1,333,000.00
	 
	March 25, 2036
	 

	I-48-A
	 
	Variable(2)
	 
	$
	23,852,000.00
	 
	March 25, 2036
	 

	I-48-B
	 
	Variable(2)
	 
	$
	23,852,000.00
	 
	March 25, 2036
	 

	 	 
	
            (1)
 	
            For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each REMIC I Regular Interest.
 
	
            (2)
 	
            Calculated in accordance with the definition of “REMIC I Remittance Rate” herein.
 

 

 

 

REMIC II

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC I Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as REMIC II.  The Class R-II Interest will evidence the sole class of residual interests in REMIC II for purposes of the REMIC Provisions.  The following table irrevocably sets forth the designation, the REMIC II Remittance Rate, the initial Uncertificated Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for each of the REMIC II Regular Interests (as defined herein). None of the REMIC II Regular Interests will be certificated.

	
            Designation
 	
             
 	
            REMIC II
 Remittance Rate
 	
             
 	
            Initial
 Uncertificated Balance
 	
             
 	
            Latest Possible
 Maturity Date(1)
 
	
            LTAA
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            548,799,744.51 
 	
             
 	
            March 25, 2036
 
	
            LTA1
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            2,185,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTA2
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            895,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTA3
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            985,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTA4
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            305,800.00 
 	
             
 	
            March 25, 2036
 
	
            LTM1
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            212,800.00 
 	
             
 	
            March 25, 2036
 
	
            LTM2
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            193,200.00 
 	
             
 	
            March 25, 2036
 
	
            LTM3
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            114,800.00 
 	
             
 	
            March 25, 2036
 
	
            LTM4
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            98,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTM5
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            98,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTM6
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            86,800.00 
 	
             
 	
            March 25, 2036
 
	
            LTM7
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            81,200.00 
 	
             
 	
            March 25, 2036
 
	
            LTM8
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            78,400.00 
 	
             
 	
            March 25, 2036
 
	
            LTM9
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            56,000.00 
 	
             
 	
            March 25, 2036
 
	
            LTM10
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            64,400.00 
 	
             
 	
            March 25, 2036
 
	
            LTZZ
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            5,745,594.79 
 	
             
 	
            March 25, 2036
 
	
            LTP
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            100.00 
 	
             
 	
            March 25, 2036
 
	
            LTIO
 	
             
 	
            Variable(2)
 	
             
 	
             
 	
            (3)
 	
             
 	
            March 25, 2036

 
 

 

	
            (1)
 	
            For purposes of Treasury Regulation Section 1.860G-1(a)(4)(iii), the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the latest possible maturity date for each REMIC II Regular Interest.
 
	
            (2)
 	
            Calculated in accordance with the definition of REMIC II Remittance Rate herein.
 
	
            (3)
 	
            REMIC II Regular Interest LTIO will not have a Certificate Balance, but will accrue interest on its Uncertificated Notional Amount, as defined herein.
 

 

 

 

REMIC III

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC II Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as REMIC III.  The Class R-III Interest will evidence the sole class of residual interests in REMIC III for purposes of the REMIC Provisions.  The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for the indicated Classes of Certificates.  The Class C Interest, the Class P Interest and the Class IO Interest shall represent uncertificated regular interests in REMIC III.

Each Class A and Subordinate Certificate generally represents ownership of a regular interest in REMIC III and also represents (i) the right to receive payments with respect to the Net WAC Cap Carry Forward Amount and (ii) the obligation to pay the Class IO Distribution Amount (as defined herein).  The entitlement to principal of  each REMIC III Regular Interest ownership of which is represented by a regular interest which corresponds to each Certificate shall be equal in amount and timing to the entitlement to principal of such Certificate.

	
            Designation
 	
             
 	
            Pass-Through Rate
 	
             
 	
            Initial Aggregate
 Certificate 
 Balance
 	
             
 	
            Latest Possible
 Maturity Date(1)
 
	
            Class A1
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            218,500,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class A2
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            89,500,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class A3
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            98,500,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class A4
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            30,580,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-1
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            21,280,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-2
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            19,320,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-3
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            11,480,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-4
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            9,800,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-5
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            9,800,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-6
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            8,680,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-7
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            8,120,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-8
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            7,840,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-9
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            5,600,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class M-10
 	
             
 	
            Variable(2)
 	
             
 	
            $
 	
            6,440,000.00 
 	
             
 	
            March 25, 2036
 
	
            Class C Interest
 	
             
 	
            Variable(2)(3)
 	
             
 	
            $
 	
            14,559,739.30 
 	
             
 	
            March 25, 2036
 
	
            Class P Interest
 	
             
 	
            (4)
 	
             
 	
            $
 	
            100.00 
 	
             
 	
            March 25, 2036
 
	
            Class IO Interest
 	
             
 	
            (5)
 	
             
 	
             
 	
            (6)
 	
             
 	
            March 25, 2036
 

________________

	
            (1)
 	
            For purposes of Treasury Regulation Section 1.860G-1(a)(4)(iii), the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the latest possible maturity date for each REMIC III Regular Interest.
 
	
            (2)
 	
            Calculated in accordance with the definition of Pass-Through Rate herein.
 
	
            (3)
 	
            The Class C Interest will accrue interest at its variable Pass-Through Rate on the Notional Amount of the Class C Interest outstanding from time to time, which shall equal the Uncertificated Balances of the REMIC II Regular Interests, other than REMIC II Regular Interest LTP. The Class C Interest will not accrue interest on its Uncertificated Balance.
 
	
            (4)
 	
            The Class P Interest will not accrue interest.
 

	
            (5)
 	
            For federal income tax purposes, the Class IO Interest will not have a Pass-Through Rate, but will be entitled to 100% of the amounts distributed on REMIC II Regular Interest LTIO. 
 
	
            (6)
 	
            For federal income tax purposes, the Class IO Interest will not have an Uncertificated Balance, but will have a notional amount equal to the Uncertificated Notional Amount of REMIC II Regular Interest LTIO.  
 

 

 

 

REMIC IV

As provided herein, the Trustee shall make an election to treat the Class C Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC IV.”  The Class R-IV Interest represents the sole class of “residual interests” in REMIC IV for purposes of the REMIC Provisions.

The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for the Class C Certificates.

	
            
Designation
 
 	
            
Pass-Through Rate
 
 	
            
Initial
 Certificate Balance
 
 	
            
Latest Possible
 Maturity Date(1)
 
 
	
            Class C
 	
            (2)
 	
            $                   14,559,739.30
 	
            March 25, 2036
 

________________

	
            (1)
 	
            For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for the Class C Certificates.
 
	
            (2)
 	
            The Class C Certificates will receive 100% of amounts received in respect of the Class C Interest.
 

 

 

 

REMIC V

As provided herein, the Trustee shall make an election to treat the Class P Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC V.”  The Class R-V Interest represents the sole class of “residual interests” in REMIC V for purposes of the REMIC Provisions.

The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for the Class P Certificates.

	
            
Designation
 
 	
            
Pass-Through Rate
 
 	
            
Initial
 Certificate Balance
 
 	
            
Latest Possible
 Maturity Date(1)
 
 
	
            Class P
 	
            (2)
 	
            $         100.00
 	
            March 25, 2036
 

________________

	
            (1)
 	
            For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for the Class P Certificates.
 
	
            (2)
 	
            The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.
 

 

 

 

REMIC VI

As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the SWAP IO Interest as a REMIC for federal income tax purposes, and such segregated pool of assets shall be designated as “REMIC VI.”  The Class R-VI Interest represents the sole class of “residual interests” in REMIC VI for purposes of the REMIC Provisions.  The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for REMIC VI Regular Interest SWAP IO, which will be uncertificated.

	
            
Designation
 
 	
            
Pass-Through Rate
 
 	
            
Initial
 Certificate Balance
 
 	
            
Latest Possible
 Maturity Date(1)
 
 
	
            SWAP IO
 	
            (2)
 	
            N/A
 	
            March 25, 2036
 

________________

	
            (1)
 	
            For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for REMIC VI Regular Interest SWAP IO.
 
	
            (2)
 	
            REMIC VI Regular Interest SWAP IO shall receive 100% of amounts received in respect of the Class IO Interest.
 

 

 

 

 

Set forth below are designations of Classes of Certificates to the categories used herein:

	
            Book-Entry Certificates
 	
            All Classes of Certificates other than the Definitive Certificates.
 

	
            Class A Certificates
 	
            Class A-1, Class A-2, Class A-3 and Class A-4 Certificates.
 

	
            Subordinated Certificates...
 	
            Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates.
 

	
            ERISA-Restricted Certificates
 	
            Class R, Class R-X, Class C and Class P; and the Certificates of any Class that cease to satisfy the rating requirements of the Underwriter’s Exemption.
 

	
            LIBOR Certificates
 	
            All Classes of Certificates other than the Private Certificates.
 

	
            Offered Certificates
 	
            All Classes of Certificates other than the Private Certificates.
 

	
            Definitive Certificates
 	
            Class R, Class R-X, Class P and Class C Certificates.
 

	
            Private Certificates
 	
            Class R, Class R-X, Class P and Class C Certificates.
 

	
            Rating Agencies
 	
            Moody’s, S&P and Fitch.
 

	
            Regular Certificates
 	
            All Classes of Certificates other than the Class R and Class R-X Certificates.
 

	
            Residual Certificates 
 	
            Class R and Class R-X Certificates.
 

 

 

I

ARTICLE I

 

DEFINITIONS

	
             
  	
            Section 1.01
 	
            Definitions.
 

Whenever used in this Agreement or in the Preliminary Statement, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article.  Unless otherwise specified, all calculations in respect of interest on the Class A Certificates and Subordinated Certificates shall be made on the basis of the actual number of days elapsed and a 360-day year and all calculations in respect of interest on the Class C Certificates, Class IO Interest, REMIC I Regular Interests, REMIC II Regular Interests and all other calculations of interest described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months.  The Class P Certificates and the Residual Certificates are not entitled to distributions in respect of interest and, accordingly, will not accrue interest.

60+ Day Delinquent Loan: As of any day during any calendar month, each Mortgage Loan in foreclosure, all REO Property, each Mortgage Loan for which the Mortgagor has filed for bankruptcy, and each Mortgage Loan with respect to which any portion of a Scheduled Payment is, as of the last day of the Remittance Period before the Remittance Period ending in such calendar month, two months or more past due (without giving effect to any grace period). For instance, in making a determination on the Distribution Date in December (December 25) with respect to a Mortgage Loan whose Scheduled Payment for October is delinquent (and that has no previous Scheduled Payment that is delinquent), that Mortgage Loan would not be a 60+ Day Delinquent Loan because as of the last day of the Remittance Period before the Remittance Period ending in December (which would be the
Remittance Period ending in November (on November 1)), the Scheduled Payment for October (due October 1) would only be one month past due.

Accrued Certificate Interest Distribution Amount: For any Distribution Date for each Class of Certificates (other than the Class P, Class R, Class R-X and Class C Certificates), the amount of interest accrued during the related Interest Accrual Period at the applicable Pass-Through Rate on the related Class Certificate Balance immediately before the Distribution Date reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date allocated to such Class (allocated to each Certificate based on its respective entitlements to interest irrespective of any Prepayment Interest Shortfalls or Relief Act Interest Shortfalls for such Distribution Date).

Adjusted Mortgage Rate: As to each Mortgage Loan and at any time, the per annum rate equal to (x) the Mortgage Rate less (y) the Servicing Fee Rate.

Adjusted Net Mortgage Rate: As to each Mortgage Loan and at any time, the per annum rate equal to (x) the Mortgage Rate less (y) the Expense Fee Rate.

Adjustment Date: As to any adjustable-rate Mortgage Loan, the first Due Date on which the related Mortgage Rate adjusts as provided in the related Mortgage Note and each Due Date thereafter on which the Mortgage Rate adjusts as provided in the related Mortgage Note.

 

 

Advance: The payment required to be made by the Servicer for any Distribution Date pursuant to Section 4.01, the amount of that payment being equal to the aggregate of payments of principal and interest (net of the Servicing Fee and any net proceeds in the case of any REO Properties) on the Mortgage Loans that were due during the related Remittance Period and not received as of the close of business on the related Determination Date, plus an amount equivalent to interest on each REO Property less the aggregate amount of any delinquent payments that the Servicer has determined would constitute a Nonrecoverable Advance if advanced.

Affected Party: As defined in the Swap Agreement.

Affiliate:  With respect to any Person, any other Person controlling, controlled or under common control with such Person.  For purposes of this definition, “control” means the power to direct the management and policies of a Person, directly or indirectly, whether through ownership of voting securities, by contract, or otherwise and “controlling” and “controlled” shall have meanings correlative to the foregoing.  Affiliates also include any entities consolidated within the requirements of generally accepted accounting principles.

Agreement: This Pooling and Servicing Agreement and all amendments and supplements hereto.

Amount Held for Future Distribution: For any Distribution Date, the aggregate amount held in the Certificate Account at the close of business on the related Determination Date on account of (i) Principal Prepayments received after the end of the related Prepayment Period and Liquidation Proceeds and Subsequent Recoveries on the Mortgage Loans, in each case, received after the end of the preceding calendar month and (ii) all Scheduled Payments on the Mortgage Loans due after the end of the related Remittance Period.

Applied Realized Loss Amount:  For any Distribution Date and any Class of Subordinated Certificates, the excess of the aggregate Class Certificate Balance of the Class A and Subordinated Certificates over the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the preceding Remittance Period.

Available Funds: For any Distribution Date,

are the sum of:

(i)              all scheduled installments of interest (net of the related Expense Fees) and principal due on the Due Date on the Mortgage Loans in the related Remittance Period and received by the related Determination Date, together with any related Advances;

(ii)             all Insurance Proceeds (other than Insurance Proceeds included in Liquidation Proceeds), Liquidation Proceeds and Subsequent Recoveries received during the preceding calendar month (in each case, net of unreimbursed expenses incurred in connection with a liquidation or foreclosure and net of the related Excess Proceeds);

(iii)            all partial or full Principal Prepayments on the Mortgage Loans received during the related Prepayment Period together with all Compensating Interest on those Mortgage Loans and interest paid by the Mortgagors (other than Prepayment Interest Excess); and

 

 

(iv)            amounts received for the Distribution Date as the Substitution Adjustment Amount or the purchase price of a Deleted Mortgage Loan or a Mortgage Loan repurchased by the Seller or the Servicer as of the Distribution Date and the proceeds received with respect to the termination of the Trust Fund;

minus

 (v)          amounts in reimbursement for Advances previously made with respect to the Mortgage Loans, and other expenses reimbursable to the Servicer with respect to the Mortgage Loans pursuant to this Agreement and, as applicable, payable by the Trustee out of the Distribution Account pursuant to Section 3.09(b); and

minus

(vi)         any Net Swap Payment or Swap Termination Payment owed to the Swap Provider (other than Swap Termination Payments resulting from a Swap Provider Trigger Event).

Bankruptcy Code:  The United States Bankruptcy Reform Act of 1978, as amended.

Basic Principal Distribution Amount: For any Distribution Date, the excess of (i) the Principal Remittance Amount for that Distribution Date over (ii) the Excess Overcollateralization Amount, if any, for that Distribution Date.

Book-Entry Certificates: As specified in the Preliminary Statement.

Business Day: Any day other than (i) a Saturday or a Sunday, or (ii) a day on which banking institutions in the City of New York, New York, the State of California or the city in which the Corporate Trust Office of the Trustee is located are authorized or obligated by law or executive order to be closed.

Certificate: Any one of the Certificates issued by the Trust Fund and executed by the Trustee, in substantially the forms attached as exhibits.

Certificate Account: The separate Eligible Account or Accounts created and maintained by the Servicer pursuant to Section 3.06(d) with a depository institution in the name of the Servicer for the benefit of the Trustee on behalf of Certificateholders and designated “IndyMac Bank, F.S.B., in trust for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A.”

Certificate Balance: For any Certificate (other than a Class R, Class R-X or a Class C Certificate) at any date, the maximum dollar amount of principal to which the Holder of the Certificate is then entitled, such amount being equal to the Certificate’s Denomination plus any increases in the Certificate Balance of such Certificate pursuant to Section 4.02 due to the receipt of Subsequent Recoveries minus all distributions of principal previously made with respect thereto and, in the case of any Subordinated Certificate, reduced by any Applied Realized Loss Amounts applicable to any such Subordinated Certificates. With respect to the Class C Certificates as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate
Uncertificated Balance of the REMIC II Regular Interests over (B) the then aggregate Certificate Balance of the Class A Certificates, Subordinated Certificates and 

 

Class P Certificates then outstanding. The Class R and Class R-X Certificates have no Certificate Balance.

Certificate Owner: With respect to a Book-Entry Certificate, the Person who is the beneficial owner of the Book-Entry Certificate.  For purposes of this Agreement, in order for a Certificate Owner to enforce any of its rights under this Agreement, it shall first have to provide evidence of its beneficial ownership interest in a Certificate that is reasonably satisfactory to the Trustee, the Supplemental Interest Trust Administrator, the Depositor and/or the Servicer, as applicable.

Certificate Register: The register maintained pursuant to Section 5.02.

Certificateholder or Holder: The person in whose name a Certificate is registered in the Certificate Register, except that, solely for the purpose of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Seller, the Depositor or its Affiliate shall not be eligible to vote or be considered Outstanding and the Percentage Interest evidenced thereby shall not be taken into account in determining whether the requisite amount of Percentage Interests necessary to effect a consent has been obtained unless the Seller, the Depositor or its Affiliates own 100% of the Percentage Interests evidenced by a Class of Certificates, in which case the Certificates shall be Outstanding for purposes of any provision of this Agreement requiring the consent of the Holders of Certificates of a particular Class as a condition to the taking of
any action. The Trustee, the Supplemental Interest Trust Administrator and the NIM Insurer are entitled to rely conclusively on a certification of the Depositor or any Affiliate of the Depositor in determining which Certificates are registered in the name of an Affiliate of the Depositor.

Class: All Certificates bearing the same class designation, as specified in the Preliminary Statement.

	
             
 	
            Class A Certificates:  As specified in the Preliminary Statement.  
 

Class A Principal Distribution Amount: is the excess of 

(A)    the aggregate Class Certificate Balance of the Class A Certificates immediately before that Distribution Date; over

(B)     the lesser of (x) approximately 56.10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period related to that Distribution Date) and (y) an amount, not less than zero, equal to the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period related to that Distribution Date) minus $2,800,000.

Class Certificate Balance: For any Class as of any date of determination, the aggregate of the Certificate Balances of all Certificates of such Class as of that date.

Class C Certificates: Any one of the Class C Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, representing the right to distributions as set forth herein and therein and evidencing a regular interest in REMIC IV.

 

 

Class C Interest: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class C Certificates, evidencing a REMIC Regular Interest in REMIC III.

Class C Distributable Amount: On any Distribution Date, the amount that has accrued on the Class C Certificates but that has not been distributed on the Class C Certificates on prior Distribution Dates.

Class IO Distribution Amount: As defined in Section 4.05 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Supplemental Interest Trust on such Distribution Date in excess of the amount payable on the Class IO Interest on such Distribution Date, all as further provided in Section 4.05 hereof.

Class IO Interest: An uncertificated interest in the Trust Fund held by the Trustee, evidencing a REMIC Regular Interest in REMIC III for purposes of the REMIC Provisions.

Class M-1 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date) and

(B)          the Class Certificate Balance of the Class M-1 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          63.70% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-1 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-1 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-2 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

 

 

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and

(C)          the Class Certificate Balance of the Class M-2 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          70.60% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-2 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-2 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-3 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and

(D)          the Class Certificate Balance of the Class M-3 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          74.70% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-3 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-3 Principal Distribution Amount shall equal 

 

the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-4 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and

(E)          the Class Certificate Balance of the Class M-4 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          78.20% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-4 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-4 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-5 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

 

 

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and

(F)          the Class Certificate Balance of the Class M-5 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          81.70% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-5 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-5 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-6 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

 

 

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), 

(F)          the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and

(G)          the Class Certificate Balance of the Class M-6 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          84.80% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-6 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-6 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-7 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), 

 

 

(F)          the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), 

(G)          the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and

(H)          the Class Certificate Balance of the Class M-7 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          87.80% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-7 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-7 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-8 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), 

 

 

(F)          the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), 

(G)          the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), 

(H)          the Class Certificate Balance of the Class M-7 Certificates (after taking into account distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and

(I)           the Class Certificate Balance of the Class M-8 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          90.50% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-8 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-8 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-9 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

 

 

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), 

(F)          the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), 

(G)          the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), 

(H)          the Class Certificate Balance of the Class M-7 Certificates (after taking into account distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), 

(I)           the Class Certificate Balance of the Class M-8 Certificates (after taking into account distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and

(J)           the Class Certificate Balance of the Class M-9 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          92.50% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-9 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-9 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

Class M-10 Principal Distribution Amount: For any Distribution Date, the excess of

	
            (i)
 	
            the sum of
 

(A)          the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),

(B)          the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),

 

 

(C)          the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),

(D)          the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),

(E)          the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), 

(F)          the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), 

(G)          the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), 

(H)          the Class Certificate Balance of the Class M-7 Certificates (after taking into account distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), 

(I)           the Class Certificate Balance of the Class M-8 Certificates (after taking into account distribution of the Class M-8 Principal Distribution Amount on such Distribution Date),

(J)           the Class Certificate Balance of the Class M-9 Certificates (after taking into account distribution of the Class M-9 Principal Distribution Amount on such Distribution Date) and

(K)          the Class Certificate Balance of the Class M-10 Certificates immediately before such Distribution Date over

	
            (ii)
 	
            the lesser of
 

(A)          94.80% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  and

(B)          an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period  minus $2,800,000;

provided, that if on any Distribution Date, the Class M-10 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-10 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.

 

 

Class P Certificate: Any one of the Class P Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, representing the right to distributions as set forth herein and therein and evidencing a Regular Interest in REMIC V.

Class P Interest: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class P Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.

Class R Certificate: A certificate representing the beneficial ownership of the Class R-I Interest, Class R-II Interest and Class R-III Interest.  

Class R-I Interest:  The uncertificated residual interest in REMIC I.

Class R-II Interest:  The uncertificated residual interest in REMIC II.

Class R-III Interest:  The uncertificated residual interest in REMIC III.

Class R-IV Interest:  The uncertificated residual interest in REMIC IV.

Class R-V Interest:  The uncertificated Residual Interest in REMIC V.

Class R-VI Interest:  The uncertificated Residual Interest in REMIC VI.

Class R-X Certificate: The Class R-X Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, evidencing the ownership of the Class R-IV Interest, the Class R-V Interest and the Class R-VI Interest. 

Closing Date: February 9, 2006.

Code: The United States Internal Revenue Code of 1986, including any successor or amendatory provisions.

Collateral Value: For any Mortgage Loan, the Collateral Value of the related Mortgaged Property shall be, other than for Refinance Loans, the lesser of (i) the appraised value determined in an appraisal obtained by the originator at origination of the Mortgage Loan and (ii) the sales price for the related Mortgaged Property. In the case of a Refinance Loan, the Collateral Value of the related Mortgaged Property is its appraised value determined in an appraisal obtained at the time of refinancing.

Collection Account: The separate Eligible Account or Accounts created and maintained by the Servicer pursuant to Section 3.06(c) with a depository institution in the name of the Servicer for the benefit of the Trustee on behalf of the Certificateholders and designated “IndyMac Bank, F.S.B., in trust for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A.”

Combined Loan-to-Value Ratio: As of any date and Mortgage Loan, the fraction, expressed as a percentage, the numerator of which is the Principal Balance of the Mortgage Loan plus the principal balance of any related senior mortgage loan (when applicable for second lien loans), and the denominator of which is the Value of the related Mortgaged Property.

Commission: The United States Securities and Exchange Commission.

 

 

Compensating Interest: For any Distribution Date, the lesser of (i) any Prepayment Interest Shortfalls and (ii) 0.125% multiplied by one-twelfth multiplied by the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the prior month.

Corporate Trust Office: The designated office of the Trustee and the Supplemental Interest Trust Administrator in the State of California at which at any particular time its corporate trust business with respect to this Agreement is administered, which office at the date of the execution of this Agreement is located at 1761 East St. Andrew Place, Santa Ana, California 92705, Attn:  Corporate Trust Administration IN06S1 (IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A), facsimile no. (714) 247-6285 and which is the address to which notices to and correspondence with the Trustee or the Supplemental Interest Trust Administrator should be directed.

Corresponding Certificate:  With respect to each REMIC II Regular Interest, as follows:

	
            
REMIC II Regular Interest
 
 	
            
Class
 
 
	
            REMIC II Regular Interest LTA1
 	
            A-1
 
	
            REMIC II Regular Interest LTA2
 	
            A-2
 
	
            REMIC II Regular Interest LTA3
 	
            A-3
 
	
            REMIC II Regular Interest LTA4
 	
            A-4
 
	
            REMIC II Regular Interest LTM1
 	
            M-1
 
	
            REMIC II Regular Interest LTM2
 	
            M-2
 
	
            REMIC II Regular Interest LTM3
 	
            M-3
 
	
            REMIC II Regular Interest LTM4
 	
            M-4
 
	
            REMIC II Regular Interest LTM5
 	
            M-5
 
	
            REMIC II Regular Interest LTM6
 	
            M-6
 
	
            REMIC II Regular Interest LTM7
 	
            M-7
 
	
            REMIC II Regular Interest LTM8
 	
            M-8
 
	
            REMIC II Regular Interest LTM9
 	
            M-9
 
	
            REMIC II Regular Interest LTM10
 	
            M-10
 
	
            REMIC II Regular Interest LTP
 	
            P
 

 

Credit Enhancement Percentage:  For any Distribution Date and any Class of Class A or Subordinated Certificates, the percentage obtained by dividing (x) the sum of (i) the aggregate Class Certificate Balances of all Classes of Certificates subordinated to such Class and (ii) the Overcollateralization Amount (in each case taking into account the distributions of the Principal Distribution Amount for such Distribution Date) by (y) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to scheduled payments of principal due during the Remittance Period, to the extent received or advanced, and Principal Prepayments received in the Prepayment Period related to such Distribution Date).

Cumulative Net Loss Trigger Event: With respect to any Distribution Date on or after the Stepdown Date, the percentage obtained by dividing (x) the aggregate amount of Realized Losses incurred from the Cut-off Date through the last day of the related Remittance Period (reduced by the aggregate amount of Subsequent Recoveries received through the last day of that Remittance Period) by (y) the aggregate Cut-off Date Principal Balance of the Mortgage Loans exceeds (a) 1.50% of the aggregate Stated Principal Balance of the Mortgage Loans with respect to the Distribution Date in January 2008, plus an additional 1/12th of 1.90% of the 

 

aggregate Stated Principal Balance of the Mortgage Loans for each Distribution Date occurring in each month thereafter to and including the Distribution Date in January 2009, (b) 3.40% of the aggregate Stated Principal Balance of the Mortgage Loans with respect to the Distribution Date occurring in February 2009, plus an additional 1/12th of 1.90% of the aggregate Stated Principal Balance of the Mortgage Loans for each Distribution Date occurring in each month thereafter to and including the Distribution Date in January 2010, (c) 5.30% of the aggregate Stated Principal Balance of the Mortgage Loans with respect to the Distribution Date occurring in February 2010, plus an additional 1/12th of 1.50% of the aggregate Stated Principal Balance of the Mortgage Loans for each Distribution Date occurring in each month thereafter to and including the Distribution Date in January 2011, (d) 6.80%
of the aggregate Stated Principal Balance of the Mortgage Loans with respect to the Distribution Date occurring in February 2011, plus an additional 1/12th of 0.10% of the aggregate Stated Principal Balance of the Mortgage Loans for each Distribution Date occurring in each month thereafter to and including the Distribution Date in January 2012 and (e) 6.90% of the aggregate Stated Principal Balance of the Mortgage Loans with respect to the Distribution Date occurring in February 2012 and each month thereafter.

Cut-off Date: January 1, 2006.  

Cut-off Date Principal Balance: As to any Mortgage Loan, its Stated Principal Balance as of the close of business on the Cut-off Date.

Debt Service Reduction: For any Mortgage Loan, a reduction by a court of competent jurisdiction, in a proceeding under the Bankruptcy Code, in the Scheduled Payment for the Mortgage Loan that became final and non-appealable, but not including a reduction (i) resulting from a Deficient Valuation or (ii) that results in a permanent forgiveness of principal.

Defaulting Party: As defined in the Swap Agreement.

Deficient Valuation: For any Mortgage Loan, a valuation by a court of competent jurisdiction of the related Mortgaged Property in an amount less than the then outstanding indebtedness under such Mortgage Loan, or any reduction in the amount of principal to be paid in connection with any Scheduled Payment, that results in a permanent forgiveness of principal, which valuation or reduction results from an order of the court that is final and non-appealable in a proceeding under the Bankruptcy Code.

Definitive Certificates: As specified in the Preliminary Statement..

Delayed Delivery Certification:  A certification substantially in the form of Exhibit G-2.

Delayed Delivery Mortgage Loans: The Mortgage Loans identified on the Mortgage Loan Schedule, for which neither a related Mortgage File nor the Mortgage Note (or lost note affidavit for a lost Mortgage Note) has been delivered to the Trustee by the Closing Date. The Depositor shall deliver the Mortgage Files to the Trustee:

	
             
 	
            (A)
 	
            for at least 70% of the Mortgage Loans, not later than the Closing Date; and
 

(B)          for the remaining 30% of the Mortgage Loans, not later than five (5) Business Days following the Closing Date.

 

 

To the extent that the Seller is in possession of any Mortgage File for any Delayed Delivery Mortgage Loan, until delivery of the Mortgage File to the Trustee as provided in Section 2.01, the Seller shall hold the files as Servicer, as agent and in trust for the Trustee.

Deleted Mortgage Loan: As defined in Section 2.03(c).

Denomination: For each Certificate, the amount appearing on the face of the Certificate as the “Initial Certificate Balance of this Certificate” or the Percentage Interest appearing on the face of the Certificate.

Depositor: IndyMac ABS, Inc., a Delaware corporation, or its successor in interest.

Depository: The initial Depository shall be The Depository Trust Company, the nominee of which is Cede & Co., as the registered Holder of the Book-Entry Certificates. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(a)(5) of the Uniform Commercial Code of the State of New York.

Depository Participant: A broker, dealer, bank, or other financial institution or other Person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.

Determination Date: As to any Distribution Date, the 18th day of each month or, if that day is not a Business Day, the next Business Day, except that if the next Business Day is less than two (2) Business Days before the related Distribution Date, then the Determination Date shall be the Business Day preceding the 18th day of the month.

Distribution Account: The separate Eligible Account created and maintained by the Trustee pursuant to Section 3.06(f) in the name of the Trustee for the benefit of the Certificateholders and designated “Deutsche Bank National Trust Company in trust for registered holders of IndyMac Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A.” Funds in the Distribution Account shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement.

Distribution Account Deposit Date: As to any Distribution Date, 12:30 p.m. (Pacific time) on the Business Day preceding the Distribution Date.

Distribution Date: The 25th day of each calendar month after the initial issuance of the Certificates, or if that day is not a Business Day, the next Business Day, commencing in February 2006.

Due Date: For any Mortgage Loan and Distribution Date, the first day of the month in which the Distribution Date occurs.

Eligible Account: Any of

(i)            an account maintained with a federal or state chartered depository institution or trust company, the short-term unsecured debt obligations of which (or, in the case of a depository institution or trust company that is the principal subsidiary of a holding company, the debt obligations of the holding company, but only if Moody’s is not a Rating Agency) have the highest short-term ratings of each Rating Agency at the time any amounts are held on deposit therein, or

 

 

	
             
 	
            (ii)
 	
            [reserved], or
 

(iii)         a trust account or accounts maintained with the trust department of a federal or state chartered depository institution or trust company, acting in its fiduciary capacity, or

(iv)         any other account acceptable to each Rating Agency without reduction or withdrawal of their then current ratings of the Certificates or any NIM Insurer-guaranteed NIM Notes, as evidenced by a letter from each Rating Agency to the Trustee and the NIM Insurer.

Eligible Accounts may bear interest, and may include, if otherwise qualified under this definition, accounts maintained with the Trustee.

ERISA: The Employee Retirement Income Security Act of 1974, as amended.

ERISA-Qualifying Underwriting: A best efforts or firm commitment underwriting or private placement that meets the requirements of an Underwriter’s Exemption.

ERISA-Restricted Certificate: As specified in the Preliminary Statement.

Escrow Account: The Eligible Account or Accounts established and maintained pursuant to Section 3.07(a).

Event of Default: As defined in Section 7.01.

Excess Overcollateralization Amount: For any Distribution Date, the excess of (a) the Overcollateralization Amount on such Distribution Date over (b) the Overcollateralization Target Amount for such Distribution Date.

Excess Proceeds: For any Liquidated Mortgage Loan, the excess of

(a)           all Liquidation Proceeds from the Mortgage Loan received in the calendar month in which the Mortgage Loan became a Liquidated Mortgage Loan, net of any amounts previously reimbursed to the Servicer as Nonrecoverable Advances with respect to the Mortgage Loan pursuant to Section 3.09(a)(ii), over

(b)           the sum of (i) the unpaid principal balance of the Liquidated Mortgage Loan as of the Due Date in the month in which the Mortgage Loan became a Liquidated Mortgage Loan plus (ii) accrued interest at the Mortgage Rate from the Due Date for which interest was last paid or advanced (and not reimbursed) to Certificateholders up to the Due Date applicable to the Distribution Date following the calendar month during which the liquidation occurred.

Excess Reserve Fund Account: The separate Eligible Account created and maintained by the Trustee pursuant to Section 3.06(d) in the name of the Trustee for the benefit of the Certificateholders and designated “Deutsche Bank National Trust Company in trust for registered holders of IndyMac Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A.” Funds in the Excess Reserve Fund Account shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement. The Excess Reserve Fund Account will not be an asset of any REMIC.

Exchange Act: The Securities Exchange Act of 1934, as amended.

 

 

Expense Adjusted Net Mortgage Rate: For any Distribution Date and a Mortgage Loan, the per annum rate equal to the Mortgage Rate of that Mortgage Loan as of the first day of the month preceding the month in which that Distribution Date occurs minus the Expense Fee Rate.

Expense Adjusted Net Maximum Mortgage Rate:  For any Distribution Date and a Mortgage Loan, the per annum rate equal to the weighted average of the Maximum Mortgage Rate of that Mortgage Loan as of the first day of the month preceding the month in which that Distribution Date occurs minus the Expense Fee Rate.

Expense Fees: As to each Mortgage Loan, the sum of the Servicing Fee and Trustee Fee.

Expense Fee Rate: As to each Mortgage Loan, the sum of the Servicing Fee Rate and the Trustee Fee Rate.

Extra Principal Distribution Amount: As of any Distribution Date, the lesser of  (x) the Total Monthly Excess Spread for that Distribution Date and (y) the Overcollateralization Deficiency for that Distribution Date.

FDIC: The Federal Deposit Insurance Corporation, or any successor thereto.

FHLMC: The Federal Home Loan Mortgage Corporation, a corporate instrumentality of the United States created and existing under Title III of the Emergency Home Finance Act of 1970, as amended, or any successor thereto.

Fitch: Fitch, Inc., or any successor thereto. If Fitch is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to Fitch shall be Fitch, Inc., One State Street Plaza, New York, New York 10004, Attention: MBS Monitoring – IndyMac INABS 2006-A, or any other address Fitch furnishes to the Depositor and the Servicer.

FNMA: The Federal National Mortgage Association, a federally chartered and privately owned corporation organized and existing under the Federal National Mortgage Association Charter Act, or any successor thereto.

Indenture: The indenture, or document of similar import, if any, pursuant to which any NIM Notes are issued.

Index: As to each adjustable-rate Mortgage Loan, the index from time to time in effect for the adjustment of the Mortgage Rate set forth as such on the related Mortgage Note.

Indirect Participant: A broker, dealer, bank, or other financial institution or other Person that clears through or maintains a custodial relationship with a Depository Participant.

Insurance Policy: For any Mortgage Loan included in the Trust Fund, any insurance policy, including all its riders and endorsements in effect, including any replacement policy or policies for any Insurance Policies.

 

 

Insurance Proceeds: Proceeds paid by an insurer pursuant to any Insurance Policy, in each case other than any amount included in such Insurance Proceeds in respect of Insured Expenses or released to the Mortgagor.

Insured Expenses: Expenses covered by an Insurance Policy or any other insurance policy with respect to the Mortgage Loans.

Interest Accrual Period: With respect to the Class C Certificates and each Distribution Date, the calendar month prior to the month of such Distribution Date.  With respect to the Class A Certificates and the Subordinated Certificates and each Distribution Date, the period commencing on the preceding Distribution Date (or in the case of the first such  Interest Accrual Period, commencing on the Closing Date) and ending on the day preceding such Distribution Date.

Interest Remittance Amount: For any Distribution Date, the excess of  (x)  the sum of the portions of clauses (i) through (iv) of the definition of Available Funds for such Distribution Date that represent payments of interest, over (y) the sum of the amounts included in clauses (v) (to the extent related to interest) and (vi) of the definition of Available Funds for such Distribution Date.

Lender PMI Loan: Any Mortgage Loan with respect to which the related lender rather than the related borrower acquired primary mortgage guaranty insurance and charged the related borrower an interest premium.  

LIBOR: For any Interest Accrual Period for the LIBOR Certificates, the rate determined by the Trustee on the related LIBOR Determination Date on the basis of the offered rate for one-month U.S. dollar deposits that appears on Telerate Page 3750 as of 11:00 a.m. (London time) on that date. If the rate does not appear on Telerate Page 3750, the rate for that date will be determined on the basis of the rates at which one-month U.S. dollar deposits are offered by the Reference Banks at approximately 11:00 a.m. (London time) on that date to prime banks in the London interbank market. In that case, the Trustee will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If at least two quotations are so provided, the rate for that date will be the arithmetic mean of the quotations (rounded upwards if necessary to the
nearest whole multiple of 1/16%). If fewer than two quotations are provided as requested, the rate for that date will be the arithmetic mean of the rates quoted by major banks in New York City, selected by the Servicer, at approximately 11:00 a.m. (New York City time) on that date for one-month U.S. dollar loans to leading European banks.

LIBOR Certificates: As specified in the Preliminary Statement.

LIBOR Determination Date: For any Interest Accrual Period for the LIBOR Certificates, the second London Business Day preceding the commencement of the Interest Accrual Period.

Liquidated Mortgage Loan: For any Distribution Date, a defaulted Mortgage Loan (including any REO Property) that was liquidated in the calendar month preceding the month of the Distribution Date and as to which the Servicer has certified (in accordance with this Agreement) that it has received all amounts it expects to receive in connection with the liquidation of the Mortgage Loan, including the final disposition of an REO Property.

 

 

Liquidation Proceeds: Amounts, including Insurance Proceeds regardless of when received, received in connection with the partial or complete liquidation of defaulted Mortgage Loans, whether through trustee’s sale, foreclosure sale, or otherwise or amounts received in connection with any condemnation or partial release of a Mortgaged Property, and any other proceeds received in connection with an REO Property, less the sum of related unreimbursed Servicing Fees, Servicing Advances and Advances.

Loan-to-Value Ratio: For any Mortgage Loan and as of any date of determination, the fraction whose numerator is the principal balance of the related Mortgage Loan at that date of determination and whose denominator is the Collateral Value of the related Mortgaged Property.

London Business Day: Any day on which dealings in deposits of United States dollars are transacted in the London interbank market.

Lost Mortgage Note: Any Mortgage Note the original of which was permanently lost or destroyed and has not been replaced.

Majority in Interest: As to any Class of Regular Certificates, the Holders of Certificates of such Class evidencing, in the aggregate, at least 51% of the Percentage Interests evidenced by all Certificates of such Class.

Margin: As to each adjustable-rate Mortgage Loan, the percentage amount on the related Mortgage Note added to the Index in calculating its Mortgage Rate.

Marker Rate: With respect to the Class C Interest and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the REMIC II Remittance Rates for each REMIC II Regular Interest (other than REMIC II Regular Interest LTAA, LTIO and LTP) subject to a cap (for each such REMIC II Regular Interest other than REMIC II Regular Interest LTZZ) equal to the Pass-Through Rate for the Corresponding Certificate for the purpose of this calculation; with the rate on REMIC II Regular Interest LTZZ subject to a cap of zero for the purpose of this calculation;  provided, however, that solely for this purpose, calculations of the REMIC II Remittance Rate and the related caps with respect to each such REMIC II Regular Interest, other than REMIC II Regular Interest LTZZ, shall be multiplied by a fraction, the numerator of which is the actual number
of days in the Interest Accrual Period and the denominator of which is 30.

Maximum LTZZ Uncertificated Interest Deferral Amount:  With respect to any Distribution Date, the excess of (i) accrued interest at the REMIC II Remittance Rate applicable to REMIC II Regular Interest LTZZ for such Distribution Date on a balance equal to the Uncertificated Balance of REMIC II Regular Interest LTZZ minus the REMIC II Overcollateralization Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest
LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10 for such Distribution Date, with the rate on each such REMIC II Regular Interest subject to a cap equal to the lesser of (i) LIBOR plus the related Pass-Through Margin and (ii) the related Net WAC Cap; provided, however, that solely for this purpose, calculations of the REMIC II Remittance Rate and the related caps with respect to 

 

REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10 shall be multiplied by a fraction, the numerator of which is the actual number of days in the Interest Accrual Period and the denominator of which is 30.

Maximum Cap: As of any Distribution Date, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to the sum of (x) the weighted average of the Expense Adjusted Net Maximum Mortgage Rates of the Mortgage Loans and (y) the percentage equivalent of a fraction, the numerator of which is any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) made by the Swap Provider, if any, multiplied by 12 and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans.

Maximum Mortgage Rate:  As to each adjustable-rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the lifetime maximum mortgage rate to which such Mortgage Rate may be adjusted.  As to each fixed-rate Mortgage Loan, the related Mortgage Rate.

MERS:  Mortgage Electronic Registration Systems, Inc., a corporation organized and existing under the laws of the State of Delaware, or any successor thereto.

MERS Mortgage Loan:  Any Mortgage Loan registered with MERS on the MERS® System.

MERS® System:  The system of recording transfers of mortgages electronically that is maintained by MERS.

MIN:  The mortgage identification number for any MERS Mortgage Loan.

MOM Loan:  Any Mortgage Loan as to which MERS is acting as mortgagee, solely as nominee for the originator of such Mortgage Loan and its successors and assigns.

Monthly Statement: The statement prepared by the Trustee pursuant to Section 4.03.

Moody’s: Moody’s Investors Service, Inc., or its successors in interest.  If Moody’s is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to Moody’s shall be Moody’s Investors Service, Inc., 99 Church Street, New York, New York 10007, Attention: Residential Loan Monitoring Group, or any other address that Moody’s furnishes to the Depositor and the Servicer.

Mortgage: The mortgage, deed of trust, or other instrument creating a first or second lien on an estate in fee simple or leasehold interest in real property securing a Mortgage Note.

Mortgage File: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents delivered to the Trustee to be added to the Mortgage File pursuant to this Agreement.

 

 

Mortgage Loans: Such of the mortgage loans transferred and assigned to the Trustee pursuant to this Agreement, as from time to time are held as a part of the Trust Fund (including any REO Property), the Mortgage Loans so held being identified on the Mortgage Loan Schedule, notwithstanding foreclosure or other acquisition of title of the related Mortgaged Property.

Mortgage Loan Schedule: As of any date, the list of Mortgage Loans in Schedule I included in the Trust Fund on such date. The Mortgage Loan Schedule shall be prepared by the Seller and shall contain the following information with respect to each Mortgage Loan and in the aggregate:

	
            (i)
 	
            the loan number;
 
	 	 
	
            (ii)
 	
            the Mortgagor’s name and the street address of the Mortgaged 
 Property, including the zip code;
 
	 	 
	
            (iii)
 	
            the maturity date;
 
	 	 
	
            (iv)
 	
            the original principal balance;
 
	 	 
	
            (v)
 	
            the Cut-off Date Principal Balance;
 
	 	 
	
            (vi)
 	
            the first payment date of the Mortgage Loan;
 
	 	 
	
            (vii)
 	
            the Scheduled Payment in effect as of the Cut-off Date;
 
	 	 
	
            (viii)
 	
            the Loan-to-Value Ratio at origination;
 
	 	 
	
            (ix)
 	
            a code indicating whether the residential dwelling at the time of origination was represented to be owner-occupied;
 
	 	 
	
            (x)
 	
            a code indicating whether the residential dwelling is either (a) a detached single family dwelling, (b) a townhouse, (c) a dwelling in a PUD, (d) a condominium unit or (e) a two- to four-unit residential property;
 
	 	 
	
            (xi)
 	
            the Mortgage Rate in effect immediately following:  (a) the applicable date of origination and (b) the Cut-off Date;
 
	 	 
	
            (xii)
 	
            the purpose for the Mortgage Loan;
 
	 	 
	
            (xiii)
 	
            the type of documentation program pursuant to which the Mortgage Loan was originated;
 
	 	 
	
            (xiv)
 	
            with respect to the adjustable-rate Mortgage Loans:
 
	 	 
	
             
 	
            (a)         the Maximum Mortgage Rate;
 
	 	 
	
             
 	
            (b)         the Periodic Rate Cap;
 
	 	 
	
             
 	
            (c)         the Adjustment Date;
 

 

 

 

 

	
             
 	
            (d)         the Margin; and
 
	 	 
	
             
 	
            (e)         the Index;
 
	 	 
	
            (xv)
 	
            a code indicating whether the Mortgage Loan is a Performance Loan;
 
	 	 
	
            (xvi)
 	
            a code indicating whether the Mortgage Loan is a borrower-paid mortgage insurance loan;
 
	 	 
	
            (xvii)
 	
            [reserved];
 
	 	 
	
            (xviii)
 	
            a code indicating whether the Mortgage Loan is a Lender PMI Loan;
 
	 	 
	
            (xix)
 	
            the coverage amount of any mortgage insurance;
 
	 	 
	
            (xx)
 	
            with respect to the Lender PMI Loans, the related interest premium;
 
	 	 
	
            (xxi)
 	
            a code indicating whether the Mortgage Loan is a Delayed Delivery Mortgage Loan;
 
	 	 
	
            (xxii)
 	
            a code indicating whether the Mortgage Loan is a MERS Mortgage Loan; 
 
	 	 
	
            (xxiii)

(xxiv)
 	
            A code indicating the term, if any, of a Prepayment Charge; and

if the Mortgage Loan is secured by a second-lien on the related mortgaged property, the Combined Loan-to-Value Ratio at origination.
 
	 	 

The schedule shall also state the total of the amounts described under (v) above for all of the Mortgage Loans.

Mortgage Note: The original executed note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.

Mortgage Rate: The annual rate of interest borne by a Mortgage Note from time to time minus any interest premium if the applicable Mortgage Note relates to a Lender PMI Loan, if any.

Mortgaged Property: The underlying property securing a Mortgage Loan.

Mortgagor: The obligors on a Mortgage Note.

Net Prepayment Interest Shortfall: For any Distribution Date, the excess of the Prepayment Interest Shortfalls for such Distribution Date over the Compensating Interest for such Distribution Dates.

Net Swap Payment: With respect to each Distribution Date, the net payment required to be made pursuant to the terms of the Swap Agreement by either the Swap Provider or the 

 

Supplemental Interest Trust, which net payment shall not take into account any Swap Termination Payment.

Net WAC Cap: For each Class of Certificates and any Distribution Date, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to (x) the weighted average of the Expense Adjusted Net Mortgage Rates of the Mortgage Loans minus (y) the percentage equivalent of a fraction, the numerator of which is any Net Swap Payment or Swap Termination Payment (only if such Swap Termination Payment was not due to a Swap Provider Trigger Event) deposited in the Supplemental Interest Trust for payment to the Swap Provider, if any, multiplied by 12 and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans.

For federal income tax purposes, the equivalent of the foregoing shall be expressed as the weighted average (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) of the REMIC II Remittance Rates on the REMIC II Regular Interests (other than REMIC II Regular Interest LTIO), weighted on the basis of the Uncertificated Balance of such REMIC II Regular Interest. 

Net WAC Cap Carry Forward Amount:  For any Class of Certificates and any Distribution Date, an amount equal to the aggregate amount of Net WAC Shortfall for such Class on that Distribution Date (to the extent not covered by payments from the Excess Reserve Fund Account or the Supplemental Interest Trust) plus any unpaid Net WAC Cap Carry Forward Amount for such Class from prior Distribution Dates (and interest accrued thereon at the then applicable Pass-Through Rate on that Class of Certificates, without giving effect to the applicable Net WAC Cap). 

Net WAC Shortfall:  For any Class of Class A and Subordinated Certificates and any Distribution Date on which the Pass-Through Rate for that Class is the related Net WAC Cap, an amount equal to excess of (x) the amount of interest such Class of Certificates would have accrued for  such Distribution Date had such Pass-Through Rate not been limited by the related Net WAC Cap over (y) the amount of interest such Class of Certificates accrued for such Distribution Date at the related Net WAC Cap.

NIM Insurer: Any insurer guarantying at the request of the Seller certain payments under the NIM Notes.

NIM Notes: Net interest margin securities, if any, which are secured by the cash flow on the Class C and/or Class P Certificates.

Nonrecoverable Advance: Any portion of an Advance previously made or proposed to be made by the Servicer, that, in the good faith judgment of the Servicer, will not be ultimately recoverable by the Servicer from the related Mortgagor or related Liquidation Proceeds or otherwise from collections related to the Mortgage Loan.

Notice of Final Distribution: The notice to be provided pursuant to Section 9.02, to the effect that final distribution on any of the Certificates shall be made only on its presentation and surrender.

Notional Amount: With respect to the Class C Interest and any Distribution Date, the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP) immediately prior to Distribution Date.

 

 

Offered Certificates: As specified in the Preliminary Statement.

Officer’s Certificate: A certificate (i) signed by the Chairman of the Board, the Vice Chairman of the Board, the President, a Managing Director, a Vice President (however denominated), an Assistant Vice President, the Treasurer, the Secretary, or one of the Assistant Treasurers or Assistant Secretaries of the Depositor or the Servicer, or (ii) if provided for in this Agreement, signed by a Servicing Officer, as the case may be, and delivered to the Depositor and the Trustee as required by this Agreement.

Opinion of Counsel: For the interpretation or application of the REMIC Provisions, counsel must (i) in fact be independent of the Depositor and the Servicer, (ii) not have any direct financial interest in the Depositor or the Servicer or in any affiliate of either, and (iii) not be connected with the Depositor or the Servicer as an officer, employee, promoter, underwriter, trustee, partner, director, or person performing similar functions. Otherwise, Opinion of Counsel is a written opinion of counsel, who may be counsel for the Depositor or the Servicer, including in-house counsel, reasonably acceptable to the Trustee.

Optional Termination: The termination of the Trust Fund created hereunder in connection with the purchase of the Mortgage Loans pursuant to Section 9.01(a).

Optional Termination Date: The Distribution Date following the last day of the related Remittance Period on which the aggregate Stated Principal Balance of the Mortgage Loans and any REO Property declines to less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.

OTS: The Office of Thrift Supervision.

Outstanding: For the Certificates as of any date of determination, all Certificates theretofore executed and authenticated under this Agreement except:

(i)            Certificates theretofore canceled by the Trustee or delivered to the Trustee for cancellation; and

(ii)          Certificates in exchange for which or in lieu of which other Certificates have been executed and delivered by the Trustee pursuant to this Agreement.

Outstanding Mortgage Loan: As of any Due Date, a Mortgage Loan with a Stated Principal Balance greater than zero that was not the subject of a Principal Prepayment in Full before the Due Date or during the Prepayment Period related to that Due Date and that did not become a Liquidated Mortgage Loan before the Due Date.

Overcollateralization Amount: For any Distribution Date, the excess of

(a)           the aggregate Stated Principal Balance of the Mortgage Loans as of the preceding Due Date (after giving effect to Principal Prepayments received in the Prepayment Period related to that prior Due Date) over

(b)           the aggregate Class Certificate Balance of the Class A, Subordinated and Class P Certificates on that Distribution Date (assuming the payment of 100% of the Principal Remittance Amount is distributed for that Distribution Date).

 

 

Overcollateralization Deficiency: For any Distribution Date, the excess of  (a) the Overcollateralization Target Amount applicable to such Distribution Date over (b) the Overcollateralization Amount applicable to such Distribution Date.

Overcollateralization Target Amount:  With respect to any Distribution Date: (i) before the Stepdown Date, an amount equal to 2.60% of the sum of the Cut-off Date Principal Balance of the Mortgage Loans; (ii) on or after the Stepdown Date and provided that a Trigger Event is not in effect, an amount equal to the greater of (x) 5.20% of the then current aggregate outstanding Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Scheduled  Payments of principal due during the related Remittance Period to the extent received or advanced and Principal Prepayments received during the Prepayment Period related to such Distribution Date) and (y) $2,800,000; or (iii) if a Trigger Event is in effect, the Overcollateralization Target
Amount for the immediately preceding Distribution Date.  Notwithstanding the foregoing, on and after any Distribution Date following the reduction of the aggregate Class Certificate Balance of the Class A and Subordinate Certificates to zero, the Overcollateralization Target Amount shall be zero. 

Ownership Interest: As to any Residual Certificate, any ownership interest in the Certificate, including any interest in the Certificate as its Holder and any other interest therein, whether direct or indirect, legal or beneficial.

Pass-Through Margin: For each Class of Class A and Subordinate Certificates for the Interest Accrual Period for each Distribution Date on or before the Optional Termination Date, the respective amount set forth below:  

	
            A-1 
 	
            0.090%
 	
            M-4 
 	
            0.550%
 
	
            A-2
 	
            0.150%
 	
            M-5 
 	
            0.590%
 
	
            A-3
 	
            0.200%
 	
            M-6 
 	
            0.680%
 
	
            A-4 
 	
            0.300%
 	
            M-7 
 	
            1.350%
 
	
            M-1 
 	
            0.400%
 	
            M-8 
 	
            1.500%
 
	
            M-2 
 	
            0.420%
 	
            M-9 
 	
            2.600%
 
	
            M-3 
 	
            0.440%
 	
            M-10 
 	
            2.500%
 

 

For the Interest Accrual Period for each Distribution Date after the Optional Termination Date, the Pass-Through Margin for each of the Class A -1, Class A -2, Class A-3 and Class A- 4 Certificates shall be 2 times its initial margin and the Pass-Through Margin for each Class of Subordinated Certificates shall be 1.5 times its initial margin.

Pass-Through Rate:  With respect to any Class of Class A Certificates or Subordinated Certificates and any Distribution Date, the least of (x) LIBOR plus the related Pass-Through Margin for such Distribution Date, (y) the Net WAC Cap for such Distribution Date and (z) the Maximum Cap for such Distribution Date.  

With respect to the Class C Interest and any Distribution Date, a rate per annum equal to the percentage equivalent of a fraction, the numerator of which is the sum of the amounts calculated pursuant to clauses (A) through (Q) below, and the denominator of which is the aggregate Uncertificated Balance of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, 

 

REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTZZ. For purposes of calculating the Pass-Through Rate for the Class C Interest, the numerator is equal to the sum of the following components:

(A)          the REMIC II Remittance Rate for REMIC II Regular Interest LTAA minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTAA;

(B)          the REMIC II Remittance Rate for REMIC II Regular Interest LTA1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTA1;

(C)          the REMIC II Remittance Rate for REMIC II Regular Interest LTA2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTA2;

(D)          the REMIC II Remittance Rate for REMIC II Regular Interest LTA3 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTA3;

(E)          the REMIC II Remittance Rate for REMIC II Regular Interest LTA4 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTA4;

(F)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM1;

(G)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM2;

(H)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM3 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM3;

(I)           the REMIC II Remittance Rate for REMIC II Regular Interest LTM4 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM4;

(J)           the REMIC II Remittance Rate for REMIC II Regular Interest LTM5 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM5;

(K)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM6 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM6;

 

 

(L)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM7 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM7;

(M)         the REMIC II Remittance Rate for REMIC II Regular Interest LTM8 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM8;

(N)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM9 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM9;

(O)          the REMIC II Remittance Rate for REMIC II Regular Interest LTM10 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTM10;

(P)          the REMIC II Remittance Rate for REMIC II Regular Interest LTZZ minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LTZZ; and

	
             
  	
            (Q)
 	
            100% of the interest on REMIC II Regular Interest LTP.
 

The Class P Certificates, Class R Certificates and Class R-X Certificates will not accrue interest and therefore will not have a Pass-Through Rate.

With respect to the Class C Certificates, 100% of the interest distributable to the Class C Interest, expressed as a per annum rate.

The Class IO Interest shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to REMIC II Regular Interest LTIO for such Distribution Date.

REMIC VI Regular Interest SWAP IO Interest shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to the Class IO Interest for such Distribution Date.

Percentage Interest: As to any Certificate, the percentage interest evidenced thereby in distributions required to be made on the related Class, such percentage interest being stated on its face or equal to the percentage obtained by dividing the Denomination of the Certificate by the aggregate of the Denominations of all Certificates of the same Class.

Performance Loan: Adjustable-rate Mortgage Loans that provide borrowers the potential of margin reduction for good payment history. If, at the time of evaluation, the related borrower has made scheduled payments in full since the origination of the loan with a maximum of one late payment (which, however, cannot be in the month of evaluation), the Mortgage Loan is eligible for a reduction (ranging from 0.50% to 1.00%) in the margin used to calculate the Mortgage Rate.

Periodic Rate Cap: As to any adjustable-rate Mortgage Loan and any Adjustment Date, the maximum percentage increase or decrease to the related Mortgage Rate on the Adjustment Date, as specified in the related Mortgage Note.

 

 

Permitted Investments: At any time, any of the following:

(i)           obligations of the United States or any agency thereof backed by the full faith and credit of the United States;

(ii)          general obligations of or obligations guaranteed by any state of the United States or the District of Columbia receiving the highest long-term debt rating of each Rating Agency, or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;

(iii)         commercial or finance company paper that is then receiving the highest commercial or finance company paper rating of each Rating Agency, or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;

(iv)         certificates of deposit, demand or time deposits, or bankers’ acceptances issued by any depository institution or trust company incorporated under the laws of the United States or of any state thereof and subject to supervision and examination by federal or state banking authorities; provided, that the commercial paper or long-term unsecured debt obligations of the depository institution or trust company (or in the case of the principal depository institution in a holding company system, the commercial paper or long-term unsecured debt obligations of the holding company, but only if Moody’s is not a Rating Agency) are then rated one of the two highest long-term and the highest short-term ratings of each Rating Agency for the securities, or any lower rating that will not result in the
downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;

(v)           demand or time deposits or certificates of deposit issued by any bank or trust company or savings institution to the extent that the deposits are fully insured by the FDIC;

(vi)         guaranteed reinvestment agreements issued by any bank, insurance company, or other corporation acceptable to the Rating Agencies at the time of the issuance of the agreements, as evidenced by a signed writing delivered by each Rating Agency;

(vii)        repurchase obligations with respect to any security described in clauses (i) and (ii) above, in either case entered into with a depository institution or trust company (acting as principal) described in clause (iv) above; provided, that such repurchase obligation would be accounted for as a financing arrangement under generally accepted accounting principles;

(viii)       securities (other than stripped bonds, stripped coupons, or instruments sold at a purchase price in excess of 115% of their face amount) bearing interest or sold at a discount, issued by any corporation incorporated under the laws of the United States or any state thereof, that, at the time of the investment, have one of the two highest ratings of each Rating Agency (except that if the Rating Agency is Moody’s, the rating shall be the highest commercial paper rating of Moody’s for the securities), or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;

(ix)         units of a taxable money-market portfolio having the highest rating assigned by each Rating Agency and restricted to obligations issued or guaranteed by the United States of 

 

America or entities whose obligations are backed by the full faith and credit of the United States of America and repurchase agreements collateralized by such obligations; and

(x)           any other investments bearing interest or sold at a discount acceptable to the Rating Agencies that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency.

No Permitted Investment may (i) evidence the right to receive interest only payments with respect to the obligations underlying the instrument, (ii) be sold or disposed of before its maturity or (iii) be any obligation of the Seller or any of its Affiliates. Any Permitted Investment shall be relatively risk free and no options or voting rights shall be exercised with respect to any Permitted Investment.  Any Permitted Investment shall be sold or disposed of in accordance with Statement of Financial Accounting Standards No. 140, paragraph 35c(6), in effect as of the Closing Date.

Permitted Transferee: Any Person other than:

(i)            the United States, any State or political subdivision thereof, or any agency or instrumentality of any of the foregoing;

(ii)          a foreign government, International Organization, or any agency or instrumentality of either of the foregoing;

(iii)         an organization (except certain farmers’ cooperatives described in Section 521 of the Code) that is exempt from tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income) on any excess inclusions (as defined in Section 860E(c)(1) of the Code) with respect to any Residual Certificate;

(iv)         rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code;

	
             
 	
            (v)
 	
            an “electing large partnership” as defined in Section 775 of the Code;
 
	
             
 	
            (vi)
 	
            a Person that is not a U.S. Person; and
 	
             

(vii)        any other Person so designated by the Depositor based on an Opinion of Counsel that the Transfer of an Ownership Interest in a Residual Certificate to the Person may cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that the Certificates are outstanding.

The terms “United States,” “State,” and “International Organization” have the meanings in Section 7701 of the Code or successor provisions. A corporation will not be treated as an instrumentality of the United States or of any State or political subdivision thereof for these purposes if all of its activities are subject to tax and, with the exception of the FHLMC, a majority of its board of directors is not selected by such government unit.

Person: Any individual, corporation, partnership, joint venture, association, limited liability company, joint-stock company, trust, unincorporated organization or government, or any agency or political subdivision thereof.

 

 

Pool Stated Principal Balance: As to any Distribution Date, the aggregate Stated Principal Balance of the Outstanding Mortgage Loans on the last day of the related Remittance Period.

Prepayment Charge: As to a Mortgage Loan, any charge paid by a Mortgagor in connection with certain partial prepayments and all prepayments in full made within the related Prepayment Charge Period, the Prepayment Charges with respect to each applicable Mortgage Loan so held by the Trust Fund being identified in the Prepayment Charge Schedule.

Prepayment Charge Period: As to any Mortgage Loan, the period of time during which a Prepayment Charge may be imposed.

Prepayment Charge Schedule: As of any date, the list of Prepayment Charges included in the Trust Fund on that date (including the prepayment charge summary attached thereto). The Prepayment Charge Schedule shall contain the following information with respect to each Prepayment Charge:

	
             
 	
            (i)
 	
            the Mortgage Loan account number;
 	
             

	
             
 	
            (ii)
 	
            a code indicating the type of Prepayment Charge;
 	
             

	
             
 	
            (iii)
 	
            the state of origination in which the related Mortgaged Property is located;
 
					

(iv)         the first date on which a monthly payment is or was due under the related Mortgage Note;

	
             
 	
            (v)
 	
            the term of the Prepayment Charge;
 	
             

	
             
 	
            (vi)
 	
            the original principal amount of the related Mortgage Loan; and
 	
             

	
             
 	
            (vii)
 	
            the Cut-off Date Principal Balance of the related Mortgage Loan.
 
					

The Prepayment Charge Schedule shall be amended from time to time by the Servicer in accordance with this Agreement and a copy of the amended schedule shall be delivered to the NIM Insurer.

Prepayment Interest Excess:  As to any Principal Prepayment received by the Servicer on a Mortgage Loan from the first day through the fifteenth day of any calendar month other than February 2006, all amounts paid by the related Mortgagor in respect of interest on such Principal Prepayment.  All Prepayment Interest Excess shall be retained by the Servicer as additional servicing compensation.

Prepayment Interest Shortfall:  As to any Distribution Date, Mortgage Loan and Principal Prepayment received on or after the sixteenth day of the month preceding the month of such Distribution Date (or, in the case of the first Distribution Date, on or after January 1, 2006) and on or before the last day of the month preceding the month of such Distribution Date, the amount, if any, by which one month’s interest at the related Mortgage Rate, net of the Servicing Fee Rate, on such Principal Prepayment exceeds the amount of interest paid in connection with such Principal Prepayment.

 

 

Prepayment Period: As to any Distribution Date and related Due Date, the period from and including the 16th day of the month immediately prior to the month of such Distribution Date (or, in the case of the first Distribution Date, on January 1, 2006) to and including the 15th day of the month of such Distribution Date.

Primary Insurance Policy:  Each policy of primary mortgage guaranty insurance or any replacement policy therefor with respect to any Mortgage Loan.

Principal Distribution Amount: For any Distribution Date, the sum of (i) the Basic Principal Distribution Amount for the Distribution Date and (ii) the Extra Principal Distribution Amount for the Distribution Date.

Principal Prepayment: Any payment of principal by a Mortgagor on a Mortgage Loan (including the Purchase Price of any modified Mortgage Loan purchased pursuant to Section 3.12(c)) that is received in advance of its scheduled Due Date and is not accompanied by an amount representing scheduled interest due on any date in any month after the month of prepayment. The Servicer shall apply partial Principal Prepayments in accordance with the related Mortgage Note.

Principal Prepayment in Full: Any Principal Prepayment made by a Mortgagor of the entire principal balance of a Mortgage Loan.

Principal Remittance Amount: For any Distribution Date, the sum of the following amounts (without duplication) with respect to the Mortgage Loans:

(i)            the principal portion of previously undistributed Scheduled Payments due after the Cut-off Date and by the Due Date occurring in the related Remittance Period that were not the subject of a previous Advance and were received by the Servicer before the related Determination Date or were part of the Advance for the Determination Date;

(ii)          each Principal Prepayment received by the Servicer during the related Prepayment Period;

(iii)         the Liquidation Proceeds on the Mortgage Loans allocable to principal and Subsequent Recoveries actually collected by the Servicer during the preceding calendar month;

(iv)         the principal portion of the purchase price with respect to each Deleted Mortgage Loan, the repurchase obligation for which arose during the preceding calendar month and that was repurchased before the related Distribution Account Deposit Date;

(v)           the principal portion of any Substitution Adjustment Amounts in connection with a substitution of a Mortgage Loan as of the Distribution Date; and 

(vi)         the proceeds received with respect to the termination of the Trust Fund (to the extent such proceeds relate to principal);

minus

(vii)        the sum of (x) amounts in reimbursement for the principal portion of Advances previously made with respect to the Mortgage Loans, other expenses reimbursable to the Servicer with respect to the Mortgage Loans pursuant to this Agreement and, as applicable, 

 

payable by the Trustee out of the Distribution Account pursuant to Section 3.09(b), and (y) any Net Swap Payment or Swap Termination Payment (not due to a Swap Provider Trigger Event) deposited in the Supplemental Interest Trust for payment to the Swap Provider on such Distribution Date to the extent not paid from interest funds.  

Private Certificates: As specified in the Preliminary Statement.

Prospectus Supplement: The Prospectus Supplement dated February 6, 2006 relating to the Offered Certificates.

PUD: Planned Unit Development.

Purchase Price: For any Mortgage Loan required to be purchased by the Seller pursuant to Section 2.01, 2.02, 2.03 or 2.05 or purchased by the Servicer pursuant to Section 3.12, the sum of:

(i)           100% of the unpaid principal balance of the Mortgage Loan on the date of the purchase; 

(ii)          accrued interest on the Mortgage Loan at the applicable Mortgage Rate (or at the applicable Adjusted Mortgage Rate if (x) the purchaser is the Servicer or (y) if the purchaser is the Seller and the Seller is the Servicer) from the date through which interest was last paid by the Mortgagor to the Due Date in the month in which the Purchase Price is to be distributed to Certificateholders, net of any unreimbursed Advances made by the Servicer on the Mortgage Loan; and

(iii)         any costs and damages incurred by the Trust Fund in connection with any violation by the Mortgage Loan of any predatory or abusive lending law.

If the Mortgage Loan is a Mortgage Loan to be repurchased pursuant to Section 3.12, the interest component of the Purchase Price shall be computed (i) on the basis of the applicable Adjusted Mortgage Rate before giving effect to the related modification and (ii) from the date to which interest was last paid to the date on which the Mortgage Loan is assigned to the Servicer pursuant to Section 3.12(c).

Qualified Insurer: A mortgage guaranty insurance company duly qualified as such under the laws of the state of its principal place of business and each state having jurisdiction over the insurer in connection with the insurance policy issued by the insurer, duly authorized and licensed in such states to transact a mortgage guaranty insurance business in such states and to write the insurance provided by the insurance policy issued by it, approved as an FNMA- or FHLMC-approved mortgage insurer or having a claims paying ability rating of at least “AA” or an equivalent rating by a nationally recognized statistical rating organization.  Any replacement insurer with respect to a Mortgage Loan must have at least as high a claims paying ability rating as the insurer it replaces had on the Closing Date.

Rating Agency: Each of the Rating Agencies specified in the Preliminary Statement. If any of them or a successor is no longer in existence, “Rating Agency” shall be the nationally recognized statistical rating organization, or other comparable Person, designated by the Depositor, notice of which designation shall be given to the Trustee. References to a given rating or rating category of a Rating Agency means the rating category without giving effect to any modifiers.

 

 

Realized Loss: The excess of the Stated Principal Balance of a defaulted Mortgage Loan over the net Liquidation Proceeds with respect thereto that are allocated to the principal balance of such Mortgage Loan.  To the extent the Servicer receives Subsequent Recoveries with respect to any Mortgage Loan, the amount of the Realized Loss with respect to that Mortgage Loan will be reduced by such Subsequent Recoveries.

Record Date: For the Class A and Subordinated Certificates held in book-entry form, the close of business on the Business Day before the related Distribution Date.  For any Definitive Certificate, the close of business on the last Business Day of the month preceding the month of the related Distribution Date. 

Reference Bank: As defined in Section 4.07.

Refinance Loan: Any Mortgage Loan the proceeds of which are used to refinance an existing Mortgage Loan.

Regular Certificates: Any Class A, Class M, Class C or Class P Certificate.

Regulation AB: Subpart 229.1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506, 1,531 (Jan. 7, 2005)) or by the staff of the Commission, or as may be published by the Commission or its staff from time to time.

Relief Act:  The Servicemembers Civil Relief Act.

Relief Act Interest Shortfall:  With respect to any Distribution Date and any Mortgage Loan as to which there has been a reduction in the amount of interest collectible thereon for the most recently ended calendar month as a result of the application of the Relief Act or similar state laws, the amount, if any, by which (i) interest collectible on such Mortgage Loan for the most recently ended calendar month is less than (ii) interest accrued thereon for such month pursuant to the Mortgage Note.

REMIC: A “real estate mortgage investment conduit” within the meaning of Section 860D of the Code.

REMIC I:  The segregated pool of assets subject hereto, constituting the primary trust created hereby and to be administered hereunder, with respect to which a REMIC election is to be made, consisting of: (i) such Mortgage Loans and Prepayment Charges as from time to time are subject to this Agreement, together with the Mortgage Files relating thereto, and together with all collections thereon and proceeds thereof;  (ii) any REO Property, together with all collections thereon and proceeds thereof; (iii) the Trustee’s rights with respect to the Mortgage Loans under all insurance policies, required to be maintained pursuant to this Agreement and any proceeds thereof; (iv) the Depositor’s rights under this Agreement (including any security interest created thereby) to the extent conveyed pursuant to Section 2.01; and (v) the Collection Account, the
Distribution Account and such assets that are deposited therein from time to time and any investments thereof, together with any and all income, proceeds and payments with respect thereto.  Notwithstanding the foregoing, however, REMIC I specifically excludes the Excess Reserve Fund Account, the Supplemental Interest Trust, the Swap Agreement, all payments and other collections of principal and interest due on the Mortgage Loans on or before 

 

the Cut-off Date and all Prepayment Charges payable in connection with Principal Prepayments made before the Cut-off Date.

REMIC I Regular Interest:  Any of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a “regular interest” in REMIC I. Each REMIC I Regular Interest shall accrue interest at the related REMIC I Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto. The designations for the respective REMIC I Regular Interests are set forth in the Preliminary Statement hereto.  

REMIC I Remittance Rate:  With respect to REMIC I Regular Interest I, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage Rates of the Mortgage Loans.  With respect to each REMIC I Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage rates of the Mortgage Loans multiplied by 2, subject to a maximum rate of 9.5060%.  With respect to each REMIC I Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Expense Adjusted Net Mortgage Rates of the Mortgage Loans over (ii) 9.5060% and (y) 0.00%.  

REMIC II Interest Loss Allocation Amount: With respect to any Distribution Date, an amount (subject to adjustment based on the actual number of days elapsed in the respective Interest Accrual Periods for the indicated Regular Interests for such Distribution Date) equal to (a) the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and related REO Properties then outstanding and (ii) the REMIC II Remittance Rate for REMIC II Regular Interest LTAA minus the Marker Rate, divided by (b) 12.

REMIC II Overcollateralization Target Amount: 1.00% of the Overcollateralization Target Amount.

REMIC II Overcollateralized Amount:  With respect to any date of determination, (i) 1.00% of the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP) minus (ii) the aggregate Uncertificated Balance of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10, in each case as of such date of determination.

REMIC II Principal Loss Allocation Amount:  With respect to any Distribution Date, an amount equal to the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) one (1) minus a fraction, the numerator of which is two (2) times the aggregate Uncertificated Balance of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10 and the denominator of which is the aggregate Uncertificated Balance of REMIC II
Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular 

 

Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTZZ.

REMIC II Regular Interest:  Any of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a regular interest in REMIC II.  Each REMIC II Regular Interest shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal (other than the REMIC II Regular Interest LTIO), subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTAA: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTAA shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTA1: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTA1 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTA2: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTA2 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTA3: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTA3 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTA4: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTA4 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTIO: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in 

 

REMIC II. REMIC II Regular Interest LTIO shall accrue interest at the related REMIC II Remittance Rate in effect from time to time on its Uncertificated Notional Amount as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM1: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM1 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM2: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM2 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM3: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM3 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM4: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM4 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM5: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM5 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM6: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM6 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM7: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM7 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, 

 

subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM8: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM8 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM9: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM9 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTM10: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTM10 shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTP: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTP shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to any Prepayment Charges collected by the Servicer and to a distribution of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Regular Interest LTZZ: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LTZZ shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

REMIC II Remittance Rate:  With respect to REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTZZ and REMIC II Regular Interest LTP, a per annum rate (but not less than zero) equal to the weighted average of (w) with respect to REMIC I Regular Interest I, the REMIC I Remittance Rate for such REMIC I Regular Interest for each such Distribution Date, (x) with respect to REMIC I Regular Interests ending with the
designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balance of such REMIC 

 

I Regular Interests for each such Distribution Date and (y) with respect to REMIC I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC I Regular Interest listed below, weighted on the basis of the Uncertificated Balance of each such REMIC I Regular Interest for each such Distribution Date:

 

	
            
Distribution Date
  
  	
            
REMIC 1 Regular Interest
  
  	
            
Rate
  
  
	
            1
 	
            I-1-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
            2
 	
            I-2-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A
 	
            REMIC I Remittance Rate
 
	
            3
 	
            I-3-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A and I-2-A
 	
            REMIC I Remittance Rate
 
	
            4
 	
            I-4-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-3-A
 	
            REMIC I Remittance Rate
 
	
            5
 	
            I-5-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-4-A
 	
            REMIC I Remittance Rate
 
	
            6
 	
            I-6-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-5-A
 	
            REMIC I Remittance Rate
 
	
            7
 	
            I-7-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-6-A
 	
            REMIC I Remittance Rate
 
	
            8
 	
            I-8-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-7-A
 	
            REMIC I Remittance Rate
 
	
            9
 	
            I-9-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-8-A
 	
            REMIC I Remittance Rate
 
	
            10
 	
            I-10-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-9-A
 	
            REMIC I Remittance Rate
 
	
            11
 	
            I-11-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-10-A
 	
            REMIC I Remittance Rate
 
	
            12
 	
            I-12-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-11-A
 	
            REMIC I Remittance Rate
 
	
            13
 	
            I-13-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-12-A
 	
            REMIC I Remittance Rate
 
	
            14
 	
            I-14-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-13-A
 	
            REMIC I Remittance Rate
 
	
            15
 	
            I-15-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-14-A
 	
            REMIC I Remittance Rate
 
	
            16
 	
            I-16-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-15-A
 	
            REMIC I Remittance Rate
 
	
            17
 	
            I-17-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-16-A
 	
            REMIC I Remittance Rate
 
	
            18
 	
            I-18-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-17-A
 	
            REMIC I Remittance Rate
 
	
            19
 	
            I-19-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-18-A
 	
            REMIC I Remittance Rate
 
	
            20
 	
            I-20-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-19-A
 	
            REMIC I Remittance Rate
 
	
            21
 	
            I-21-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-20-A
 	
            REMIC I Remittance Rate
 
	
            22
 	
            I-22-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-21-A
 	
            REMIC I Remittance Rate
 
	
            23
 	
            I-23-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-22-A
 	
            REMIC I Remittance Rate
 
	
            24
 	
            I-24-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-23-A
 	
            REMIC I Remittance Rate
 
	
            25
 	
            I-25-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-24-A
 	
            REMIC I Remittance Rate
 
	
            26
 	
            I-26-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-25-A
 	
            REMIC I Remittance Rate
 
	
            27
 	
            I-27-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-26-A
 	
            REMIC I Remittance Rate
 
	
            28
 	
            I-28-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-27-A
 	
            REMIC I Remittance Rate
 
	
            29
 	
            I-29-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-28-A
 	
            REMIC I Remittance Rate
 
	
            30
 	
            I-30-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 

 

 

 

 

	
             
 	
            I-1-A through I-29-A
 	
            REMIC I Remittance Rate
 
	
            31
 	
            I-31-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-30-A
 	
            REMIC I Remittance Rate
 
	
            32
 	
            I-32-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-31-A
 	
            REMIC I Remittance Rate
 
	
            33
 	
            I-33-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-32-A
 	
            REMIC I Remittance Rate
 
	
            34
 	
            I-34-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-33-A
 	
            REMIC I Remittance Rate
 
	
            35
 	
            I-35-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-34-A
 	
            REMIC I Remittance Rate
 
	
            36
 	
            I-36-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-35-A
 	
            REMIC I Remittance Rate
 
	
            37
 	
            I-37-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-36-A
 	
            REMIC I Remittance Rate
 
	
            38
 	
            I-38-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-37-A
 	
            REMIC I Remittance Rate
 
	
            39
 	
            I-39-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-38-A
 	
            REMIC I Remittance Rate
 
	
            40
 	
            I-40-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-39-A
 	
            REMIC I Remittance Rate
 
	
            41
 	
            I-41-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-40-A
 	
            REMIC I Remittance Rate
 
	
            42
 	
            I-42-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-41-A
 	
            REMIC I Remittance Rate
 
	
            43
 	
            I-43-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-42-A
 	
            REMIC I Remittance Rate
 
	
            44
 	
            I-44-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-43-A
 	
            REMIC I Remittance Rate
 
	
            45
 	
            I-45-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-44-A
 	
            REMIC I Remittance Rate
 
	
            46
 	
            I-46-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-45-A
 	
            REMIC I Remittance Rate
 
	
            47
 	
            I-47-A through I-48-A
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-46-A
 	
            REMIC I Remittance Rate
 
	
            48
 	
            I-48-A 
 	
            2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
	
             
 	
            I-1-A through I-47-A
 	
            REMIC I Remittance Rate
 
	
            thereafter
 	
            I-1-A through I-48-A
 	
            REMIC I Remittance Rate
 

 

With respect to REMIC II Regular Interest LTIO and (a) the first Distribution Date through the 48th Distribution Date, the excess of  (i) the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests ending with the designation “A”, over (ii) 2 multiplied by Swap LIBOR and (b) thereafter, 0.00%.

REMIC III Regular Interest:  Any of the Class C Interest, Class P Interest, Class IO Interest, and any “regular interest” in REMIC III the ownership of which is represented by a Class A Certificate or Subordinate Certificate.

REMIC IV Regular Interest: Any “regular interest” in REMIC IV the ownership of which is represented by a Class C Certificate.

REMIC V Regular Interest: Any “regular interest” in REMIC V the ownership of which is represented by a Class P Certificate.

REMIC Provisions: Provisions of the federal income tax law relating to REMICs, which appear at Sections 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and regulations promulgated thereunder, as the foregoing may be in effect from time to time as well as provisions of applicable state laws.

 

 

REMIC Regular Interest: A REMIC I Regular Interest, REMIC II Regular Interest, REMIC III Regular Interest, REMIC IV Regular Interest, REMIC V Regular Interest or REMIC VI Regular Interest.

REMIC Remittance Rate: The REMIC I Remittance Rate or the REMIC II Remittance Rate, as applicable.

Remittance Period: For any Distribution Date, the period commencing on the second day of the month preceding the month in which the Distribution Date occurs and ending on the first day of the month in which the Distribution Date occurs.

REO Property: A Mortgaged Property acquired by the Trust Fund through foreclosure or deed-in-lieu of foreclosure in connection with a defaulted Mortgage Loan.

Request for Release: The Request for Release submitted by the Servicer to the Trustee, substantially in the form of Exhibits M and N, as appropriate.

Required Insurance Policy: For any Mortgage Loan, any insurance policy that is required to be maintained from time to time under this Agreement.

Residual Certificates: As specified in the Preliminary Statement.

Responsible Officer: When used with respect to the Trustee or the Supplemental Interest Trust Administrator, any Vice President (however denominated), any Assistant Vice President, any Assistant Secretary, any Assistant Treasurer, any Trust Officer or any other officer of the Trustee or the Supplemental Interest Trust Administrator, as applicable, customarily performing functions similar to those performed by any of the above designated officers who at such time shall be officers to whom, with respect to a particular matter, the matter is referred because of the officer’s knowledge of and familiarity with the particular subject and who has direct responsibility for the administration of this Agreement.

S&P: Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc. If S&P is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to S&P shall be Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc., 55 Water Street, New York, New York 10041, Attention: Mortgage Surveillance Monitoring, or any other address that S&P furnishes to the Depositor and the Servicer.

Scheduled Payment: The scheduled monthly payment on a Mortgage Loan allocable to principal and/or interest on the Mortgage Loan that, unless otherwise specified herein, shall give effect to any related Debt Service Reduction and any Deficient Valuation that affects the amount of the monthly payment due on the Mortgage Loan.

Securities Act: The Securities Act of 1933, as amended.

Seller: IndyMac Bank, F.S.B., a federal savings bank, and its successors and assigns, in its capacity as seller of the Mortgage Loans to the Depositor.

Senior Enhancement Percentage: For any Distribution Date, the Credit Enhancement Percentage for the Class A Certificates.

 

 

Servicer: IndyMac Bank, F.S.B., a federal savings bank, and its successors and assigns, in its capacity as servicer under this Agreement.

Servicer Advance Date: As to any Distribution Date, 12:30 p.m. (Pacific time) on the Business Day preceding the Distribution Date.

Servicer Remittance Amount: For any Distribution Date, is the sum of:

(i)              all scheduled installments of interest (net of the related Expense Fees) and principal due on the Due Date on the Mortgage Loans in the related Remittance Period and received by the related Determination Date, together with any related Advances;

(ii)             all Insurance Proceeds (other than Insurance Proceeds included in Liquidation Proceeds), Liquidation Proceeds and Subsequent Recoveries received during the preceding calendar month (in each case, net of unreimbursed expenses incurred in connection with a liquidation or foreclosure and net of the related Excess Proceeds); and

(iii)            all partial or full Principal Prepayments on the Mortgage Loans received during the related Prepayment Period together with all Compensating Interest on those Mortgage Loans and interest paid by the Mortgagors (other than Prepayment Interest Excess); and

minus     amounts in reimbursement for Advances previously made with respect to the Mortgage Loans, and other expenses reimbursable to the Servicer with respect to the Mortgage Loans pursuant to this Agreement.

Servicing Account: The separate Eligible Account or Accounts created and maintained pursuant to Section 3.06(b).

Servicing Advances: All customary, reasonable, and necessary “out of pocket” costs and expenses incurred in the performance by the Servicer of its servicing obligations, including the cost of:

(i)

	
             
 	
            (a)
 	
            the preservation, restoration, and protection of a Mortgaged Property,
 

(b)           expenses reimbursable to the Servicer pursuant to Section 3.12 and any enforcement or judicial proceedings, including foreclosures,

	
             
 	
            (c)
 	
            the maintenance and liquidation of any REO Property, and
 
	
             
 	
            (d)
 	
            compliance with the obligations under Section 3.10; and
 	
             

(ii)          reasonable compensation to the Servicer or its affiliates for acting as broker in connection with the sale of foreclosed Mortgaged Properties and for performing certain default management and other similar services (including appraisal services) in connection with the servicing of defaulted Mortgage Loans. For purposes of clause (ii), only costs and expenses incurred in connection with the performance of activities generally considered to be outside the scope of customary servicing or servicing duties shall be treated as Servicing Advances.

 

 

Servicing Criteria: The “servicing criteria” set forth in Item 1122(d) of Regulation AB, as such may be amended from time to time, or those Servicing Criteria otherwise mutually agreed to by IndyMac and the applicable Servicer in response to evolving interpretations of Regulation AB and incorporated into a revised Exhibit R.

Servicing Fee: As to each Mortgage Loan and any Distribution Date, one month’s interest at the related Servicing Fee Rate on the Stated Principal Balance of the Mortgage Loan as of the Due Date in the prior calendar month or, in the event of any payment of interest that accompanies a Principal Prepayment in Full made by the Mortgagor, interest at the Servicing Fee Rate on the Stated Principal Balance of the Mortgage Loan for the period covered by the payment of interest, subject to reduction as provided in Section 3.15.

Servicing Fee Rate: For each Mortgage Loan, 0.5000% per annum.

Servicing Officer: Any officer of the Servicer involved in, or responsible for, the administration and servicing of the Mortgage Loans whose name and facsimile signature appear on a list of servicing officers furnished to the Trustee by the Servicer on the Closing Date pursuant to this Agreement, as the list may from time to time be amended.

Servicing Standard: That degree of skill and care exercised by the Servicer with respect to mortgage loans comparable to the Mortgage Loans serviced by the Servicer for itself or others.

Startup Day: The Closing Date.

Stated Principal Balance:  As to any Mortgage Loan and Due Date, the unpaid principal balance of such Mortgage Loan as of such Due Date, as specified in the amortization schedule for such Due Date (before any adjustment to such amortization schedule by reason of any moratorium or similar waiver or grace period) after giving effect to the sum of: (i) the payment of principal due on such Due Date and irrespective of any delinquency in payment by the related Mortgagor and (ii) any Liquidation Proceeds allocable to principal received in the prior calendar month and any Principal Prepayments received through the last day of the related Prepayment Period, in each case, with respect to such Mortgage Loan.

Stepdown Date: The earlier to occur of (a) the first Distribution Date on which the aggregate Class Certificate Balance of the Class A Certificates is reduced to zero, and (b) the later to occur of (i) the Distribution Date in February 2009 and (ii) the first Distribution Date on which the Senior Enhancement Percentage (calculated for this purpose only after taking into account distributions of principal on the Mortgage Loans on the last day of the related Remittance Period but before any application of Principal Distribution Amount to the Certificates) is greater than or equal to 43.90%.

Subordinated Certificates: As specified in the Preliminary Statement.

Subordination Reduction Amount: For any Distribution Date, the lesser of (a) the Excess Overcollateralization Amount and (b) the Total Monthly Excess Spread.

Subsequent Recoveries:  As to any Distribution Date, with respect to a Liquidated Mortgage Loan that resulted in a Realized Loss in a prior calendar month, unexpected amounts received by the Servicer (net of any related expenses permitted to be reimbursed pursuant to Section 3.09) specifically related to such Liquidated Mortgage Loan.

 

 

Substitute Mortgage Loan: A Mortgage Loan substituted by the Seller for a Deleted Mortgage Loan that must, on the date of substitution, as confirmed in a Request for Release, substantially in the form of Exhibit M:

(i)           have a Stated Principal Balance, after deduction of the principal portion of the Scheduled Payment due in the month of substitution, not in excess of, and not more than 10% less than, the Stated Principal Balance of the Deleted Mortgage Loan;

(ii)          be accruing interest at a rate no lower than and not more than 1% per annum higher than, that of the Deleted Mortgage Loan;

	
             
 	
            (iii)
 	
            have a Loan-to-Value Ratio no higher than that of the Deleted Mortgage Loan;
 

(iv)         have a Maximum Mortgage Rate not more than 1% per annum higher than and not lower than the Maximum Mortgage Rate of the Deleted Mortgage Loan;

(v)             have a Margin not more than 1% per annum higher than, and not lower than that of the Deleted Mortgage Loan;

(vi)            have the same Index and same time period between reset periods as that of the Deleted Mortgage Loan;

(vii)          have a remaining term to maturity no greater than (and not more than one year less than that of) the Deleted Mortgage Loan;

	
             
  	
            (viii)
 	
            not be a cooperative loan; and
 	
             

	
             
  	
            (ix)
 	
            comply with each representation and warranty in Section 2.03.
 

Substitution Adjustment Amount: As defined in Section 2.03.

Supplemental Interest Trust: The corpus of a trust created pursuant to Section 4.05 of this Agreement and designated as the “Supplemental Interest Trust,” consisting of the Swap Agreement, the Class IO Interest and the right to receive payments in respect of the Class IO Distribution Amount. For the avoidance of doubt, the Supplemental Interest Trust does not constitute a part of the Trust Fund.

Supplemental Interest Trust Administrator:  Deutsche Bank National Trust Company and its successor and, if a successor is appointed under this Agreement, such successor.

Swap Agreement: The interest rate swap agreement, dated February 9, 2006, between the Supplemental Interest Trust Administrator, as trustee on behalf of the Supplemental Interest Trust, and the Swap Provider, which agreement provides for Net Swap Payments and Swap Termination Payments to be paid, as provided therein, together with any schedules, confirmations or other agreements relating thereto, attached hereto as Exhibit K.

Swap LIBOR: LIBOR as determined pursuant to the Swap Agreement.

Swap Provider: The party to the Swap Agreement either (a) entitled to receive payments from the Supplemental Interest Trust or (b) required to make payments to the Supplemental Interest Trust, in either case pursuant to the terms of the Swap Agreement, and 

 

any successor in interest or assign.  Initially, the Swap Provider shall be Bear Stearns Financial Products Inc.

Swap Provider Trigger Event: A Swap Provider Trigger Event shall have occurred if any of an Event of Default (under the Swap Agreement) with respect to which the Swap Provider is a Defaulting Party, a Termination Event (under the Swap Agreement) with respect to which the Swap Provider is the sole Affected Party or an Additional Termination Event (under the Swap Agreement) with respect to which the Swap Provider is the sole Affected Party has occurred.

Swap Termination Payment: Upon the designation of an “Early Termination Date” as defined in the Swap Agreement, the payment to be made by the Supplemental Interest Trust to the Swap Provider, or by the Swap Provider to the Supplemental Interest Trust, as applicable, pursuant to the terms of the Swap Agreement.

Telerate Page 3750: The display page currently so designated by Moneyline Telerate Information Services, Inc. (or on any page replacing that page on that service for the purpose of displaying London inter-bank offered rates of major banks).

Total Monthly Excess Spread: For any Distribution Date, the excess of (i) Available Funds during the related Remittance Period over (ii) the sum of the amounts paid to the Certificates on the Distribution Date pursuant to Sections 4.02(I)(a) and (b), assuming for purposes of this calculation that the Extra Principal Distribution Amount included in such distributions is equal to zero.

Transfer: Any direct or indirect transfer or sale of any Ownership Interest in a Residual Certificate.

Trigger Event: A Trigger Event exists if with respect to any Distribution Date on or after the Stepdown Date, (A) the quotient of (x) the three month rolling average of the Stated Principal Balance of 60+ Day Delinquent Loans as of the preceding calendar month over (y) the aggregate Stated Principal Balance of the Mortgage Loans, as of the last day of the preceding calendar month, equals or exceeds 36.40% of the Senior Enhancement Percentage, or (B) a Cumulative Net Loss Trigger Event is in effect.

Trust:  The trust created under this Agreement.

Trust Fund:  The corpus of the Trust consisting of:

	
             
  	
            (i)
 	
            REMIC I;
 	
             

	
             
  	
            (ii)
 	
            REMIC II;
 	
             

	
             
  	
            (iii)
 	
            REMIC III;
 	
             

	
             
  	
            (iv)
 	
            REMIC IV;
 	
             

	
             
  	
            (v)
 	
            REMIC V;
 	
             

	
             
  	
            (vi)
 	
            REMIC VI; and
 
							

 

 

 

	
             
  	
            (vii)
 	
            the Excess Reserve Fund Account.
 

Trust REMIC: Any of REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V or REMIC VI.

Trustee: Deutsche Bank National Trust Company and its successors and, if a successor trustee is appointed under this Agreement, such successor.

Trustee Fee: As to each Mortgage Loan and any Distribution Date, one month’s interest at the Trustee Fee Rate on the Stated Principal Balance of the Mortgage Loan as of the Due Date occurring in the preceding calendar month (or, whenever a payment of interest accompanies a Principal Prepayment in Full made by the Mortgagor during the preceding calendar month, interest at the Trustee Fee Rate on the Stated Principal Balance of the Mortgage Loan for the period covered by the payment of interest). 

Trustee Fee Rate: 0.0075% per annum. 

Uncertificated Balance:  The amount of any REMIC Regular Interest (other than the REMIC II Regular Interest LTIO) outstanding as of any date of determination.  As of the Closing Date, the Uncertificated Balance of each REMIC Regular Interest (other than the REMIC II Regular Interest LTIO) shall equal the amount set forth in the Preliminary Statement hereto as its initial uncertificated balance.  On each Distribution Date, the Uncertificated Balance of each REMIC  Regular Interest (other than the REMIC II Regular Interest LTIO) shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.08 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.08.  The Uncertificated Balance of REMIC II
Regular Interest LTZZ shall be increased by interest deferrals as provided in Section 4.08(I)(1).  The Uncertificated Balance of each REMIC Regular Interest (other than the REMIC III Regular Interest LTIO) shall never be less than zero.  With respect to the Class C Interest as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC II Regular Interests over (B) the then aggregate Certificate Balance of the Class A Certificates, Subordinated Certificates and Class P Certificates then outstanding.

Uncertificated Interest: With respect to any REMIC Regular Interest for any Distribution Date, one month’s interest at the REMIC Remittance Rate applicable to such REMIC Regular Interest for such Distribution Date, accrued on the Uncertificated Balance or Uncertificated Notional Amount thereof immediately prior to such Distribution Date. Uncertificated Interest in respect of any REMIC Regular Interest shall accrue on the basis of a 360-day year consisting of twelve 30-day months. Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest, shall be reduced by an amount equal to the sum of the Net Prepayment Interest Shortfalls, if any, and the aggregate amount of any Relief Act Interest Shortfalls, if any, in each case in the manner and priority described below.

For purposes of calculating the amount of Uncertificated Interest for the REMIC I Regular Interests for any Distribution Date the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated first, to REMIC I Regular Interest I and to the REMIC I Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Balances of each such REMIC I Regular Interest, and then, to REMIC I Regular 

 

Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Balances of each such REMIC I Regular Interest.  

For purposes of calculating the amount of Uncertificated Interest for the REMIC II Regular Interests for any Distribution Date, the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated among REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTZZ, pro rata, based
on, and to the extent of, one month’s interest at the then applicable respective REMIC II Remittance Rate on the respective Uncertificated Balance of each such REMIC II Regular Interest.

In addition, Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest, shall be reduced by Realized Losses, if any, allocated to such REMIC Regular Interest as described above and pursuant to Section 4.02.

Uncertificated Notional Amount:  With respect to REMIC II Regular Interest LTIO and each Distribution Date listed below, the aggregate Uncertificated Balance of the REMIC I Regular Interests ending with the designation “A” listed below:

	
            
Distribution
  Date
  
  	
            
REMIC I Regular Interests
  
  
	
            1
 	
            I-1-A through I-48-A 
 
	
            2
 	
            I-2-A through I-48-A 
 
	
            3
 	
            I-3-A through I-48-A 
 
	
            4
 	
            I-4-A through I-48-A 
 
	
            5
 	
            I-5-A through I-48-A 
 
	
            6
 	
            I-6-A through I-48-A 
 
	
            7
 	
            I-7-A through I-48-A 
 
	
            8
 	
            I-8-A through I-48-A 
 
	
            9
 	
            I-9-A through I-48-A 
 
	
            10
 	
            I-10-A through I-48-A 
 
	
            11
 	
            I-11-A through I-48-A 
 
	
            12
 	
            I-12-A through I-48-A  
 
	
            13
 	
            I-13-A through I-48-A 
 
	
            14
 	
            I-14-A through I-48-A 
 
	
            15
 	
            I-15-A through I-48-A 
 
	
            16
 	
            I-16-A through I-48-A 
 
	
            17
 	
            I-17-A through I-48-A 
 
	
            18
 	
            I-18-A through I-48-A 
 
	
            19
 	
            I-19-A through I-48-A 
 
	
            20
 	
            I-20-A through I-48-A 
 
	
            21
 	
            I-21-A through I-48-A 
 
	
            22
 	
            I-22-A through I-48-A  
 
	
            23
 	
            I-23-A through I-48-A 
 
	
            24
 	
            I-24-A through I-48-A 
 

 

 

 

 

	
            25
 	
            I-25-A through I-48-A 
 
	
            26
 	
            I-26-A through I-48-A  
 
	
            27
 	
            I-27-A through I-48-A 
 
	
            28
 	
            I-28-A through I-48-A  
 
	
            29
 	
            I-29-A through I-48-A 
 
	
            30
 	
            I-30-A through I-48-A 
 
	
            31
 	
            I-31-A through I-48-A 
 
	
            32
 	
            I-32-A through I-48-A 
 
	
            33
 	
            I-33-A through I-48-A 
 
	
            34
 	
            I-34-A through I-48-A 
 
	
            35
 	
            I-35-A through I-48-A 
 
	
            36
 	
            I-36-A through I-48-A 
 
	
            37
 	
            I-37-A through I-48-A 
 
	
            38
 	
            I-38-A through I-48-A 
 
	
            39
 	
            I-39-A through I-48-A 
 
	
            40
 	
            I-40-A through I-48-A 
 
	
            41
 	
            I-41-A through I-48-A 
 
	
            42
 	
            I-42-A through I-48-A 
 
	
            43
 	
            I-43-A through I-48-A 
 
	
            44
 	
            I-44-A through II-48-A 
 
	
            45
 	
            I-45-A through I-48-A 
 
	
            46
 	
            I-46-A through I-48-A 
 
	
            47
 	
            I-47-A and I-48-A 
 
	
            48
 	
            I-48-A
 
	
            thereafter
 	
            $0.00
 

 

With respect to the Class IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC II Regular Interest LTIO.

Underwriter’s Exemption: Prohibited Transaction Exemption 2002-41, 67 Fed.Reg. 54487 (2002) (or any successor thereto), or any substantially similar administrative exemption granted by the U.S. Department of Labor.  

United States Person or U.S. Person: 

	
             
 	
            (i)
 	
            A citizen or resident of the United States;
 

(ii)          a corporation (or entity treated as a corporation for tax purposes) created or organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia;

(iii)         a partnership (or entity treated as a partnership for tax purposes) organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia (unless provided otherwise by future Treasury regulations);

(iv)         an estate whose income is includible in gross income for United States income tax purposes regardless of its source; or

 

 

(v)           a trust, if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more U.S. Persons have authority to control all substantial decisions of the trust. Notwithstanding the last clause of the preceding sentence, to the extent provided in Treasury regulations, certain trusts in existence on August 20, 1996, and treated as U.S. Persons before that date, may elect to continue to be U.S. Persons.

Unpaid Interest Amounts: As of any Distribution Date and any Class of Certificates, the sum of

	
             
 	
            (a)
 	
            the excess of
 

(i)            the sum of the Accrued Certificate Interest Distribution Amount for the Distribution Date and any portion of the Accrued Certificate Interest Distribution Amount from prior Distribution Dates remaining unpaid over

(ii)          the amount in respect of interest on the Class of Certificates actually distributed on such Distribution Date; and

(b)          interest on that excess for the related Interest Accrual Period at the applicable Pass-Through Rate (to the extent permitted by applicable law).

Unpaid Realized Loss Amount: For any Class of Subordinated Certificates and any Distribution Date, is the excess of (i) Applied Realized Loss Amounts for the Class over (ii) the sum of all distributions in reduction of Applied Realized Loss Amounts for the Class on all previous Distribution Dates and any reductions applied thereto due to the receipt of Subsequent Recoveries. Any amounts distributed to a Class of Subordinated Certificates with respect to any Unpaid Realized Loss Amount will not be applied to reduce the Class Certificate Balance of the Class. 

Value:  With respect to any Mortgaged Property, the value thereof as determined by an independent appraisal made at the time of the origination of the related Mortgage Loan or the sale price, if the appraisal is not available; except that, with respect to any Mortgage Loan that is a purchase money mortgage loan, the lesser of (i) the value thereof as determined by an independent appraisal made at the time of the origination of such Mortgage Loan, if any, and (ii) the sales price of the related Mortgaged Property.

Voting Rights: The portion of the voting rights of all of the Certificates that is allocated to any Certificate. As of any date of determination, (a) 1% of all Voting Rights shall be allocated to any Class C Certificates and (b) the remaining Voting Rights shall be allocated among Holders of the remaining Classes of Certificates in proportion to the Certificate Balances of their respective Certificates on the date (the Voting Rights to be allocated among the holders of Certificates of each Class in accordance with their respective Percentage Interests).

	
             
  	
            Section 1.02
 	
            Rules of Construction.
 

Except as otherwise expressly provided in this Agreement or unless the context clearly requires otherwise:

(a)  References to designated articles, sections, subsections, exhibits, and other subdivisions of this Agreement, such as “Section 6.12 (a),” refer to the designated article, section, subsection, exhibit, or other subdivision of this Agreement as a whole 

 

and to all subdivisions of the designated article, section, subsection, exhibit, or other subdivision. The words “herein,” “hereof,” “hereto,” “hereunder,” and other words of similar import refer to this Agreement as a whole and not to any particular article, section, exhibit, or other subdivision of this Agreement.

(b)  Any term that relates to a document or a statute, rule, or regulation includes any amendments, modifications, supplements, or any other changes that may have occurred since the document, statute, rule, or regulation came into being, including changes that occur after the date of this Agreement.

(c)  Any party may execute any of the requirements under this Agreement either directly or through others, and the right to cause something to be done rather than doing it directly shall be implicit in every requirement under this Agreement. Unless a provision is restricted as to time or limited as to frequency, all provisions under this Agreement are implicitly available and things may happen from time to time.

(d)  The term “including” and all its variations mean “including but not limited to.” Except when used in conjunction with the word “either,” the word “or” is always used inclusively (for example, the phrase “A or B” means “A or B or both,” not “either A or B but not both”).

(e)  A reference to “a [thing]” or “any [of a thing]” does not imply the existence or occurrence of the thing referred to even though not followed by “if any,” and “any [of a thing]” is any of it. A reference to the plural of anything as to which there could be either one or more than one does not imply the existence of more than one (for instance, the phrase “the obligors on a note” means “the obligor or obligors on a note”). “Until [something occurs]” does not imply that it must occur, and will not be modified by the word “unless.” The word “due” and the word “payable” are each used in the sense that the stated time for payment has passed. The word “accrued” is used in its accounting sense, i.e., an amount paid is no longer accrued. In the calculation of
amounts of things, differences and sums may generally result in negative numbers, but when the calculation of the excess of one thing over another results in zero or a negative number, the calculation is disregarded and an “excess” does not exist. Portions of things may be expressed as fractions or percentages interchangeably.

(f)  All accounting terms used in an accounting context and not otherwise defined, and accounting terms partly defined in this Agreement, to the extent not completely defined, shall be construed in accordance with generally accepted accounting principles. To the extent that the definitions of accounting terms in this Agreement are inconsistent with their meanings under generally accepted accounting principles, the definitions contained in this Agreement shall control. Capitalized terms used in this Agreement without definition that are defined in the Uniform Commercial Code are used in this Agreement as defined in the Uniform Commercial Code.

(g)  In the computation of a period of time from a specified date to a later specified date or an open-ended period, the words “from” and “beginning” mean “from and including,” the word “after” means “from but excluding,” the words “to” and “until” mean “to but excluding,” and the word “through” means “to and including.” Likewise, in setting deadlines or other periods, “by” means “on or before.” 

 

The words “preceding,” “following,” and words of similar import, mean immediately preceding or following. References to a month or a year refer to calendar months and calendar years.

(h)  Any reference to the enforceability of any agreement against a party means that it is enforceable, subject as to enforcement against the party, to applicable bankruptcy, insolvency, reorganization, and other similar laws of general applicability relating to or affecting creditors’ rights and to general equity principles.

 

 

ARTICLE II

 

CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND WARRANTIES

	
             
  	
            Section 2.01
 	
            Conveyance of Mortgage Loans.
 

(a)  The Seller, concurrently with the execution and delivery of this Agreement, hereby transfers to the Depositor, without recourse, all the interest of the Seller in each Mortgage Loan, including all interest and principal due to the Seller on each Mortgage Loan after the Cut-off Date and all interest and principal payments on each Mortgage Loan received by the Cut-off Date for installments of interest and principal due after the Cut-off Date but not including payments of principal and interest due on each Mortgage Loan by the Cut-off Date. By the Closing Date, the Seller shall deliver to the Depositor or, at the Depositor’s direction, to the Trustee or other designee of the Depositor, the Mortgage File for each Mortgage Loan listed in the Mortgage Loan Schedule (except that, in the case of Mortgage Loans that are Delayed Delivery Mortgage Loans, such delivery may
take place within five (5) Business Days of the Closing Date) as of the Closing Date. The delivery of the Mortgage Files shall be made against payment by the Depositor of the purchase price, previously agreed to by the Seller and Depositor, for the Mortgage Loans.  

(b)  The Depositor, concurrently with the execution and delivery of this Agreement, hereby transfers to the Trustee for the benefit of the Certificateholders, without recourse, all the interest of the Depositor in the Trust Fund, together with the Depositor’s right to require the Seller to cure any breach of a representation or warranty made in this Agreement by the Seller or to repurchase or substitute for any affected Mortgage Loan in accordance with this Agreement.  The Depositor hereby directs the Supplemental Interest Trust Administrator to execute the Swap Agreement.

(c)  In connection with the transfer and assignment of each Mortgage Loan, the Depositor has delivered (or, in the case of the Delayed Delivery Mortgage Loans, will deliver within the time periods specified in the definition of Delayed Delivery Mortgage Loans) to the Trustee for the benefit of the Certificateholders the following documents or instruments with respect to each Mortgage Loan so assigned:

(i)            The original Mortgage Note, endorsed by manual or facsimile signature in blank in the following form: “Pay to the order of _______________ ______________without recourse,” with all intervening endorsements showing a complete chain of endorsement from the originator to the Person endorsing the Mortgage Note (each endorsement being sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note) or a lost note affidavit for any Lost Mortgage Note from the Seller stating that the original Mortgage Note was lost or destroyed, together with a copy of the Mortgage Note.

(ii)          Except as provided below, for each Mortgage Loan that is not a MERS Mortgage Loan, the original recorded Mortgage or a copy of such Mortgage certified by the Seller as being a true and complete copy of the Mortgage (or, in the case of a Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico, a true copy of the Mortgage certified as such by an applicable notary) and 

 

in the case of each MERS Mortgage Loan, the original Mortgage, noting the presence of the MIN of the Mortgage Loans and either language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or if the Mortgage Loan was not a MOM Loan at origination, the original Mortgage and the assignment thereof to MERS, with evidence of recording indicated thereon, or a copy of the Mortgage certified by the public recording office in which such Mortgage has been recorded.

(iii)         In the case of each Mortgage Loan that is not a MERS Mortgage Loan, a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments), together with, except as provided below, all interim recorded assignments of such mortgage (each such assignment, when duly and validly completed, to be in recordable form and sufficient to effect the assignment of and transfer to the assignee thereof, under the Mortgage to which the assignment relates); provided, that if the related Mortgage has not been returned from the applicable public recording office, such assignment of the Mortgage may exclude the information to be provided by the recording office; provided, further, that such assignment of Mortgage need not be delivered in the case of a
Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.

(iv)         The original or copies of each assumption, modification, written assurance, or substitution agreement.

(v)           Except as provided below, the original or duplicate original lender’s title policy and all its riders.

In addition, in connection with the assignment of any MERS Mortgage Loan, the Seller agrees that it will cause, at the Seller’s expense, the MERS® System to indicate that the Mortgage Loans sold by the Seller to the Depositor have been assigned by the Seller to the Trustee in accordance with this Agreement for the benefit of the Certificateholders by including (or deleting, in the case of Mortgage Loans which are repurchased in accordance with this Agreement) in such computer files the information required by the MERS® System to identify the series of the Certificates issued in connection with such Mortgage Loans.  The Seller further agrees that it will not, and will not permit the Servicer to, and the Servicer agrees that it will not, alter the information referenced in this paragraph with respect to any Mortgage Loan sold by the Seller to the Depositor during the term of this
Agreement unless and until such Mortgage Loan is repurchased in accordance with the terms of this Agreement.

In the event that in connection with any Mortgage Loan that is not a MERS Mortgage Loan the Depositor cannot deliver (a) the original recorded Mortgage, (b) all interim recorded assignments or (c) the lender’s title policy (together with all riders thereto) satisfying the requirements of clause (ii), (iii) or (v) above, respectively, concurrently with the execution and delivery hereof because such document or documents have not been returned from the applicable public recording office in the case of clause (ii) or (iii) above, or because the title policy has not been delivered to either the Servicer or the Depositor by the applicable title insurer in the case of clause (v) above, the Depositor shall promptly deliver to the Trustee, in the case of clause (ii) or (iii) above, such original Mortgage or such interim assignment, as the case may be, with evidence of recording indicated
thereon upon receipt thereof from the public recording office, or a copy thereof, certified, if appropriate, by the relevant recording office, but in no event shall any such delivery of the original Mortgage and each such interim assignment or a copy thereof, certified, if appropriate, by the relevant recording office, be made later than one year following the Closing Date, or, in the case of clause (v) above, no later than 120 days 

 

following the Closing Date; provided, however, that in the event the Depositor is unable to deliver by such date each Mortgage and each such interim assignment by reason of the fact that any such documents have not been returned by the appropriate recording office, or, in the case of each such interim assignment, because the related Mortgage has not been returned by the appropriate recording office, the Depositor shall deliver such documents to the Trustee as promptly as possible upon receipt thereof and, in any event, within 720 days following the Closing Date. 

The Depositor shall forward to the Trustee (a) from time to time additional original documents evidencing an assumption or modification of a Mortgage Loan and (b) any other documents required to be delivered by the Depositor or the Servicer to the Trustee. If the original Mortgage is not delivered and in connection with the payment in full of the related Mortgage Loan the public recording office requires the presentation of a “lost instruments affidavit and indemnity” or any equivalent document, because only a copy of the Mortgage can be delivered with the instrument of satisfaction or reconveyance, the Servicer shall execute and deliver the required document to the public recording office. If a public recording office retains the original recorded Mortgage or if a Mortgage is lost after recordation in a public recording office, the Seller shall deliver to the Trustee a copy of
the Mortgage certified by the public recording office to be a true and complete copy of the original recorded Mortgage.

As promptly as practicable after any transfer of a Mortgage Loan under this Agreement, and in any event within thirty days after the transfer, the Trustee shall (i) affix the Trustee’s name to each assignment of Mortgage, as its assignee, and (ii) cause to be delivered for recording in the appropriate public office for real property records the assignments of the Mortgages to the Trustee, except that, if the Trustee has not received the information required to deliver any assignment of a Mortgage for recording, the Trustee shall deliver it as soon as practicable after receipt of the needed information and in any event within thirty days.

Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the assignments of Mortgage shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates; provided, however, that each assignment of Mortgage shall be submitted for recording by the Seller (at the direction of the Servicer) in the manner described above, at no expense to the Trust Fund or the Trustee, upon the earliest to occur of: (i) reasonable direction by the Holders of Certificates entitled to at least 25% of the Voting Rights or by the NIM Insurer, if any, (ii) [reserved], (iii) the occurrence of a bankruptcy, insolvency
or foreclosure relating to the Seller, (iv) the occurrence of a servicing transfer as described in Section 7.02 hereof and (v) if the Seller is not the Servicer and with respect to any one assignment or Mortgage, the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage. Notwithstanding the foregoing, if the Servicer is unable to pay the cost of recording the assignments of Mortgage, such expense shall be paid by the Trustee and shall be reimbursable out of the Distribution Account.

If any Mortgage Loans have been prepaid in full as of the Closing Date, the Depositor, in lieu of delivering the above documents to the Trustee, will deposit in the Certificate Account the portion of the prepayment that is required to be deposited in the Certificate Account pursuant to Section 3.06.

 

 

Notwithstanding anything to the contrary in this Agreement, within five (5) Business Days after the Closing Date, the Seller shall either:

(i)           deliver to the Trustee the Mortgage File as required pursuant to this Section 2.01 for each Delayed Delivery Mortgage Loan; or

(ii)          (A)         repurchase the Delayed Delivery Mortgage Loan or (B) substitute the Delayed Delivery Mortgage Loan for a Substitute Mortgage Loan, which repurchase or substitution shall be accomplished in the manner and subject to the conditions in Section 2.03.

The Trustee shall, in accordance with Section 2.02, send a Delayed Delivery Certification substantially in the form of Exhibit G-2 (with any applicable exceptions noted thereon) for all Delayed Delivery Mortgage Loans delivered within 30 days of receipt of the related Mortgage Files. The Trustee will promptly send a copy of such Delayed Delivery Certification to each Rating Agency. If the Seller fails to deliver a Mortgage File for any Delayed Delivery Mortgage Loan within the period specified herein, the Seller shall use its best reasonable efforts to effect a substitution, rather than a repurchase of, any Deleted Mortgage Loan. The cure period provided for in Section 2.02 or in Section 2.03 shall not apply to the initial delivery of the Mortgage File for such Delayed Delivery Mortgage Loan, but rather the Seller shall have five (5) Business Days to cure such failure to deliver.  At the
end of such period, the Trustee shall send a Delayed Delivery Certification for the Delayed Delivery Mortgage Loans delivered during such period in accordance with the provisions of Section 2.02.

The Seller agrees to treat the transfer of the Mortgage Loans to the Depositor as a sale for all tax, accounting, and regulatory purposes.

It is agreed and understood by the parties hereto that it is not intended that any Mortgage Loan be included in the Trust Fund that is a “High-Cost Home Loan” (or any other similarly designated loan) as defined in the New Jersey Home Ownership Act effective November 27, 2003, The Home Loan Protection Act of New Mexico effective January 1, 2004, The Massachusetts Predatory Home Loan Practices Act effective November 7, 2004 or The Indiana Home Loan Practices Act effective January 1, 2005.

	
             
  	
            Section 2.02
 	
            Acceptance by the Trustee of the Mortgage Loans.
 

The Trustee acknowledges receipt of the documents identified in the Initial Certification in the form of Exhibit G-1 and declares that it holds and will hold such documents and the other documents delivered to it constituting the Mortgage Files for the Mortgage Loans, and that it holds or will hold such other assets as are included in the Trust Fund, in trust for the exclusive use and benefit of all present and future Certificateholders. The Trustee acknowledges that it will maintain possession of the related Mortgage Notes in the State of California, unless otherwise permitted by the Rating Agencies.

The Trustee agrees to execute and deliver on the Closing Date to the Depositor, the Servicer and the Seller an Initial Certification in the form of Exhibit G-1. Based on its review and examination, and only as to the documents identified in the Initial Certification, the Trustee acknowledges that the documents appear regular on their face and relate to the Mortgage Loans. The Trustee shall be under no duty to inspect, review, or examine said documents, instruments, certificates, or other papers to determine that the same are genuine, enforceable, or appropriate for the represented purpose or that they have actually been recorded in the real estate records or that they are other than what they purport to be on their face.

 

 

By the thirtieth day after the Closing Date (or if that day is not a Business Day, the succeeding Business Day), the Trustee shall deliver to the Depositor, the Servicer and the Seller a Delayed Delivery Certification with respect to the Mortgage Loans, substantially in the form of Exhibit G-2, with any applicable exceptions noted thereon.

Not later than ninety (90) days after the Closing Date, the Trustee shall deliver to the Depositor, the Servicer and the Seller a Final Certification in the form of Exhibit H, with any applicable exceptions noted thereon.

If, in the course of its review, the Trustee finds any document constituting a part of a Mortgage File that does not meet the requirements of Section 2.01, the Trustee shall list such as an exception in the Final Certification. The Trustee shall not make any determination as to whether (i) any endorsement is sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note or (ii) any assignment is in recordable form or is sufficient to effect the assignment of and transfer to the assignee thereof under the mortgage to which the assignment relates. The Seller shall promptly correct any such defect within ninety (90) days from the date it was so notified of the defect and, with respect to any Mortgage Loan for which such defect is materially adverse to the Certificateholders, if the Seller does not correct such defect within that period,
the Seller shall either (a) substitute for the related Mortgage Loan a Substitute Mortgage Loan, which substitution shall be accomplished pursuant to Section 2.03, or (b) purchase the Mortgage Loan at its Purchase Price from the Trustee within ninety (90) days from the date the Seller was notified of the defect in writing.

If a substitution or purchase of a Mortgage Loan pursuant to this provision is required because of a delay in delivery of any documents by the appropriate recording office, or there is a dispute between either the Servicer or the Seller and the Trustee over the location or status of the recorded document, then the substitution or purchase shall occur within 720 days from the Closing Date. In no other case may a substitution or purchase occur more than 540 days from the Closing Date.

The Trustee shall deliver written notice to each Rating Agency within 270 days from the Closing Date indicating each Mortgage Loan (a) that has not been returned by the appropriate recording office or (b) as to which there is a dispute as to location or status of the Mortgage Loan. The notice shall be delivered every ninety (90) days thereafter until the related Mortgage Loan is returned to the Trustee. Any substitution pursuant to (a) above or purchase pursuant to (b) above shall not be effected before the delivery to the Trustee of an Opinion of Counsel, if required by Section 2.05, and any substitution pursuant to (a) above shall not be effected before the additional delivery to the Trustee of a Request for Release substantially in the form of Exhibit N. No substitution is permitted to be made in any calendar month after the Determination Date for the month.

The Purchase Price for any Mortgage Loan shall be deposited by the Seller in the Certificate Account by the Distribution Account Deposit Date for the Distribution Date in the month following the month of repurchase and, upon receipt of the deposit and certification with respect thereto in the form of Exhibit N, the Trustee shall release the related Mortgage File to the Seller and shall execute and deliver at the Seller’s request any instruments of transfer or assignment prepared by the Seller, in each case without recourse, necessary to vest in the Seller, or a designee, the Trustee’s interest in any Mortgage Loan released pursuant hereto.

If pursuant to the foregoing provisions the Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the Servicer shall either (i) cause MERS to execute and deliver an 

 

assignment of the Mortgage in recordable form to transfer the Mortgage from MERS to the Seller and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS’ rules and regulations or (ii) cause MERS to designate on the MERS® System the Seller as the beneficial holder of such Mortgage Loan.

The Trustee shall retain possession and custody of each Mortgage File in accordance with and subject to the terms and conditions herein. The Servicer shall promptly deliver to the Trustee, upon the execution or receipt thereof, the originals of such other documents or instruments constituting the Mortgage File as come into the possession of the Servicer from time to time.

The obligation of the Seller to substitute for or to purchase any Mortgage Loan that does not meet the requirements of Section 2.01 shall constitute the sole remedy respecting the defect available to the Trustee, the Depositor, and any Certificateholder against the Seller.

	
             
  	
            Section 2.03
 	
            Representations, Warranties, and Covenants of the 
 

Seller and the Servicer.

(a)  IndyMac, in its capacities as Seller and Servicer, hereby makes the representations and warranties in Schedule II, and by this reference incorporated herein, to the Depositor, the Trustee and the Supplemental Interest Trust Administrator, as of the Closing Date.  The Servicer will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (i.e., favorable and unfavorable) on its credit files for the related Mortgagor for each Mortgage Loan to Equifax, Experian and Trans Union Credit Information Company on a monthly basis.

(b)  The Seller, in its capacity as Seller, hereby makes the representations and warranties in Schedule III, and by this reference incorporated herein, to the Depositor the Trustee and the Supplemental Interest Trust Administrator, as of the Closing Date, or if so specified therein, as of the Cut-off Date.  

(c)  Upon discovery by any of the parties hereto of a breach of a representation or warranty made pursuant to Section 2.03(b) that materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the party discovering such breach shall give prompt notice thereof to the other parties and to the NIM Insurer. A breach of the representation or warranty made pursuant to clauses (29), (30), (34), (35), (36), (37), (38) and (39) of Schedule III or a breach of the covenant of the Servicer made pursuant to clause (a) above will be deemed to materially and adversely affect the interests of the Certificateholders in the related Mortgage Loan.  The Seller hereby covenants that within ninety (90) days of the earlier of its discovery or its receipt of written notice from any party of a breach of any representation or warranty made pursuant to Section 2.03(b) that materially
and adversely affects the interests of the Certificateholders in any Mortgage Loan, it shall cure such breach in all material respects, and if such breach is not so cured, shall: (i) if the 90 day period expires before the second anniversary of the Closing Date, remove the Mortgage Loan (a “Deleted Mortgage Loan”) from the Trust Fund and substitute in its place a Substitute Mortgage Loan, in accordance with this Section 2.03; or (ii) repurchase the affected Mortgage Loan or Mortgage Loans from the Trustee at the Purchase Price in the manner stated below. Any substitution pursuant to (i) above shall not be effected before the delivery to the Trustee of the Opinion of Counsel, if required by Section 2.05, and a Request for Release substantially in the form of Exhibit N, and the Mortgage File for any Substitute Mortgage Loan. The Seller shall promptly reimburse the Servicer and the 

 

Trustee for any expenses reasonably incurred by the Servicer or the Trustee in respect of enforcing the remedies for the breach.

With respect to any Substitute Mortgage Loan or Loans, the Seller shall deliver to the Trustee for the benefit of the Certificateholders the Mortgage Note, the Mortgage, the related assignment of the Mortgage, and any other documents and agreements required by Section 2.01, with the Mortgage Note endorsed and the Mortgage assigned as required by Section 2.01. No substitution is permitted to be made in any calendar month after the Determination Date for the month. Scheduled Payments due with respect to Substitute Mortgage Loans in the Remittance Period of substitution shall not be part of the Trust Fund and will be retained by the Seller on the next Distribution Date. For the Remittance Period of substitution, distributions to Certificateholders will include the monthly payment due on any Deleted Mortgage Loan for the Remittance Period and thereafter the Seller shall be entitled to retain
all amounts received with respect to the Deleted Mortgage Loan.

The Servicer shall amend the Mortgage Loan Schedule for the benefit of the Certificateholders to reflect the removal of the Deleted Mortgage Loan and the substitution of the Substitute Mortgage Loans and the Servicer shall deliver the amended Mortgage Loan Schedule to the Trustee. Upon the substitution, the Substitute Mortgage Loans shall be subject to this Agreement in all respects, and the Seller shall be deemed to have made with respect to the Substitute Mortgage Loans, as of the date of substitution, the representations and warranties made pursuant to Section 2.03(b) with respect to the Mortgage Loan. Upon any substitution and the deposit to the Certificate Account of the amount required to be deposited therein in connection with the substitution as described in the following paragraph, the Trustee shall release the Mortgage File held for the benefit of the Certificateholders relating
to the Deleted Mortgage Loan to the Seller and shall execute and deliver at the Seller’s direction such instruments of transfer or assignment prepared by the Seller, in each case without recourse, as shall be necessary to vest title in the Seller, or its designee, the Trustee’s interest in any Deleted Mortgage Loan substituted for pursuant to this Section 2.03.

For any month in which the Seller substitutes one or more Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount by which the aggregate principal balance of all such Substitute Mortgage Loans as of the date of substitution is less than the aggregate Stated Principal Balance of all the Deleted Mortgage Loans (after application of the scheduled principal portion of the monthly payments due in the Remittance Period of substitution and any adjustments due to any costs or damages incurred by the Trust Fund in connection with any violation of the Mortgage Loan of any predatory or abusive lending law). The amount of the shortage (the “Substitution Adjustment Amount”) plus, if the Seller is not the Servicer, the aggregate of any
unreimbursed Advances and Servicing Advances with respect to the Deleted Mortgage Loans, shall be deposited into the Certificate Account by the Seller by the Distribution Account Deposit Date for the Distribution Date in the month succeeding the calendar month during which the related Mortgage Loan became required to be purchased or replaced hereunder.

If the Seller repurchases a Mortgage Loan, the Purchase Price therefor shall be deposited in the Certificate Account pursuant to Section 3.06 by the Distribution Account Deposit Date for the Distribution Date in the month following the month during which the Seller became obligated hereunder to repurchase or replace the Mortgage Loan and upon such deposit of the Purchase Price, the delivery of the Opinion of Counsel required by Section 2.05 and receipt of a Request for Release in the form of Exhibit N, the Trustee shall release the related Mortgage File held for the benefit of the Certificateholders to such Person, and the 

 

Trustee shall execute and deliver at such Person’s direction such instruments of transfer or assignment prepared by such Person, in each case without recourse, as shall be necessary to transfer title from the Trustee. The obligation under this Agreement of any Person to cure, repurchase, or replace any Mortgage Loan as to which a breach has occurred and is continuing shall constitute the sole remedy against the Person respecting the breach available to Certificateholders, the Depositor, the Trustee or the Supplemental Interest Trust Administrator on their behalf.

The representations and warranties made pursuant to this Section 2.03 shall survive delivery of the respective Mortgage Files to the Trustee for the benefit of the Certificateholders.

	
             
  	
            Section 2.04
 	
            Representations and Warranties of the Depositor as to
 

the Mortgage Loans.

The Depositor hereby represents and warrants to the Trustee and the Supplemental Interest Trust Administrator with respect to each Mortgage Loan as of the date hereof or such other date set forth herein that as of the Closing Date, and following the transfer of the Mortgage Loans to it by the Seller, the Depositor had good title to the Mortgage Loans and the Mortgage Notes were subject to no offsets, defenses, or counterclaims.

The Depositor hereby transfers to the Trustee all of its rights with respect to the Mortgage Loans, including the representations and warranties of the Seller made pursuant to Section 2.03(b), together with all rights of the Depositor to require the Seller to cure any breach thereof or to repurchase or substitute for any affected Mortgage Loan in accordance with this Agreement.

The representations and warranties in this Section 2.04 shall survive delivery of the Mortgage Files to the Trustee. Upon discovery by the Depositor, the Trustee or the Supplemental Interest Trust Administrator of any breach of any of the representations and warranties in this Section that materially and adversely affects the interest of the Certificateholders, the party discovering the breach shall give prompt written notice to the others, the NIM Insurer, and to each Rating Agency. If the NIM Insurer discovers such a breach, it may notify the parties to this Agreement and each Rating Agency.

	
             
  	
            Section 2.05
 	
            Delivery of Opinion of Counsel in Connection with
 

Substitutions and Repurchases.

(a)  Notwithstanding any contrary provision of this Agreement, no substitution pursuant to Section 2.01, 2.02, 2.03 or 2.05 shall be made more than ninety (90) days after the Closing Date unless the Seller delivers to the Trustee an Opinion of Counsel, which Opinion of Counsel shall not be at the expense of either the Trustee or the Trust Fund, addressed to the Trustee, to the effect that such substitution will not (i) result in the imposition of the tax on “prohibited transactions” on the Trust Fund or contributions after the Startup Date, as defined in Sections 860F(a)(2) and 860G(d) of the Code, respectively, or (ii) cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that any Certificates are outstanding.

(b)  Upon discovery by the Depositor, the Seller, the Servicer or the Trustee that any Mortgage Loan does not constitute a “qualified mortgage” within the meaning of Section 860G(a)(3) of the Code, the party discovering such fact shall promptly (and in any event within five (5) Business Days of discovery) give written notice thereof to the other parties and the NIM Insurer. If the NIM Insurer discovers such facts, it may notify the parties to this Agreement. In 

 

connection therewith, the Trustee shall require the Seller, at the Seller’s option, to either (i) substitute, if the conditions in Section 2.03(c) with respect to substitutions are satisfied, a Substitute Mortgage Loan for the affected Mortgage Loan, or (ii) repurchase the affected Mortgage Loan within ninety (90) days of such discovery in the same manner as it would a Mortgage Loan for a breach of representation or warranty made pursuant to Section 2.03. The Trustee shall reconvey to the Seller the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms, as it would a Mortgage Loan repurchased for breach of a representation or warranty contained in Section 2.03.

	
             
  	
            Section 2.06
 	
            Execution and Delivery of Certificates.
 

The Trustee acknowledges the transfer and assignment to it of the Trust Fund and, concurrently with the transfer and assignment, has executed and delivered to or upon the order of the Depositor, the Certificates in authorized denominations evidencing directly or indirectly the entire ownership of the Trust Fund. The Trustee agrees to hold the Trust Fund and exercise the rights referred to above for the benefit of all present and future Holders of the Certificates.

	
             
  	
            Section 2.07
 	
            Reserved.
 

 

	
             
  	
            Section 2.08
 	
            REMIC Matters.
 

The Preliminary Statement sets forth the designations and “latest possible maturity date” for federal income tax purposes of all interests created hereby. 

	
             
 	
            (A)
 	
            Issuance of the REMIC I Regular Interests and the Class R-I Interest.
 

The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it of the Mortgage Files, subject to the provisions of Section 2.01 and Section 2.02, together with the assignment to it of all other assets included in REMIC I, the receipt of which is hereby acknowledged.  Concurrently with such assignment and delivery and in exchange therefor, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Class R-I Interest in authorized denominations.  The interests evidenced by the Class R-I Interest, together with the REMIC I Regular Interests, constitute the entire beneficial ownership interest in REMIC I.  The rights of the Class R Certificateholders and REMIC II (as holder of the REMIC I Regular Interests) to receive distributions from
the proceeds of REMIC I in respect of the Class R-I Interest and the REMIC I Regular Interests, respectively, and all ownership interests evidenced or constituted by the Class R-I Interest and the REMIC I Regular Interests, shall be as set forth in this Agreement.

	
             
 	
            (B)
 	
            Conveyance of the REMIC I Regular Interests; REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V and REMIC VI by the Trustee.
 

(i)              The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee, without recourse, all the right, title and interest of the Depositor in and to the assets described in the definition of REMIC I for the benefit of the Holders of the REMIC I Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-I Interest). The Trustee 

 

acknowledges receipt of the assets described in the definition of REMIC I and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC I Regular Interests and the Class R Certificates (in respect of the Class R-I Interest). The interests evidenced by the Class R-I Interest, together with the REMIC I Regular Interests, constitute the entire beneficial ownership interest in REMIC I.

(ii)             The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the REMIC I Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-I Interest). The Trustee acknowledges receipt of the REMIC I Regular Interests and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC II Regular Interests and the Class R Certificates (in respect of the Class R-II Interest). The interests evidenced by the Class R-II Interest, together with the REMIC II Regular Interests, constitute the entire beneficial ownership interest in REMIC II.

(iii)            The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the REMIC II Regular Interests (which are uncertificated) for the benefit of the Holders of the Class A Certificates, Subordinated Certificates, the Class IO Interest, the Class C Interest, the Class P Interest and the Class R Certificates (in respect of the Class R-III Interest). The Trustee acknowledges receipt of the REMIC II Regular Interests and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Class A Certificates, Subordinated Certificates, the Class IO Interest, the Class C Interest, the Class P
Interest and the Class R Certificates (in respect of the Class R-IV Interest).  The interests evidenced by the Class R-III Interest, together with the Class A Certificates, Subordinated Certificates, the Class IO Interest, the Class C Interest and the Class P Interest, constitute the entire beneficial ownership interest in REMIC III.

(iv)            The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the Class C Interest (which is uncertificated) for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-IV Interest). The Trustee acknowledges receipt of the Class C Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-IV Interest). The interests evidenced by the Class R-IV Interest, together with the Class C Certificates, constitute the entire beneficial
ownership interest in REMIC IV.

(v)             The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the Class P Interest (which is uncertificated) for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The Trustee acknowledges receipt of the Class P Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The interests evidenced by the Class R-V Interest, together with the Class P Certificates, constitute the entire beneficial
ownership interest in REMIC V.

(vi)            The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all 

 

the right, title and interest in and to the Class IO Interest (which is uncertificated) for the benefit of the Holders of the REMIC VI Regular Interest SWAP IO (which is uncertificated) and the Class R-X Certificates (in respect of the Class R-VI Interest). The Trustee acknowledges receipt of the Class IO Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC VI Regular Interest SWAP IO and the Class R-X Certificates (in respect of the Class R-VI Interest). The interests evidenced by the Class R-VI Interest, together with the REMIC VI Regular Interest SWAP IO, constitute the entire beneficial ownership interest in REMIC VI.

	
             
 	
            (C)
 	
            Issuance of Class R and Class R-X Certificates.
 

The Trustee acknowledges the assignment to it of the REMIC I Regular Interests and, concurrently therewith and in exchange therefor, pursuant to the written request of the Depositor executed by an officer of the Depositor or the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Class R Certificates in authorized denominations. The interests evidenced by the Class R and Class R-X Certificates, together with the REMIC I Regular Interests, the REMIC II Regular Interests, the REMIC III Regular Interests, the REMIC IV Regular Interests, the REMIC V Regular Interests and the REMIC VI Regular Interest SWAP IO, constitute the entire beneficial ownership interest in REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V and REMIC VI.

	
             
  	
            Section 2.09
 	
            Covenants of the Servicer.
 

The Servicer hereby covenants to the Depositor and the Trustee as follows:

(a)  the Servicer shall comply in the performance of its obligations under this Agreement with all reasonable rules and requirements of the insurer under each Required Insurance Policy; and

(b)  no written information, certificate of an officer, statement furnished in writing or written report delivered to the Depositor, any affiliate of the Depositor, the NIM Insurer, the Trustee or the Supplemental Interest Trust Administrator and prepared by the Servicer pursuant to this Agreement will contain any untrue statement of a material fact or omit to state a material fact necessary to make such information, certificate, statement, or report not misleading.

	
             
  	
            Section 2.10
 	
            Purposes and Powers of the Trust
 

The purpose of the common law trust, as created hereunder, is to engage in the following activities:

(a)  to acquire and hold the Mortgage Loans and the other assets of the Trust Fund and the proceeds therefrom;

(b)  to issue the Certificates sold to the Depositor in exchange for the Mortgage Loans;

(c)  to make payments on the Certificates;

(d)  to engage in those activities that are necessary, suitable or convenient to accomplish the foregoing or are incidental thereto or connected therewith; and

 

 

(e)  subject to compliance with this Agreement, to engage in such other activities as may be required in connection with conservation of the Trust Fund and the making of distributions to the Certificateholders.

The Trust is hereby authorized to engage in the foregoing activities.  The Trustee and the Servicer shall not cause the Trust to engage in any activity other than in connection with the foregoing or other than as required or authorized by the terms of this Agreement while any Certificate is outstanding, and this Section 2.10 may not be amended, without the consent of the Certificateholders evidencing 66 2/3% or more of the aggregate Voting Rights of the Certificates.

 

 

ARTICLE III

 

ADMINISTRATION AND SERVICING OF MORTGAGE LOANS

	
             
  	
            Section 3.01
 	
            Servicer to Service Mortgage Loans.
 

For and on behalf of the Certificateholders, the Servicer shall service and administer the Mortgage Loans in accordance with this Agreement and the Servicing Standard.

The Servicer shall not make or permit any modification, waiver, or amendment of any term of any Mortgage Loan that would cause the Trust Fund to fail to qualify as a REMIC or result in the imposition of any tax under Section 860F(a) or Section 860G(d) of the Code.

Without limiting the generality of the foregoing, the Servicer, in its own name or in the name of the Depositor and the Trustee, is hereby authorized and empowered by the Depositor and the Trustee, when the Servicer believes it appropriate in its reasonable judgment, to execute and deliver, on behalf of the Trustee, the Depositor, the Certificateholders, or any of them, any instruments of satisfaction or cancellation, or of partial or full release or discharge, and all other comparable instruments, with respect to the Mortgage Loans, and with respect to the Mortgaged Properties held for the benefit of the Certificateholders. The Servicer shall prepare and deliver to the Depositor or the Trustee any documents requiring execution and delivery by either or both of them appropriate to enable the Servicer to service and administer the Mortgage Loans to the extent that the Servicer is not
permitted to execute and deliver such documents pursuant to the preceding sentence. Upon receipt of the documents, the Depositor or the Trustee shall execute the documents and deliver them to the Servicer.

The Servicer further is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name, when the Servicer believes it appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns.

In accordance with and to the extent of the Servicing Standard, the Servicer shall advance funds necessary to effect the payment of taxes and assessments on the Mortgaged Properties, which advances shall be reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.07, and further as provided in Section 3.09. The costs incurred by the Servicer in effecting the timely payments of taxes and assessments on the Mortgaged Properties and related insurance premiums shall not, for the purpose of calculating monthly distributions to the Certificateholders, be added to the Stated Principal Balances of the related Mortgage Loans, notwithstanding that the Mortgage Loans so permit.

	
             
  	
            Section 3.02
 	
            Reserved.
 

	
             
  	
            Section 3.03
 	
            [Reserved].
 

	
             
  	
            Section 3.04
 	
            [Reserved].
 

	
             
  	
            Section 3.05
 	
            Trustee to Act as Servicer.
 

 

 

If the Servicer for any reason is no longer the Servicer hereunder (including because of an Event of Default), the Trustee or its successor shall thereupon assume all of the rights and obligations of the Servicer hereunder arising thereafter, except that the Trustee shall not be:

(i)           liable for losses of the Servicer pursuant to Section 3.10 or any acts or omissions of the predecessor Servicer hereunder,

(ii)          obligated to make Advances if it is prohibited from doing so by applicable law,

(iii)         obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder, including repurchases or substitutions pursuant to Section 2.01, 2.02, 2.03 or 2.05,

	
             
 	
            (iv)
 	
            responsible for expenses of the Servicer pursuant to Section 2.03, or
 

(v)          deemed to have made any representations and warranties of the Servicer hereunder.  Any assumption shall be subject to Section 7.02.

Notwithstanding anything else in this Agreement to the contrary, in no event shall the Trustee be liable for any servicing fee or for any differential in the amount of the servicing fee paid under this Agreement and the amount necessary to induce any successor Servicer to act as successor Servicer under this Agreement and the transactions provided for in this Agreement.

	
             
  	
            Section 3.06
 	
            Collection of Mortgage Loan Payments; Servicing
 

Accounts; Collection Account; Certificate Account;

Distribution Account; Excess Reserve Fund Account.

(a)  In accordance with and to the extent of the Servicing Standard, the Servicer shall make reasonable efforts in accordance with the customary and usual standards of practice of prudent mortgage servicers to collect all payments called for under the Mortgage Loans to the extent the procedures are consistent with this Agreement and any related Required Insurance Policy. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, subject to Section 3.20, any Prepayment Charge or penalty interest in connection with the prepayment of a Mortgage Loan, (ii) modify any delinquent or defaulted Mortgage Loan (including modifications that change the Mortgage Rate, forgive the payment of principal or interest or extend the final maturity date of that Mortgage Loan); provided, that such modification is consistent with the Servicing Standard and if in the
Servicer’s determination such modification is not materially adverse to the interests of the Certificateholders (taking into account any estimated loss that might result absent such action) and is expected to minimize the loss of such Mortgage Loan; provided, however, that the Servicer shall not initiate new lending to such Mortgagor through the Trust, and (iii) extend the due dates for payments due on a Mortgage Note for a period not greater than 125 days. However, the Servicer cannot extend the maturity of any Mortgage Loan past the date on which the final payment is due on the latest maturing Mortgage Loan as of the Cut-off Date. In the event of any such arrangement, the Servicer shall make Advances on the related Mortgage Loan in accordance with Section 4.01 during the scheduled period in accordance with the amortization schedule of the Mortgage Loan without modification thereof because of the arrangements. In addition, the NIM Insurer’s prior written consent shall be
required for any modification, waiver, or amendment if the amendment of the aggregate number of outstanding Mortgage Loans that have been modified, waived, and amended exceeds 5% of the aggregate number of Mortgage Loans. The Servicer shall not be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note, or 

 

otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that enforcing the provision of the Mortgage or other instrument pursuant to which the payment is required is prohibited by applicable law.  The Servicer shall not sell any delinquent or defaulted Mortgage Loan.

(b)  The Servicer shall establish and maintain one or more Servicing Accounts into which the Servicer shall deposit on a daily basis within one (1) Business Day of receipt, the following payments and collections received by it in respect of Mortgage Loans after the Cut-off Date (other than in respect of principal and interest due on the Mortgage Loans by the Cut-off Date):

(i)            all payments on account of principal on the Mortgage Loans, including Principal Prepayments;

	
             
  	
            (ii)
 	
            all payments on account of interest on the Mortgage Loans; and
 

(iii)         all Insurance Proceeds, Liquidation Proceeds and Subsequent Recoveries, other than proceeds to be applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with the Servicer’s normal servicing procedures.

By the Determination Date in each calendar month, the Servicer shall (a) withdraw from the Servicing Account all amounts on deposit therein pursuant to clauses (i) and (ii) above (other than amounts attributable to a Principal Prepayment in Full) and (b) deposit such amounts in the Collection Account. By the Business Day in each calendar month following the deposit in the Servicing Account of amounts on deposit therein pursuant to clause (iii) above or pursuant to any Principal Prepayment in Full, the Servicer shall (a) withdraw such amounts from the Servicing Account and (b) deposit such amounts in the Collection Account.

(c)  The Servicer shall establish and maintain a segregated Collection Account into which the Servicer shall deposit, as and when required by paragraph (b) of this Section 3.06, all amounts required to be deposited into the Collection Account pursuant to that paragraph.  

(d)  The Servicer shall establish and maintain a segregated Certificate Account into which the Servicer shall deposit on a daily basis (i) within one (1) Business Day of deposit in the Collection Account (in the case of items (i) through (iii) below) and (2) within one (1) Business Day of receipt (in the case of all other items), except as otherwise specified herein, the following payments and collections received by it in respect of Mortgage Loans after the Cut-off Date (other than in respect of principal and interest due on the Mortgage Loans by the Cut-off Date) and the following amounts required to be deposited hereunder:

(i)            all payments on account of principal on the Mortgage Loans, including Principal Prepayments;

(ii)          all payments on account of interest on the Mortgage Loans, net of the related Servicing Fee;

(iii)         all Insurance Proceeds, Subsequent Recoveries and Liquidation Proceeds, other than proceeds to be applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with the Servicer’s normal servicing procedures;

 

 

	
             
  	
            (iv)
 	
            [reserved];
 

(v)           any amounts required to be deposited by the Servicer pursuant to Sections 3.12 and 3.14;

(vi)         all Purchase Prices received from the Servicer or Seller and all Substitution Adjustment Amounts;

	
             
  	
            (vii)
 	
            all Advances made by the Servicer pursuant to Section 4.01;
 
	
             
  	
            (viii)
 	
            any other amounts required to be deposited hereunder; and
 	
             

	
             
  	
            (ix)
 	
            all Prepayment Charges collected.
 	
             

					

In addition, with respect to any Mortgage Loan that is subject to a buydown agreement, on each Due Date for the Mortgage Loan, in addition to the monthly payment remitted by the related Mortgagor, the Servicer shall cause funds to be deposited into the Certificate Account in an amount required to cause an amount of interest to be paid with respect to the Mortgage Loan equal to the amount of interest that has accrued on the Mortgage Loan from the preceding Due Date at the Mortgage Rate net of the Servicing Fee on that date.

The foregoing requirements for remittance by the Servicer shall be exclusive. Without limiting the generality of the foregoing, payments in the nature of late payment charges or assumption fees, if collected, need not be remitted by the Servicer. If the Servicer remits any amount not required to be remitted, it may at any time withdraw that amount from the Certificate Account, any provision herein to the contrary notwithstanding. The withdrawal or direction may be accomplished by delivering written notice of it to the Trustee or any other institution maintaining the Certificate Account that describes the amounts deposited in error in the Certificate Account. The Servicer shall maintain adequate records with respect to all withdrawals made pursuant to this Section 3.06. All funds deposited in the Certificate Account shall be held in trust for the Certificateholders until withdrawn in
accordance with Section 3.09.

The Trustee shall establish and maintain the Excess Reserve Fund Account, on behalf of the Class C Certificateholder, to secure its limited recourse obligation to pay to the other Certificateholders Net WAC Cap Carry Forward Amounts.

On each Distribution Date, the Trustee shall deposit the amount of any Net WAC Cap Carry Forward Amount for that date into the Excess Reserve Fund Account.

The Trustee shall invest amounts held in the Excess Reserve Fund Account only in Permitted Investments, which shall mature not later than the Business Day preceding the next Distribution Date (except that if such Permitted Investment is an obligation of the institution that maintains such account, then such Permitted Investment shall mature not later than the next Distribution Date) and, in each case, shall not be sold or disposed of before its maturity. The Servicer shall direct the Trustee in writing with respect to investment of amounts in the Excess Reserve Fund Account.

On each Distribution Date on which a Net WAC Cap Carry Forward Amount exists for any Class of Certificates, the Trustee shall withdraw from the Excess Reserve Fund Account amounts necessary to pay to the Class of Certificates the Net WAC Cap Carry Forward Amount. Such payments shall be allocated to those Classes as provided in Section 4.02(IV).  

 

Any Net WAC Cap Carry Forward Amounts paid by the Trustee to the Certificateholders shall be accounted for by the Trustee as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Class C Certificateholder (and from the Class C Certificateholder to the Excess Reserve Fund Account) for all federal income tax purposes. In addition, the Trustee shall account for the Certificateholders’ rights to receive payments of Net WAC Cap Carry Forward Amounts as rights in a limited recourse interest rate cap contract written by the Class C Certificateholder in favor of the other Certificateholders.

The Trustee shall account for the Excess Reserve Fund Account as an outside reserve fund within the meaning of Treasury Regulation Section 1.860G-2(h) and not an asset of any REMIC created pursuant to this Agreement.  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Excess Reserve Fund Account be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Excess Reserve Fund Account for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Excess Reserve Fund Account be treated
as a grantor trust.  The Trustee shall treat amounts deposited into the Excess Reserve Fund Account as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Class C Certificateholder (and from the Class C Certificateholder to the Excess Reserve Fund Account) for all federal income tax purposes.  Accordingly, each Class of Certificates, other than the Class C Certificate, the Class P Certificate, the Class R Certificate and the Class R-X Certificate, will comprise two components – a REMIC Regular Interest and an interest in a cap contract.  The Trustee shall allocate the issue price for a Class of Certificates between two components for purposes of determining the issue price of the REMIC Regular Interest component.  The Excess Reserve Fund Account will be part of the Trust but not part of any REMIC and any payments to the Holders of the Class A and Subordinate Certificates of Net WAC Cap Carry Forward Amounts will not be payments with respect
to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).

By accepting a Class C Certificate, each Class C Certificateholder hereby agrees to direct the Trustee, and the Trustee hereby is directed, to deposit into the Excess Reserve Fund Account the amounts described above on each Distribution Date as to which there is any Net WAC Cap Carry Forward Amount rather than distributing such amount to the Class C Certificateholders. By accepting a Class C Certificate, each Class C Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.

For federal tax return and information reporting, the right of the Holders of the Class A Certificates and the Subordinate Certificates to receive payments from the Excess Reserve Fund Account in respect of any Net WAC Cap Carry Forward Amounts may have more than a de minimis value.

Notwithstanding any provision contained in this Agreement, the Trustee shall not be required to make any payments from the Excess Reserve Fund Account except as expressly stated in this Section 3.06(d).

(e)  [Reserved].

 

 

(f)  The Trustee shall establish and maintain the Distribution Account on behalf of the Certificateholders. The Trustee shall, promptly upon receipt, deposit in the Distribution Account and retain therein the following:

(i)            the aggregate amount remitted by the Servicer to the Trustee pursuant to Section 3.09(a);

(ii)          any amount deposited by the Servicer pursuant to Section 3.06(g) in connection with any losses on Permitted Investments; and

(iii)         any other amounts deposited hereunder that are required to be deposited in the Distribution Account.

If the Servicer remits any amount not required to be remitted, it may at any time direct the Trustee in writing to withdraw that amount from the Distribution Account, any provision herein to the contrary notwithstanding. The direction may be accomplished by delivering an Officer’s Certificate to the Trustee that describes the amounts deposited in error in the Distribution Account. All funds deposited in the Distribution Account shall be held by the Trustee in trust for the Certificateholders until disbursed in accordance with this Agreement or withdrawn in accordance with Section 3.09. In no event shall the Trustee incur liability for withdrawals from the Distribution Account at the direction of the Servicer.

(g)  Each institution at which the Certificate Account or the Distribution Account is maintained shall invest the funds therein as directed in writing by the Servicer in Permitted Investments, which shall mature not later than the second Business Day preceding the related Distribution Account Deposit Date (except that if the Permitted Investment is an obligation of the institution that maintains the account, then the Permitted Investment shall mature not later than the Business Day preceding the Distribution Account Deposit Date) and shall not be sold or disposed of before its maturity. All Permitted Investments shall be made in the name of the Trustee, for the benefit of the Certificateholders. All income realized from any investment of funds on deposit in the Certificate Account and the Distribution Account shall be for the benefit of the Servicer as servicing compensation and shall be
remitted to it monthly as provided herein. The amount of any realized losses on Permitted Investments in the Certificate Account or Distribution Account shall promptly be deposited by the Servicer in the Certificate Account or the Distribution Account, respectively. The Trustee shall not be liable for the amount of any loss incurred in respect of any investment or lack of investment of funds held in the Certificate Account or the Distribution Account and made in accordance with this Section 3.06. Notwithstanding the foregoing, if amounts remitted by the Servicer to the Trustee pursuant to Section 3.09(a) for deposit in the Distribution Account and investment directions therefor are not received by the Trustee before 12:00 p.m. (pacific time) on the Distribution Account Deposit Date, amounts on deposit in the Distribution Account shall remain uninvested.

(h)  [Reserved].

(i)  The Servicer shall notify the Trustee, the Seller, each Rating Agency, and the Depositor of any proposed change of the location of the Certificate Account, the Collection Account, the Excess Reserve Fund Account or the Distribution Account not later than 30 days and not more than 45 days before any change thereof.

 

	
             
  	
            Section 3.07
 	
            Collection of Taxes, Assessments, and Similar Items
 

Escrow Accounts.

 

(a)  To the extent required by the related Mortgage Note and not violative of current law, the Servicer shall establish and maintain one or more accounts (each, an “Escrow Account”) and deposit and retain therein all collections from the Mortgagors (or Servicing advances) for the payment of taxes, assessments, hazard insurance premiums or comparable items for the account of the Mortgagors. Nothing herein shall require the Servicer to compel a Mortgagor to establish an Escrow Account in violation of applicable law.

(b)  Withdrawals of amounts so collected from the Escrow Accounts may be made only to effect timely payment of taxes, assessments, hazard insurance premiums, condominium or PUD association dues, or comparable items, to reimburse (without duplication) the Servicer out of related collections for any payments made pursuant to Sections 3.01 (with respect to taxes and assessments and insurance premiums) and 3.10 (with respect to hazard insurance), to refund to any Mortgagors any sums determined to be overages, to pay interest, if required by law or the related Mortgage or Mortgage Note, to Mortgagors on balances in the Escrow Account or to clear and terminate the Escrow Account at the termination of this Agreement in accordance with Section 9.01. The Escrow Accounts shall not be a part of the Trust Fund.

(c)  The Servicer shall advance any payments referred to in Section 3.07(a) that are not timely paid by the Mortgagors on the date when the tax, premium or other cost for which such payment is intended is due, but the Servicer shall be required so to advance only to the extent that such advances, in the good faith judgment of the Servicer, will be recoverable by the Servicer out of Insurance Proceeds, Liquidation Proceeds, or otherwise.

	
             
  	
            Section 3.08
 	
            Access to Certain Documentation and Information
 

Regarding the Mortgage Loans.

The Servicer shall afford the Depositor, the NIM Insurer, the Trustee and the Supplemental Interest Trust Administrator reasonable access to all records and documentation regarding the Mortgage Loans and all accounts, insurance information, and other matters relating to this Agreement, such access being afforded without charge, but only upon reasonable request and during normal business hours at the office designated by the Servicer.

Upon reasonable advance notice in writing, the Servicer will provide to each Certificateholder or Certificate Owner that is a savings and loan association, bank, or insurance company certain reports and reasonable access to information and documentation regarding the Mortgage Loans sufficient to permit the Certificateholder or Certificate Owner to comply with applicable regulations of the OTS or other regulatory authorities with respect to investment in the Certificates. The Servicer shall be entitled to be reimbursed by each such Certificateholder or Certificate Owner for actual expenses incurred by the Servicer in providing the reports and access.

	
             
  	
            Section 3.09
 	
            Permitted Withdrawals from the Certificate Account, the
 

Distribution Account, and the Excess Reserve Fund Account.

(a)  The Servicer may (and, in the case of clause (ix) below, shall) from time to time make withdrawals from the Certificate Account for the following purposes:

 

 

(i)            to pay to the Servicer (to the extent not previously retained) the servicing compensation to which it is entitled pursuant to Section 3.15, and to pay to the Servicer, as additional servicing compensation, earnings on or investment income with respect to funds in or credited to the Certificate Account;

(ii)          to reimburse the Servicer for unreimbursed Advances made by it, such right of reimbursement pursuant to this subclause (ii) being limited to amounts received on the Mortgage Loans in respect of which the Advance was made;

(iii)         to reimburse the Servicer for any Nonrecoverable Advance previously made;

(iv)         to reimburse the Servicer for Insured Expenses from the related Insurance Proceeds;

(v)           to reimburse the Servicer for (a) unreimbursed Servicing Advances, such right of reimbursement pursuant to this sub-clause (a) made by it being limited to amounts received on the Mortgage Loans in respect of which the Servicing Advance was made that represent late recoveries of the payments for which such advances were made pursuant to Section 3.01,  Section 3.07  or Section 3.10 and (b) for unpaid Servicing Fees as provided in Section 3.12;

(vi)         to pay to the purchaser, with respect to each Mortgage Loan or property acquired in respect thereof that has been purchased pursuant to Section 2.01, 2.02, 2.03 or 2.05, all amounts received thereon after the date of such purchase;

(vii)        to reimburse the Seller, the Servicer, the NIM Insurer, or the Depositor for expenses incurred by any of them and reimbursable pursuant to Section 6.03;

(viii)       to withdraw any amount deposited in the Certificate Account and not required to be deposited therein;

(ix)         by the Distribution Account Deposit Date, to withdraw (1) the Servicer Remittance Amount for the Distribution Date, to the extent on deposit, and (2) the Prepayment Charges on deposit, and remit such amount to the Trustee for deposit in the Distribution Account; and

(x)           to clear and terminate the Certificate Account upon termination of this Agreement pursuant to Section 9.01.

The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, to justify any withdrawal from the Certificate Account pursuant to subclauses (i), (ii), (iv), (v), and (vi). Before making any withdrawal from the Certificate Account pursuant to subclause (iii), the Servicer shall deliver to the Trustee an Officer’s Certificate of a Servicing Officer indicating the amount of any previous Advance determined by the Servicer to be a Nonrecoverable Advance and identifying the related Mortgage Loans and their respective portions of the Nonrecoverable Advance.

(b)  The Trustee shall withdraw funds from the Distribution Account for distributions to Certificateholders in the manner specified in this Agreement (and to withhold from the amounts so withdrawn the amount of any taxes that it is authorized 

 

to withhold pursuant to the last paragraph of Section 8.11). In addition, the Trustee may from time to time make withdrawals from the Distribution Account for the following purposes:

	
             
  	
            (i)
 	
            to pay to itself the Trustee Fee for the related Distribution Date;
 

(ii)          to pay to the Servicer as additional servicing compensation earnings on or investment income with respect to funds in the Distribution Account;

(iii)         to withdraw and return to the Servicer any amount deposited in the Distribution Account and not required to be deposited therein; 

(iv)         to clear and terminate the Distribution Account upon termination of the Agreement pursuant to Section 9.01; and 

(v)           to make distributions to the Supplemental Interest Trust, in accordance with Section 4.05.

(c)  On each Distribution Date, the Trustee shall make withdrawals from the Excess Reserve Fund Account for deposit in the Distribution Account of the amount required pursuant to Section 3.06(d). Each institution at which the Excess Reserve Fund Account is maintained shall invest the funds therein as directed in writing by the Servicer in Permitted Investments, which shall mature not later than the second Business Day preceding the related Distribution Account Deposit Date (except that if the Permitted Investment is an obligation of the institution that maintains the account, then the Permitted Investment shall mature not later than the Business Day preceding the Distribution Account Deposit Date) and shall not be sold or disposed of before its maturity. All Permitted Investments shall be made in the name of the Trustee, for the benefit of the Certificateholders. All
income realized from any investment of funds on deposit in the Excess Reserve Fund Account shall be for the benefit of the Servicer as servicing compensation and shall be remitted to it monthly as provided herein. The amount of any realized losses on Permitted Investments in the Excess Reserve Fund Account shall promptly be deposited by the Servicer in the Excess Reserve Fund Account.  On the earlier of (i) the termination of this Agreement pursuant to Section 9.01 and (ii) the Distribution Date on which all of the Certificates (other than the Class C Certificates) are reduced to zero, any amount remaining on deposit in the Excess Reserve Fund Account after giving effect to the requirements of this section shall be withdrawn by the Trustee and paid to the Class C Certificateholders.

	
             
  	
            Section 3.10
 	
            Maintenance of Hazard Insurance; Maintenance of
 

Primary Insurance Policies.

(a)  The Servicer shall maintain, for each Mortgage Loan, hazard insurance with extended coverage in an amount that is at least equal to the lesser of:

(i)            the maximum insurable value of the improvements securing the Mortgage Loan; and

(ii)          the greater of (y) the outstanding principal balance of the Mortgage Loan and (z) an amount such that the proceeds of the policy are sufficient to prevent the related Mortgagor or the mortgagee from becoming a co-insurer.

 

 

Each policy of standard hazard insurance shall contain, or have an accompanying endorsement that contains, a standard mortgagee clause. Any amounts collected under the policies (other than the amounts to be applied to the restoration or repair of the related Mortgaged Property or amounts released to the Mortgagor in accordance with the Servicer’s normal servicing procedures) shall be deposited in the Certificate Account. Any cost incurred in maintaining any insurance shall not, for the purpose of calculating monthly distributions to the Certificateholders or remittances to the Trustee for their benefit, be added to the principal balance of the Mortgage Loan, notwithstanding that the Mortgage Loan so permits. Such costs shall be recoverable by the Servicer out of late payments by the related Mortgagor or out of Liquidation Proceeds to the extent permitted by Section 3.09. No earthquake or other additional
insurance is to be required of any Mortgagor or maintained on property acquired in respect of a Mortgage other than pursuant to any applicable laws and regulations in force that require additional insurance. If the Mortgaged Property is located at the time of origination of the Mortgage Loan in a federally designated special flood hazard area and the area is participating in the national flood insurance program, the Servicer shall maintain flood insurance for the Mortgage Loan. The flood insurance shall be in an amount equal to the least of (i) the original principal balance of the related Mortgage Loan, (ii) the replacement value of the improvements that are part of the Mortgaged Property and (iii) the maximum amount of flood insurance available for the related Mortgaged Property under the national flood insurance program.

If the Servicer obtains and maintains a blanket policy insuring against hazard losses on all of the Mortgage Loans, it shall have satisfied its obligations in the first sentence of this Section 3.10. The policy may contain a deductible clause on terms substantially equivalent to those commercially available and maintained by comparable servicers. If the policy contains a deductible clause and a policy complying with the first sentence of this Section 3.10 has not been maintained on the related Mortgaged Property, and if a loss that would have been covered by the required policy occurs, the Servicer shall deposit in the Certificate Account, without any right of reimbursement, the amount not otherwise payable under the blanket policy because of the deductible clause. In connection with its activities as Servicer of the Mortgage Loans, the Servicer agrees to present, on behalf of itself, the
Depositor, and the Trustee for the benefit of the Certificateholders and the NIM Insurer, claims under any blanket policy.

(b)  The Servicer shall not take any action that would result in non-coverage under any applicable Primary Insurance Policy of any loss that, but for the actions of the Servicer, would have been covered thereunder. The Servicer shall not cancel or refuse to renew any Primary Insurance Policy that is in effect at the date of the initial issuance of the Certificates and is required to be kept in force hereunder unless the replacement Primary Insurance Policy for the canceled or non-renewed policy is maintained with a Qualified Insurer. The Servicer need not maintain any Primary Insurance Policy if maintaining the Primary Insurance Policy is prohibited by applicable law. The Servicer agrees, to the extent permitted by applicable law, to effect the timely payment of the premiums on each Primary Insurance Policy, and any costs not otherwise recoverable shall be recoverable by
the Servicer from the related liquidation proceeds. The Servicer shall maintain for as long as each relevant Mortgage Loan is outstanding the mortgage insurance associated with the Mortgage Loans identified on the Mortgage Loan Schedule as having lender acquired mortgage insurance, and as to any other Mortgage Loans the Servicer need not maintain any 

 

Primary Insurance Policy with respect to any Mortgage Loan with a Loan-to-Value Ratio less than or equal to 80% as of any date of determination or, based on a new appraisal, the principal balance of the Mortgage Loan represents 80% or less of the new Appraised Value.

In connection with its activities as Servicer of the Mortgage Loans, the Servicer agrees to present, on behalf of itself, the Trustee, the NIM Insurer, and the Certificateholders, claims to the insurer under any Primary Insurance Policies and, in this regard, to take any reasonable action in accordance with the Servicing Standard necessary to permit recovery under any Primary Insurance Policies respecting defaulted Mortgage Loans. Any amounts collected by the Servicer under any Primary Insurance Policies shall be deposited in the Certificate Account or the Collection Account (as applicable).

	
             
  	
            Section 3.11
 	
            Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 

(a)  Except as otherwise provided in this Section 3.11, when any property subject to a Mortgage has been conveyed by the Mortgagor, the Servicer shall to the extent that it has knowledge of the conveyance and in accordance with the Servicing Standard, enforce any due-on-sale clause contained in any Mortgage Note or Mortgage, to the extent permitted under applicable law and governmental regulations, but only to the extent that enforcement will not adversely affect or jeopardize coverage under any Required Insurance Policy. Notwithstanding the foregoing, the Servicer is not required to exercise these rights with respect to a Mortgage Loan if the Person to whom the related Mortgaged Property has been conveyed or is proposed to be conveyed satisfies the conditions contained in the Mortgage Note and Mortgage related thereto and the consent of the mortgagee under the Mortgage
Note or Mortgage is not otherwise so required under the Mortgage Note or Mortgage as a condition to the transfer.

If (i) the Servicer is prohibited by law from enforcing any due-on-sale clause, (ii) coverage under any Required Insurance Policy would be adversely affected, (iii) the Mortgage Note does not include a due-on-sale clause or (iv) nonenforcement is otherwise permitted hereunder, the Servicer is authorized, subject to Section 3.11(b), to take or enter into an assumption and modification agreement from or with the person to whom the property has been or is about to be conveyed, pursuant to which the person becomes liable under the Mortgage Note and, unless prohibited by applicable state law, the Mortgagor remains liable thereon. The Mortgage Loan must continue to be covered (if so covered before the Servicer enters into the agreement) by the applicable Required Insurance Policies.

The Servicer, subject to Section 3.11(b), is also authorized with the prior approval of the insurers under any Required Insurance Policies to enter into a substitution of liability agreement with the Person, pursuant to which the original Mortgagor is released from liability and the Person is substituted as Mortgagor and becomes liable under the Mortgage Note. Notwithstanding the foregoing, the Servicer shall not be deemed to be in default under this Section 3.11 because of any transfer or assumption that the Servicer reasonably believes it is restricted by law from preventing, for any reason whatsoever.

(b)  Subject to the Servicer’s duty to enforce any due-on-sale clause to the extent provided in Section 3.11(a), in any case in which a Mortgaged Property has been conveyed to a Person by a Mortgagor, and the Person is to enter into an assumption agreement or modification agreement or supplement to the Mortgage Note 

 

or Mortgage that requires the signature of the Trustee, or if an instrument of release signed by the Trustee is required releasing the Mortgagor from liability on the Mortgage Loan, the Servicer shall prepare and deliver to the Trustee for signature and shall direct the Trustee, in writing, to execute the assumption agreement with the Person to whom the Mortgaged Property is to be conveyed, and the modification agreement or supplement to the Mortgage Note or Mortgage or other instruments appropriate to carry out the terms of the Mortgage Note or Mortgage or otherwise to comply with any applicable laws regarding assumptions or the transfer of the Mortgaged Property to the Person. In connection with any such assumption, no material term of the Mortgage Note may be changed.

In addition, the substitute Mortgagor and the Mortgaged Property must be acceptable to the Servicer in accordance with its underwriting standards as then in effect. Together with each substitution, assumption, or other agreement or instrument delivered to the Trustee for execution by it, the Servicer shall deliver an Officer’s Certificate signed by a Servicing Officer stating that the requirements of this subsection have been met in connection therewith. The Servicer shall notify the Trustee that any substitution or assumption agreement has been completed by forwarding to the Trustee the original of the substitution or assumption agreement, which in the case of the original shall be added to the related Mortgage File and shall, for all purposes, be considered a part of the Mortgage File to the same extent as all other documents and instruments constituting a part thereof. The Servicer
will retain any fee collected by it for entering into an assumption or substitution of liability agreement as additional servicing compensation.

	
             
  	
            Section 3.12
 	
            Realization Upon Defaulted Mortgage Loans; Repurchase of Certain Mortgage Loans.
 

(a)  The Servicer shall use reasonable efforts in accordance with the Servicing Standard to foreclose on or otherwise comparably convert the ownership of Mortgaged Properties in respect of which the related Mortgage Loans have come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments. In connection with the foreclosure or other conversion, the Servicer shall follow the Servicing Standard and shall follow the requirements of the insurer under any Required Insurance Policy.

Notwithstanding the foregoing, the Servicer shall not be required to expend its own funds in connection with any foreclosure or towards the restoration of any property unless it determines (i) that the restoration or foreclosure will increase the proceeds of liquidation of the Mortgage Loan after reimbursement to itself of restoration expenses and (ii) that restoration expenses will be recoverable to it through Liquidation Proceeds (respecting which it shall have priority for purposes of withdrawals from the Certificate Account). The Servicer shall be responsible for all other costs and expenses incurred by it in any foreclosure proceedings. The Servicer is entitled to reimbursement thereof from the liquidation proceeds with respect to the related Mortgaged Property, as provided in the definition of Liquidation Proceeds. If the Servicer has knowledge that a Mortgaged Property that the
Servicer is contemplating acquiring in foreclosure or by deed in lieu of foreclosure is located within one mile of any site listed in the Expenditure Plan for the Hazardous Substance Clean Up Bond Act of 1984 or other site with environmental or hazardous waste risks known to the Servicer, the Servicer will, before acquiring the Mortgaged Property, consider the risks and only take action in accordance with its established environmental review procedures. The Servicer shall not foreclose any Mortgaged Property or accept a deed in lieu of foreclosure for any Mortgaged Property without the consent 

 

of the NIM Insurer if the Servicer has actual knowledge or notice that the Mortgaged Property contains material hazardous wastes or substances subject to the Hazardous Substance Clean Up Bond Act of 1984.

With respect to any REO Property, the deed or certificate of sale shall be taken in the name of the Trustee for the benefit of the Certificateholders, or its nominee, on behalf of the Certificateholders. The Trustee’s name shall be placed on the title to the REO Property solely as the Trustee hereunder and not in its individual capacity. The Servicer shall ensure that the title to the REO Property references this Agreement and the Trustee’s capacity hereunder. Pursuant to its efforts to sell the REO Property, the Servicer shall either itself or through an agent selected by the Servicer protect and conserve the REO Property in accordance with the Servicing Standard as the Servicer deems to be in the best interest of the Certificateholders for the period before the sale of the REO Property.

The Servicer shall perform the tax reporting and withholding required by Sections 1445 and 6050J of the Code with respect to foreclosures and abandonments, the tax reporting required by Section 6050H of the Code with respect to the receipt of mortgage interest from individuals and, if required by Section 6050P of the Code with respect to the cancellation of indebtedness by certain financial entities, the preparation of any required tax and information returns, in the form required, and file the same.

If the Trust Fund acquires any Mortgaged Property as aforesaid or otherwise in connection with a default or imminent default on a Mortgage Loan, the REO Property shall only be held temporarily, shall be actively marketed for sale, and the Servicer shall dispose of the Mortgaged Property as soon as practicable, and in any case before the end of the third calendar year following the calendar year in which the Trust Fund acquires the property. Notwithstanding any other provision of this Agreement, no Mortgaged Property acquired by the Trust Fund shall be rented (or allowed to continue to be rented) or otherwise used for the production of income by or on behalf of the Trust Fund.

The decision of the Servicer to foreclose on a defaulted Mortgage Loan shall be subject to a determination by the Servicer that the proceeds of the foreclosure would exceed the costs and expenses of bringing a foreclosure proceeding. The proceeds received from the maintenance of any REO Properties, net of reimbursement to the Servicer for expenses incurred (including any property or other taxes) in connection with maintenance of the REO Properties and net of unreimbursed Servicing Fees, Advances and Servicing Advances, shall be applied to the payment of principal of and interest on the related defaulted Mortgage Loans (with interest accruing as though the Mortgage Loans were still current and adjustments, if applicable, to the Mortgage Rate were being made in accordance with the Mortgage Note) and all such proceeds shall be deemed, for all purposes in this Agreement, to be payments on
account of principal and interest on the related Mortgage Notes and shall be deposited into the Certificate Account. To the extent the proceeds received during any calendar month exceed the amount attributable to amortizing principal and accrued interest at the related Mortgage Rate on the related Mortgage Loan for the calendar month, the excess shall be considered to be a partial prepayment of principal of the related Mortgage Loan.

The proceeds from any liquidation of a Mortgage Loan, as well as any proceeds from an REO Property, will be applied in the following order of priority:

first, to reimburse the Servicer for any related unreimbursed Servicing Advances or Servicing Fees or for any unreimbursed Advances, as applicable;

 

 

second, to reimburse the Certificate Account for any Nonrecoverable Advances (or portions thereof) that were previously withdrawn by the Servicer pursuant to Section 3.09(a)(ii) that related to the Mortgage Loan;

third, to accrued and unpaid interest (to the extent no Advance has been made for such amount or an Advance has been reimbursed) on the Mortgage Loan or related REO Property, at the Adjusted Net Mortgage Rate through the Remittance Period preceding the Distribution Date on which the amounts are required to be distributed; and

fourth, as a recovery of principal of the Mortgage Loan. The Servicer will retain any Excess Proceeds from the liquidation of a Liquidated Mortgage Loan as additional servicing compensation pursuant to Section 3.15.

(b)  [Reserved].

(c)  The Servicer may agree to a modification of any Mortgage Loan at the request of the related Mortgagor if (i) the modification is in lieu of a refinancing and the Mortgage Rate on the relevant Mortgage Loan, as modified, is approximately a prevailing market rate for newly-originated mortgage loans having similar terms and (ii) the Servicer purchases the relevant Mortgage Loan from the Trust Fund as described below. Upon the agreement of the Servicer to modify a Mortgage Loan in accordance with the preceding sentence, the Servicer shall purchase that Mortgage Loan and all interest of the Trustee in that Mortgage Loan shall automatically be deemed transferred and assigned to the Servicer and all benefits and burdens of ownership thereof, including the right to accrued interest thereon from the date of purchase and the risk of default thereon, shall pass to the
Servicer. The Servicer shall promptly deliver to the Trustee a certification of a Servicing Officer to the effect that all requirements of the first paragraph of this subsection (c) have been satisfied with respect to the Mortgage Loan to be repurchased pursuant to this paragraph.

The Servicer shall deposit the Purchase Price for any Mortgage Loan repurchased pursuant to this Section 3.12 in the Certificate Account pursuant to Section 3.06 within one (1) Business Day after the purchase of the Mortgage Loan. Upon receipt by the Trustee of written notification of any such deposit signed by a Servicing Officer, the Trustee shall release to the Servicer the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as shall be necessary to vest in the Servicer any Mortgage Loan previously transferred and assigned pursuant hereto.

The Servicer covenants and agrees to indemnify the Trust Fund against any liability for any taxes (including prohibited transaction taxes) and any related interest, additions, and penalties imposed on the Trust Fund established hereunder as a result of any modification of a Mortgage Loan effected pursuant to this Section 3.12 or any purchase of a Mortgage Loan by the Servicer in connection with a modification (but such obligation shall not prevent the Servicer or any other appropriate Person from contesting any such tax in appropriate proceedings and shall not prevent the Servicer from withholding payment of such tax, if permitted by law, pending the outcome of such proceedings). The Servicer shall have no right of reimbursement for any amount paid pursuant to the foregoing indemnification, except to the extent that the amount of any tax, interest, and penalties, together with interest
thereon, is refunded to the Trust Fund or the Servicer.

 

	 
	Section 3.13
	Trustee to Cooperate; Release of Mortgage Files.

 

Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full will be escrowed in a manner customary for such purposes, the Servicer will immediately notify the Trustee by delivering a “Request for Release” substantially in the form of Exhibit N. Upon receipt of the request, the Trustee shall promptly release the related Mortgage File to the Servicer, and the Trustee shall at the Servicer’s direction execute and deliver to the Servicer the request for reconveyance, deed of reconveyance, or release or satisfaction of mortgage or such instrument releasing the lien of the Mortgage in each case provided by the Servicer, together with the Mortgage Note with written evidence of cancellation thereon. Expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the related Mortgagor.

From time to time and as shall be appropriate for the servicing or foreclosure of any Mortgage Loan, including for such purpose collection under any policy of flood insurance, any fidelity bond or errors or omissions policy, or for the purposes of effecting a partial release of any Mortgaged Property from the lien of the Mortgage or the making of any corrections to the Mortgage Note or the Mortgage or any of the other documents included in the Mortgage File, the Trustee shall, upon delivery to the Trustee of a Request for Release in the form of Exhibit M signed by a Servicing Officer, release the Mortgage File to the Servicer or its designee. Subject to the further limitations stated below, the Servicer shall cause the Mortgage File or documents so released to be returned to the Trustee when the need therefor by the Servicer no longer exists, unless the Mortgage Loan is liquidated and the
proceeds thereof are deposited in the Certificate Account, in which case the Servicer shall deliver to the Trustee a Request for Release in the form of Exhibit N, signed by a Servicing Officer.

If the Servicer at any time seeks to initiate a foreclosure proceeding in respect of any Mortgaged Property as authorized by this Agreement, the Servicer shall deliver to the Trustee, for signature, as appropriate, any court pleadings, requests for trustee’s sale, or other documents necessary to effectuate such foreclosure or any legal action brought to obtain judgment against the Mortgagor on the Mortgage Note or the Mortgage or to obtain a deficiency judgment or to enforce any other remedies or rights provided by the Mortgage Note or the Mortgage or otherwise available at law or in equity.

	
             
  	
            Section 3.14
 	
            Documents, Records, and Funds in Possession of the Servicer to be Held for the Trustee.
 

The Servicer shall account fully to the Trustee and the NIM Insurer for any funds it receives or otherwise collects as Liquidation Proceeds or Insurance Proceeds in respect of any Mortgage Loan. All Mortgage Files and funds collected or held by, or under the control of, the Servicer in respect of any Mortgage Loans, whether from the collection of principal and interest payments or from Liquidation Proceeds, including any funds on deposit in the Certificate Account, shall be held by the Servicer for and on behalf of the Trustee and shall be and remain the sole and exclusive property of the Trustee, subject to the applicable provisions of this Agreement. The Servicer also agrees that it shall not create, incur or subject any Mortgage File or any funds that are deposited in the Certificate Account, the Collection Account, the Distribution Account or any Escrow Account, or any funds that
otherwise are or may become due or payable to the Trustee for the benefit of the Certificateholders, to any claim, lien, security interest, judgment, levy, writ of attachment, or other encumbrance, or assert by legal action or otherwise any claim or right of setoff against any Mortgage File or any funds collected on, or in connection with, a Mortgage Loan, except, however, that the Servicer shall be entitled to set off against and deduct from any such funds any amounts that are properly due and payable to the Servicer under this Agreement.

 

 

	
             
  	
            Section 3.15
 	
            Servicing Compensation.
 

As compensation for its activities hereunder, the Servicer may retain or withdraw from the Servicing Account, the Collection Account or the Certificate Account the Servicing Fee for each Mortgage Loan for the related Distribution Date. Notwithstanding the foregoing, the aggregate Servicing Fee payable to the Servicer shall be reduced by the lesser of the aggregate of the Prepayment Interest Shortfalls with respect to the Distribution Date and the aggregate Compensating Interest for the Distribution Date.

Additional servicing compensation in the form of Prepayment Interest Excess, Excess Proceeds, assumption fees, late payment charges and all income and gain net of any losses realized from Permitted Investments shall be retained by the Servicer to the extent not required to be deposited in the Certificate Account pursuant to Section 3.06. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (payment of any premiums for hazard insurance, and any Primary Insurance Policy and maintenance of the other forms of insurance coverage required by this Agreement) and shall not be entitled to reimbursement therefor except as specifically provided in this Agreement.

	
             
  	
            Section 3.16
 	
            Access to Certain Documentation.
 

The Servicer shall provide to the OTS and the FDIC and to comparable regulatory authorities supervising the Certificateholders and Certificate Owners and the examiners and supervisory agents of the OTS, the FDIC and such other authorities, access to the documentation regarding the Mortgage Loans required by applicable regulations of the OTS and the FDIC. Access shall be afforded without charge, but only upon reasonable prior written request and during normal business hours at the offices designated by the Servicer. Nothing in this Section 3.16 shall limit the obligation of the Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors and the failure of the Servicer to provide access as provided in this Section 3.16 as a result of such obligation shall not constitute a breach of this Section 3.16.

	
             
  	
            Section 3.17
 	
            Annual Statement as to Compliance.
 

The Servicer shall deliver to the Trustee, the Depositor and the Rating Agencies on or before March 15 of each year, commencing in 2007, an [officer’s certificate], certifying that with respect to the period ending December 31st of the prior year: (i) the Servicer or such Servicing Officer, as applicable, has reviewed the activities of the Servicer during the preceding calendar year or portion thereof and its performance under this Agreement and (ii) to the best of the Servicer’s or such Servicing Officer’s knowledge, as applicable, based on such review, the Servicer has performed and fulfilled its duties, responsibilities and obligations under this Agreement in all material respects throughout such year, or, if there has been a default in the fulfillment of any such duties, responsibilities or obligations, specifying each such default known to such Servicing Officer and the
nature and status thereof. Copies of any such statement shall be provided by the Trustee to any Certificateholder and to any Person identified to the Trustee as a prospective transferee of a Certificate, upon request at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trustee.  In addition to the foregoing, the Servicer will, to the extent reasonable, give any other servicing information required by the Commission pursuant to applicable law.  

 

 

	
             
  	
            Section 3.18
 	
            Assessments of Compliance and Attestation Reports.
 

The Servicer shall service and administer the Mortgage Loans in accordance with all applicable requirements of the Servicing Criteria (as set forth in Exhibit R hereto).  Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, the Servicer shall deliver to the Trustee and the Depositor prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, a report regarding the Servicer’s assessment of compliance (an “Assessment of Compliance”) with the Servicing Criteria during the preceding calendar year.  The Assessment of Compliance must be reasonably satisfactory to the Depositor, and as set forth in Regulation AB, the Assessment of Compliance must contain the following:

(i)              A statement by such officer of its responsibility for assessing compliance with the Servicing Criteria applicable to the Servicer;

(ii)             A statement by such officer that such officer used the Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Servicing Criteria applicable to the Servicer;

(iii)            An assessment by such officer of the Servicer’s compliance with the applicable Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans;

(iv)            A statement that a registered public accounting firm has issued an attestation report on the Servicer’s Assessment of Compliance for the period consisting of the preceding calendar year; and

(v)             A statement as to which of the Servicing Criteria, if any, are not applicable to the Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans.

Such report at a minimum shall address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to the Servicer.

Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, the Servicer shall furnish to the Trustee and the Depositor a report (an “Attestation Report”) by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by the Servicer, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board. 

The Servicer shall cause and any sub-servicer, and each subcontractor determined by the Servicer to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above.

 

 

Such Assessment of Compliance, as to any Sub-Servicer, shall at a minimum address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to any “primary servicer.”  Notwithstanding the foregoing, as to any subcontractor, an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.

If the Servicer cannot deliver any Assessment of Compliance or Attestation Report by March 15th of such year, the Depositor, at its sole option, may permit a cure period for the Servicer to deliver such Assessment of Compliance or Attestation Report, but in no event later than March 25th of such year.

Failure of the Servicer to timely comply with this Section 3.18 may be deemed an Event of Default.  The Trustee shall, with the consent of the Depositor, in addition to whatever rights the Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, give notice to Certificateholders  that they have ten Business Days to object.  If no such objection is received, the Trustee shall immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same.  This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary. 

The Trustee shall, prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, shall also provide an Assessment of Compliance and Attestation Report, as and when provided above, which shall at a minimum address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to the “trustee.”

	
             
  	
            Section 3.19
 	
            Errors and Omissions Insurance; Fidelity Bonds.
 

The Servicer shall obtain and maintain in force (a) policies of insurance covering errors and omissions in the performance of its obligations as Servicer hereunder and (b) a fidelity bond covering its officers, employees, and agents. Each policy and bond shall, together, comply with the requirements from time to time of FNMA or FHLMC for persons performing servicing for mortgage loans purchased by FNMA or FHLMC. The Servicer shall provide the Trustee and the NIM Insurer, upon request, with a certificate of insurance relating to the insurance policies and fidelity bond. If any policy or bond ceases to be in effect, the Servicer shall obtain a comparable replacement policy or bond from an insurer or issuer meeting the above requirements as of the date of the replacement. 

	
             
  	
            Section 3.20
 	
            Notification of Adjustments.
 

On each Adjustment Date, the Servicer shall make interest rate adjustments for each adjustable-rate Mortgage Loan in compliance with the requirements of the related Mortgage and Mortgage Note and applicable regulations.  The Servicer shall execute and deliver the notices required by each Mortgage and Mortgage Note and applicable regulations regarding such interest rate adjustments.  The Servicer also shall provide timely notification to the Trustee of all applicable data and information regarding such interest rate adjustments and the Servicer’s methods of implementing such interest rate adjustments.  Upon the discovery by the Servicer or the Trustee that the Servicer has failed to adjust or has incorrectly adjusted a Mortgage Rate or a monthly payment pursuant to the terms of the related Mortgage Note and Mortgage, the Servicer shall immediately deposit in the Certificate Account from
its own funds the amount of 

 

any loss caused thereby without reimbursement therefor; provided, however, that the Servicer shall not be liable with respect to any interest rate adjustments made by any servicer prior to the Servicer.

	
             
  	
            Section 3.21
 	
            Prepayment Charges.
 

(a)  The Servicer shall not waive any part of any Prepayment Charge unless the waiver relates to a default or a reasonably foreseeable default, the collection of any Prepayment Charge would violate any relevant law or regulation or the waiving of the Prepayment Charge would otherwise benefit the Trust Fund and it is expected that the waiver would maximize recovery of total proceeds taking into account the value of the Prepayment Charge and related Mortgage Loan and doing so is standard and customary in servicing similar Mortgage Loans (including any waiver of a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is related to a default or a reasonably foreseeable default). The Servicer shall not waive a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is not related to a default or a reasonably foreseeable default.

(b)  The Seller represents and warrants to the Depositor and the Trustee, as of the Closing Date, that the information in the Prepayment Charge Schedule (including the attached prepayment charge summary) is complete and accurate in all material respects at the dates as of which the information is furnished and each Prepayment Charge is permissible and enforceable in accordance with its terms under applicable state law.

(c)  Upon discovery by the Seller or a Responsible Officer of the Trustee of a breach of the foregoing clause (b) that materially and adversely affects right of the Holders of the Class P Certificate to any Prepayment Charge, the party discovering the breach shall give prompt written notice to the other parties. If the NIM Insurer discovers a breach of the foregoing, it may give written notice of the breach to the Servicer, the Seller, and the Trustee. Within sixty (60) days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of breach, the Servicer shall cure the breach in all material respects or shall pay into the Collection Account the amount of the scheduled Prepayment Charge, less any amount previously collected and paid by the Servicer into the Collection Account. If the covenant made by the Servicer in clause (a) above is breached, the Servicer must pay
into the Collection Account the amount of the waived Prepayment Charge.

	
             
  	
            Section 3.22
 	
            Reserved.
 

	
             
  	
            Section 3.23
 	
            Reserved.
 

	
             
  	
            Section 3.24
 	
            Commission Reporting 
 

(a)  Unless and until a Form 15 Suspension Notice shall have been filed, the Trustee shall, within 15 days after each Distribution Date and in accordance with industry standards, file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), a Distribution Report on Form 10-D (the “Distribution Report”) with a copy of the Monthly Statement to be furnished by the Trustee to the Certificateholders for such Distribution Date and, if applicable, including the information required by each of the items set forth in Part II thereof,  subject to the receipt of the information set forth in (f) below, in the case of information not required to be provided by the Trustee.

 

 

 (b)          Except with respect to the Distribution Report to be filed following the first Distribution Date, the Trustee shall prepare each Distribution Report and, no later than 5 Business Days prior to the date on which such Distribution Report is required to be filed, deliver a copy of such Distribution Report to the Depositor for review.  No later than the Business Day following the receipt thereof, the Depositor shall notify the Trustee of any changes to made to the Distribution Report. The Trustee shall make any changes thereto requested by the Depositor and deliver the final Distribution Report to the Depositor for signature no later than three Business Days prior to the date on which such Distribution Report must be filed by the Trustee in accordance with clause (a) above.  The Depositor
shall execute the final Distribution Report and deliver the same to the Trustee via electronic mail or facsimile no later than the
Business Day following receipt of the same (which, unless not received within such time frame from the Trustee, shall be no later than two Business Days prior to the date on which the Distribution Report is required to be filed), with an original executed hard copy to follow by overnight mail. With respect to the Distribution Report to be filed following the first Distribution Date, the Depositor shall prepare and execute such Distribution Report and, no later than 5 Business Days prior to the date on which such Distribution Report is required to be filed, deliver a copy of such Distribution Report to the Trustee.  The Trustee shall attach thereto the  Monthly Statement furnished by the Trustee to the Certificateholders for such Distribution Date and file such Distribution Report in accordance with clause (a) above.

(c)           The Depositor shall prepare and file Current Reports on Form 8-K, as and when required. 

(d)           Prior to January 30th of the first year in which the Trustee is able to do so under applicable law, the Trustee shall, in accordance with industry standards, file a Form 15 Suspension Notice with respect to the Trust Fund. 

 (e)          Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, the Servicer shall provide the Trustee with an Annual Compliance Statement, together with a copy of the Assessment of Compliance and Attestation Report to be delivered by the Servicer pursuant to Sections 3.19 and 3.20.  Prior to (x) March 31, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 31st of each year thereafter, the Trustee shall, subject to subsection (e) below, file a Form 10-K, with respect to the Trust Fund. The Trustee shall prepare each Form 10-K and, no later than 5 Business Days prior to the date on which such Form 10-K is required to be filed, deliver a copy of such Form 10-K to the
Depositor for review.  No later than the Business Day following the receipt thereof, the Depositor shall notify the Trustee of any changes to made to the Form 10-K. The Trustee shall make any changes thereto requested by the Depositor and deliver the final Form 10-K to the Depositor for signature no later than three Business Days prior to the date on which such Form 10-K must be filed by the Trustee in accordance with this clause (d).  The Depositor shall execute the final Form 10-K and deliver the same to the Trustee via electronic mail or facsimile no later than Business Day following receipt of the same (which, unless not received within such time frame from the Trustee, shall be no later than two Business Days prior to the date on which the From 10-K is required to be filed), with an original executed hard copy to follow by overnight mail. Such Form 10-K shall include the Assessment of Compliance, Attestation Report, Annual Compliance Statements and other documentation provided by
the Servicer pursuant to Sections 3.17 and 3.18 and a certification in the form attached hereto as Exhibit O-1 (the “Depositor Certification”), which shall be signed by the senior officer of the Depositor in charge of securitization.  

(f)          As to each item of information required to be included in any Form 10-D, Form 8-K or Form 10-K, the Trustee's or Depositor’s obligation to include the 

 

information in the applicable report is subject to receipt from the entity that is indicated in Exhibit S as the responsible party for providing that information, if other than the Trustee or the Depositor, as applicable, as and when required as described above.  Each of the Trustee, the Servicer and the Depositor, as applicable, hereby agree to notify and provide to the Trustee and the Depositor all information that is required to be included in any Form 10-D, Form 8-K or Form 10-K, with respect to which that entity is indicated in Exhibit S as the responsible party for providing that information. In the case of  information to be included in the From 10-D, such information shall be delivered to the Trustee no later than no later than 5 calendar days following each Distribution Date. In the case of  information to be included in the Form 8-K, such information shall be delivered to the Depositor no later
than no later 2 Business Days following the occurrence of a reportable event.  In the case of  information to be included in the From 10-K, such information, other than the documentation provided pursuant to Sections 3.17, 3.18 and 3.24(f),  shall be delivered to the Trustee no later than  no later than (x) March 1, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 1st of each year thereafter.   The Servicer shall be responsible for determining the pool concentration applicable to any subservicer or originator at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB.  The Trustee shall provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings free of charge to any Certificateholder upon request.  

(g)           The Trustee shall sign a certification (in the form attached hereto as Exhibit O-2) for the benefit of the Depositor and its officers, directors and Affiliates.  The Trustee's certification shall be delivered to the Depositor by no later than March 18th of each year (or if such day is not a Business Day, the immediately preceding Business Day) and the Depositor shall deliver the Depositor Certification to the Trustee for filing no later than March 20th of each year (or if such day is not a Business Day, the immediately preceding Business Day).

(h)           The Trustee shall indemnify and hold harmless the Depositor and its officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the Trustee’s obligations under this Section 3.24, Section 3.18  or (ii) any material misstatement or omission contained in any information provided by the Trustee including, without limitation, in the certification provided by the Trustee in the form of Exhibit O-2 or the Assessment of Compliance provided pursuant to Section 3.18.  If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, then the Trustee, in connection with  (i) a breach of the Trustee’s obligations under this Section 3.24, Section 3.18 or (ii)
any material misstatement or omission contained in any information provided by the Trustee including, without limitation, in the certification provided by the Trustee in the form of Exhibit O-2, or in the Assessment of Compliance or Attestation report provided pursuant to Section 3.18, agrees that it shall contribute to the amount paid or payable by the Depositor as a result of the losses, claims, damages or liabilities of the Depositor in such proportion as is appropriate to reflect the relative fault of the Depositor on the one hand and the Trustee on the other.  This indemnification shall survive the termination of this Agreement or the termination of any party to this Agreement.

The Servicer shall indemnify and hold harmless the Depositor, the Trustee and their respective officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and 

 

other costs and expenses that such Person may sustain based upon (i) a breach of the Servicer’s obligations under Sections 3.17, 3.18 or 3.24 or (ii) any material misstatement or omission contained in any information provided by the Servicer including, without limitation, in the information  provided pursuant to Sections 3.17 and 3.18. This indemnification shall survive the termination of this Agreement or the termination of any party to this Agreement.

The Depositor shall indemnify and hold harmless the Servicer, the Trustee and their respective officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon (i) a breach of the Depositor’s obligations under this Section 3.24 or (ii) any material misstatement or omission contained in any information provided by the Depositor.

(i)          The Trustee will have no duty or liability to verify the accuracy or sufficiency of any information not prepared by it included in any Form 10-D, Form 10-K or Form 8-K.  The Trustee shall have no liability with respect to any failure to properly prepare or file any Form 10-D or Form 10-K resulting from or relating to the Trustee's inability or failure to obtain any information in a timely manner from the party responsible for delivery of such disclosure information.  The Trustee shall have no liability with respect to any failure to properly file any Form 10-D or 10-K resulting from or relating to the Depositor's failure to timely comply with the provisions of this section.  Nothing herein shall be construed to require the Trustee or any officer,
director or Affiliate thereof to sign any Form 10-D, Form 10-K or Form 8-K. Copies of all reports filed by the Trustee under the Exchange Act shall be sent to the Depositor electronically or at the addressed set forth in Section 11.05.  Fees and expenses incurred by the Trustee in connection with this Section 3.24 shall not be reimbursable from the Trust Fund.

 

(j)            Upon any filing with the Commission, the Trustee shall promptly deliver to the Depositor a copy of any executed report, statement or information.

(k)            To the extent that, following the Closing Date, the Depositor certifies that reports and certifications differing from those required under this Section 3.24 are necessary to comply with the reporting requirements under the Exchange Act, the parties hereto hereby agree that each will reasonably cooperate to amend the provisions of this Section 3.24(b) in order to comply with such amended reporting requirements and such amendment of this Section 3.24.  Any such amendment may result in the reduction of the reports executed by and filed on behalf of the Depositor under the Exchange Act.  Notwithstanding the foregoing, the Trustee shall not be obligated to enter into any amendment pursuant to this Section that adversely affects its obligations and immunities
under this Agreement.

Each of the parties acknowledges and agrees that the purpose of Sections 3.17, 3.18 and this Section 3.24 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB.  Therefore, each of the parties agree that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance in respect of the requirements of Regulation AB, (c) the parties shall comply with reasonable requests made by the Depositor for delivery of additional or different information as the Depositor may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the
parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.

 

 

ARTICLE IV

 

DISTRIBUTIONS AND ADVANCES BY THE SERVICER

	
             
  	
            Section 4.01
 	
            Advances.
 

(a)           The Servicer shall determine by each Servicer Advance Date whether it is required to make an Advance pursuant to the definition of Advance. If the Servicer determines it is required to make an Advance, it shall, by the Servicer Advance Date, either (i) deposit into the Certificate Account the Advance or (ii) make an appropriate entry in its records relating to the Certificate Account that any Amount Held for Future Distribution has been used by the Servicer in discharge of its obligation to make the Advance. The Servicer shall replace any funds so applied by making a deposit in the Certificate Account no later than the close of business on the next Servicer Advance Date. The Servicer shall be reimbursed from the Certificate Account for all Advances of its own funds made pursuant to
this Section 4.01, as provided in Section 3.09. The obligation to make Advances with respect to any Mortgage Loan shall continue if the Mortgage Loan has been foreclosed or otherwise terminated and the related Mortgaged Property has not been liquidated. The Servicer shall inform the Trustee of the amount of the Advance to be made on each Servicer Advance Date no later than the second Business Day before the related Distribution Date.

(b)           If the Servicer determines that it will be unable to comply with its obligation to make the Advances as and when described in the second sentence of Section 4.01(a), it shall use its best efforts to give written notice thereof to the Trustee (each such notice, an “Advance Notice” and such notice may be given by telecopy), not later than 3:00 p.m., (New York time), on the Business Day immediately preceding the related Servicer Advance Date, specifying the amount that it will be unable to deposit (each such amount, an “Advance Deficiency”) and certifying that such Advance Deficiency constitutes the amount of an Advance hereunder and that such Advance would not
be a Nonrecoverable Advance.  If the Trustee receives an Advance Notice on or before 3:00 p.m., (New York time) on a Servicer Advance Date, the Trustee is entitled to immediately terminate the Servicer under Section 7.01, and shall, not later than 3:00 p.m., (New York time), on the related Distribution Date, deposit in the Distribution Account an amount equal to the Advance Deficiency identified in such Advance Notice unless it is prohibited from so doing by applicable law.  Notwithstanding the foregoing, the Trustee shall not be required to make such deposit if the Trustee shall have received written notification from the Servicer that the Servicer has deposited or caused to be deposited in the Certificate Account an amount equal to such Advance Deficiency by 3:00 p.m. (New York time) on the related Distribution Date.  If the Trustee has not terminated the Servicer, the Servicer shall reimburse the Trustee for the amount of any such Advance Deficiency (including interest at the Prime
Rate published in The Wall Street Journal on the day of such reimbursement on such amount), made by the Trustee pursuant to this Section 4.01(b), not later than the second day following the related Servicer Advance Date.  In the event that the Servicer does not reimburse the Trustee in accordance with the requirements of the preceding sentence, the Trustee shall immediately (a) terminate all of the rights and obligations of the Servicer under this Agreement in accordance with Section 7.01 and (b) subject to the limitations set forth in Section 3.05, assume all of the rights and obligations of the Servicer hereunder.

(c)           The Servicer shall, not later than the close of business on the Business Day immediately preceding each Servicer Advance Date, deliver to the Trustee a report (in form and substance reasonably satisfactory to the Trustee) that indicates (i) the Mortgage Loans with respect to which the Servicer has determined that the related Scheduled Payments should be 

 

advanced and (ii) the amount of the related Scheduled Payments.  The Servicer shall deliver to the Trustee on the related Servicer Advance Date an Officer’s Certificate of a Servicing Officer indicating the amount of any proposed Advance determined by the Servicer to be a Nonrecoverable Advance.

	
             
  	
            Section 4.02
 	
            Priorities of Distribution.
 

(I)           Net Swap Payments and Swap Termination Payments (other than Swap Termination Payments resulting from a Swap Provider Trigger Event) payable by the Supplemental Interest Trust to the Swap Provider pursuant to the Swap Agreement shall be deducted from Interest Remittance Amount, and to the extent of any such remaining amounts due, from Principal Remittance Amount, prior to any distributions to the Certificateholders. On each Distribution Date, such amounts will be remitted to the Supplemental Interest Trust, first to make any Net Swap Payment owed to the Swap Provider pursuant to the Swap Agreement for such Distribution Date, and second to make any Swap Termination Payment (not due to a Swap Provider Trigger Event) owed to the Swap Provider pursuant to the Swap Agreement for such
Distribution Date.  The Trustee will then make the disbursements and transfers from amounts then on deposit in the Distribution Account in the following order of priority and, in each case, to the extent of the remaining Available Funds:

(a)  Interest Distributions.  

	
             
  	
            (i)
 	
            From the Interest Remittance Amount,
 

(A)  Concurrently, to the Class A-1, Class A-2, Class A-3 and Class A-4 Certificates, pro rata, the Accrued Certificate Interest Distribution Amount and Unpaid Interest Amounts for such Classes on that Distribution Date; and 

(B)  Sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order,  the Accrued Certificate Interest Distribution Amount for each such Class on that Distribution Date.  

(b)  Principal Distributions.

(i)            with respect to each Distribution Date (x) before the Stepdown Date or (y) if a Trigger Event is in effect, as follows:

(A)  (x)  sequentially, to the Class A-1, Class A-2, Class A-3 and Class A-4 Certificates, in that order, the Principal Distribution Amount for that Distribution Date, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to any Distribution Date on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for that Distribution Date is zero, the amount to be distributed to the Class A Certificates pursuant to this clause will be distributed concurrently to the Class A-1, Class A-2, Class A-3 and Class A-4 Certificates, pro rata, based on their Class Certificate Balances; and

(B)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 

 

Certificates, in that order, the Principal Distribution Amount remaining for that Distribution Date, until their respective Class Certificate Balances have been reduced to zero.

(ii)          with respect to each Distribution Date (x) on and after the Stepdown Date and (y) as long as a Trigger Event is not in effect, as follows:

(A)  the Class A Principal Distribution Amount, sequentially, to the Class A-1, Class A-2, Class A-3 and Class A-4 Certificates, in that order, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to distributions on any Distribution Date on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for such Distribution Date is equal to or less than zero, the amount to be distributed will be distributed concurrently to the Class A-1, Class A-2, Class A-3 and Class A-4 Certificates, pro rata (rather than sequentially), based on their respective Class Certificate Balances; and

(B)  the remaining Principal Distribution Amount as follows:

(1)  the Class M-1 Principal Distribution Amount to the Class M-1 Certificates, until their Class Certificate Balance has been reduced to zero; 

(2)  the Class M-2 Principal Distribution Amount to the Class M-2 Certificates, until their Class Certificate Balance has been reduced to zero; 

(3)  the Class M-3 Principal Distribution Amount to the Class M-3 Certificates, until their Class Certificate Balance has been reduced to zero; 

(4)  the Class M-4 Principal Distribution Amount to the Class M-4 Certificates, until their Class Certificate Balance has been reduced to zero; 

(5)  the Class M-5 Principal Distribution Amount to the Class M-5 Certificates, until their Class Certificate Balance has been reduced to zero; 

(6)  the Class M-6 Principal Distribution Amount to the Class M-6 Certificates, until their Class Certificate Balance has been reduced to zero; 

(7)  the Class M-7 Principal Distribution Amount to the Class M-7 Certificates, until their Class Certificate Balance has been reduced to zero; 

(8)  the Class M-8 Principal Distribution Amount to the Class M-8 Certificates, until their Class Certificate Balance has been reduced to zero; 

 

 

(9)  the Class M-9 Principal Distribution Amount to the Class M-9 Certificates, until their Class Certificate Balance has been reduced to zero; and 

(10)  the Class M-10 Principal Distribution Amount to the Class M-10 Certificates, until their Class Certificate Balance has been reduced to zero.

(c)  Any amount of Available Funds remaining after the distributions in clauses (a) and (b) above shall be distributed in the following order of priority with respect to the Certificates:

(i)            to fund the Extra Principal Distribution Amount for the Distribution Date to be paid as a component of the Principal Distribution Amount in the same order of priority as described in clause (b) above;

(ii)          to the Class M-1 Certificates, any Unpaid Interest Amounts for the Class;

(iii)         to the Class M-1 Certificates, any Unpaid Realized Loss Amount for the Class;

(iv)         to the Class M-2 Certificates, any Unpaid Interest Amounts for the Class;

(v)           to the Class M-2 Certificates, any Unpaid Realized Loss Amount for the Class;

(vi)         to the Class M-3 Certificates, any Unpaid Interest Amounts for the Class;

(vii)        to the Class M-3 Certificates, any Unpaid Realized Loss Amount for the Class;

(viii)       to the Class M-4 Certificates, any Unpaid Interest Amounts for the Class;

(ix)         to the Class M-4 Certificates, any Unpaid Realized Loss Amount for the Class;

(x)           to the Class M-5 Certificates, any Unpaid Interest Amounts for the Class;

(xi)         to the Class M-5 Certificates, any Unpaid Realized Loss Amount for the Class;

(xii)        to the Class M-6 Certificates, any Unpaid Interest Amounts for the Class;

(xiii)       to the Class M-6 Certificates, any Unpaid Realized Loss Amount for the Class;

 

 

(xiv)       to the Class M-7 Certificates, any Unpaid Interest Amounts for the Class;

(xv)        to the Class M-7 Certificates, any Unpaid Realized Loss Amount for the Class;

(xvi)       to the Class M-8 Certificates, any Unpaid Interest Amounts for the Class;

(xvii)      to the Class M-8 Certificates, any Unpaid Realized Loss Amount for the Class;

(xviii)     to the Class M-9 Certificates, any Unpaid Interest Amounts for the Class;

(xix)       to the Class M-9 Certificates, any Unpaid Realized Loss Amount for the Class;

(xx)        to the Class M-10 Certificates, any Unpaid Interest Amounts for the Class;

(xxi)       to the Class M-10 Certificates, any Unpaid Realized Loss Amount for the Class;

(xxii)      to the Excess Reserve Fund Account, the amount of any Net WAC Cap Carry Forward Amount for such Distribution Date;

(xxiii)     from funds on deposit in the Excess Reserve Fund Account, to the Certificateholders an amount equal to any Net WAC Cap Carryforward Amount for such Distribution Date in the order and priority specified in Section 4.02(IV);

(xxiv)     to the Supplemental Interest Trust for payment to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event not previously paid;

(xxv)      to the holders of the Class C Certificate, (a) the Class C Distributable Amount and (b) on any Distribution Date on which the Certificate Balances of the Class A and Subordinate Certificates have been reduced to zero, any remaining amounts in reduction of the Certificate Balance of the Class C Certificates, until the Certificate Balance thereof has been reduced to zero (and for federal and state income tax purposes, such total amounts shall be treated as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Holder of the Class C Certificates);

(xxvi)     if such Distribution Date follows the Prepayment Period during which occurs the latest date on which a Prepayment Charge may be required to be paid in respect of any Mortgage Loans, to the Holders of the Class P Certificates, in reduction of the Certificate Balance thereof, until the Certificate Balance thereof is reduced to zero (and for federal and state income tax purposes, such total amounts shall be treated as amounts distributed by REMIC IV to the Holder of the Class P Interest and by REMIC VI to the Holder of the Class P Certificates); and

 

 

(xxvii)    to the holders of the Class R Certificates (in respect of the Class R-IV Interest), the remaining amount.

(II)          On each Distribution Date, an amount equal to all Prepayment Charges received during the related Prepayment Period together with the amounts paid in respect thereof pursuant to Section 3.21 will be distributed to the holders of the Class P Certificates.  The payment of the foregoing amounts to the Holders of the Class P Certificates shall not reduce the Certificate Balances thereof.

(III)        Without limiting the provisions of Section 9.02, by acceptance of the Class R Certificates, the holders of the Class R Certificates agree, and it is the understanding of the parties hereto, for so long as the NIM Notes are outstanding, to assign and transfer their rights to receive any amounts otherwise distributable to the holders of the Class R Certificates (and such rights are hereby assigned and transferred) to the Holders of the Class C Certificates, to be paid to the holders of the Class C Certificates. 

(IV)        On each Distribution Date, the Trustee will make the disbursements and transfers from amounts then on deposit in the Excess Reserve Fund Account in the following order of priority, to the extent of funds available therefor:

From amounts on deposit in the Excess Reserve Fund Account as follows:

(i)            concurrently, to each Class of Class A Certificates, pro rata, the amount of the Net WAC Cap Carry Forward Amount for each such Class; and

(ii)          sequentially, to the Subordinated Certificates, in order of their payment priority, to the extent of any Net WAC Cap Carry Forward Amount for each such Class.  

At least six (6) Business Days prior to the related Distribution Date, the Seller shall make available to the Trustee a statement containing (i) the aggregate Certificate Balances of each of the Class A Certificates and Subordinated Certificates owned by the Seller or any of its Affiliates during the immediately preceding Interest Accrual Period and/or as of the date of such statement to the Trustee and (ii) the names of the Sellers and/or any of its Affiliates that own any of the Class A Certificates or Subordinated Certificates during the immediately preceding Interest Accrual Period and/or as of the date of such statement to the Trustee.  The Seller and its Affiliates hereby agree that (i) the Seller and its Affiliates shall own not less than 100% of any Class of Certificates and all transfers of Class A Certificates or Subordinated Certificates of any Class that the Seller and/or is
Affiliates may undertake shall be restricted to 100% of such Class and (ii) neither the Seller nor any of its Affiliates shall undertake to sell any Certificates held by such entities or purchase any additional Certificates from the date of such statement to the Trustee until the first day following the related Distribution Date.  

(V)          On each Distribution Date, the Supplemental Interest Trust Administrator shall make the distributions required under Section 4.05(c).

(VI)        It is the intention of all of the parties hereto that the Class C Certificates receive all principal and interest received by the Trust on the Mortgage Loans that is not otherwise distributable to any other Class of Regular Certificates or REMIC Regular Interests and that the Residual Certificates are to receive no principal and interest. If the Trustee determines that the Residual Certificates are entitled to any distributions, the Trustee, prior to any such distribution to any Residual Certificate, shall notify the Depositor of such impending distribution but shall 

 

make such distribution in accordance with the terms of this Agreement until this Agreement is amended as specified in the following sentence.  Upon such notification, the Depositor will request an amendment to the Pooling and Servicing Agreement to revise such mistake in the distribution provisions. The Residual Certificate Holders, by acceptance of their Certificates, and the Servicer(s), hereby agree to any such amendment and no further consent shall be necessary, notwithstanding anything to the contrary in Section 10.01 of this Pooling and Servicing Agreement; provided, however, that such amendment shall otherwise comply with Section 10.01 hereof.

	
             
  	
            Section 4.03
 	
            Monthly Statements to Certificateholders.
 

(a)  Not later than each Distribution Date, the Trustee shall prepare and make available to each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency on its Internet website a statement for the related distribution of:

(i)            the applicable Record Dates, Interest Accrual Periods and Determination Dates for calculating distributions for such Distribution Date;

(ii)          the amount of funds received from the Servicer for such Distribution Date separately identifying amounts received in respect of the Mortgage Loans, the amount of Advances included in the distribution on the Distribution Date, the amount of any Net Swap Payment to the Supplemental Interest Trust from the Swap Provider and any Swap Termination Payment to the Supplemental Interest Trust from the Swap Provider;

	
             
  	
            (iii)
 	
            the Servicing Fee and Trustee Fee for such Distribution Date;
 

(iv)         the amount of any Net Swap Payment from the Supplemental Interest Trust to the Swap Provider and any Swap Termination Payment from the Supplemental Interest Trust to the Swap Provider;

(v)           the aggregate amount of expenses paid from amounts on deposit in (x) the Certificate Account and (y) the Distribution Account;

(vi)         the amount of the distribution allocable to principal, separately identifying the aggregate amount of any Principal Prepayments and Liquidation Proceeds included therein;

(vii)        the amount of the distribution allocable to interest, any Unpaid Interest Amounts included in the distribution and any remaining Unpaid Interest Amounts after giving effect to the distribution, any Net WAC Cap Carry Forward Amount for the Distribution Date, and the amount of all Net WAC Cap Carry Forward Amounts covered by withdrawals from the Excess Reserve Fund Account on the Distribution Date;

(viii)       if the distribution to the Holders of any Class of Certificates is less than the full amount that would be distributable to them if sufficient funds were available, the amount of the shortfall and the allocation of the shortfall between principal and interest, including any Net WAC Cap Carry Forward Amount not covered by amounts in the Excess Reserve Fund Account;

 

 

(ix)         the amount of any Total Monthly Excess Spread on the Distribution Date and the allocation thereof to the Certificateholders with respect to Unpaid Realized Loss Amounts and Unpaid Interest Amounts;

(x)           the Class Certificate Balance of each Class of Certificates before and after giving effect to the distribution of principal on the Distribution Date;

(xi)         the Pass-Through Rate for each Class of Certificates with respect to the Distribution Date;

(xii)        the amount on deposit in the Certificate Account and Excess Reserve Fund Account (before and after giving effect to distributions on the Distribution Account Deposit Date and Distribution Date, respectively);

(xiii)       the number of Mortgage Loans and the Pool Stated Principal Balance as the first day of the related Remittance Period and the last day of the related Remittance Period;

	
             
  	
            (xiv)
 	
            as of the last day of the related Remittance Period:
 

(A) the weighted average mortgage rate of the Mortgage Loans, and

 

(B) the weighted average remaining term to maturity of the Mortgage Loans;

 

(xv)        the number and aggregate outstanding balance of the Mortgage Loans as of the end of the preceding calendar month:

(A)  delinquent (exclusive of Mortgage Loans in foreclosure) (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days and

(B)  in foreclosure and delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days,

as of the close of business on the last day of the calendar month preceding the Distribution Date;

(xvi)       for each of the preceding 12 calendar months, or all calendar months since the Cut-off Date, whichever is less, the aggregate dollar amount of the Scheduled Payments (A) due on all Outstanding Mortgage Loans on the Due Date in such month and (B) delinquent sixty (60) days or more (determined in the same manner as for determining Scheduled Payment delinquencies that result in a Mortgage Loan being a 60+ Day Delinquent Loan) on the Due Date in such month;

(xvii)      with respect to any Mortgage Loan that became an REO Property during the preceding calendar month, the loan number and Stated Principal Balance of the Mortgage Loan as of the close of business on the Determination Date preceding the Distribution Date and the date of acquisition thereof;

 

 

(xviii)     the total number and principal balance of any REO Properties (and market value, if available) as of the close of business on the Determination Date preceding the Distribution Date;

(xix)       the aggregate amount of Principal Prepayments received during the related Prepayment Period and the number of Mortgage Loans subject to such Principal Prepayments;

(xx)        the aggregate amount of Advances reimbursed during the related Remittance Period, the general source of funds for such reimbursements and the aggregate amount of Advances outstanding as of the close of business on the Distribution Date; 

(xxi)       the aggregate amount of Servicing Advances reimbursed during the related Remittance Period, the general source of funds for such reimbursements and the aggregate amount of Servicing Advances outstanding as of the close of business on the Distribution Date;

	
             
  	
            (xxii)
 	
            reserved;
 

(xxiii)     the aggregate number and outstanding principal balance of Mortgage Loans repurchased during the related Remittance Period due to material breaches of representations and warranties regarding such Mortgage Loans;

(xxiv)      whether a Trigger Event is in effect separately identifying the components thereof;

(xxv)      the aggregate amount of Applied Realized Loss Amounts incurred during the preceding calendar month and the aggregate Unpaid Realized Loss Amount through the Distribution Date;

(xxvi)     with respect to the second Distribution Date, the number and aggregate balance of any Delayed Delivery Mortgage Loans not delivered within the time periods specified in the definition of Delayed Delivery Mortgage Loans;

(xxvii)    the Overcollateralization Amount for such Distribution Date and the Overcollateralization Target Amount for such Distribution Date; and

	
             
  	
            (xxviii)
 	
            Prepayment Charges collected, waived, and paid by the Servicer.
 

For the purposes of determining delinquency periods in reporting under (ix) above, for any Monthly Statement, a Mortgage Loan’s delinquency period shall be determined as of the Due Date falling in the month in which the monthly statement is provided and a Mortgage Loan is first delinquent only after the first Due Date following the Due Date for which any part of a Scheduled Payment has not been paid, and each calendar month shall be treated as having 30 days. Thus, for the December Monthly Statement a Mortgage Loan whose November Due Date payment has not been paid by the December Due Date is not delinquent. On the day after the December Due Date, such Mortgage Loan would be one day delinquent. A Mortgage Loan whose November Due Date payment has not been paid by the December Due Date is 30 days past due as of the December Due Date, and would be reported as such in the December Monthly Statement.

 

 

If the statement is not accessible to any of the Certificateholders, the Servicer, the Depositor, the NIM Insurer or any Rating Agency on the Trustee’s Internet website, the Trustee shall forward a hard copy of it to each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency immediately after the Trustee becomes aware that it is not accessible to any of them via its website. The address of the Trustee’s Internet website where the statement will be accessible is https://www.tss.db.com/invr. Assistance in using the Trustee’s Internet website may be obtained by calling the Trustee’s customer service desk at (800) 735-7777. The Trustee shall notify each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency in writing of any change in the address or means of access
to the Internet website where the statement is accessible.

(b)  The Trustee’s responsibility for preparing and disbursing the above information to the Certificateholders is limited to the availability, timeliness, and accuracy of the information derived from the Servicer. The Trustee is not responsible for any inaccuracies in or caused by the data provided by the Servicer. 

By each Determination Date, the Servicer shall provide to the Trustee in electronic form the information needed to determine the distributions to be made pursuant to Section 4.02 and 3.09(b)(ii) and any other information that the Servicer and the Trustee mutually agree, including, without limitation, the amount on deposit in the Certificate Account (before and after giving effect to remittances to the Trustee on the Distribution Account Deposit Date)  and the aggregate amount of expenses paid from amounts on deposit in the Certificate Account.

(c)  Within a reasonable period of time after the end of each calendar year, the Trustee shall cause to be furnished to each Person who at any time during the calendar year was a Certificateholder, a statement containing the information in clauses (a)(i) and (a)(ii) (with respect to principal and interest distributed) of this Section 4.03 aggregated for the calendar year or the applicable portion thereof during which the Person was a Certificateholder. Within a reasonable period of time after the end of each calendar year, the Trustee shall cause to be furnished to the NIM Insurer, a statement containing the information in clauses (a)(i) and (a)(ii) (with respect to principal and interest distributed) of this Section 4.03 aggregated for the calendar year. This obligation of the Trustee shall be satisfied to the extent that substantially comparable information shall be provided by the
Trustee pursuant to any requirements of the Code as from time to time in effect.

	
             
  	
            Section 4.04
 	
            Reserved.
 

	
             
  	
            Section 4.05
 	
            Supplemental Interest Trust.
 

(a)  As of the Closing Date, the Supplemental Interest Trust Administrator shall establish and maintain in the name of the Trustee a separate trust for the benefit of the holders of the Class A Certificates and Subordinated Certificates (the “Supplemental Interest Trust”) into which the Depositor shall deposit $1,000. The Supplemental Interest Trust shall hold the Swap Agreement. The Supplemental Interest Trust shall include an Eligible Account, and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee or of the Supplemental Interest Trust Administrator held pursuant to this Agreement.  Amounts therein shall be held uninvested.

(b)  On each Distribution Date, the Supplemental Interest Trust Administrator shall deposit into the Supplemental Interest Trust amounts received from the Trustee pursuant to 

 

Section 4.02(I) of this Agreement. On each Distribution Date, the Supplemental Interest Trust Administrator shall distribute any such amounts to the Swap Provider pursuant to the Swap Agreement, first to pay any Net Swap Payment owed to the Swap Provider for such Distribution Date, and second to pay any Swap Termination Payment owed to the Swap Provider.

(c)  On each Distribution Date, the Supplemental Interest Trust Administrator shall deposit into the Supplemental Interest Trust amounts received from the Swap Provider. On each Distribution Date, the Supplemental Interest Trust Administrator shall distribute from the Supplemental Interest Trust an amount equal to or less than the amount of any Net Swap Payment received from the Swap Provider under the Swap Agreement, in the following order of priority:

(1)           concurrently, to the Class A Certificates, pro rata, in an amount equal to any Unpaid Interest Amounts (including any Unpaid Interest Amounts from prior Distribution Dates) to the extent not paid pursuant to Section 4.01(I)(a); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;

(2)           sequentially, to the Subordinated Certificates, in order of their payment priority, in an amount equal to any Unpaid Interest Amounts (including any Unpaid Interest Amounts from prior Distribution Dates) to the extent not paid pursuant to Section 4.01(I)(c); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;

(3)           concurrently, to the Classes of Certificates then entitled to distributions of principal, to fund the Extra Principal Distribution Amount for the Distribution Date, to be paid as a component of the Principal Distribution Amount in the same order of priority as described in Sections 4.01(I)(b) above; provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;

	
             
 	
            (4)
 	
            [reserved];
 

(5)           sequentially, to the Subordinated Certificates, in order of their payment priority, in an amount equal to any Unpaid Realized Losses to the extent not paid pursuant to Section 4.01(I)(c); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution; 

(6)          to the Excess Reserve Fund Account, to pay the Class A Certificates and the Subordinated Certificates as follows: first, to the Class A Certificates, pro rata, any related Net WAC Cap Carry Forward Amounts for such Classes of Class A Certificates remaining unpaid on such Distribution Date, and second, sequentially, to the Subordinated Certificates, in order of their payment priority, any related Net WAC Cap Carry Forward Amounts for such Class or Classes of Subordinated Certificates remaining unpaid on such Distribution Date, in each case to the extent not covered by other amounts on deposit in the Excess Reserve Fund Account; provided, that for this purpose no Certificates held by the
Seller, the Depositor or any Affiliate shall receive such distribution; 

 

 

(7)          subject to 4.05(i) below, to IndyMac Bank, F.S.B., the amount of such distribution that would otherwise be payable to Certificates held by the Seller, the Depositor or any Affiliate without the inclusion of the proviso in clauses (1) through (6) above;

(8)          to the extent NIM Notes are issued, to the indenture trustee under the Indenture, that amount required to be distributed to the holders of the NIM Notes on the related Payment Date (as defined in the Indenture); and

(9)          any remainder to IndyMac Bank, F.S.B.

(d)  The Supplemental Interest Trust constitutes an “outside reserve fund” within the meaning of Treasury Regulation § 1.860G-2(h) and is not an asset of any REMIC. IndyMac Bank, F.S.B. shall be the beneficial owner of the Supplemental Interest Trust, as such entity is entitled to receive any remaining amounts payable by the Swap Provider under the Swap Agreement as described pursuant to Section 4.05(c), subject to the power of the Supplemental Interest Trust Administrator to transfer amounts under this Agreement. The Supplemental Interest Trust Administrator shall keep records that accurately reflect the funds on deposit in the Supplemental Interest Trust. The Supplemental Interest Trust Administrator shall, at the written direction of IndyMac Bank, F.S.B., invest amounts on deposit in the Supplemental Interest Trust in Permitted Investments. In the absence of written
direction to the Supplemental Interest Trust Administrator from IndyMac Bank, F.S.B., all funds in the Supplemental Interest Trust shall remain uninvested. On each Distribution Date, the Supplemental Interest Trust Administrator shall distribute, not in respect of any REMIC, any interest earned on the Supplemental Interest Trust to IndyMac Bank, F.S.B.  It is the intention of the parties hereto that, for federal income tax purposes, the Supplemental Interest Trust be disregarded as an entity separate from IndyMac Bank, F.S.B.  IndyMac Bank F.S.B.’s ownership interest in the Supplemental Interest Trust may not be transferred (or re-transferred) unless 100% of the ownership interest is transferred (or re-transferred) to a single entity treated as a corporation for federal income tax purposes.  IndyMac Bank F.S.B., and any subsequent owner of the Supplemental Interest Trust, will provide (and update as required or reasonably requested) an IRS Form W-9 or appropriate IRS Form W-8 to
the Trustee.

(e)  For federal income tax purposes, amounts paid to the Supplemental Interest Trust on each Distribution Date pursuant to Sections 4.02(I) and (V) shall first be deemed paid to the Supplemental Interest Trust in respect of REMIC VII Regular Interest SWAP IO to the extent of the amount distributable on REMIC VII Regular Interest SWAP IO on such Distribution Date, and any remaining amount shall be deemed paid to the Supplemental Interest Trust in respect of a Class IO Distribution Amount.

(f)  The Supplemental Interest Trust Administrator shall treat the Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) as having entered into a notional principal contract with the owners of the Supplemental Interest Trust. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the owner of the Supplemental Interest Trust an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC Regular Interest ownership of which is represented by such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution
Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the amount of interest otherwise payable 

 

to such Certificates, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of such Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to a notional principal contract, the Holder of the Class C Certificates shall be treated as having agreed to pay Net WAC Cap Carry Forward Amounts to the Holders of the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) in accordance with the terms of this Agreement. Any payments to such Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) of a Class IO Distribution
Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of the REMIC Regular Interest ownership of which is represented by such Certificates, and as having been paid by such Holders to the Supplemental Interest Trust pursuant to the notional principal contract. Thus, each Certificate (other than the Class P, Class R and Class R-X Certificates) shall be treated as representing not only ownership of a Regular Interest in REMIC IV, but also ownership of an interest in, and obligations with respect to, a notional principal contract.

(g)  In the event that the Swap Agreement is terminated prior to the Distribution Date in January 2010, the Supplemental Interest Trust Administrator shall, as directed by and upon the recommendation of a nationally-recognized investment bank (which may be UBS Securities LLC), and using any Swap Termination Payments paid by the Swap Provider and deposited in the Supplemental Interest Trust, appoint a successor Swap Provider.

(h)  Notwithstanding anything contained herein, in the event that a qualified successor Swap Provider is unable to be located, in accordance with Section 4.05(g) above, within 30 days after receipt by the Supplemental Interest Trust Administrator of the Swap Termination Payment paid by the terminated Swap Provider, the Supplemental Interest Trust Administrator shall deposit such Swap Termination Payment into a separate, non-interest bearing trust account established by the Supplemental Interest Trust Administrator and the Supplemental Interest Trust Administrator shall, on each Distribution Date following receipt of such Swap Termination Payment, withdraw from such account an amount equal to the Net Swap Payment, if any, that would have been paid to the Trust by the original Swap Provider (computed in accordance with the original Swap Agreement, attached hereto as Exhibit K) and distribute
such amount in accordance with Section 4.05(c). On the Distribution Date immediately after the termination date of the original Swap Agreement, the Supplemental Interest Trust Administrator shall withdraw any funds remaining in such account and distribute such amount in accordance with this Agreement.

(i)  The Seller shall promptly notify the Trustee in the event that any Certificates are held by the Seller, the Depositor or any Affiliate.  In the absence of such notification, the Trustee on each Distribution Date may conclusively rely on the status of the Seller, the Depositor or any Affiliate as of the immediately preceding Record Date.

	
             
  	
            Section 4.06
 	
            Tax Treatment of Net Swap Payments and Swap Termination Payments.
 

For federal income tax purposes, each holder of a Class A or Subordinated Certificate is deemed to own an undivided beneficial ownership interest in a REMIC Regular Interest and the right to receive payments from either the Excess Reserve Fund Account or the Supplemental 

 

Interest Trust in respect of any Net WAC Cap Carry Forward Amounts or the obligation to make payments to the Supplemental Interest Trust.

For federal income tax purposes, the Supplemental Interest Trust Administrator will account for payments to each Class A and Subordinated Certificates as follows: each Class A and Subordinated Certificate will be treated as receiving their entire payment from REMIC III (regardless of any Swap Termination Payment or obligation under the Swap Agreement) and subsequently paying their portion of any Swap Termination Payment in respect of each such Class’s obligation under the Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Swap Agreement to pay any such Swap Termination Payment (or any shortfall in the fee to the Swap Provider), will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Class A or Subordinated
Certificate. Resecuritization of any Class A or Subordinated Certificate in a REMIC will be permissible only if the Supplemental Interest Trust Administrator hereunder is the trustee/securities administrator in such resecuritization.  The REMIC regular interest corresponding to a Class A or Subordinated Certificate will be entitled to receive interest and principal payments at the times and in the amounts equal to those made on the certificate to which it corresponds, except that (i) the maximum interest rate of that REMIC Regular Interest will equal the Net WAC Pass-Through Rate computed for this purpose by limiting the notional amount of the Swap Agreement to the aggregate principal balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Total Monthly Excess Spread. As a result of the foregoing, the amount of distributions and taxable income on the REMIC Regular Interest corresponding to a Class A or Subordinated Certificate
may exceed the actual amount of distributions on the Class A or Subordinated Certificate.

	
             
  	
            Section 4.07
 	
            Certain Matters Relating to the Determination of LIBOR.
 

Until all of the LIBOR Certificates are paid in full, the Trustee will at all times retain at least four Reference Banks for the purpose of determining LIBOR with respect to each Interest Determination Date. The Servicer initially shall designate the Reference Banks. Each “Reference Bank” shall be a leading bank engaged in transactions in Eurodollar deposits in the international Eurocurrency market, shall not control, be controlled by or be under common control with, the Trustee and shall have an established place of business in London. If any such Reference Bank should be unwilling or unable to act as such or if the Servicer should terminate its appointment as Reference Bank, the Servicer shall promptly appoint another Reference Bank. The Trustee shall have no liability or responsibility to any Person for (i) the selection of
any Reference Bank for purposes of determining LIBOR or (ii) any inability to retain at least four Reference Banks that is caused by circumstances beyond its reasonable control.

The Pass-Through Rate for each Class of LIBOR Certificates for each Interest Accrual Period shall be determined by the Trustee on each LIBOR Determination Date so long as the LIBOR Certificates are outstanding on the basis of LIBOR and the respective formulae appearing in footnotes corresponding to the LIBOR Certificates in the table relating to the Certificates in the Preliminary Statement. The Trustee shall not have any liability or responsibility to any Person for its inability, following a good-faith reasonable effort, to obtain quotations from the Reference Banks or to determine the arithmetic mean referred to in the definition of LIBOR, all as provided for in this Section 4.07 and the definition of LIBOR. The establishment of LIBOR and each Pass-Through Rate for the LIBOR Certificates by the Trustee shall (in the absence of manifest error) be final, conclusive and binding upon each
Holder of a Certificate and the Trustee.

 

 

	
             
 	
            Section 4.08
 	
            Distributions and Allocation of Realized Losses to the REMIC I Regular Interests, REMIC II Regular Interests and REMIC III Regular Interests.
 

 

(I)           On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC I to REMIC II on account of the REMIC I Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-I Interest), as the case may be:

	
             
 	
            (A)
 	
            to Holders of each of REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through I-48-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates; 
 

 

	
             
 	
            (B)
 	
            to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: first, to REMIC I Regular Interest I until the Uncertificated Balance is reduced to zero and second, to REMIC I Regular interests I-1-A through I-48-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests, and second, to the extent of any Overcollateralization Release Amounts, to REMIC I Regular Interest I-48B until the Uncertificated Balance of such REMIC I Regular Interest is reduced to zero; and
 

 

	
             
 	
            (C)
 	
            to the Holders of REMIC I Regular Interest I-48-B, (A) on each Distribution Date, 100% of the amount paid in respect of Prepayment Charges and (B) on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter until $100 has been distributed pursuant to this clause.
 

 

(II)          On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC II to REMIC III on account of the REMIC II Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-II Interest), as the case may be:

 

(A)           to the Holders of REMIC II Regular Interest LTIO, in an amount equal to (A) accrued Uncertificated Interest for such REMIC II Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;

(B)            to Holders of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular 

 

Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTZZ and REMIC II Regular Interest LTP, on a pro rata basis, in an amount equal to (A) the Uncertificated Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Interest in respect of REMIC II Regular Interest LTZZ shall be reduced and deferred when the REMIC II Overcollateralized Amount is less than the REMIC II Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum LTZZ Uncertificated Interest Deferral Amount and such amount will be payable to the Holders of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest
LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10, in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Balance of the REMIC II Regular Interest LTZZ shall be increased by such amount;

(C)            to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Marker Allocation Percentage of the Available Funds for such Distribution Date after the distributions made pursuant to clause (a) above, allocated as follows:

(i)           98.00% of such remainder (other than amounts payable under clause (iii) below) to the Holders of REMIC II Regular Interest LTAA and REMIC II Regular Interest LTP, until the Uncertificated Balance of such REMIC II Regular Interests are reduced to zero; provided, however, that REMIC II Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC II Regular Interest LTP, until $100 has been distributed pursuant to this clause;

(ii)          2.00% of such remainder (other than amounts payable under clause (iii) below) first, to the Holders of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2, REMIC II Regular Interest LTA3, REMIC II Regular Interest LTA4, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTM10, 1.00% of and in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Balances of such REMIC II Regular Interests are reduced to zero, and second, to the Holders of
REMIC II Regular Interest LTZZ (other than amounts payable under clause (iii) below), 1.00% of such remainder, until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero; and

(iii)         any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-III Interest);

 

 

provided, however, that (a) 100% of the amount paid in respect of Prepayment Charges shall be allocated to the Holders of the REMIC II Regular Interest LTP and (b)(i) 98.00% and (ii) 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of (i) REMIC II Regular Interest LTAA and REMIC II Regular Interest LTP, in that order and (ii) REMIC II Regular Interest LTZZ, respectively; provided, that REMIC II Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC II Regular Interest LTP, until $100 has been distributed pursuant to this clause; and

Notwithstanding the priorities and amounts of distribution of funds pursuant to this Section 4.08(I), actual distributions of the Available Funds shall be made only in accordance with Section 4.02.

 

On each Distribution Date, 100% of the amounts distributed on REMIC II Regular Interest LTIO shall be deemed distributed by REMIC II to REMIC III in respect of the Class IO Interest.  Such amounts shall be deemed distributed by REMIC III to REMIC VI in respect of REMIC VI Regular Interest SWAP IO.  Such amounts shall be deemed distributed by REMIC VI to the Swap Administrator for deposit into the Swap Account.

 

	
            (D)(i)
 	
            All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date, first, to REMIC I Regular Interest I until the Uncertificated Balance has been reduced to zero, and second, to REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-48-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests.  
 

	
            (iii)
 	
            All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date to the following REMIC II Regular Interests in the specified percentages, as follows: first, to Uncertificated Interest payable to the REMIC II Regular Interest LTAA and REMIC II Regular Interest LTZZ up to an aggregate amount equal to the REMIC II Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Balances of the REMIC II Regular Interest LTAA and REMIC II Regular Interest LTZZ up to an aggregate amount equal to the REMIC II Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC
II Regular Interest LTM10 has been reduced to zero; fourth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM9 has been reduced to zero; fifth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM8 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM8 has been reduced to zero; sixth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM7 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM7 has been reduced to zero; seventh, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular 
 

 

Interest LTM6 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM6 has been reduced to zero; eighth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM5 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM5 has been reduced to zero; ninth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM4 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM4 has been reduced to zero; tenth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM3 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance
of REMIC II Regular Interest LTM3 has been reduced to zero; eleventh, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM2 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM2 has been reduced to zero; and twelfth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM1 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM1 has been reduced to zero.

 

 

ARTICLE V

 

THE CERTIFICATES

	
             
  	
            Section 5.01
 	
            The Certificates.
 

The Certificates shall be substantially in the forms attached hereto as exhibits. The Certificates shall be issuable in registered form, in minimum denominations representing an original principal amount of $100,000 and integral multiples of $1,000 in excess thereof (except that one Certificate in each Class may be issued in a different amount that must exceed the applicable minimum denomination) and aggregate denominations per Class set forth in REMIC III.

Subject to Section 9.02 respecting the final distribution on the Certificates, on each Distribution Date, the Trustee shall make distributions to each Certificateholder of record on the preceding Record Date either:

(x) by wire transfer in immediately available funds to the account of the Holder at a bank or other entity having appropriate facilities therefor, if the Holder has so notified the Trustee at least five (5) Business Days before the related Record Date; and

(y) by check mailed by first class mail to the Certificateholder at the address of such holder appearing in the Certificate Register.

The Trustee shall execute the Certificates by manual or facsimile signature of an authorized officer. Certificates bearing the manual or facsimile signatures of individuals who were, at the time such signatures were affixed, authorized to sign on behalf of the Trustee shall bind the Trustee, notwithstanding that such individuals or any of them have ceased to be so authorized before the countersignature and delivery of any such Certificates or did not hold such offices at the date of such Certificate. No Certificate shall be entitled to any benefit under this Agreement, or be valid for any purpose, unless countersigned by the Trustee by manual signature, and such countersignature upon any Certificate shall be conclusive evidence, and the only evidence, that such Certificate has been duly executed and delivered hereunder. All Certificates shall be dated the date of their countersignature. On
the Closing Date, the Trustee shall countersign the Certificates to be issued at the direction of the Depositor, or any affiliate thereof.

The Depositor shall provide to the Trustee, on a continuous basis, an adequate inventory of Certificates to facilitate transfers.

	
             
  	
            Section 5.02
 	
            Certificate Register; Registration of Transfer and Exchange of Certificates.
 

(a)  The Trustee shall maintain, in accordance with Section 5.06, a Certificate Register for the Trust Fund in which, subject to subsections (b) and (c) below and to such reasonable regulations as it may prescribe, the Trustee shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided. Upon surrender for registration of transfer of any Certificate, the Trustee shall execute and deliver, in the name of the designated transferee or transferees, one or more new Certificates of the same Class and aggregate Percentage Interest.

 

 

At the option of a Certificateholder, Certificates may be exchanged for other Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest upon surrender of the Certificates to be exchanged at the office or agency of the Trustee. Whenever any Certificates are so surrendered for exchange, the Trustee shall execute, countersign and deliver the Certificates that the Certificateholder making the exchange is entitled to receive. A written instrument of transfer in form satisfactory to the Trustee duly executed by the Holder or his attorney duly authorized in writing shall accompany every Certificate presented or surrendered for registration of transfer or exchange.  In addition, (i) with respect to each Class R Certificate, the holder thereof may exchange, in the manner described above, such Class R Certificate for three separate certificates,
each representing such holder’s respective Percentage Interest in the Class R-I Interest, the Class R-II Interest and the Class R-III Interest that was evidenced by the Class R Certificate being exchanged and (ii) with respect to each Class R-X Certificate, the holder thereof may exchange, in the manner described above, such Class R-X Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-IV Interest, the Class R-V Interest and the Class R-VI Interest that was evidenced by the Class R-X Certificate being exchanged.

No service charge to the Certificateholders shall be made for any registration of transfer or exchange of Certificates, but payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates may be required.

All Certificates surrendered for registration of transfer or exchange shall be cancelled and subsequently destroyed by the Trustee in accordance with the Trustee’s customary procedures.

(b)  No transfer of a Private Certificate shall be made unless such transfer is made pursuant to an effective registration statement under the Securities Act and any applicable state securities laws or is exempt from the registration requirements under said Act and any applicable state securities laws. In the event that such a transfer of a Private Certificate is to be made without registration or qualification (other than in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate thereof, (ii) the transfer of any such Class C, Class P or Residual Certificate to the applicable issuer or indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the applicable issuer or indenture trustee under the Indenture to the Depositor or an Affiliate thereof), but in reliance on an
exemption from the Securities Act and any applicable state securities laws, to assure compliance with the Securities Act and any applicable state securities laws, the Certificateholder desiring to effect the transfer shall certify to the Trustee in writing the facts surrounding the transfer in substantially the form of Exhibit J (the “Transferor Certificate”) and either (i) deliver to the Trustee a letter in substantially the form of Exhibit L (the “Rule 144A Letter”) or (ii) deliver to the Trustee at the expense of the transferor an Opinion of Counsel that the transfer may be made without registration under the Securities Act. The Depositor shall provide to any Holder of a Private Certificate and any prospective transferee designated by the Holder of a Private Certificate, information regarding the related Certificates and the Mortgage Loans and any other
information necessary to satisfy the condition to eligibility in Rule 144A(d)(4) for transfer of the Certificate without registration thereof under the Securities Act pursuant to the registration exemption provided by Rule 144A. The Trustee and the Servicer shall cooperate with the Depositor in providing the Rule 144A information referenced in the preceding sentence, including providing to the 

 

Depositor such information regarding the Certificates, the Mortgage Loans and other matters regarding the Trust Fund the Depositor reasonably requests to meet its obligation under the preceding sentence. Each Holder of a Private Certificate desiring to effect a transfer shall, and does hereby agree to, indemnify the Trustee, the NIM Insurer, the Depositor, the Seller, and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

No transfer of an ERISA-Restricted Certificate shall be made unless the Trustee and the NIM Insurer shall have received either:

(i)            a representation from the transferee of such Certificate acceptable to and in form and substance satisfactory to the Trustee and the NIM Insurer (if the Certificate is a Private Certificate, the requirement is satisfied only by the Trustee’s receipt of a representation letter from the transferee substantially in the form of Exhibit L, and if the Certificate is a Residual Certificate, the requirement is satisfied only by the Trustee’s receipt of a Transfer Affidavit from the transferee substantially in the form of Exhibit I), to the effect that (x) the transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or
using the assets of any such plan or arrangement to effect the transfer, or (y) if the ERISA-Restricted Certificate is not a Class C, Class R or Class R-X Certificate and has been the subject of an ERISA-Qualifying Underwriting  and the purchaser is an insurance company, a representation that the purchaser is an insurance company that is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”) and that the purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60; or 

(ii)          in the case of any ERISA-Restricted Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a trustee of any such plan or any other Person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such ERISA-Restricted Certificate will not result in a nonexempt prohibited transaction under ERISA or
Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.

For purposes of the preceding sentence, neither an Opinion of Counsel nor any certification shall be required in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate thereof, (ii) the transfer of any such Class C, Class P or Residual Certificate to the applicable issuer or indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the issuer or indenture trustee under the Indenture to the Depositor or an Affiliate thereof (in which case, the Depositor or any Affiliate thereof shall have deemed to have represented that it is not using the assets of any plan or arrangement subject to Section 

 

406 of ERISA or plan subject to Section 4975 of the Code) and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Depositor of the status of such transferee as an Affiliate of the Depositor.  In addition, with respect to transfers of an ERISA-Restricted Certificate (that is not a Residual Certificate) other than as described in the preceding sentence, if the representation letter or Opinion of Counsel referred to in the preceding sentence is not furnished, the appropriate representation in clause (i) shall be deemed to have been made to the Trustee by the transferee’s (including an initial acquirer’s) acceptance of the ERISA-Restricted Certificates. If any such representation in the preceding sentences is violated, or any attempt to transfer to a plan or arrangement subject to Section 406 of
ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, is made without the Opinion of Counsel, the attempted transfer or acquisition shall be void.

For so long as the Supplemental Interest Trust is in existence, each beneficial owner of a Class A or Subordinate Certificate or any interest therein, shall be deemed to have represented, by virtue of its acquisition or holding of such Certificate, or interest therein, that either (i) it is not a Plan or (ii) (A) it is an "accredited investor" as defined in Rule 501(a)(1) of Regulation D issued under the Securities Act   and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available Prohibited Transaction 84-14, 90-1, 91-38, 95-60 or 96-23.  

Each beneficial owner of a Subordinated Certificate or any interest therein that is acquired after the termination of the Supplemental Interest Trust shall be deemed to have represented, by virtue of its acquisition or holding of that certificate or interest therein, that either (i) it is not a plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, (ii) it has acquired and is holding such certificate in reliance on the Underwriter’s Exemption, and that it understands that there are certain conditions to the availability of the Underwriter’s Exemption, including that such certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by S&P, Fitch or Moody’s, and such
certificate is so rated, that it will represent that it is an “accredited investor” as defined in Rule 501(a)(1) of Regulation D issued under the Securities Act and will obtain a representation from any transferee that such transferee is an accredited investor so long as it is required to obtain a representation regarding compliance with the Securities Act or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the certificate or interest therein is an “insurance company general account,” as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.

To the extent permitted under applicable law (including ERISA), the Trustee shall not be liable to any Person for any registration of transfer of any ERISA-Restricted Certificate that is in fact not permitted by this Section 5.02(b) or for making any payments due on such Certificate to the Holder thereof or taking any other action with respect to such Holder under this Agreement so long as the transfer was registered by the Trustee in accordance with the foregoing requirements.

(c)  Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions, and the 

 

rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:

(i)            Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee (with a copy of any such notice to the NIM Insurer) of any change or impending change in its status as a Permitted Transferee.

(ii)          No Ownership Interest in a Residual Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of any Residual Certificate unless, in addition to the certificates required to be delivered to the Trustee under subparagraph (b) above, the Trustee shall have been furnished with an affidavit (a copy of which shall be provided to the NIM Insurer) (a “Transfer Affidavit”) of the initial owner or the proposed transferee in the form of Exhibit I (subject to the limitations with respect thereto as set forth in Section 5.02(b)).

(iii)         Subject to the limitations set forth in Section 5.02(b), each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree:

(A)  to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest in a Residual Certificate;

(B)  to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of a Residual Certificate; and

(C)  not to Transfer its Ownership Interest in a Residual Certificate or to cause the Transfer of an Ownership Interest in a Residual Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee.

(iv)         Any attempted or purported Transfer of any Ownership Interest in a Residual Certificate in violation of this Section 5.02(c) shall be absolutely null and void and shall vest no rights in the purported Transferee. If any purported transferee shall become a Holder of a Residual Certificate in violation of this Section 5.02(c), then the last preceding Permitted Transferee shall be restored to all rights as Holder thereof retroactive to the date of registration of Transfer of such Residual Certificate. The Trustee shall not be liable to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by Section 5.02(b) and this Section 5.02(c) or for making any payments due on such Certificate to the Holder thereof or taking any other action
with respect to such Holder under this Agreement so long as the Transfer was registered after receipt of the related Transfer Affidavit, Transferor Certificate and either the Rule 144A Letter or the Investment Letter. The Trustee shall be entitled but not obligated to recover from any Holder of a Residual Certificate that was in fact not a Permitted Transferee at the time it became a Holder or, at such subsequent time as it became other than a Permitted Transferee, all payments made on such Residual Certificate at and after either such time. Any such payments so recovered by the Trustee shall be paid and delivered by the Trustee to the last preceding Permitted Transferee of such Certificate.

 

 

(v)           The Depositor shall use its best efforts to make available, upon receipt of written request from the Trustee, all information necessary to compute any tax imposed under Section 860E(e) of the Code as a result of a Transfer of an Ownership Interest in a Residual Certificate to any Holder who is not a Permitted Transferee.

The restrictions on Transfers of a Residual Certificate in this Section 5.02(c) shall cease to apply (and the applicable portions of the legend on a Residual Certificate may be deleted) with respect to Transfers occurring after delivery to the Trustee of an Opinion of Counsel, which Opinion of Counsel shall not be an expense of the Trust Fund, the Trustee, the Seller, the NIM Insurer or the Servicer, to the effect that the elimination of such restrictions will not cause the Trust Fund hereunder to fail to qualify as a REMIC at any time that the Certificates are outstanding or result in the imposition of any tax on the Trust Fund, a Certificateholder or any other Person. The Opinion of Counsel shall be accompanied by written notification from each Rating Agency that the removal of the restriction will not cause the Rating Agency to downgrade its ratings of the Certificates. Each Person
holding or acquiring any Ownership Interest in a Residual Certificate hereby consents to any amendment of this Agreement that, based on an Opinion of Counsel furnished to the Trustee, is reasonably necessary (a) to ensure that the record ownership of, or any beneficial interest in, a Residual Certificate is not transferred, directly or indirectly, to a Person that is not a Permitted Transferee and (b) to provide for a means to compel the Transfer of a Residual Certificate that is held by a Person that is not a Permitted Transferee to a Holder that is a Permitted Transferee.

(d)  The preparation and delivery of all certificates and opinions referred to above in this Section 5.02 in connection with transfer shall be at the expense of the parties to such transfers.

(e)  Except as provided below, the Book-Entry Certificates shall at all times remain registered in the name of the Depository or its nominee and at all times:

(i)            registration of the Certificates may not be transferred by the Trustee except to another Depository;

(ii)          the Depository shall maintain book-entry records with respect to the Certificate Owners and with respect to ownership and transfers of such Book-Entry Certificates;

(iii)         ownership and transfers of registration of the Book-Entry Certificates on the books of the Depository shall be governed by applicable rules established by the Depository;

(iv)         the Depository may collect its usual and customary fees, charges, and expenses from its Depository Participants;

(v)           the Trustee shall deal with the Depository, Depository Participants and indirect participating firms as representatives of the Certificate Owners of the Book-Entry Certificates for purposes of exercising the rights of holders under this Agreement, and requests and directions for and votes of such representatives shall not be deemed to be inconsistent if they are made with respect to different Certificate Owners; and

(vi)         the Trustee may rely and shall be fully protected in relying upon information furnished by the Depository with respect to its Depository Participants and 

 

furnished by the Depository Participants with respect to indirect participating firms and persons shown on the books of such indirect participating firms as direct or indirect Certificate Owners.

All transfers by Certificate Owners of Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing the Certificate Owner. Each Depository Participant shall only transfer Book-Entry Certificates of Certificate Owners it represents or of brokerage firms for which it acts as agent in accordance with the Depository’s normal procedures.

If (x)

(i) the Depository or the Depositor advises the Trustee in writing that the Depository is no longer willing or able to properly discharge its responsibilities as Depository, and

(ii) the Trustee or the Depositor is unable to locate a qualified successor, or

(y) after the occurrence of an Event of Default, Certificate Owners representing at least 51% of the Certificate Balance of the Book-Entry Certificates together advise the Trustee and the Depository through the Depository Participants in writing that the continuation of a book-entry system through the Depository is no longer in the best interests of the Certificate Owners, 

then the Trustee shall notify all Certificate Owners, through the Depository, of the occurrence of any such event and of the availability of definitive, fully-registered Certificates (the “Definitive Certificates”) to Certificate Owners requesting the same. Upon surrender to the Trustee of the related Class of Certificates by the Depository, accompanied by the instructions from the Depository for registration, the Trustee shall issue the Definitive Certificates. None of the Servicer, the Depositor or the Trustee shall be liable for any delay in delivery of such instruction, and each may conclusively rely on, and shall be protected in relying on, such instructions. The Servicer shall provide the Trustee with an adequate inventory of certificates to facilitate the issuance and transfer of Definitive Certificates. Upon the issuance of Definitive
Certificates, all references herein to obligations imposed upon or to be performed by the Depository shall be deemed to be imposed upon and performed by the Trustee, to the extent applicable with respect to such Definitive Certificates, and the Trustee shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder; provided, that the Trustee shall not by virtue of its assumption of such obligations become liable to any party for any act or failure to act of the Depository.

	
             
  	
            Section 5.03
 	
            Mutilated, Destroyed, Lost or Stolen Certificates.
 

If (a) any mutilated Certificate is surrendered to the Trustee, or (b) the Trustee receives evidence to its satisfaction of the destruction, loss or theft of any Certificate and the Servicer, the NIM Insurer and the Trustee receive the security or indemnity required by them to hold each of them harmless, then, in the absence of notice to the Trustee that the Certificate has been acquired by a Protected Purchaser, and if the requirements of Section 8-406 of the UCC are met and subject to Section 8-405 of the UCC, the Trustee shall execute, countersign and deliver, in exchange for or in lieu of any mutilated, destroyed, lost or stolen Certificate, a new Certificate 

 

of like Class, tenor and Percentage Interest. In connection with the issuance of any new Certificate under this Section 5.03, the Trustee may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trustee) connected therewith. Any replacement Certificate issued pursuant to this Section 5.03 shall constitute complete and indefeasible evidence of ownership, as if originally issued, whether or not the lost, stolen or destroyed Certificate is found at any time.

	
             
  	
            Section 5.04
 	
            Persons Deemed Owners.
 

The Servicer, the Trustee, the NIM Insurer and any agent of the Servicer or the Trustee may treat the Person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions as provided in this Agreement and for all other purposes whatsoever, and none of the Servicer, the Trustee, the NIM Insurer or any agent of the Servicer or the Trustee shall be affected by any notice to the contrary.

	
             
  	
            Section 5.05
 	
            Access to List of Certificateholders’ Names and Addresses.
 

If three or more Certificateholders and/or Certificate Owners (a) request such information in writing from the Trustee, (b) state that those Certificateholders and/or Certificate Owners desire to communicate with other Certificateholders and/or Certificate Owners with respect to their rights under this Agreement or under the Certificates and (c) provide a copy of the communication that those Certificateholders and/or Certificate Owners propose to transmit, or if the Depositor or Servicer requests such information in writing from the Trustee, then the Trustee shall, within ten (10) Business Days after the receipt of the request, provide the Depositor, the Servicer or those Certificateholders and/or Certificate Owners at the recipients’ expense the most recent list of the Certificateholders of the Trust Fund held by the Trustee. The Depositor and every Certificateholder, by receiving and
holding a Certificate, agree that the Trustee shall not be held accountable because of the disclosure of any such information as to the list of the Certificateholders and/or Certificate Owners hereunder, regardless of the source from which the information was derived.

	
             
  	
            Section 5.06
 	
            Maintenance of Office or Agency.
 

The Trustee will maintain at its expense an office or agency in the United States. Currently, that office is located at DB Services Tennessee, 648 Grassmere Park Road, Nashville, Tennessee 37211-3658, Attention: Transfer Unit, where Certificates may be surrendered for registration of transfer or exchange. The Trustee will give prompt written notice to the Certificateholders of any change in the location of its office or agency.

 

 

ARTICLE VI

 

THE DEPOSITOR AND THE SERVICER

	
             
  	
            Section 6.01
 	
            Respective Liabilities of the Depositor and the Servicer.
 

The Depositor and the Servicer shall each be liable in accordance herewith only to the extent of the obligations specifically and respectively imposed upon and undertaken by them herein.

	
             
  	
            Section 6.02
 	
            Merger or Consolidation of the Depositor or the Servicer.
 

The Depositor and the Servicer will each keep in full effect its existence, rights and franchises as a corporation or federal savings bank, as the case may be, under the laws of the United States or under the laws of one of the states thereof and will each obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement, or any of the Mortgage Loans and to perform its respective duties under this Agreement.

Any Person into which the Depositor or the Servicer may be merged or consolidated, or any Person resulting from any merger or consolidation to which the Depositor or the Servicer shall be a party, or any person succeeding to the business of the Depositor or the Servicer, shall be the successor of the Depositor or the Servicer, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding. The successor or surviving Person to the Servicer must be qualified to sell mortgage loans to, and to service mortgage loans on behalf of, FNMA or FHLMC.

	
             
  	
            Section 6.03
 	
            Limitation on Liability of the Depositor, the Seller, the Servicer, and Others.
 

None of the Depositor, the Seller, the Servicer, the NIM Insurer or any of the directors, officers, employees, or agents of the Depositor, the Seller, the NIM Insurer, or the Servicer shall be liable to the Certificateholders for any action taken or for refraining from taking any action in good faith pursuant to this Agreement, or for errors in judgment. This provision shall not protect the Depositor, the Seller, the Servicer, or any such person against any breach of representations or warranties made by it herein or protect the Depositor, the Seller, the Servicer, or any such person from any liability that would otherwise be imposed for willful misfeasance, bad faith, or gross negligence in the performance of duties or because of reckless disregard of obligations and duties hereunder.

The Depositor, the Seller, the Servicer, the NIM Insurer and any director, officer, employee, or agent of the Depositor, the Seller, the NIM Insurer, or the Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder.

The Depositor, the NIM Insurer, the Seller, the Servicer and any director, officer, employee, or agent of the Depositor, the Seller, the NIM Insurer or the Servicer shall be indemnified by the Trust Fund for any loss, liability, or expense incurred in connection with any audit, controversy, or judicial proceeding relating to a governmental taxing authority or any legal action relating to this Agreement or the Certificates, other than any loss, liability, or 

 

expense related to any specific Mortgage Loans (except any loss, liability, or expense otherwise reimbursable pursuant to this Agreement) and any loss, liability, or expense incurred because of willful misfeasance, bad faith, or gross negligence in the performance of duties hereunder or because of reckless disregard of duties hereunder.

None of the Depositor, the Seller or the Servicer shall be under any obligation to appear in, prosecute or defend any legal action that is not incidental to its respective duties hereunder and which in its opinion may involve it in any expense or liability; provided, however, that any of the Depositor, the Seller or the Servicer may in its discretion undertake any such legal action that it may deem appropriate in respect of this Agreement and the rights and duties of the parties hereto and interests of the Trustee and the Certificateholders hereunder or with respect to the Mortgage Loans.  In such event, the legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust Fund, and the Depositor, the Seller, and the Servicer shall be entitled to be reimbursed therefor out of the Certificate Account.

	
             
  	
            Section 6.04
 	
            Limitation on Resignation of the Servicer.
 

The Servicer shall not resign from the obligations hereby imposed on it except (a) upon appointment of a successor servicer that is reasonably acceptable to the Trustee and the NIM Insurer and receipt by the Trustee of a letter from each Rating Agency that the resignation and appointment will not result in a downgrading of the rating of any of the Certificates or (b) upon determination that its duties hereunder are no longer permissible under applicable law. Any such determination under clause (b) permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to that effect delivered to the Trustee. No such resignation shall become effective until the Trustee or a successor Servicer shall have assumed the Servicer’s obligations hereunder.

	
             
  	
            Section 6.05
 	
            Inspection.
 

The Servicer, in its capacity as Servicer, shall afford the Trustee and the NIM Insurer, upon reasonable advance notice, during normal business hours, access to all records maintained by the Servicer in respect of its rights and obligations hereunder and access to officers of the Servicer responsible for such obligations. Upon request, the Servicer shall furnish to the Trustee and the NIM Insurer its most recent publicly available financial statements and any other information relating to its capacity to perform its obligations under this Agreement reasonably requested by the NIM Insurer.

 

 

ARTICLE VII

 

DEFAULT

	
             
  	
            Section 7.01
 	
            Events of Default.
 

“Event of Default,” wherever used herein, means any one of the following events:

(a)  any failure by the Servicer to deposit in the Certificate Account or remit to the Trustee any payment (other than a payment required to be made under Section 4.01) required to be made by it under this Agreement, which failure continues unremedied for five days after the date on which written notice of the failure has been given to the Servicer by the Trustee, the NIM Insurer, or the Depositor, or to the Servicer, the NIM Insurer, and the Trustee by the Holders of Certificates of any Class evidencing not less than 25% of the aggregate Percentage Interests of the Class; or

(b)  any failure by the Servicer to observe or perform in any material respect any other of the covenants or agreements on the part of the Servicer contained in this Agreement, which failure materially affects the rights of Certificateholders and continues unremedied for a period of sixty (60) days after the date on which written notice of such failure shall have been given to the Servicer by the Trustee, the NIM Insurer, or the Depositor, or to the Servicer, the NIM Insurer, and the Trustee by the Holders of Certificates of any Class evidencing not less than 25% of the Percentage Interests of the Class; provided that the sixty day cure period shall not apply to the initial delivery of the Mortgage File for Delayed Delivery Mortgage Loans nor the failure to repurchase or substitute in lieu thereof; or

(c)  a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a receiver, conservator or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of sixty (60) consecutive days; or

(d)  the Servicer shall consent to the appointment of a receiver, conservator or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities, or similar proceedings of or relating to the Servicer or all or substantially all of the property of the Servicer; or

(e)  the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of, or commence a voluntary case under, any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or

(f)  the Servicer shall fail (i) to make an Advance on the Servicer Advance Date or (ii) to reimburse in full the Trustee within two days of the Servicer Advance Date for any Advance made by the Trustee pursuant to Section 4.01(b).

If an Event of Default described in clauses (a) through (f) of this Section 7.01 shall occur, then, and in each and every such case, so long as such Event of Default shall not have been remedied, the Trustee may, or at the direction of the NIM Insurer or the Holders of 

 

Certificates of any Class evidencing not less than 662/3% of the Percentage Interests of the Class, the Trustee shall by notice in writing to the Servicer (with a copy to each Rating Agency), terminate all of the rights and obligations of the Servicer under this Agreement and in the Mortgage Loans and the proceeds thereof, other than its rights as a Certificateholder hereunder. On and after the receipt by the Servicer of such written notice, all authority and power of the Servicer hereunder, whether with respect to the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee. The Trustee shall make any Advance that the Servicer failed to make, whether or not the obligations of the Servicer have been terminated pursuant to this Section.

The Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Servicer, as attorney-in-fact or otherwise, any documents and other instruments, and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement or assignment of the Mortgage Loans and related documents, or otherwise. Unless expressly provided in such written notice, no such termination shall affect any obligation of the Servicer to pay amounts owed pursuant to Article VIII. The Servicer agrees to cooperate with the Trustee in effecting the termination of the Servicer’s responsibilities and rights hereunder, including the transfer to the Trustee of all cash amounts that shall at the time be credited to the Certificate Account, or thereafter be received with respect to the Mortgage Loans.
If the Servicer fails to make any Advance required under Section 4.01 of this Agreement, thereby triggering an Event of Default described in clause (f) of this Section 7.01, the Trustee shall make such Advance on that Distribution Date.

Notwithstanding any termination of the activities of the Servicer hereunder, the Servicer shall be entitled to receive, out of any late collection of a Scheduled Payment on a Mortgage Loan that was due before the notice terminating the Servicer’s rights and obligations as Servicer hereunder and received after the notice, that portion thereof to which the Servicer would have been entitled pursuant to Sections 3.09(a)(i) through (v) and (vii), and any other amounts payable to the Servicer hereunder the entitlement to which arose before the termination of its activities hereunder.

	
             
  	
            Section 7.02
 	
            Trustee to Act; Appointment of Successor.
 

On and after the time the Servicer receives a notice of termination pursuant to Section 7.01, the Trustee shall, subject to and to the extent provided in Section 3.05, be the successor to the Servicer in its capacity as Servicer under this Agreement and the transactions provided for herein and shall be subject to all the responsibilities, duties and liabilities (other than any liabilities incurred by the Servicer prior to its termination hereunder) relating thereto placed on the Servicer by the terms hereof and applicable law, including the obligation to make Advances pursuant to Section 4.01. As compensation therefor, the Trustee shall be entitled to all funds relating to the Mortgage Loans that the Servicer would have been entitled to charge to the Certificate Account or Distribution Account if the Servicer had continued to act hereunder.

Notwithstanding the foregoing, if the Trustee has become the successor to the Servicer in accordance with Section 7.01, the Trustee may, if it shall be unwilling to so act, or shall, if it is prohibited by applicable law from making Advances pursuant to Section 4.01 or if it is otherwise unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution reasonably acceptable to the NIM Insurer (as evidenced by the prior written consent of the NIM Insurer), the appointment of which does not adversely affect the then current rating of the Certificates and the NIM Insurer guaranteed notes 

 

by each Rating Agency, as the successor to the Servicer hereunder in the assumption of all or any part of the obligations of the Servicer hereunder.

Any successor to the Servicer shall be an institution that is a FNMA and FHLMC approved seller/servicer in good standing, that has a net worth of at least $15,000,000, that is willing to service the Mortgage Loans and that executes and delivers to the Depositor and the Trustee an agreement accepting such delegation and assignment, containing an assumption by it of the rights and obligations of the Servicer (other than liabilities of the Servicer under Section 6.03 incurred before termination of the Servicer under Section 7.01), with like effect as if originally named as a party to this Agreement; provided, that each Rating Agency acknowledges that its rating of the Certificates in effect immediately before the assignment and delegation will not be qualified or reduced as a result of the assignment and delegation.

Pending appointment of a successor to the Servicer hereunder, the Trustee, unless the Trustee is prohibited by law from so acting, shall, subject to Section 3.05, act in such capacity as hereinabove provided. In connection with such appointment and assumption, the Trustee may make such arrangements for the compensation of the successor out of payments on Mortgage Loans as it and the successor shall agree. No such compensation shall exceed the Servicing Fee Rate. The Trustee and the successor shall take any action, consistent with this Agreement, necessary to effectuate the succession.

Neither the Trustee nor any other successor Servicer shall be deemed to be in default hereunder because of any failure to make, or any delay in making, any distribution hereunder or any portion thereof or any failure to perform, or any delay in performing, any duties hereunder, in either case caused by the failure of the Servicer to deliver or provide, or any delay in delivering or providing, any cash, information, documents or records to it. The appointment of a successor Servicer shall not affect any liability of the predecessor Servicer that my have arisen under this Agreement before its termination as Servicer to pay any deductible under an insurance policy, to indemnify any person, or otherwise, nor shall any successor Servicer be liable for any acts or omissions of the predecessor Servicer or for any breach by the Servicer of any of its representations and warranties contained in this Agreement.

In connection with the termination or resignation of the Servicer hereunder, either (i) the successor Servicer, including the Trustee if the Trustee is acting as successor Servicer, shall represent and warrant that it is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the Mortgage Loans that are registered with MERS, or (ii) the predecessor Servicer shall cooperate with the successor Servicer either (x) in causing MERS to execute and deliver an assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Servicer or (y) in
causing MERS to designate on the MERS® System the successor Servicer as the servicer of such Mortgage Loan.  The predecessor Servicer shall file or cause to be filed any such assignment in the appropriate recording office.  The successor Servicer shall cause such assignment to be delivered to the Trustee promptly upon receipt of the original with evidence of recording thereon or a copy certified by the public recording office in which such assignment was recorded.

Any successor to the Servicer as Servicer shall give notice of the change of servicer to the NIM Insurer and the Mortgagors and shall, during the term of its service as Servicer, 

 

maintain in force the policy or policies that the Servicer is required to maintain pursuant to Section 6.05.

	
             
  	
            Section 7.03
 	
            Notification to Certificateholders.
 

(a)  Upon any termination of or appointment of a successor to the Servicer, the Trustee shall give prompt written notice thereof to Certificateholders and each Rating Agency.

(b)  Within sixty (60) days after the occurrence of any Event of Default, the Trustee shall transmit by mail to all Certificateholders and each Rating Agency notice of each Event of Default hereunder known to the Trustee, unless the Event of Default has been cured or waived.

 

 

ARTICLE VIII

 

CONCERNING THE TRUSTEE AND THE SUPPLEMENTAL INTEREST TRUST ADMINISTRATOR

	
             
  	
            Section 8.01
 	
            Duties of the Trustee and the Supplemental Interest Trust Administrator.
 

The Trustee, before the occurrence of an Event of Default and after the curing of all Events of Default that may have occurred, and the Supplemental Interest Trust Administrator shall undertake to perform such duties and only the duties specifically set forth in this Agreement. If an Event of Default has occurred and remains uncured, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs.

Each of the Trustee and the Supplemental Interest Trust Administrator, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee or the Supplemental Interest Trust Administrator, as applicable, that are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they are in the form required by this Agreement. If any such instrument is found not to conform to the requirements of this Agreement in a material manner, the Trustee or the Supplemental Interest Trust Administrator, as applicable, shall take any action it deems appropriate to have the instrument corrected, and if the instrument is not corrected to the Trustee’s or the Supplemental Interest Trust Administrator’s satisfaction, the Trustee or the Supplemental Interest Trust
Administrator, as applicable, shall notify the Certificateholders of the defect. Neither the Trustee nor the Supplemental Interest Trust Administrator shall be responsible for the accuracy or content of any resolution, certificate, statement, opinion, report, document, order or other instrument.

No provision of this Agreement shall be construed to relieve the Trustee or the Supplemental Interest Trust Administrator from liability for its own negligent action, its own negligent failure to act, or its own willful misconduct.

Unless an Event of Default known to the Trustee has occurred and is continuing:

(a)  the duties and obligations of the Trustee shall be determined solely by the express provisions of this Agreement, the Trustee shall not be liable except for the performance of the duties specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee, and the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee and conforming to the requirements of this Agreement that it believed in good faith to be genuine and to have been duly executed by the proper authorities respecting any matters arising hereunder;

(b)  the Trustee shall not be liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee, unless it is finally proven that the Trustee was negligent in ascertaining the pertinent facts; and

(c)  the Trustee shall not be liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the NIM 

 

Insurer or Holders of Certificates evidencing not less than 25% of the Voting Rights of Certificates relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising any trust or power conferred upon the Trustee under this Agreement.

	
             
  	
            Section 8.02
 	
            Certain Matters Affecting the Trustee and the Supplemental Interest Trust Administrator.
 

Except as otherwise provided in Section 8.01:

(a)  each of the Trustee and the Supplemental Interest Trust Administrator may request and rely upon and shall be protected in acting or refraining from acting upon any resolution, Officer’s Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document believed by it to be genuine and to have been signed or presented by the proper party or parties and neither the Trustee nor the Supplemental Interest Trust Administrator shall have any responsibility to ascertain or confirm the genuineness of any signature of any such party or parties;

(b)  each of the Trustee and the Supplemental Interest Trust Administrator may consult with counsel, financial advisers or accountants and the advice of any such counsel, financial advisers or accountants, and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance with such Opinion of Counsel;

(c)  neither the Trustee nor the Supplemental Interest Trust Administrator shall be liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;

(d)  neither the Trustee nor the Supplemental Interest Trust Administrator shall be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or document, unless requested in writing so to do by the NIM Insurer or Holders of Certificates evidencing not less than 25% of the Voting Rights allocated to each Class of Certificates;

(e)  each of the Trustee and the Supplemental Interest Trust Administrator may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents, accountants, or attorneys, and neither the Trustee nor the Supplemental Interest Trust Administrator shall be responsible for any misconduct or negligence on the part of any agents, accountants or attorneys appointed with due care by it hereunder;

(f)  neither the Trustee nor the Supplemental Interest Trust Administrator shall be required to risk or expend its own funds or otherwise incur any financial liability in the performance of any of its duties or in the exercise of any of its rights or powers hereunder if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such risk or liability is not assured to it;

 

 

(g)  neither the Trustee nor the Supplemental Interest Trust Administrator shall be liable for any loss on any investment of funds pursuant to this Agreement (other than as issuer of the investment security);

(h)  the Trustee shall not be deemed to have knowledge of an Event of Default or Swap Provider Trigger Event until a Responsible Officer of the Trustee or the Supplemental Interest Trust Administrator, as applicable, shall have received written notice thereof; 

(i)  neither the Trustee nor the Supplemental Interest Trust Administrator need exercise any of the trusts, rights or powers vested in it by this Agreement or to institute, conduct or defend any litigation in connection with this Agreement at the request, order or direction of the NIM Insurer or any of the Certificateholders pursuant to this Agreement unless the NIM Insurer or the Certificateholders shall have offered to the Trustee or the Supplemental Interest Trust Administrator, as applicable, reasonable security or indemnity satisfactory to the Trustee or the Supplemental Interest Trust Administrator, as applicable, against the costs, expenses and liabilities that may be incurred in connection therewith;

(j)  the Trustee or its Affiliates are permitted to receive additional compensation that could be deemed to be in the Trustee’s economic self-interest for (i) serving as investment adviser, administrator, shareholder, servicing agent, custodian or sub-custodian with respect to certain of the Permitted Investments, (ii) using Affiliates to effect transactions in certain Permitted Investments and (iii) effecting transactions in certain Permitted Investments.  The Trustee does not guarantee the performance of any Permitted Investments; and

(k)  neither the Trustee nor the Supplemental Interest Trust Administrator shall knowingly take any action that would cause the Trust Fund to fail to qualify as a qualifying special purpose entity.

To help fight the funding of terrorism and money laundering activities, the Trustee will obtain, verify, and record information that identifies individuals or entities that establish a relationship or open an account with the Trustee.  The Trustee will ask for the name, address, tax identification number and other information that will allow the Trustee to identify the individual or entity who is establishing the relationship or opening the account.  The Trustee may also ask for formation documents such as articles of incorporation, an offering memorandum, or other identifying documents to be provided.

	
             
  	
            Section 8.03
 	
            Trustee and Supplemental Interest Trust Administrator Not Liable for Certificates or Mortgage Loans.
 

The recitals contained herein and in the Certificates shall be taken as the statements of the Depositor or the Seller, as the case may be, and neither the Trustee nor the Supplemental Interest Trust Administrator assumes any responsibility for their correctness. Neither the Trustee nor the Supplemental Interest Trust Administrator makes any representations as to the validity or sufficiency of this Agreement, the Certificates, any Mortgage Loan or related document or MERS or the MERS® System other than with respect to the Trustee’s execution and countersignature of the Certificates. Neither the Trustee nor the Supplemental Interest Trust Administrator shall be accountable for the use or application by the Depositor or the Servicer of 

 

any funds paid to the Depositor or the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Certificate Account by the Depositor or the Servicer.

Except as provided in Section 2.01(c), the Trustee shall have no responsibility for filing or recording any financing or continuation statement in any public office at any time or to otherwise perfect or maintain the perfection of any security interest or lien granted to it hereunder (unless the Trustee shall have become the successor Servicer).

The Trustee executes the Certificates not in its individual capacity but solely as Trustee of the Trust Fund created by this Agreement, in the exercise of the powers and authority conferred and vested in it by this Agreement. Each of the undertakings and agreements made on the part of the Trustee on behalf of the Trust Fund in the Certificates is made and intended not as a personal undertaking or agreement by the Trustee but is made and intended for the purpose of binding only the Trust Fund.

	
             
  	
            Section 8.04
 	
            Trustee and Supplemental Interest Trust Administrator May Own Certificates.
 

Each of the Trustee and the Supplemental Interest Trust Administrator, in its individual or any other capacity, may become the owner or pledgee of Certificates with the same rights as it would have if it were not the Trustee or the Supplemental Interest Trust Administrator, as applicable.

	
             
  	
            Section 8.05
 	
            Trustee’s Fees and Expenses.
 

As compensation for its activities under this Agreement as Trustee and Supplemental Interest Trust Administrator, the Trustee may withdraw from the Distribution Account on each Distribution Date the Trustee Fee for the Distribution Date. The Trustee and the Supplemental Interest Trust Administrator and any director, officer, employee or agent of the Trustee or the Supplemental Interest Trust Administrator, as applicable, shall be indemnified by the Seller against any loss, liability or expense (including reasonable attorney’s fees) resulting from any error in any tax or information return prepared by the Servicer or incurred in connection with any claim or legal action relating to:

	
             
 	
            (a)
 	
            this Agreement;
 	
             

	
             
 	
            (b)
 	
            the Certificates; or
 

(c)           the performance of any of the Trustee’s or the Supplemental Interest Trust Administrator’s duties under this Agreement;

other than any loss, liability or expense incurred because of willful misfeasance, bad faith or negligence in the performance of any of the Trustee’s or the Supplemental Interest Trust Administrator’s duties under this Agreement. This indemnity shall survive the termination of this Agreement or the resignation or removal of the Trustee or the Supplemental Interest Trust Administrator under this Agreement. Without limiting the foregoing, except as otherwise agreed upon in writing by the Depositor and the Trustee or the Supplemental Interest Trust Administrator, as applicable, and except for any expense, disbursement or advance arising from the Trustee’s or the Supplemental Interest Trust Administrator’s negligence, bad faith or willful 

 

misconduct, the Seller shall pay or reimburse the Trustee or the Supplemental Interest Trust Administrator, as applicable, for all reasonable expenses, disbursements and advances incurred or made by the Trustee or the Supplemental Interest Trust Administrator, as applicable, in accordance with this Agreement with respect to:

(A)  the reasonable compensation, expenses and disbursements of its counsel not associated with the closing of the issuance of the Certificates;

(B)  the reasonable compensation, expenses and disbursements of any accountant, engineer or appraiser that is not regularly employed by the Trustee or the Supplemental Interest Trust Administrator, to the extent that the Trustee or the Supplemental Interest Trust Administrator must engage them to perform services under this Agreement; and

(C)  printing and engraving expenses in connection with preparing any Definitive Certificates.

Except as otherwise provided in this Agreement, neither the Trustee nor the Supplemental Interest Trust Administrator shall be entitled to payment or reimbursement for any routine ongoing expenses incurred by the Trustee or the Supplemental Interest Trust Administrator, as applicable, in the ordinary course of its duties as Trustee, Supplemental Interest Trust Administrator, Registrar or Paying Agent under this Agreement or for any other expenses.

	
             
  	
            Section 8.06
 	
            Eligibility Requirements for the Trustee and the Supplemental Interest Trust Administrator.
 

Each of the Trustee and the Supplemental Interest Trust Administrator hereunder shall at all times be a corporation or association organized and doing business under the laws of a state or the United States of America, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000, subject to supervision or examination by federal or state authority and with a credit rating that would not cause any of the Rating Agencies to reduce their respective then-current ratings of the Certificates (or, having provided such security from time to time, as is sufficient to avoid such reduction) as evidenced in writing by each Rating Agency. If such corporation or association publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this
Section 8.06 the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as disclosed in its most recent report of condition so published. If at any time the Trustee or the Supplemental Interest Trust Administrator, as applicable, ceases to be eligible in accordance with this Section 8.06, the Trustee or the Supplemental Interest Trust Administrator, as applicable, shall resign immediately in the manner and with the effect specified in Section 8.07. The entities serving as Trustee and Supplemental Interest Trust Administrator may have normal banking and trust relationships with the Depositor and its affiliates or the Servicer and its affiliates. Neither the Trustee nor the Supplemental Interest Trust Administrator may be an affiliate of the Seller, the Depositor or the Servicer, other than the Trustee in its role as successor to the Servicer. The principal office of the Trustee and the Supplemental Interest Trust
Administrator (other than the initial Trustee and Supplemental Interest Trust Administrator) shall be in a state with respect to which an Opinion of Counsel has been delivered to the Trustee or the Supplemental Interest Trust Administrator, as applicable, at the 

 

time such party is appointed Trustee or Supplemental Interest Trust Administrator, as applicable, to the effect that the Trust will not be a taxable entity under the laws of that state.

	
             
  	
            Section 8.07
 	
            Resignation and Removal of the Trustee and the Supplemental Interest Trust Administrator.
 

Each of the Trustee and the Supplemental Interest Trust Administrator may at any time resign and be discharged from the trusts hereby created by giving written notice of resignation to the Depositor, the Servicer and each Rating Agency not less than sixty (60) days before the date specified in the notice, when, subject to Section 8.08, the resignation is to take effect, and acceptance by a successor trustee in accordance with Section 8.08 meeting the qualifications in Section 8.06. If no successor trustee meeting those qualifications shall have been so appointed and have accepted appointment within thirty (30) days after the notice of resignation, the resigning Trustee or Supplemental Interest Trust Administrator, as applicable,  may petition any court of competent jurisdiction for the appointment of a successor trustee or supplemental interest trust administrator reasonably acceptable to
the NIM Insurer.

If at any time the Trustee or the Supplemental Interest Trust Administrator shall cease to be eligible in accordance with Section 8.06 and shall fail to resign after written request thereto by the NIM Insurer or the Depositor, or if at any time the Trustee or the Supplemental Interest Trust Administrator shall become incapable of acting, or shall be adjudged as bankrupt or insolvent, or a receiver of the Trustee or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or the Supplemental Interest Trust Administrator, as applicable, or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, or a tax is imposed with respect to the Trust Fund by any state in which the Trustee, the Supplemental Interest Trust Administrator or the Trust Fund is located and the imposition of the tax would be avoided by the
appointment of a different trustee or administrator, as applicable, then the Depositor, the NIM Insurer or the Servicer may remove the Trustee or the Supplemental Interest Trust Administrator, as applicable, and appoint a successor trustee or supplemental interest trust administrator reasonably acceptable to the NIM Insurer by written instrument, in triplicate, one copy of which shall be delivered to the Trustee or the Supplemental Interest Trust Administrator, as applicable, one copy to the Servicer and one copy to the successor trustee or supplemental interest trust administrator.

The NIM Insurer or the Holders of Certificates (other than the Servicer, Seller, Depositor or any affiliates or agents thereof) entitled to at least 51% of the Voting Rights may at any time remove the Trustee and appoint a successor trustee or supplemental interest trust administrator by written instrument or instruments, in triplicate, signed by the NIM Insurer or the Holders or their attorneys-in-fact duly authorized, as the case may be, one complete set of which shall be delivered by the successor Trustee or Supplemental Interest Trust Administrator, as applicable, to the Servicer, one complete set to the Trustee or the Supplemental Interest Trust Administrator so removed, and one complete set to the successor so appointed. The successor trustee or supplemental interest trust administrator, as applicable, shall notify each Rating Agency of any removal of the Trustee or the Supplemental
Interest Trust Administrator.

Any resignation or removal of the Trustee or the Supplemental Interest Trust Administrator and appointment of a successor trustee or supplemental interest trust administrator, as applicable, pursuant to this Section 8.07 shall become effective upon acceptance of appointment by the successor trustee or supplemental interest trust administrator as provided in Section 8.08.

 

 

	
             
  	
            Section 8.08
 	
            Successor Trustee or Supplemental Interest Trust Administrator.
 

Any successor trustee or supplemental interest trust administrator appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the Depositor, its predecessor trustee or administrator and the Servicer an instrument accepting its appointment hereunder and thereupon the resignation or removal of the predecessor trustee or administrator shall become effective and the successor trustee or supplemental interest trust administrator, without any further act, deed or conveyance, shall become fully vested with all the rights and obligations of its predecessor hereunder, with the like effect as if originally named as Trustee or Supplemental Interest Trust Administrator herein. The Depositor, the Servicer and the predecessor trustee or administrator, as applicable, shall execute and deliver such instruments and do such other things as may reasonably be required for more fully and
certainly vesting and confirming in the successor trustee or supplemental interest trust administrator, as applicable, all such rights and obligations.

No successor trustee or supplemental interest trust administrator shall accept appointment as provided in this Section 8.08 unless at the time of its acceptance, the successor trustee or supplemental interest trust administrator is eligible under Section 8.06, is reasonably acceptable to the NIM Insurer, and its appointment does not adversely affect the then current rating of the Certificates.

Upon acceptance of appointment by a successor trustee or supplemental interest trust administrator as provided in this Section 8.08, the Depositor shall mail notice of the succession of such trustee or administrator hereunder to the NIM Insurer and all Holders of Certificates. If the Depositor fails to mail the notice within ten (10) days after acceptance of appointment by the successor trustee or supplemental interest trust administrator, the successor trustee or supplemental interest trust administrator, as applicable, shall cause the notice to be mailed at the expense of the Depositor.

	
             
  	
            Section 8.09
 	
            Merger or Consolidation of the Trustee or the Supplemental Interest Trust Administrator.
 

Any corporation into which the Trustee or the Supplemental Interest Trust Administrator may be merged or converted or with which it may be consolidated or any corporation resulting from any merger, conversion, or consolidation to which the Trustee or the Supplemental Interest Trust Administrator shall be a party, or any corporation succeeding to the business of the Trustee or the Supplemental Interest Trust Administrator, shall be the successor of the Trustee or the Supplemental Interest Trust Administrator, as applicable, hereunder if the successor corporation is eligible under Section 8.06 without the execution or filing of any paper or further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.

	
             
  	
            Section 8.10
 	
            Appointment of Co-Trustee or Separate Trustee.
 

Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust Fund or property securing any Mortgage Note may at the time be located, the Servicer and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee and reasonably acceptable to the NIM Insurer to act as co-trustee or co-trustees jointly with the Trustee, or separate trustee or separate trustees, of all or any part of the Trust Fund, and to vest in them, in such capacity and for the benefit of the 

 

Certificateholders, such title to the Trust Fund or any part thereof, whichever is applicable, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Servicer and the Trustee may consider appropriate. If the Servicer shall not have joined in such appointment within fifteen (15) days after the receipt by it of a request to do so, or in the case an Event of Default shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 8.06 and no notice to Certificateholders of the appointment of any co-trustee or separate trustee shall be required under Section 8.08.

Every separate trustee and co-trustee shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:

(a)  To the extent necessary to effectuate the purposes of this Section 8.10, all rights and obligations conferred or imposed upon the Trustee, except for the obligation of the Trustee under this Agreement to advance funds on behalf of the Servicer, shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly (it being understood that such separate trustee or co-trustee is not authorized to act separately without the Trustee joining in such act), except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights and obligations (including holding title to the applicable Trust Fund or
any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trustee or co-trustee, but solely at the direction of the Trustee;

(b)  No trustee hereunder shall be held personally liable because of any act or omission of any other trustee hereunder and such appointment shall not, and shall not be deemed to, constitute any such separate trustee or co-trustee as agent of the Trustee;

(c)  The Trustee, with the consent of the NIM Insurer, may at any time accept the resignation of or remove any separate trustee or co-trustee; and

(d)  The Servicer, and not the Trustee, shall be liable for the payment of reasonable compensation, reimbursement, and indemnification to any such separate trustee or co-trustee.

Any notice, request, or other writing given to the Trustee shall be deemed to have been given to each of the separate trustees and co-trustees, when and as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trusts conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee and a copy thereof given to the Servicer and the Depositor.

Any separate trustee or co-trustee may, at any time, constitute the Trustee its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any 

 

lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign, or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee, to the extent permitted by law, without the appointment of a new or successor trustee.

	
             
  	
            Section 8.11
 	
            Tax Matters.
 

It is intended that the assets with respect to which any REMIC election pertaining to the Trust Fund is to be made, as described in the Preliminary Statement, shall constitute, and that the conduct of matters relating to such assets shall be such as to qualify such assets as, a “real estate mortgage investment conduit” as defined in and in accordance with the REMIC Provisions. In furtherance of such intention, the Trustee covenants and agrees that it shall act as agent (and the Trustee is hereby appointed to act as agent) on behalf of any REMIC created hereunder and that in such capacity it shall:

(a)  prepare and file in a timely manner, a U.S. Real Estate Mortgage Investment Conduit Income Tax Return (Form 1066 or any successor form adopted by the Internal Revenue Service) and prepare and file with the Internal Revenue Service and applicable state or local tax authorities income tax or information returns for each taxable year with respect to each REMIC created hereunder described in the Preliminary Statement containing such information and at the times and in the manner as may be required by the Code or state or local tax laws, regulations or rules, and furnish to Certificateholders the schedules, statements or information at such times and in such manner as may be required thereby;

(b)  within thirty (30) days of the Closing Date, furnish to the Internal Revenue Service, on Forms 8811 or as otherwise may be required by the Code, the name, title, address and telephone number of the person that the holders of the Certificates may contact for tax information relating thereto, together with such additional information as may be required by such Form 8811, and update such information at the time or times in the manner required by the Code;

(c)  make an election that each REMIC created under this Agreement be treated as a REMIC on the federal tax return for its first taxable year (and, if necessary, under applicable state law);

(d)  prepare and forward to the Certificateholders and to the Internal Revenue Service and, if necessary, state tax authorities, all information returns and reports as and when required to be provided to them in accordance with the REMIC Provisions, including the calculation of any original issue discount using the prepayment assumptions set forth in “Yield, Prepayment and Maturity Considerations-Structuring Assumptions” in the Prospectus Supplement;

(e)  provide information necessary for the computation of tax imposed on the transfer of a Residual Certificate to a Person that is not a Permitted Transferee, or an agent (including a broker, nominee or other middleman) of a Non-Permitted Transferee, or a pass-through entity in which a Non-Permitted Transferee is the record holder of an interest (the reasonable cost of computing and furnishing such information may be charged to the Person liable for such tax);

 

 

(f)  to the extent that they are under its control, conduct matters relating to such assets at all times that any Certificates are outstanding so as to maintain the status of any REMIC created hereunder as a REMIC under the REMIC Provisions;

(g)  pay, from the sources specified in the last paragraph of this Section 8.11, the amount of any federal or state tax, including prohibited transaction taxes as described below, imposed on any REMIC created under this Agreement before its termination when and as the same shall be due and payable (but such obligation shall not prevent the Trustee or any other appropriate Person from contesting any such tax in appropriate proceedings and shall not prevent the Trustee from withholding payment of such tax, if permitted by law, pending the outcome of such proceedings);

(h)  ensure that federal, state or local income tax or information returns shall be signed by the Trustee or such other person as may be required to sign such returns by the Code or state or local laws, regulations or rules;

(i)  maintain records relating to each REMIC created under this Agreement, including the income, expenses, assets and liabilities thereof and the fair market value and adjusted basis of the assets determined at such intervals as may be required by the Code, as may be necessary to prepare the foregoing returns, schedules, statements or information; 

(j)  as and when necessary and appropriate, represent any REMIC created under this Agreement in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC created under this Agreement, enter into settlement agreements with any governmental taxing agency, extend any statute of limitations relating to any tax item of any REMIC created under this Agreement, and otherwise act on behalf of any REMIC created under this Agreement in relation to any tax matter or controversy involving it; and

(k)  none of the Depositor, Servicer or the Trustee shall knowingly or intentionally take any action or omit to take any action that would cause the termination of any REMIC, or result in the imposition of any non-indemnification taxes on any REMIC, created under this Agreement.

(l)  The Holder of the Class R Certificate at any time holding the largest Percentage Interest thereof shall be the “tax matters person” as defined in the REMIC Provisions (the related “Tax Matters Person”) with respect to REMIC I, REMIC II and REMIC III and shall act as Tax Matters Person for REMIC I, REMIC II and REMIC III.  The Holder of the Class R-X Certificate at any time holding the largest Percentage Interest thereof shall be the Tax Matters Person with respect to REMIC IV, REMIC V and REMIC VI and shall act as Tax Matters Person for REMIC IV, REMIC V and REMIC VI.  The Trustee, as agent for the Tax Matters Person, shall perform on behalf of each REMIC all reporting and other tax compliance duties that are the responsibility of such REMIC under the Code, the REMIC Provisions, or other compliance guidance issued by the Internal Revenue Service
or any state or local taxing authority. Among its other duties, if required by the Code, the REMIC Provisions, or other such guidance, the Trustee, as agent for the Tax Matters Person, shall provide (i) to the Treasury or other governmental authority such information as is necessary for the application of any tax relating to the transfer of a Residual 

 

Certificate to any disqualified person or organization and (ii) to the Certificateholders such information or reports as are required by the Code or REMIC Provisions.  The Trustee, as agent for the Tax Matters Person, shall represent each REMIC in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC, enter into settlement agreements with any government taxing agency, extend any statute of limitations relating to any item of any REMIC and otherwise act on behalf of any REMIC in relation to any tax matter involving the Trust.

To enable the Trustee to perform its duties under this Agreement, the Depositor shall provide to the Trustee within ten (10) days after the Closing Date all information or data that the Trustee requests in writing and determines to be relevant for tax purposes to the valuations and offering prices of the Certificates, including the price, yield, prepayment assumption and projected cash flows of the Certificates and the Mortgage Loans. Moreover, the Depositor shall provide information to the Trustee concerning the value to each Class of Certificates of the right to receive Net WAC Cap Carry Forward Amounts from the Excess Reserve Fund Account. Thereafter, the Depositor shall provide to the Trustee promptly upon written request therefor any additional information or data that the Trustee may, from time to time, reasonably request to enable the Trustee to perform its duties under this
Agreement. The Depositor hereby indemnifies the Trustee for any losses, liabilities, damages, claims or expenses of the Trustee arising from any errors or miscalculations of the Trustee that result from any failure of the Depositor to provide, or to cause to be provided, accurate information or data to the Trustee on a timely basis.

If any tax is imposed on “prohibited transactions” of any REMIC as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of any REMIC created under this Agreement as defined in Section 860G(c) of the Code, on any contribution to any REMIC created under this Agreement after the Startup Day pursuant to Section 860G(d) of the Code, or any other tax is imposed, including any minimum tax imposed on any REMIC created under this Agreement pursuant to Sections 23153 and 24874 of the California Revenue and Taxation Code, if not paid as otherwise provided for herein, the tax shall be paid by (i) the Trustee if such tax or any other tax arises out of or results from negligence of the Trustee in the performance of any of its obligations under this Agreement, (ii) the Servicer or the Seller, in the case of any such minimum tax, if such tax arises
out of or results from a breach by the Servicer or Seller of any of their obligations under this Agreement, (iii) the Seller if such tax arises out of or results from the Seller’s obligation to repurchase a Mortgage Loan pursuant to Section 2.01, 2.02, 2.03 or 2.05, or (iv) in all other cases, or if the Trustee, the Servicer or the Seller fails to honor its obligations under the preceding clauses (i), (ii) or (iii), any such tax will be paid with amounts otherwise to be distributed to the Certificateholders, as provided in Section 3.09(b).

The Trustee shall treat the Excess Reserve Fund Account as an outside reserve fund within the meaning of Treasury Regulation Section 1.860G-2(h) that is owned by the holders of the Class C Certificates and that is not an asset of any REMIC created hereunder.  The Trustee shall treat the rights of the holders of each Class of Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) to receive payments from the Excess Reserve Fund Account as rights in an interest rate corridor contract written by the holders of the Class C Certificates in respect of any Net WAC Shortfalls, in each case in favor of the other Certificateholders.  Thus, each Certificate (other than the Class C, Class P, Class R and Class R-X Certificates) shall be treated as representing ownership of not only a REMIC regular interest, but also ownership of an interest in an interest rate corridor contract.  

 

 

	
             
  	
            Section 8.12
 	
            [Reserved.]
 

 

	
             
  	
            Section 8.13
 	
            [Reserved]
 

	
             
  	
            Section 8.14
 	
            [Reserved]
 

	
             
  	
            Section 8.15
 	
            Access to Records of Trustee.
 

The Trustee shall afford the Seller, the Depositor, the Servicer, the NIM Insurer and each Certificateholder or Certificate Owner, upon reasonable notice during normal business hours, access to all records maintained by the Trustee in respect of its duties under this Agreement and access to officers of the Trustee responsible for performing its duties. Upon request, the Trustee shall furnish the Depositor, the Servicer, the NIM Insurer and any requesting Certificateholder or Certificate Owner with its most recent financial statements. The Trustee shall cooperate fully with the Seller, the Servicer, the Depositor, the NIM Insurer and the Certificateholder or Certificate Owner for review and copying any books, documents or records requested with respect to the Trustee’s duties under this Agreement. The Seller, the Depositor, the Servicer and the Certificateholder or Certificate Owner
shall not have any responsibility or liability for any action for failure to act by the Trustee and are not obligated to supervise the performance of the Trustee under this Agreement or otherwise.

	
             
  	
            Section 8.16
 	
            Suits for Enforcement.
 

If an Event of Default or other material default by the Servicer or the Depositor under this Agreement occurs and is continuing, at the direction of the Certificateholders comprising in the aggregate a Majority in Interest or of the NIM Insurer, the Trustee shall proceed to protect and enforce its rights and the rights of the Certificateholders or the NIM Insurer under this Agreement by a suit, action or proceeding in equity or at law or otherwise, whether for the specific performance of any covenant or agreement contained in this Agreement or in aid of the execution of any power granted in this Agreement or for the enforcement of any other legal, equitable or other remedy, as the Trustee, being advised by counsel, and subject to the foregoing, shall deem most effectual to protect and enforce any of the rights of the Trustee, the NIM Insurer and the Certificateholders.

 

 

ARTICLE IX

 

TERMINATION

	
             
  	
            Section 9.01
 	
            Termination upon Liquidation or Purchase of the Mortgage Loans.
 

Subject to Section 9.03, the obligations of the Depositor, the Servicer and the Trustee created hereby with respect to the Trust Fund shall terminate upon the earlier of:

(a)  the purchase by the NIM Insurer or the Servicer of all Mortgage Loans (and REO Properties) at the price equal to the sum of:

(i)           100% of the Stated Principal Balance of each Mortgage Loan (other than for REO Property) plus one month’s accrued interest thereon at the applicable Mortgage Rate less the Servicing Fee Rate;

(ii)          the lesser of (x) the appraised value of any REO Property as determined by the higher of two appraisals completed by two independent appraisers selected by the Servicer at the expense of the Servicer and (y) the Stated Principal Balance of each Mortgage Loan related to any REO Property, in each case plus accrued and unpaid interest thereon at the applicable Adjusted Net Mortgage Rate;

(iii)         any costs and damages incurred by the Trust Fund in connection with any violation by each Mortgage Loan of any predatory or abusive lending law;

(iv)         any Swap Termination Payment payable to the Swap Provider then due but unpaid or which is payable due to the exercise of such option; and

(b)  the later of:

(i)            the maturity or other liquidation (or any Advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund and the disposition of all REO Property; and

(ii)          the distribution to Certificateholders of all amounts required to be distributed to them pursuant to this Agreement. In no event shall the trusts created hereby continue beyond the earlier of the expiration of 21 years from the death of the survivor of the descendants of Joseph P. Kennedy, the late Ambassador of the United States to the Court of St. James’s, living on the date hereof or the Latest Possible Maturity Date (as defined in the Preliminary Statement).

The Servicer may repurchase all Mortgage Loans and REO Properties pursuant to clause (a) above if the aggregate Stated Principal Balance of the Mortgage Loans, at the time of the repurchase, is less than ten (10) percent of the aggregate Cut-off Date Principal Balance of the Mortgage Loans. If the Servicer is entitled to repurchase the Mortgage Loans pursuant to this Section and fails to do so, the NIM Insurer may repurchase all Mortgage Loans and REO Properties pursuant to clause (a) above after thirty (30) days prior notice to the Servicer if the Servicer does not first purchase them.  Upon termination of the Trust, the Servicer shall succeed to all rights of the Trustee and Certificateholders with respect to the Trust Fund, other than 

 

funds needed to make the final distribution, including any assets that were ever part of the Trust Fund.   With such repurchase, the Servicer shall acquire any rights or potential rights of the Certificateholders or the Trustee to causes of action against any Person relating to the Mortgage Loans or the origination of the Mortgage Loans, including, without limitation, the right to enforce any breach of a representation or warranty made at any time with respect to the Mortgage Loans.

	
             
  	
            Section 9.02
 	
            Final Distribution on the Certificates.
 

If on any Determination Date, the NIM Insurer or the Servicer determines that there are no Outstanding Mortgage Loans and no other funds or assets in the Trust Fund other than the funds in the Certificate Account, the NIM Insurer or the Servicer shall direct the Trustee promptly to send a final distribution notice to each Certificateholder. If the NIM Insurer or the Servicer elects to terminate the Trust Fund pursuant to clause (a) of Section 9.01, at least twenty (20) days before the date notice is to be mailed to the affected Certificateholders, the Servicer shall notify the Depositor and the Trustee of the date the Servicer intends to terminate the Trust Fund and of the applicable repurchase price of the Mortgage Loans and REO Properties.

Notice of any termination of the Trust Fund, specifying the Distribution Date on which Certificateholders may surrender their Certificates for payment of the final distribution and cancellation, shall be given promptly by the Trustee by letter to Certificateholders, mailed not earlier than the 10th day and not later than the 15th day of the month next preceding the month of such final distribution. Any such notice shall specify (a) the Distribution Date upon which final distribution on the Certificates will be made upon presentation and surrender of Certificates at the office therein designated, (b) the amount of such final distribution, (c) the location of the office or agency at which such presentation and surrender must be made and (d) that the Record Date otherwise applicable to the Distribution Date is not applicable, distributions being made only upon presentation and surrender of the
Certificates at the office therein specified. The Servicer will give such notice to each Rating Agency at the time such notice is given to Certificateholders.

If the notice is given, the Servicer shall cause all funds in the Certificate Account to be remitted to the Trustee for deposit in the Distribution Account on the Business Day before the applicable Distribution Date in an amount equal to the final distribution in respect of the Certificates. Upon such final deposit with respect to the Trust Fund and the receipt by the Trustee of a Request for Release therefor, the Trustee shall promptly release to the Servicer the Mortgage Files for the Mortgage Loans.

Upon presentation and surrender of the Certificates, the Trustee shall cause to be distributed to the Certificateholders of each Class, in each case on the final Distribution Date and in the order stated in Section 4.02, in proportion to their respective Percentage Interests, with respect to Certificateholders of the same Class, an amount equal to (i) as to each Class of Regular Certificates (except the Class C Certificate), its Certificate Balance plus for each such Class accrued interest thereon in the case of an interest-bearing Certificate and (ii) as to the Residual Certificates, any amount remaining on deposit in the Distribution Account (other than the amounts retained to meet claims) after application pursuant to clause (i) above. By acceptance of the Residual Certificates, the holders of the Residual Certificates agree, in connection
with any termination hereunder, that their rights to receive any amounts pursuant to clause (ii) in the immediately preceding sentence hereby are assigned and transferred and, to the extent received in respect of such termination, to pay any such amounts to the holders of the Class C Certificates.

 

 

If any affected Certificateholder does not surrender its Certificates for cancellation within six (6) months after the date specified in the above mentioned written notice, the Trustee shall give a second written notice to the remaining Certificateholders to surrender their Certificates for cancellation and receive the final distribution with respect thereto. If within six (6) months after the second notice all the applicable Certificates shall not have been surrendered for cancellation, the Trustee may take appropriate steps, or may appoint an agent to take appropriate steps, to contact the remaining Certificateholders concerning surrender of their Certificates, and the cost thereof shall be paid out of the funds and other assets that remain a part of the Trust Fund. If within one year after the second notice all Certificates shall not have been surrendered for cancellation, the Class
Residual Certificateholders shall be entitled to all unclaimed funds and other assets of the Trust Fund that remain subject hereto.

	
             
  	
            Section 9.03
 	
            Additional Termination Requirements.
 

If the NIM Insurer or the Servicer exercises its purchase option with respect to the Mortgage Loans as provided in Section 9.01, the Trust Fund shall be terminated in accordance with the following additional requirements, unless the Trustee has been supplied with an Opinion of Counsel, at the expense of the Servicer, to the effect that the failure to comply with the requirements of this Section 9.03 will not (i) result in the imposition of taxes on “prohibited transactions” on any REMIC created hereunder as defined in Section 860F of the Code or (ii) cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that any Certificates are outstanding.

The Trustee shall sell all of the assets of the Trust Fund to the NIM Insurer or the Servicer, as applicable, and, within ninety (90) days of the sale, shall distribute to the Certificateholders the proceeds of the sale in complete liquidation of any REMIC created hereunder.

The Trustee shall attach a statement to the final federal income tax return for each of any REMIC created hereunder stating that pursuant to Treasury Regulation Section 1.860F-1, the first day of the ninety (90) day liquidation period for each the REMIC was the date on which the Trustee sold the assets of the Trust Fund to the NIM Insurer or the Servicer.

	
             
  	
            Section 9.04
 	
            Termination of the Supplemental Interest Trust.
 

The obligations of the Depositor, the Trustee and the Supplemental Interest Trust Administrator created hereby with respect to the Supplemental Interest Trust shall terminate upon the earlier of:

(a)  the termination of the Swap Agreement pursuant to the terms of the Swap Agreement; and

(b)  the termination of this Agreement pursuant to Section 9.01.

 

 

ARTICLE X

 

MISCELLANEOUS PROVISIONS

	
             
  	
            Section 10.01
 	
            Amendment.
 

This Agreement may be amended from time to time by the Depositor, the Servicer, and the Trustee with the consent of the NIM Insurer and without the consent of any of the Certificateholders:

	
             
  	
            (i)
 	
            to cure any ambiguity or mistake,
 

(ii)             to correct any defective provision herein or to supplement any provision herein that may be inconsistent with any other provision herein,

	
             
  	
            (iii)
 	
            to conform this Agreement to the Prospectus Supplement,
 	
             

	
             
  	
            (iv)
 	
            to add to the duties of the Depositor, the Seller, or the Servicer,
 

(v)             to modify, alter, amend, add to or rescind any of the terms or provisions contained in this Agreement to comply with any rules or regulations promulgated by the Securities and Exchange Commission from time to time,

(vi)            to add any other provisions with respect to matters or questions arising hereunder, or

(vii)           to modify, alter, amend, add to, or rescind any of the provisions of this Agreement.

No action pursuant to clauses (iv), (vi) or (vii) above may, as evidenced by an Opinion of Counsel (which Opinion of Counsel shall not be an expense of the Trustee or the Trust Fund), adversely affect in any material respect the interests of any Certificateholder. The amendment shall not be deemed to adversely affect in any material respect the interests of the Certificateholders if the Person requesting the amendment obtains a letter from each Rating Agency stating that the amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates. Any such letter in and of itself will not represent a determination as to the materiality of any amendment and will represent a determination only as to the credit issues affecting any rating.  Each party to this Agreement agrees that it will cooperate with each other party in amending this Agreement pursuant to clause (v) above.

The Trustee, the Depositor and the Servicer also may, at any time and from time to time, amend this Agreement with the consent of the NIM Insurer and without the consent of the Certificateholders, in order to modify, eliminate or add to any of the provisions of this Agreement to the extent necessary or helpful to:

(i)           maintain the qualification of any REMIC created under this Agreement under the Code;

 

 

(ii)          avoid or minimize the risk of the imposition of any tax on any REMIC created under this Agreement pursuant to the Code that would be a claim at any time before the final redemption of the Certificates; or

	
             
 	
            (iii)
 	
            comply with any other requirements of the Code;
 

if the Trustee has been provided an Opinion of Counsel, which opinion shall be an expense of the party requesting such opinion but in any case shall not be an expense of the Trustee or the Trust Fund, to the effect that the action is necessary or helpful for one of those purposes.

This Agreement may also be amended from time to time by the Depositor, the Servicer, and the Trustee with the consent of the NIM Insurer and the Holders of Certificates evidencing Percentage Interests aggregating not less than 662/3% of each Class of Certificates affected thereby for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Holders of Certificates. No amendment shall:

(i)            reduce in any manner the amount of, or delay the timing of, payments required to be distributed on any Certificate without the consent of the Holder of the Certificate;

(ii)          adversely affect in any material respect the interests of the Holders of any Class of Certificates in a manner other than as described in (i), without the consent of the Holders of Certificates of the Class evidencing, as to the Class, Percentage Interests aggregating not less than 662/3%;

(iii)         amend, modify, add to, rescind, or alter in any respect Section 10.13, notwithstanding any contrary provision of this Agreement, without the consent of the Holders of Certificates evidencing Percentage Interests aggregating not less than 662/3%, and for this purpose no Certificates held by the Seller, the Depositor, or any Affiliate of either of them shall be eligible to vote or be considered Outstanding; or

(iv)         reduce the aforesaid percentages of Certificates the Holders of which are required to consent to any such amendment, without the consent of the Holders of all such Certificates then outstanding.

Notwithstanding any contrary provision of this Agreement, the Trustee shall not consent to any amendment to this Agreement unless (i) it shall have first received an Opinion of Counsel satisfactory to the NIM Insurer, which opinion shall not be an expense of the Trustee or the Trust Fund, to the effect that the amendment will not cause the imposition of any tax on any REMIC or the Certificateholders or cause any REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding and (ii) because the Trust Fund is required to be a Qualifying Special Purpose Entity (as that term is defined in Statement of Financial Accounting Standards No. 140 (“SFAS 140”)), in order for the Seller to continue to account for the transfer of the Mortgage Loans under this Agreement as a sale under SFAS 140, prior to the parties
hereto entering into such an amendment, the Trustee shall receive an Officer’s Certificate, which shall not be an expense of the Trustee or the Trust Fund, to the effect that such amendment would not “significantly change” (within the meaning of SFAS 140) the permitted activities of the Trust Fund so as to cause the Trust Fund to fail to qualify as a Qualifying Special Purpose Entity.

 

 

Notwithstanding any of the other provisions of this Section 10.01, none of the Depositor, the Servicer, the Supplemental Interest Trust Administrator or the Trustee shall enter into any amendment to the following: the following defined terms that appear in Section 1.01: Net Swap Payment, Swap LIBOR and Trigger Event; the second paragraph of Section 4.02(I); Section 4.02(V) ; Section 4.05; or Section 9.01 of this Agreement without the prior written consent of the Swap Provider.

Promptly after the execution of any amendment to this Agreement requiring the consent of Certificateholders, the Trustee shall furnish written notification of the substance or a copy of the amendment to each Certificateholder and each Rating Agency.

It shall not be necessary for the consent of Certificateholders under this Section 10.01 to approve the particular form of any proposed amendment, but it shall be sufficient if the consent approves its substance. The manner of obtaining consents and of evidencing the authorization of their execution by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.

Nothing in this Agreement shall require the Trustee to enter into an amendment without receiving an Opinion of Counsel satisfactory to the NIM Insurer (which Opinion shall not be an expense of the Trustee or the Trust Fund), satisfactory to the Trustee that (i) the amendment is permitted by this Agreement and all conditions precedent to the amendment have been satisfied; and (ii) either (A) the amendment does not adversely affect in any material respect the interests of any Certificateholder or (B) the conclusion in the preceding clause (A) is not required to be reached pursuant to this Section 10.01.

	
             
  	
            Section 10.02
 	
            Recordation of Agreement; Counterparts.
 

This Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, the recordation to be effected by the Servicer at its expense, but only upon receipt of an Opinion of Counsel to the effect that the recordation materially and beneficially affects the interests of the Certificateholders.

For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be an original, and all of which shall constitute but one instrument.

	
             
  	
            Section 10.03
 	
            Governing Law.
 

THIS AGREEMENT SHALL BE CONSTRUED IN ACCORDANCE WITH AND GOVERNED BY THE SUBSTANTIVE LAWS OF THE STATE OF NEW YORK APPLICABLE TO AGREEMENTS MADE AND TO BE PERFORMED IN THE STATE OF NEW YORK AND THE OBLIGATIONS, RIGHTS AND REMEDIES OF THE PARTIES HERETO AND THE CERTIFICATEHOLDERS SHALL BE DETERMINED IN ACCORDANCE WITH SUCH LAWS.

 

 

	 
	Section 10.04
	Intention of Parties.

It is the express intent of the parties hereto that the conveyance (i) of the Mortgage Loans by the Seller to the Depositor and (ii) of the Trust Fund by the Depositor to the Trustee each be, and be construed as, an absolute sale thereof. It is, further, not the intention of the parties that such conveyances be deemed a pledge thereof. However, if, notwithstanding the intent of the parties, the assets are held to be the property of the Seller or Depositor, as the case may be, or if for any other reason this Agreement is held or deemed to create a security interest in either such assets, then (i) this Agreement shall be deemed to be a security agreement within the meaning of the Uniform Commercial Code of the State of New York and (ii) the conveyances provided for in this Agreement shall be deemed to be an assignment and a grant (i) by the Seller to the Depositor or (ii) by the Depositor to
the Trustee, for the benefit of the Certificateholders, of a security interest in all of the assets transferred, whether now owned or hereafter acquired.

The Seller and the Depositor for the benefit of the NIM Insurer and the Certificateholders shall, to the extent consistent with this Agreement, take such actions as may be necessary to ensure that, if this Agreement were deemed to create a security interest in the Trust Fund, such security interest would be deemed to be a perfected security interest of first priority under applicable law and will be maintained as such throughout the term of the Agreement. The Depositor shall arrange for filing any Uniform Commercial Code continuation statements in connection with any security interest granted or assigned to the Trustee for the benefit of the Certificateholders.

	
             
  	
            Section 10.05
 	
            Notices.
 

(a)  The Trustee shall promptly notify each Rating Agency of each of the following of which it has actual knowledge:

	
             
 	
            1.
 	
            Any material change or amendment to this Agreement;
 	
             

	
             
 	
            2.
 	
            The occurrence of any Event of Default that has not been cured;
 

3.            The resignation or termination of the Servicer or the Trustee and the appointment of any successor;

4.            The repurchase or substitution of Mortgage Loans pursuant to Section 2.03; and

	
             
 	
            5.
 	
            The final payment to Certificateholders.
 

In addition, the Trustee shall promptly furnish to each Rating Agency copies of the following:

	
             
 	
            1.
 	
            Each report to Certificateholders described in Section 4.03;
 	
             

	
             
 	
            2.
 	
            Each annual statement as to compliance described in Section 3.17;
 

3.            Each annual independent public accountants’ servicing report described in Section 3.18; and

 

 

4.            Any notice of a purchase of a Mortgage Loan pursuant to Section 2.01, 2.02, 2.03, 2.05 or 3.12.

In addition, the Trustee shall notify the Swap Provider of any termination of the Trust pursuant to Section 9.01.

(b)  All directions, demands and notices hereunder shall be in writing and be duly given when delivered to

(i)           in the case of the Depositor, IndyMac ABS, Inc., 155 North Lake Avenue, Pasadena, California 91101, Attention: Capital Markets, or such other address as may be hereafter furnished to the NIM Insurer, the Servicer and the Trustee by the Depositor;

(ii)          in the case of the Servicer, IndyMac Bank, F.S.B., 155 North Lake Avenue, Pasadena, California 91101, Attention: Servicing, or such other address as may be hereafter furnished to the NIM Insurer, the Depositor and the Trustee by the Servicer;

(iii)         in the case of the Trustee or the Supplemental Interest Trust Administrator, to the Corporate Trust Office, Deutsche Bank National Trust Company, 1761 East St. Andrew Place, Santa Ana, California 92705-4934, Attention: Trust Administration IN06S1, Series INABS 2006-A, or such other address as the Trustee may hereafter furnish to the NIM Insurer, the Depositor and Servicer; 

(iv)         in the case of the NIM Insurer, to such address as each NIM Insurer may hereafter furnish to the Depositor, the Trustee or Servicer;

(v)          in the case of each of the Rating Agencies, the address specified therefor in the definition corresponding to the name of such Rating Agency; and

(vi)         in the case of the Swap Provider, Bear Stearns Financial Products Inc., 383 Madison Avenue, New York, New York 10179, Attention: Legal, or such other address as the Swap Provider may hereafter furnish to the NIM Insurer, the Depositor and the Trustee.

Notices to Certificateholders shall be deemed given when mailed, first class postage prepaid, to their respective addresses appearing in the Certificate Register.

	
             
  	
            Section 10.06
 	
            Severability of Provisions.
 

If any one or more of the provisions of this Agreement shall be for any reason whatsoever held invalid, then those provisions shall be deemed severable from the remaining provisions of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.

	
             
  	
            Section 10.07
 	
            Assignment.
 

Notwithstanding anything to the contrary contained herein, except as provided in Section 6.02, this Agreement may not be assigned by the Servicer without the prior written consent of the Trustee and Depositor.

 

 

	
             
  	
            Section 10.08
 	
            Limitation on Rights of Certificateholders.
 

The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust, nor entitle such Certificateholder’s legal representative or heirs to claim an accounting or to take any action or commence any proceeding in any court for a petition or winding up of the Trust, or otherwise affect the rights and obligations of the parties hereto or any of them.

No Certificateholder shall have any right to vote (except as provided herein) or in any manner otherwise control the operation and management of the Trust Fund, or the obligations of the parties hereto, nor shall anything in this Agreement or the Certificates be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be liable to any third party because of any action taken by the parties to this Agreement pursuant to any provision hereof.

No Certificateholder shall have any right by virtue or by availing itself of any provisions of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trustee a written notice of an Event of Default and of the continuance thereof, as herein provided, and unless the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates shall also have made written request to the Trustee to institute such action, suit, or proceeding in its own name as Trustee hereunder and shall have offered to the Trustee such reasonable indemnity as it may require against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee, for sixty (60) days after its receipt of such notice, request, and offer of indemnity shall
have neglected or refused to institute any such action, suit, or proceeding. Each Certificateholder expressly covenants with every other Certificateholder and the Trustee that no one or more Holders of Certificates shall have any right in any manner whatever by virtue or by availing itself or themselves of any provisions of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of the Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder or to enforce any right under this Agreement, except in the manner herein provided and for the common benefit of all Certificateholders. For the protection and enforcement of this Section 10.08, each Certificateholder and the Trustee shall be entitled to any relief that can be given either at law or in equity.

	
             
  	
            Section 10.09
 	
            Inspection and Audit Rights.
 

The Servicer agrees that on reasonable prior notice, it will permit any representative of the Depositor, the NIM Insurer or the Trustee during such Person’s normal business hours, to examine all the books of account, records, reports and other papers of such Person relating to the Mortgage Loans, to make copies and extracts therefrom, to cause such books to be audited by independent certified public accountants of the NIM Insurer or reasonably acceptable to the NIM Insurer selected by the Depositor or the Trustee and to discuss its affairs, finances and accounts relating to the Mortgage Loans with its officers, employees and independent public accountants (and by this provision the Servicer hereby authorizes said accountants to discuss with such representative such affairs, finances and accounts), all at such reasonable times and as often as may be reasonably requested. Any
out-of-pocket expense incident to the exercise by the Depositor, the NIM Insurer or the Trustee of any right under this Section 10.09 shall be borne by the Servicer.

 

 

	 
	Section 10.10
	Certificates Nonassessable and Fully Paid.

It is the intention of the Depositor that Certificateholders shall not be personally liable for obligations of the Trust Fund, that the interests in the Trust Fund represented by the Certificates shall be nonassessable for any reason whatsoever, and that the Certificates, upon due authentication thereof by the Trustee pursuant to this Agreement, are and shall be deemed fully paid.

	
             
  	
            Section 10.11
 	
            Official Record.
 

The Seller agrees that this Agreement is and shall remain at all times before the time at which this Agreement terminates an official record of the Seller as referred to in Section 13(e) of the Federal Deposit Insurance Act.

	
             
  	
            Section 10.12
 	
            Protection of Assets.
 

(a)  Except for transactions and activities entered into in connection with the securitization that is the subject of this Agreement, the Trust is not authorized and has no power to: 

(1)  borrow money or issue debt; 

(2)  merge with another entity, reorganize, liquidate or sell assets; or

(3)  engage in any business or activities.  

(b)  Each party to this Agreement agrees that it will not file an involuntary bankruptcy petition against the Trustee or the Trust Fund or initiate any other form of insolvency proceeding until after the Certificates have been paid in full.  `

	
             
  	
            Section 10.13
 	
            Qualifying Special Purpose Entity.
 

Notwithstanding any contrary provision of this Agreement the Trust Fund shall not engage in any activity or knowingly hold any property that would disqualify the Trust Fund from being a qualifying special purpose entity under generally accepted accounting principles.

	
             
  	
            Section 10.14
 	
            Rights of NIM Insurer.
 

(a)  The rights of the NIM Insurer under this Agreement shall exist only so long as either

	
             
  	
            (i)
 	
            the NIM Notes certain payments on which are guaranteed by the NIM Insurer remain outstanding or
 

	
             
  	
            (ii)
 	
            the NIM Insurer is owed amounts paid by it with respect to that guaranty.
 

The rights of the NIM Insurer under this Agreement are exercisable by the NIM Insurer only so long as no default by the NIM Insurer under its guaranty of certain payments under the NIM Notes has occurred and is continuing. If the NIM Insurer is the subject of any insolvency proceeding, the rights of the NIM Insurer under this Agreement will be exercisable by the NIM Insurer only so long as

 

 

	
             
  	
            (i)
 	
            the obligations of the NIM Insurer under its guaranty of the NIM Notes have not been disavowed and
 

	
             
  	
            (ii)
 	
            the Seller and the Trustee have received reasonable assurances that the NIM Insurer will be able to satisfy its obligations under its guaranty of the NIM Notes.
 

(b)  The NIM Insurer is a third party beneficiary of this Agreement to the same extent as if it were a party to this Agreement, and may enforce any of those rights under this Agreement.

(c)  A copy of any documents of any nature required by this Agreement to be delivered by the Trustee, or to the Trustee or the Rating Agencies, shall in each case at the same time also be delivered to the NIM Insurer. Any notices required to be given by the Trustee, or to the Trustee or the Rating Agencies, shall in each case at the same time also be given to the NIM Insurer.

(d)  Anything in this Agreement that is conditioned on not resulting in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies shall also be conditioned on not resulting in the downgrading or withdrawal of the ratings then assigned by the Rating Agencies to the NIM Notes.

 

 

In Witness Whereof, the Depositor, the Trustee, and the Seller and Servicer have caused their names to be signed hereto by their respective officers thereunto duly authorized as of the day and year first above written.

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            INDYMAC ABS, INC.,
 as Depositor
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
/s/ Andy Sciandra
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            Andy Sciandra
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            Senior Vice President
 
															

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST
 COMPANY,
 as Trustee and Supplemental Interest Trust Administrator
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
/s/ Jennifer Hermansader
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            Jennifer Hermansader
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            Associate
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
/s/ Barbara Campbell
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            Barbara Campbell
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            Vice President
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            INDYMAC BANK, F.S.B.,
 as Seller and Servicer
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
/s/ Andy Sciandra
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            Andy Sciandra
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            Senior Vice President
 
															

 

 

 

 

 

 

 

 

 

	
            STATE OF 
 	
            )
 	
             
 
	
             
 	
            )
 	
            ss.:
 
	
            COUNTY OF___________
 	
            )
 	
             
 

 

On the ___th day of February, 2006 before me, a notary public in and for said State, personally appeared _______________ known to me to be a ______________ of IndyMac ABS Inc., a Delaware corporation that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

	
             
 	
             
 
	
             
 	
            Notary Public
 

 

 

 

 

	
            STATE OF 
 	
            )
 	
             
 
	
             
 	
            )
 	
            ss.:
 
	
            COUNTY OF___________
 	
            )
 	
             
 

 

On the ___th day of February, 2006 before me, a notary public in and for said State, personally appeared _______________ known to me to be a _______________ of IndyMac Bank, F.S.B. that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

	
             
 	
             
 
	
             
 	
            Notary Public
 

 

 

 

 

	
            STATE OF NEW YORK
 	
            )
 	
             
 
	
             
 	
            )
 	
            ss.:
 
	
            COUNTY OF NEW YORK
 	
            )
 	
             
 

 

On the ___th day of February, 2006 before me, a notary public in and for said State, personally appeared ____________________, known to me to be an ____________________of Deutsche Bank National Trust Company, a national banking association that executed the within instrument, and also known to me to be the person who executed it on behalf of said association, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

	
             
 	
             
 
	
             
 	
            Notary Public
 

 

 

 

SCHEDULE I

Mortgage Loan Schedule

                                                                                                                 Original
                          Servicer                                                                Maturity      Principal
    Loan Number          Loan Number          Property City         Property St   Property Zip      Date         Balance
--------------------------------------------------------------------------------------------------------------------------
     122456100           1006840936     SPOKANE                          WA           99205       1/1/2021        12000
     121510834           1005842644     TACOMA                           WA           98406       7/1/2020        12826
     121724727           3001299589     SAN ANTONIO                      TX           78202       1/1/2035        15000
     121690576           1006024127     HEWITT                           TX           76643       8/1/2020        15000
     121846358           1006181919     FORT WORTH                       TX           76179       9/1/2020        15000
     121525121           1006038721     GREEN COVE SPRINGS               FL           32043       8/1/2020        15000
     121128748           1005704695     LAS VEGAS                        NV           89121       6/1/2020        16099
     122430931           1006766180     RANCHO CUCAMONGA                 CA           91737       1/1/2021        16250
     122045490           1006392482     KANSAS CITY                      MO           64134       10/1/2020       17000
     121929816           1006463168     BUFFALO                          NY           14211       11/1/2035       17600
     121872535           1006487977     MARCELLUS                        MI           49067       11/1/2020       18000
     121648712           1006223406     CINCINNATI                       OH           45212       9/1/2020        18000
     122501681           1006855926     RIVERDALE                        MD           20737       1/1/2021        18000
     121479604           1005886922     WINTER GARDEN                    FL           34787       7/1/2020        18329
     121396008           1005696578     BLUE SPRINGS                     MO           64014       6/1/2020        18980
     121369553           1005733173     DUNMORE                          PA           18512       6/1/2020        18500
     121537866           1005889801     DUARTE                           CA           91010       7/1/2020        20000
     121569719           1006030165     TWIN LAKES                       CO           81251       8/1/2020        20000
     121963601           1006456063     WHITTIER                         CA           90603       11/1/2020       20000
     122005906           1006517476     SNELVILLE                        GA           30039       11/1/2020       20000
     121972971           1006351140     READING                          PA           19601       10/1/2035       20000
     122511357           1006792699     ALLIANCE                         OH           44601       1/1/2036        20000
     121351010           1006108599     SHAWNEE                          KS           66218       9/1/2020        21000
     122532206           1006888240     BAKERSFIELD                      CA           93309       1/1/2021        21000
     121174079           1005658867     EL MONTE                         CA           91731       6/1/2020        21600
     121605482           1006003931     SPRINGFIELD                      VA           22151       8/1/2020        22000
     121753233           1006145732     ATLANTA                          GA           30318       9/1/2020        22250
     121759642           1006514812     ALLIANCE                         OH           44601       11/1/2035       22500
     121958541           1006678096     GILLETT                          AR           72055       12/1/2035       22500
     121549893           1006002610     DANBURY                          CT           6810        8/1/2020        22800
     122067513           1006353633     READING                          PA           19601       10/1/2035       24000
     122255188           1006646879     SYRACUSE                         UT           84075       12/1/2020       24000
     121419278           1005798457     LINDEN                           NJ           7036        7/1/2020        24600
     121958688           1006379679     SYRACUSE                         NY           13205       10/1/2035       24650
     122472590           1006890006     FARMINGTON                       KY           42040       1/1/2036        24700
     121631789           1006178287     NORWALK                          CA           90650       9/1/2020        25000
     122537709           1006863797     BATTLE CREEK                     MI           49015       1/1/2036        24800
     121348417           1005739824     GRANTSBURG                       WI           54840       6/1/2020        25000
     121905995           1006289563     MORENO VALLEY                    CA           92551       10/1/2020       25000
     122212580           1006565376     BAKERSFIELD                      CA           93304       11/1/2020       25000
     122309841           1006859258     HYDE PARK                        NY           12538       1/1/2021        25000
     122575193           1006853012     RICHMOND                         VA           23221       1/1/2021        25000
     122063877           1006858300     PHILADELPHIA                     PA           19120       1/1/2021        25000
     122147585           1006708950     DALLAS                           TX           75211       12/1/2020       26000
     122358980           1006889701     LITTLE ROCK                      AR           72204       1/1/2021        26000
     121298503           1005676885     RICHMOND                         VA           23229       6/1/2020        27000
     121692754           1006158917     DORAL                            FL           33178       9/1/2020        26900
     121426503           1005921885     TULARE                           CA           93274       8/1/2020        27000
     122143268           1006579419     STONE MOUNTAIN                   GA           30087       12/1/2020       27000
     121465117           1005984529     MIAMI                            FL           33183       7/1/2020        27500
     121609782           1006128456     DISCOVERY BAY                    CA           94514       8/1/2020        27500
     122366845           1006872897     FRANKLIN                         PA           16323       1/1/2036        27750
     121921027           1006314155     CHEROKEE VILLAGE                 AR           72529       10/1/2020       28200
     121725457           3001306590     GREENVILLE                       OH           45331       5/1/2035        28800
     121955103           1006388969     JAMESTOWN                        NY           14701       10/1/2035       28350
     121983752           1006762114     CATHLAMET                        WA           98612       1/1/2036        29112
     121766047           1006252488     MATTAWAN                         MI           49071       9/1/2020        30000
     122494351           1006833816     DEATSVILLE                       AL           36022       1/1/2036        29000
     121599481           1005960750     PORT SAINT LUCIE                 FL           34953       8/1/2020        30000
     122583291           1006888851     OAKLEY                           MI           48649       1/1/2036        29250
     121926571           1006295719     DALLAS                           GA           30132       10/1/2020       29600
     121933993           1006388324     GARDENA                          CA           90247       10/1/2020       30000
     122518591           1006783045     LOS ANGELES                      CA           90016       1/1/2021        30000
     121543503           1005985682     CECILTON                         MD           21913       8/1/2020        30000
     122184043           1006806275     DANSVILLE                        NY           14437       1/1/2036        29750
     122362860           1006898512     PHILADELPHIA                     PA           19143       1/1/2036        29743
     121712435           1006244956     WILLIAMSTOWN                     NJ           8094        9/1/2020        30000
     121528215           1005929466     LAKEWOOD                         CO           80227       8/1/2020        30000
     122152282           1006499048     NORTH FAIRFIELD                  OH           44855       11/1/2035       29880
     122331117           1006711517     EAST WENATCHEE                   WA           98802       12/1/2020       30000
     122598298           1006868796     PHILADELPHIA                     PA           19140       1/1/2036        30000
     121283477           1005729510     LAWRENCEVILLE                    GA           30043       6/1/2020        30250
     122292815           1006877185     PASADENA                         CA           91107       1/1/2021        31000
     122109646           1006575441     FARMERS BRANCH                   TX           75234       12/1/2020       31400
     121450008           1005720105     OVERLAND PARK                    KS           66204       6/1/2020        31700
     121076525           1005927528     BOYNTON BEACH                    FL           33426       7/1/2020        31700
     121841744           1006226755     MORENO VALLEY                    CA           92553       9/1/2020        32500
     122280428           1006603466     SCOTTSDALE                       AZ           85250       12/1/2020       32000
     122479977           1006879207     VANCOUVER                        WA           98682       1/1/2021        32500
     121803698           1006281776     SEWELL                           NJ           8080        10/1/2020       32600
     122062717           1006518052     DULUTH                           GA           30096       11/1/2020       32600
     122196880           1006532871     UNION                            MO           63084       11/1/2020       32900
     121374878           1005696438     DES PLAINES                      IL           60016       6/1/2020        33000
     121445603           1005957913     POMPANO BEACH                    FL           33069       8/1/2020        33000
     121462486           1006098295     ISLAND PARK                      NY           11558       8/1/2020        33000
     122545993           1006899171     SANTA MARIA                      CA           93454       1/1/2021        33000
     122494484           1006902306     TURLOCK                          CA           95382       1/1/2021        33200
     121801923           1006397697     CHICAGO                          IL           60601       10/1/2020       33600
     122354392           1006826703     LOS ANGELES                      CA           90717       1/1/2021        34000
     121099832           1005658537     SWANTON                          VT           5488        6/1/2020        34000
     122053051           1006606527     WILDERSVILLE                     TN           38388       11/1/2020       34000
     122185581           1006741449     PHILADELPHIA                     PA           19143       1/1/2036        34000
     122597630           1006868721     BROWNTON                         MN           55312       1/1/2036        34248
     122386893           1006916306     DETROIT                          MI           48212       1/1/2036        34312
     121803961           1006155129     LAS VEGAS                        NV           89118       9/1/2020        34500
     121814589           1006155491     CHARLOTTE                        NC           28226       9/1/2020        34500
     121725214           3001304264     WOOTON                           KY           41776       4/1/2035        35000
     121262529           1005652209     LAS VEGAS                        NV           89118       5/1/2020        35000
     121235052           1005659352     JENSEN BEACH                     FL           33409       6/1/2020        35000
     121647327           1006091506     FRONTENAC                        KS           66763       8/1/2020        35000
     122223243           1006589053     PLAYA DEL REY                    CA           90094       11/1/2020       35000
     122184621           1006774564     TUCKERMAN                        AR           72473       12/1/2035       35200
     121939538           1006517187     PHILADELPHIA                     PA           19132       11/1/2035       35520
     122277660           1006777575     MEMPHIS                          TN           38114       1/1/2036        35700
     121425184           1005728082     ARLINGTON                        TX           76012       6/1/2020        36000
     122383660           1006775215     BALTIMORE                        MD           21216       12/1/2035       36000
     122092895           1006748642     MOULTON                          IA           52572       1/1/2036        36050
     121822524           1006397903     HAMILTON                         NJ           8610        10/1/2020       36600
     122428862           1006895385     KIHEI                            HI           96753       1/1/2021        37000
     121695564           1006251787     KENNESAW                         GA           30144       9/1/2020        37500
     122394720           1006765927     DETROIT                          MI           48219       1/1/2036        38250
     122430776           1006766164     DETROIT                          MI           48219       1/1/2036        38250
     121591917           1006016438     NORTH HILLS                      CA           91343       6/24/2020       38850
     121511985           1005831456     WEST PALMDALE                    CA           93551       7/1/2020        38360
     121872880           1006170268     MISSOURI CITY                    TX           77459       9/1/2020        38380
     121888724           1006313645     MONTEREY PARK                    CA           91754       10/1/2020       38500
     122059207           1006472383     FLINT                            MI           48505       11/1/2035       38700
     122360713           1006742009     BALTIMORE                        MD           21224       1/1/2036        38700
     122358836           1006814410     INDIANAPOLIS                     IN           46201       1/1/2036        39000
     122348317           1006811333     HUNTSVILLE                       AL           35805       1/1/2036        39100
     121511644           1005896202     PLACERVILLE                      CA           95667       7/1/2020        40000
     121852850           1006247272     WOODSTOCK                        GA           30188       9/1/2020        40000
     121943025           1006290538     BALTIMORE                        MD           21205       10/1/2035       39690
     121725184           3001303977     OKLAHOMA CITY                    OK           73119       3/1/2035        40000
     121521150           1006088668     MARLBORO TOWNSHIP                NJ           7751        8/1/2020        40000
     122012466           1006358319     WARMINSTER                       PA           18974       10/1/2020       40000
     122522542           1006874133     APOLLO                           PA           15613       1/1/2036        39920
     121570916           1006011249     LITTLE NECK                      NY           11362       8/1/2020        40000
     121843866           1006313108     MANASSAS                         VA           20111       9/1/2020        40000
     122542876           1006890899     SELMA                            NC           27576       1/1/2036        40000
     122570741           1006875148     DETROIT                          MI           48228       1/1/2036        40000
     122269913           1006839771     BELLS                            TN           38006       1/1/2036        40000
     122372619           1006877904     DETROIT                          MI           48204       1/1/2036        40000
     122389022           1006860397     AZUSA                            CA           91702       1/1/2021        40000
     122512573           1006846305     OAKLAND                          CA           94606       1/1/2021        40000
     122544838           1006834640     OKLAHOMA CITY                    OK           73118       1/1/2036        40000
     122451994           1006840878     ODESSA                           TX           79762       1/1/2036        41310
     121565865           1006067555     TALLAHASSEE                      FL           32309       8/1/2020        42000
     122096436           1006503260     BAKERSFIELD                      CA           93306       11/1/2020       41500
     121667766           1006110371     OLIVE BRANCH                     MS           38654       9/1/2020        41985
     121782881           1006210619     MESQUITE                         TX           75149       9/1/2035        42000
     122086309           1006925844     BIRMINGHAM                       AL           35208       11/1/2035       42275
     122119072           1006742884     BLOOMINGTON                      IL           61701       12/1/2035       42300
     122274140           1006743999     HOUSTON                          TX           77063       1/1/2036        42400
     122454827           1006732281     HUNTINGDON                       PA           16652       12/1/2035       42500
     122429356           1006766149     DETROIT                          MI           48219       1/1/2036        42500
     121724717           3001299498     FORT WORTH                       TX           76106       12/1/2034       42800
     122074953           1006333577     STAFFORD                         VA           22554       8/1/2020        42800
     121374852           1006044588     DEER PARK                        NY           11729       8/1/2020        43000
     121525110           1006222937     LAKE WORTH                       FL           33467       9/1/2020        43000
     121822633           1006288318     AVON PARK                        FL           33825       10/1/2035       43200
     121388655           1006114191     WAUSEON                          OH           43567       9/1/2035        43200
     122477647           1006855561     SPRINGFIELD                      IL           62702       1/1/2036        43200
     122378713           1006854846     LAKEWOOD                         CO           80214       1/1/2036        44000
     122439397           1006851222     LEBANON                          PA           17046       1/1/2036        43650
     122391263           1006892705     COOPERSTOWN                      PA           16317       1/1/2036        44000
     122436029           1006840613     LUBBOCK                          TX           79416       1/1/2036        44000
     122611165           1006875783     SELMA                            AL           36701       1/1/2036        44250
     122654502           1006884413     HOUSTON                          TX           77058       1/1/2036        44400
     122522727           1006846545     EAST BERNSTADT                   KY           40729       1/1/2036        44450
     122463076           1006869604     ENGLAND                          AR           72046       1/1/2036        44783
     122329071           1006788754     DETROIT                          MI           48202       1/1/2036        44800
     121671616           1006033151     KERNERSVILLE                     NC           27284       8/1/2020        44940
     121724729           3001299605     RUSSELL                          KY           41169       12/1/2024       46000
     121768513           1006166654     HAZLET                           NJ           7734        9/1/2020        45000
     122020905           1006311789     LIMA                             OH           45804       10/1/2035       45000
     122445455           1006845166     FORT LAUDERDALE                  FL           33309       1/1/2021        45000
     122218222           1006601080     GREENSBORO                       NC           27403       12/1/2035       45000
     122392183           1006840456     SYLACAUGA                        AL           35150       12/1/2035       45000
     122381956           1006889784     FLINT                            MI           48503       1/1/2036        45000
     122667248           1006949497     SANTA ROSA                       CA           95407       12/1/2020       45000
     122309326           1006711087     MONTEBELLO                       CA           90640       12/1/2020       45000
     121961968           1006524001     SEYMOUR                          IN           47274       11/1/2035       45486
     122256518           1006843849     ALBANY                           GA           31707       1/1/2036        45500
     122044108           1006532392     WILMINGTON                       DE           19802       11/1/2035       45900
     122051649           1006532418     WILMINGTON                       DE           19802       11/1/2035       45900
     122376623           1006799306     BEECH GROVE                      IN           46107       1/1/2036        46250
     122606446           1006883761     HOUSTON                          TX           77072       1/1/2036        46320
     122482795           1006800450     OWASSO                           OK           74055       1/1/2021        46760
     122202553           1006977787     JACKSONVILLE                     FL           32208       12/1/2035       46850
     122056882           1006535411     AVON PARK                        FL           33825       11/1/2020       47500
     121830229           1006288342     AVON PARK                        FL           33825       10/1/2035       47700
     121466685           1005746381     UPPER FREEHOLD TOWNSHIP          NJ           8501        6/1/2020        48000
     122580612           1006848251     PHENIX CITY                      AL           36869       1/1/2036        47920
     121724599           3001298318     HOUSTON                          TX           77039       11/1/2019       49976
     122558082           1006874836     DEFIANCE                         OH           43512       1/1/2036        48000
     122184075           1006752461     HOUSTON                          TX           77051       12/1/2035       48800
     121313145           1005653314     COLTON                           CA           92324       6/1/2020        50000
     121543130           1006060261     LAUREL                           MD           20723       8/1/2020        49000
     122329326           1006806986     WAUSAUKEE                        WI           54177       1/1/2036        49000
     121770826           1006146276     KAHULUI                          HI           96732       9/1/2020        50000
     121805254           1006235343     LAKE PANASOFFKEE                 FL           33538       9/1/2035        49410
     122121108           1006541286     DETROIT                          MI           48204       11/1/2035       49500
     121447896           1005791536     SCOTTSDALE                       AZ           85259       7/1/2020        50000
     121505677           1005887854     SAN BERNADINO                    CA           92407       7/1/2020        50000
     121575866           1006076663     ORANGEVALE                       CA           95662       8/1/2020        50000
     121481920           1005948904     MISSION VIEJO                    CA           92691       8/1/2020        50000
     122430932           1006851164     PASO ROBLES                      CA           93446       12/1/2020       50000
     121655063           1006199929     FOSTER                           RI           2825        9/1/2020        50000
     121710087           1006134843     LA PUENTE                        CA           91744       9/1/2020        50000
     122438719           1006740243     ODESSA                           TX           79762       12/1/2035       49895
     121862584           1006170110     DANBURY                          CT           6810        9/1/2020        50000
     122279725           1006710493     LANCASTER                        CA           93536       12/1/2020       50000
     121748428           3001505548     VICKSBURG                        MI           49097       11/1/2035       50000
     122264438           1006901860     CORNWALL                         NY           12518       1/1/2021        50000
     122435697           1006904005     SAN JOSE                         CA           95126       1/1/2021        50000
     122483616           1006861684     OKLAHOMA CITY                    OK           73109       1/1/2036        50000
     122497396           1006862179     GLENDALE                         CA           91202       1/1/2021        50000
     122558185           1006857039     ROSEVILLE                        CA           95678       1/1/2021        50000
     122590872           1006868531     ONTARIO                          CA           91762       1/1/2021        50000
     121748435           3001505613     ALLENTOWN                        PA           18103       11/1/2035       50100
     122021258           1006404063     HOUSTON                          TX           77089       10/1/2035       50350
     121748268           3001531528     CINCINNATI                       OH           45202       11/1/2035       50400
     122486068           1006890139     KANSAS CITY                      KS           66103       1/1/2036        50400
     122508320           1006862559     NEW MARKET                       AL           35761       1/1/2036        50400
     121748138           3001530439     DETROIT                          MI           48236       8/1/2035        50650
     121725030           3001302482     SAN ANTONIO                      TX           78218       3/1/2035        51000
     121625682           1006008682     SACRAMENTO                       CA           95838       8/1/2020        51900
     122390138           1006844821     LAWRENCEVILLE                    GA           30045       1/1/2021        50700
     122459712           1006775504     DANA                             IN           47847       1/1/2036        50800
     122446004           1006807885     OMAHA                            NE           68111       1/1/2036        50800
     122008901           1006324402     LAS VEGAS                        NV           89108       8/1/2020        51000
     121685896           1006209637     COVINA                           CA           91722       9/1/2020        51000
     121960517           1006330169     RANCHO CUCAMONGA                 CA           91730       10/1/2020       51000
     122452353           1006913485     ODESSA                           TX           79762       1/1/2036        51000
     122335941           1006711624     BALTIMORE                        MD           21223       12/1/2035       51000
     122447713           1006860876     FLINT                            MI           48504       1/1/2036        51000
     122555842           1006772824     FORT WORTH                       TX           76106       1/1/2036        51000
     121749049           3001535172     MANCHESTER                       NH           3108        10/1/2035       51920
     122474312           1006861486     LOS ANGELES                      CA           90019       1/1/2021        52000
     122381994           1006887234     DALLAS                           TX           75216       1/1/2036        51920
     121984928           1006411670     ANAHEIM                          CA           92801       11/1/2020       52500
     121307361           1005715360     FAIRFIELD                        CT           6824        6/1/2020        52950
     121748311           3001531874     BROSELEY                         MO           63932       10/1/2035       53000
     122571454           1006843047     PLEASUREVILLE                    KY           40057       1/1/2036        53000
     121748218           3001531098     MARION                           OH           43302       10/1/2035       53250
     121863819           1006772857     WASCO                            CA           93280       1/1/2021        53500
     122511737           1006873994     NASHVILLE                        TN           37216       1/1/2036        53600
     122509048           1006978710     WINSTON SALEM                    NC           27105       1/1/2036        53700
     121725463           3001306657     EAGLE PASS                       TX           78852       5/1/2035        54015
     121856395           1006197154     AKRON                            OH           44307       9/1/2035        54000
     122083505           1006376303     DETROIT                          MI           48227       10/1/2035       54000
     122254074           1006629198     MUSKEGON                         MI           49444       12/1/2035       54000
     122169453           1006534422     SPARTANBURG                      SC           29303       11/1/2035       54400
     122537395           1006905150     ASHTABULA                        OH           44004       1/1/2036        54400
     122381324           1006807463     ASHLAND                          VA           23005       1/1/2036        54800
     121754841           1006131013     UNION CITY                       CA           94587       9/1/2020        55000
     121857581           1006206047     DOWNEY                           CA           90241       9/1/2020        55000
     121748199           3001530959     DETROIT                          MI           48213       10/1/2035       55000
     121951985           1006273120     BEL AIR                          MD           21015       10/1/2020       55000
     122393891           1006786147     COLUMBUS                         OH           43219       1/1/2036        55000
     122510128           1006873937     CHINO HILLS                      CA           91709       1/1/2021        55000
     122134638           1006630832     FARMINGTON                       MO           63640       12/1/2035       55100
     122067676           1006546285     RIDGEVILLE                       SC           29472       11/1/2035       55200
     122518150           1006819328     GASTONIA                         NC           28052       11/1/2035       55500
     122063761           1006436487     POTTSTOWN                        PA           19464       11/1/2035       55800
     122079574           1006436701     POTTSTOWN                        PA           19464       11/1/2035       55800
     122282235           1006850711     COLUMBUS                         OH           43206       1/1/2036        55920
     122491526           1006828675     DETROIT                          MI           48219       1/1/2036        56000
     121724713           3001299456     ROCKY MOUNT                      NC           27801       12/1/2034       56800
     121846498           1006269466     SPRING VALLEY                    CA           91978       10/1/2020       57000
     122609795           1006939878     ODESSA                           TX           79765       1/1/2036        56640
     122543123           1006834582     FORT WORTH                       TX           76133       1/1/2036        56800
     121748213           3001531056     DENNISON                         OH           44621       10/1/2035       57000
     122488747           1006795999     LIVE OAK                         TX           78233       1/1/2036        57200
     121748237           3001531239     LOGAN                            OH           43138       11/1/2035       57500
     121839326           1006318230     TOLEDO                           OH           43613       10/1/2035       57600
     122391640           1006746497     BUFORD                           GA           30518       12/1/2035       57500
     122344736           1006785479     PHILADELPHIA                     PA           19124       1/1/2036        57600
     122370814           1006860058     DALLAS                           TX           75224       1/1/2036        57600
     122508060           1006851784     NEWBURGH                         IN           47630       1/1/2036        57750
     122484227           1006800518     SAVANNAH                         GA           31405       1/1/2036        58000
     122596521           1006875635     JANESVILLE                       WI           53548       1/1/2036        58000
     122510800           1006900805     EUCLID                           OH           44123       1/1/2036        58500
     121968568           1006364259     LOS ANGELES                      CA           90068       10/1/2020       58750
     122370207           1006731168     LAFAYETTE                        IN           47905       12/1/2035       59400
     122464914           1006781502     CALUMET CITY                     IL           60409       1/1/2036        58800
     122539813           1006893604     CLEVELAND                        OH           44105       1/1/2036        59000
     121743904           3001483621     FAIRBURN                         GA           30213       8/1/2020        60000
     122501077           1006736746     HOPE                             IN           47246       1/1/2036        59200
     121601622           1006068165     UNIVERSITY PARK                  FL           34201       8/1/2020        60000
     122332868           1006859571     KALAMAZOO                        MI           49006       1/1/2036        59500
     122391420           1006892713     AXSON                            GA           31624       1/1/2036        59600
     121619989           1006050601     AMERICAN CANYON                  CA           94503       8/1/2020        60000
     121141491           1005772684     WOODBURY                         NJ           8096        5/1/2020        60000
     122091985           1006436875     WILMINGTON                       NC           28401       10/1/2035       59850
     121576358           1006055378     MORENO VALLEY                    CA           92555       8/1/2020        60000
     122479576           1006879181     FALLBROOK                        CA           92028       12/1/2020       60000
     121748265           3001531494     DEFIANCE                         OH           43512       11/1/2035       59900
     121892459           1006213431     FORT LAUDERDALE                  FL           33301       9/1/2020        60000
     121748309           3001531858     SHELDON                          IA           51201       10/1/2035       60000
     122155928           1006737082     SALISBURY                        NC           28144       10/1/2035       60000
     121977502           1006456154     INGLEWOOD                        CA           90305       11/1/2020       60000
     122368191           1006877813     TAMAROA                          IL           62888       1/1/2036        60000
     121947931           1006550261     LILBURN                          GA           30047       11/1/2035       60000
     122498745           1006772295     WEST PALM BEACH                  FL           33404       1/1/2036        60000
     122113650           1006769523     WESTLAND                         MI           48185       12/1/2035       60000
     122321797           1006661449     LOUISVILLE                       KY           40212       12/1/2035       60000
     122494394           1006855835     MIDLAND                          TX           79705       1/1/2036        60000
     122587549           1006891541     WALTON MANOR                     FL           33334       1/1/2021        60000
     122616687           1006843575     MERCER                           PA           16137       1/1/2036        60210
     122583676           1006891475     ARDMORE                          OK           73401       1/1/2036        60300
     122287398           1006811069     SPAVINAW                         OK           74366       1/1/2036        60775
     122056780           1006548497     HALTOM CITY                      TX           76117       11/1/2035       60800
     122302390           1006645921     MIDLAND                          TX           79703       12/1/2035       61110
     122225406           1006858730     LINCOLN PARK                     MI           48146       1/1/2036        61200
     121748242           3001531288     WAUPUN                           WI           53963       11/1/2035       61500
     122157978           1006566887     OCEANSIDE                        CA           92057       11/1/2020       62000
     122139937           1006486862     HICKSVILLE                       NY           11801       11/1/2020       61800
     121998003           1006575219     WINTER PARK                      FL           32792       11/1/2035       61674
     121748999           3001545304     HOYT LAKES                       MN           55750       6/1/2035        62212
     122314008           1006839953     KEYPORT                          NJ           7735        1/1/2021        62000
     122439298           1006845075     DETROIT                          MI           48202       1/1/2036        62000
     122354139           1006854689     LAKE CITY                        FL           32055       1/1/2036        62100
     121359480           1005863822     SAN DIEGO                        CA           92104       7/1/2020        63000
     122503977           1006754616     HOUSTON                          TX           77064       1/1/2036        62400
     122607060           1006894479     BIRMINGHAM                       AL           35217       1/1/2036        62400
     122615954           1006920829     PUEBLO                           CO           81004       1/1/2036        62400
     121748263           3001531478     FARWELL                          MI           48622       11/1/2035       63500
     122310798           1006778151     ALBERTSON                        NY           11507       1/1/2021        63000
     122468274           1006841025     CLEVELAND                        OH           44106       1/1/2036        63000
     121748289           3001531718     POMPANO BEACH                    FL           33063       11/1/2035       63000
     122535037           1006792830     LA PORTE                         TX           77571       1/1/2036        63000
     122452951           1006781015     GRANDVIEW                        MO           64030       1/1/2036        63000
     122471060           1006887523     ALTOONA                          PA           16601       1/1/2036        63000
     122118219           1006524498     ADRIAN                           MI           49221       10/1/2035       63200
     121724698           3001299308     BURKBURNETT                      TX           76354       12/1/2034       63992
     122594883           1006883274     ODESSA                           TX           79765       1/1/2036        63600
     122372976           1006814659     MISHAWAKA                        IN           46544       1/1/2036        63650
     122394320           1006878183     HOUSTON                          TX           77093       1/1/2036        63750
     122547985           1006899189     RUFFS DALE                       PA           15679       1/1/2036        63750
     122636775           1006894693     OAK RIDGE                        TN           37830       1/1/2036        63800
     122351940           1006900409     MORENCI                          MI           49256       1/1/2036        64000
     121335452           1005766736     RUTHERFORD                       NJ           7070        7/1/2020        65000
     121747609           3001525702     SPOKANE VALLEY                   WA           99212       9/1/2035        64500
     121725006           3001302284     HOUSTON                          TX           77092       2/1/2020        67237
     122149877           1006708976     POMONA                           CA           91766       12/1/2020       65000
     121724886           3001301120     DETROIT                          MI           48235       2/1/2035        67650
     122527432           1006772659     GARLAND                          TX           75041       1/1/2036        64800
     122500513           1006792558     HOUSTON                          PA           15342       1/1/2036        64875
     122216679           1006872426     FALLS CHURCH                     VA           22044       1/1/2021        65000
     122485401           1006861783     CHARLES CITY                     IA           50616       1/1/2036        65200
     121671748           1006069882     ARROYO GRANDE                    CA           93420       8/1/2020        110000
     122480629           1006767881     ONTARIO                          CA           91761       1/1/2021        65685
     121724839           3001300650     FORT WORTH                       TX           76115       1/1/2035        66392
     122451497           1006840860     MONTGOMERY                       AL           36116       12/1/2035       66000
     122370515           1006844482     BATON ROUGE                      LA           70812       1/1/2036        66000
     121859380           1006398380     MODESTO                          CA           95358       10/1/2020       66100
     121748294           3001531742     WICHITA                          KS           67203       8/1/2035        66500
     122563524           1006972861     STANTONSBURG                     NC           27883       1/1/2036        66405
     122116599           1006460966     COLUMBUS                         OH           43205       11/1/2035       66500
     122580999           1006905937     POWDER SPRINGS                   GA           30127       1/1/2036        66800
     122459389           1006878811     MILFORD                          CT           6460        1/1/2021        67000
     121724794           3001300221     PHILADELPHIA                     PA           19145       1/1/2035        68000
     122076068           1006436651     WILMINGTON                       NC           28401       10/1/2035       67500
     122634400           1006988396     CAHOKIA                          IL           62206       1/1/2036        67500
     121874904           1006494478     BALTIMORE                        MD           21230       10/1/2035       67500
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     122192483           1006509408     FRANKLIN                         NC           28734       11/1/2035       67700
     122192907           1006509424     FRANKLIN                         NC           28734       11/1/2035       67700
     121877869           1006453243     FORT WORTH                       TX           76133       9/1/2035        69000
     121748173           3001530769     Dayton                           OH           45408       9/1/2035        68000
     121747979           3001529050     JACKSONVILLE                     FL           32208       11/1/2035       68000
     122067249           1006493223     HOUSTON                          TX           77039       11/1/2035       68000
     121937408           1006742652     PENSACOLA                        FL           32501       1/1/2036        68000
     121969468           1006330490     DOUGLASVILLE                     GA           30135       10/1/2035       68000
     122382127           1006753568     GAINESVILLE                      FL           32641       1/1/2036        68000
     122267636           1006653859     JASPER                           AL           35501       12/1/2035       68000
     122281488           1006971301     ROANOKE                          VA           24015       12/1/2035       68000
     121725292           3001305014     GREENVILLE                       OH           45331       4/1/2035        68800
     121748347           3001532229     FREDONIA                         KS           66736       11/1/2035       68500
     121329912           1005860661     CHINO                            CA           91710       7/1/2020        70000
     121748325           3001532013     COUNCIL BLUFFS                   IA           51501       11/1/2035       68800
     121747959           3001528904     ENFIELD                          NC           27823       11/1/2035       69000
     121971319           1006401135     PHOENIX                          AZ           85022       10/1/2020       70000
     122160580           1006742991     ALPINE                           AL           35014       1/1/2036        69350
     121701531           1006187031     INGLEWOOD                        CA           90305       9/1/2020        70000
     121545224           1006010944     MODESTO                          CA           95356       8/1/2020        70000
     121659943           1006287468     ROSEVILLE                        CA           95678       9/1/2020        70000
     122493447           1006775801     ANDREWS                          TX           79714       1/1/2036        70000
     122531197           1006846743     KANNAPOLIS                       NC           28081       1/1/2036        70000
     122535079           1006888265     WILMINGTON                       DE           19802       1/1/2036        70000
     122535644           1006842346     DES MOINES                       IA           50317       1/1/2036        70000
     122568341           1006899411     HOUSTON                          TX           77086       1/1/2036        70000
     122460352           1006803827     LANSING                          MI           48910       1/1/2036        70200
     121725270           3001304801     ENGLEWOOD                        OH           45322       4/1/2035        71000
     121748304           3001531809     OTTUMWA                          IA           52501       9/1/2035        71000
     121725455           3001306574     ZANESVILLE                       OH           43701       5/1/2035        71250
     122559016           1006866105     BAYTOWN                          TX           77522       1/1/2036        70864
     122464641           1006760712     CENTRAL ISLIP                    NY           11722       1/1/2036        71000
     121740708           3001441108     DETROIT                          MI           48205       10/1/2035       71200
     122621972           1006889248     HOUSTON                          TX           77086       1/1/2036        71048
     122267322           1006774747     PASADENA                         TX           77503       1/1/2036        71200
     122084732           1006540767     KILLEEN                          TX           76549       11/1/2035       71200
     122174318           1006749921     MEMPHIS                          TN           38111       1/1/2036        71250
     121748331           3001532070     POLK CITY                        IA           50226       10/1/2035       71500
     122101827           1006467680     BISHOPVILLE                      SC           29010       11/1/2035       71440
     122657047           1006967234     SAMSON                           AL           36477       1/1/2021        72000
     121732602           3001417819     TAYLOR                           MI           48180       9/1/2035        72000
     121748252           3001531361     GREEN BAY                        WI           54303       11/1/2035       71900
     122563989           1006834954     ODESSA                           TX           79762       1/1/2036        71920
     122573900           1006831026     HUMBLE                           TX           77346       1/1/2036        71920
     122241430           1006516759     BATTLE CREEK                     MI           49015       11/1/2035       72000
     122437700           1006751158     SANFORD                          FL           32771       1/1/2036        72000
     122546151           1006820441     JONESBORO                        AR           72401       1/1/2036        72000
     122336420           1006895237     HAMTRAMCK                        MI           48212       1/1/2036        72000
     122564359           1006834970     DES MOINES                       IA           50317       1/1/2036        72000
     122391789           1006827180     KEMP                             TX           75143       1/1/2036        72400
     121725333           3001305428     DETROIT                          MI           48235       5/1/2035        73200
     122190375           1006636037     TUKWILA                          WA           98188       11/1/2035       72675
     121782036           1006275026     WASHINGTON                       DC           20001       9/1/2020        73106
     121748258           3001531429     PORTSMOUTH                       OH           45662       11/1/2035       73000
     122355927           1006759938     DALLAS                           TX           75253       1/1/2036        73600
     122485102           1006732711     CANTON                           OH           44708       12/1/2035       73600
     121732500           3001416803     DETROIT                          MI           48209       9/1/2035        74000
     121640959           1006031973     AZUSA                            CA           91702       8/1/2020        75000
     122428772           1006691693     KANSAS CITY                      MO           64118       1/1/2036        74400
     122597267           1006920225     LEWISVILLE                       TX           75067       1/1/2036        74400
     122616325           1006853723     FORT WORTH                       TX           76179       1/1/2036        74502
     121292560           1005706526     ROCKVILLE                        MD           20850       6/1/2020        75000
     122345284           1006749087     PERRY                            IA           50220       1/1/2036        74700
     121748308           3001531841     STUART                           IA           50250       10/1/2035       75000
     121748285           3001531676     PENSACOLA                        FL           32501       10/1/2035       75000
     122075005           1006333965     LAS CRUCES                       NM           88001       9/1/2035        75150
     121325628           1005736267     WESTON                           FL           33332       6/1/2020        75500
     121732527           3001417066     KINGSPORT                        TN           37660       9/1/2035        75150
     122428196           1006903973     SAN DIEGO                        CA           92130       1/1/2036        75000
     122491574           1006861999     PORT SAINT LUCIE                 FL           34986       1/1/2021        75000
     122521504           1006846529     OLD BETHPAGE                     NY           11804       1/1/2021        75000
     122574378           1006905804     MURRIETA                         CA           92563       1/1/2021        75000
     122597907           1006849457     GARLAND                          TX           75043       1/1/2036        75000
     122366714           1006877797     GREENVILLE                       SC           29617       1/1/2036        75525
     122504808           1006801003     SOCORRO                          TX           79927       1/1/2036        75560
     121638732           1006186124     BRYANS ROAD                      MD           20616       9/1/2020        76000
     121748166           3001530694     FORT WAYNE                       IN           46805       9/1/2035        76000
     122472726           1006861387     BIXBY                            OK           74008       1/1/2036        75954
     122570389           1006821134     MACKS CREEK                      MO           65786       1/1/2036        76000
     122549470           1006847147     FREEPORT                         TX           77541       1/1/2036        76000
     122506643           1006879702     DOWNEY                           CA           90241       1/1/2021        76000
     121828259           1006172264     CLEVELAND                        OH           44112       9/1/2035        76500
     121730936           3001392376     KATY                             TX           77449       9/1/2035        76740
     122506984           1006801045     DETROIT                          MI           48219       1/1/2036        76500
     122264526           1006613325     DADE CITY                        FL           33523       11/1/2035       76500
     122471717           1006822942     AUBURN                           MA           1501        1/1/2036        76440
     122617138           1006898033     BROOKVILLE                       PA           15825       1/1/2036        76800
     122558504           1006830572     GRAND PRAIRIE                    TX           75052       1/1/2036        76800
     122565676           1006847659     POLAND                           OH           44514       1/1/2036        76800
     121725332           3001305410     COLUMBUS                         OH           43227       4/1/2035        77600
     121914126           1006257487     DIAMOND BAR                      CA           91765       9/1/2020        77250
     122490804           1006768186     INKSTER                          MI           48141       1/1/2036        77400
     122596728           1006868705     BALTIMORE                        MD           21215       1/1/2036        77400
     121748239           3001531254     NELSONVILLE                      WI           54458       11/1/2035       77500
     122264933           1006774739     NEWARK                           OH           43055       1/1/2036        77500
     121748245           3001531304     VESPER                           WI           54489       11/1/2035       77500
     121732556           3001417355     AURORA                           MO           65605       9/1/2035        77600
     121748229           3001531171     FAIRFIELD                        OH           45014       11/1/2035       77900
     122272302           1006813917     EL PASO                          TX           79938       1/1/2036        78255
     122080444           1006407918     HOUSTON                          TX           77070       10/1/2035       78400
     122509148           1006856031     CLEVELAND                        OH           44108       1/1/2036        78400
     122454813           1006851362     LOUISVILLE                       KY           40217       1/1/2036        78400
     122198526           1006737199     HOUSTON                          TX           77040       1/1/2036        78400
     122531612           1006820151     CUYAHOGA FALLS                   OH           44221       1/1/2036        78400
     122542573           1006810228     LAKELAND                         FL           33815       1/1/2036        78400
     122121419           1006587438     HOUSTON                          TX           77099       12/1/2035       78400
     122065238           1006601882     TUALATIN                         OR           97062       12/1/2020       78600
     122336279           1006745119     SACRAMENTO                       CA           95831       1/1/2021        78800
     121748333           3001532096     MARBLE HILL                      MO           63764       11/1/2035       79000
     122554960           1006918781     MILTON                           WA           98354       1/1/2036        79000
     122360249           1006712267     HOUSTON                          TX           77082       12/1/2035       79120
     122500276           1006926461     WILSON                           NC           27893       12/1/2035       79200
     122324378           1006730087     BALTIMORE                        MD           21223       1/1/2036        79200
     122597156           1006857658     BAY MINETTE                      AL           36507       1/1/2036        79200
     121748323           3001531999     MARSHALL                         MO           65340       10/1/2035       79500
     121725119           3001303365     VAN ALSTYNE                      TX           75495       3/1/2035        79990
     122611482           1006868986     BROWNSBURG                       IN           46112       1/1/2036        79600
     122040930           1006475071     SILVER SPRING                    MD           20904       11/1/2020       80000
     121748326           3001532021     DAVENPORT                        IA           52803       10/1/2035       80000
     121740494           3001469430     CHICAGO                          IL           60636       9/1/2035        80000
     122532180           1006863599     REDFORD                          MI           48240       1/1/2036        79900
     122514179           1006754640     HOUSTON                          TX           77067       1/1/2036        79900
     121732582           3001417611     CLINTON TOWNSHIP                 MI           48036       9/1/2035        79900
     122508844           1006887861     CLEVELAND                        OH           44103       1/1/2036        79900
     122280332           1006811051     SAN BERNARDINO AREA              CA           92404       12/1/2035       79900
     122547735           1006852485     EDISON                           NJ           8817        1/1/2021        80000
     122569630           1006857229     HITCHCOCK                        TX           77563       1/1/2036        80000
     122501708           1006758120     DEFIANCE                         MO           63341       12/1/2035       80000
     122284213           1006859100     NORRISTOWN                       PA           19401       1/1/2021        80000
     122430450           1006873002     SAYLORSBURG                      PA           18353       1/1/2021        80000
     122440259           1006840662     JOLIET                           IL           60432       1/1/2036        80000
     122441119           1006840688     FERNDALE                         WA           98248       1/1/2021        80000
     121725358           3001305667     HOUSTON                          TX           77037       5/1/2020        82443
     122478740           1006800344     PHILADELPHIA                     PA           19135       1/1/2036        80250
     122446722           1006929804     IDER                             AL           35981       1/1/2036        80275
     121748337           3001532138     WICHITA                          KS           67217       11/1/2035       80750
     122431157           1006815045     TAMPA                            FL           33610       1/1/2036        80750
     122465901           1006736647     PHILADELPHIA                     PA           19151       12/1/2035       80800
     122085453           1006445280     KANKAKEE                         IL           60901       11/1/2035       80750
     121748243           3001531296     WAUKESHA                         WI           53186       11/1/2035       80900
     122536481           1006834491     HUMBLE                           TX           77396       1/1/2036        80800
     122053007           1006375693     HYATTSVILLE                      MD           20784       10/1/2035       81000
     122558924           1006810442     TULSA                            OK           74129       1/1/2036        80952
     122366911           1006640237     NEW CASTLE                       PA           16101       12/1/2035       80910
     121732532           3001417116     KINGSFORD                        MI           49802       9/1/2035        81125
     121748187           3001530868     SPRINGFIELD                      OH           45504       10/1/2035       81000
     122017859           1006403818     CORONA                           CA           92883       10/1/2020       82000
     122299751           1006844045     OMAHA                            NE           68134       1/1/2036        81200
     122163991           1006692014     MONTICELLO                       GA           31064       12/1/2035       81520
     121748339           3001532153     SCOTT CITY                       KS           67871       11/1/2035       81700
     122197391           1006850562     HAMPTON                          VA           23669       1/1/2036        81600
     122319151           1006859399     KNIGHTDALE                       NC           27545       1/1/2036        81600
     122372990           1006826950     LAREDO                           TX           78045       1/1/2036        81800
     121732499           3001416795     STERLING HEIGHTS                 MI           48310       9/1/2035        82000
     122360356           1006706459     ROLLING HILLS ESTATES            CA           90274       12/1/2020       82000
     121748170           3001530736     DETROIT                          MI           48213       11/1/2035       82350
     122436307           1006731978     HOUSTON                          TX           77049       1/1/2036        82350
     122436906           1006725764     WEBSTER                          TX           77598       1/1/2036        82400
     122453866           1006827750     MYRTLE BEACH                     SC           29572       1/1/2036        82450
     122374599           1006785834     SAINT LOUIS                      MO           63135       1/1/2036        82500
     121710079           1006130528     REMINDERVILLE                    OH           44202       8/1/2020        82800
     121559934           1005901143     ESCONDIDO                        CA           92026       7/1/2020        83000
     122450085           1006786568     DOUGLASVILLE                     GA           30134       1/1/2036        82800
     122228078           1006636896     SUGAR LAND                       TX           77478       12/1/2035       83000
     122013774           1006322984     HOUSTON                          TX           77083       10/1/2035       83200
     122629811           1006869174     TERRELL                          TX           75160       1/1/2036        83192
     121732495           3001416761     DETROIT                          MI           48239       7/1/2035        83600
     122479744           1006904328     CLINTON                          TN           37716       1/1/2036        83420
     122017287           1006644601     CHARLOTTE                        NC           28277       12/1/2035       83500
     121748312           3001531882     BELLEVILLE                       IL           62226       10/1/2035       84000
     122327812           1006650624     SPRING                           TX           77373       12/1/2035       84000
     122603483           1006853632     HOPE MILLS                       NC           28348       1/1/2036        84000
     122441240           1006933202     ABERDEEN                         WA           98520       1/1/2036        84000
     122644471           1006981508     CAIRO                            GA           39828       12/1/2035       84000
     122272830           1006877128     DANSVILLE                        MI           48819       12/1/2035       84600
     122096984           1006853897     LOS ANGELES                      CA           90062       1/1/2021        85000
     122474474           1006748238     RAWLINS                          WY           82301       1/1/2036        84800
     121745861           3001483159     FRESNO                           CA           93703       11/1/2035       85000
     122493522           1006800773     DALLAS                           TX           75227       1/1/2036        85000
     122436690           1006757072     LA PORTE                         TX           77571       1/1/2036        85000
     122288934           1006826174     SANTA ANA                        CA           92706       1/1/2021        85000
     122436180           1006840621     ELK GROVE                        CA           95624       1/1/2021        85000
     122544574           1006830283     CHARLOTTE                        NC           28217       1/1/2036        85000
     122090477           1006475659     BALTIMORE                        MD           21216       11/1/2035       85500
     122474484           1006787079     BROOKFIELD                       NY           13314       1/1/2036        85600
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     121748332           3001532088     DES MOINES                       IA           50313       10/1/2035       86000
     121725240           3001304504     SAN ANTONIO                      TX           78245       4/1/2025        87900
     121748253           3001531379     FAIRFIELD                        OH           45014       11/1/2035       86000
     122113028           1006825697     RALEIGH                          NC           27610       11/1/2035       86000
     122516220           1006812950     RICHMOND                         TX           77469       1/1/2036        86190
     122300803           1006649600     HUMBLE                           TX           77346       12/1/2035       86400
     121748267           3001531510     COLUMBUS                         OH           43224       11/1/2035       86400
     122392799           1006811671     NEW HAVEN                        CT           6519        1/1/2036        86500
     121990022           1006453961     MILWAUKEE                        WI           53208       10/1/2035       86800
     121747956           3001528870     THOMASVILLE                      GA           31792       10/1/2035       87000
     122344976           1006745259     WINTER GARDEN                    FL           34787       1/1/2036        87000
     122193037           1006600900     FORT WORTH                       TX           76112       12/1/2035       87000
     121748158           3001530611     MIDDLETOWN                       OH           45042       9/1/2035        87000
     122061381           1006609604     RICHMOND                         VA           23224       12/1/2035       87000
     121858830           1006227522     GREENVILLE                       SC           29605       9/1/2035        87300
     122501994           1006823551     CEDAR HILL                       TX           75104       1/1/2036        87200
     122442439           1006780660     CONYERS                          GA           30094       1/1/2036        87300
     121748037           3001529605     NAMPA                            ID           83686       11/1/2035       88000
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     122330055           1006900334     NORTH BRUNSWICK                  NJ           8902        1/1/2036        88190
     122329123           1006730160     TRENTON                          NJ           8618        1/1/2036        88500
     122461729           1006781387     HUEYTOWN                         AL           35023       1/1/2036        88736
     121749043           3001535131     EVERETT                          MA           2149        11/1/2035       88800
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     121749027           3001534977     LAFAYETTE                        IN           47904       9/1/2035        89100
     121748327           3001532039     VALLEY CENTER                    KS           67147       11/1/2035       89000
     121732533           3001417124     WYOMING                          MI           49519       9/1/2035        89000
     122194786           1006602732     DALLAS                           TX           75216       12/1/2035       89227
     122368091           1006799256     PENSACOLA                        FL           32506       1/1/2036        89400
     121934676           1006432585     THE COLONY                       TX           75056       10/1/2035       89550
     122575855           1006867905     KNOXVILLE                        TN           37921       1/1/2036        89600
     121426136           1005804727     PETOSKEY                         MI           49770       7/1/2020        90000
     121748341           3001532179     DAVENPORT                        IA           52802       11/1/2035       90000
     122383871           1006807505     MADISON HEIGHTS                  MI           48071       1/1/2036        90000
     121997272           1006365405     IRVINE                           CA           92603       10/1/2020       90500
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     122537429           1006874414     RIO LINDA                        CA           95673       1/1/2021        90000
     121546134           1006397077     ALTADENA                         CA           91001       10/1/2020       90350
     121847654           1006348963     ATLANTA                          GA           30312       10/1/2035       90400
     121725315           3001305246     MAGNOLIA                         TX           77355       4/1/2025        91988
     122249154           1006685695     DENVER                           CO           80216       12/1/2035       90500
     122213231           1006545758     HOUSTON                          TX           77045       11/1/2035       90640
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     121748207           3001531007     SANDUSKY                         OH           44870       10/1/2035       91000
     122294361           1006821712     HOUSTON                          TX           77062       1/1/2036        91200
     121733324           3001396930     PHOENIX                          AZ           85033       9/1/2035        92000
     122185331           1006513194     SPRING                           TX           77389       11/1/2035       91800
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     122089135           1006515603     TEMPLE HILLS                     MD           20748       11/1/2035       92000
     122219053           1006798399     PASADENA                         TX           77503       1/1/2036        92000
     122544090           1006864001     TAMPA                            FL           33612       1/1/2036        92000
     122596984           1006868713     LA HABRA                         CA           90631       1/1/2021        92500
     122581251           1006831141     BLACKWOOD                        NJ           8012        1/1/2036        92800
     122567132           1006835027     DEARBORN HEIGHTS                 MI           48125       1/1/2036        92800
     122521707           1006835951     HOUSTON                          TX           77073       1/1/2036        93600
     122541107           1006813214     DALLAS                           TX           75233       1/1/2036        93200
     122447233           1006827727     HOUSTON                          TX           77073       1/1/2036        93392
     121747989           3001529159     STONE MOUNTAIN                   GA           30088       11/1/2035       93500
     121747967           3001528987     LEXINGTON                        SC           29073       11/1/2035       93600
     122152279           1006532731     COLUMBIA                         SC           29203       11/1/2035       93600
     122568826           1006905697     AUSTIN                           TX           78723       1/1/2036        93600
     122686263           1006976805     ORLANDO                          FL           32805       12/1/2035       93750
     122393974           1006900508     HOUSTON                          TX           77085       12/1/2035       94392
     121748329           3001532054     OMAHA                            NE           68108       11/1/2035       94500
     122485987           1006804213     SAINT ANN                        MO           63074       1/1/2036        94500
     122166545           1006798233     IDAHO FALLS                      ID           83402       1/1/2036        94680
     121854536           1006197139     HOUSTON                          TX           77049       9/1/2035        94900
     121522682           1005896434     SYLVANIA                         OH           43560       7/1/2020        95000
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     122147582           1006532681     CHARLOTTE                        NC           28226       11/1/2035       94800
     121748346           3001532211     JOPLIN                           MO           64801       11/1/2035       95000
     122287775           1006922460     FARMERS BRANCH                   TX           75234       1/1/2036        95000
     121748178           3001530793     BLACKLICK                        OH           43004       10/1/2035       95000
     121748182           3001530827     CINCINNATI                       OH           45240       10/1/2035       95000
     122534471           1006842312     FLOWERY BRANCH                   GA           30542       1/1/2036        95200
     122464682           1006892911     MT PLEASANT                      UT           84647       1/1/2036        95400
     121748154           3001530579     GOSHEN                           OH           45122       8/1/2035        96000
     122563199           1006866360     RALEIGH                          NC           27616       1/1/2036        95900
     121748247           3001531320     NEWBURY TOWNSHIP                 OH           44021       11/1/2035       96000
     121748224           3001531130     HAMILTON                         OH           45013       10/1/2035       96000
     121732479           3001416605     ROSEVILLE                        MI           48066       9/1/2035        96000
     122342826           1006877482     PLANO                            TX           75074       1/1/2036        96000
     122608127           1006906471     COLUMBUS                         OH           43219       1/1/2036        96000
     122617858           1006891954     MESA                             AZ           85210       1/1/2036        96000
     122543028           1006842510     CHESAPEAKE                       VA           23324       1/1/2036        96600
     121732601           3001417801     LINCOLN PARK                     MI           48146       9/1/2035        96900
     122211109           1006743254     BROXTON                          GA           31519       12/1/2035       96700
     121748441           3001505662     HUEYTOWN                         AL           35023       11/1/2035       97000
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     122275192           1006605990     PHILADELPHIA                     PA           19153       12/1/2035       97500
     122295122           1006901886     PORTLAND                         TN           37148       1/1/2036        97600
     122573526           1006875197     TALLAHASSEE                      FL           32303       1/1/2036        97600
     121767452           1006146169     POWDER SPRINGS                   GA           30127       9/1/2035        97600
     122619086           1006891962     BIRMINGHAM                       AL           35217       1/1/2036        97750
     122434525           1006746802     S EUCLID                         OH           44121       1/1/2036        97850
     122083218           1006428435     GAINESVILLE                      GA           30506       11/1/2035       98000
     121973509           1006769424     DESOTO                           TX           75115       12/1/2035       98080
     122584309           1006882938     TARPON SPRINGS                   FL           34689       1/1/2036        98100
     122128868           1006491623     CRETE                            IL           60417       11/1/2035       98400
     122566477           1006857112     HOUSTON                          TX           77047       1/1/2036        98312
     121894780           1006649972     CHICAGO                          IL           60638       10/1/2035       98318
     122524468           1006842056     PALATINE                         IL           60074       1/1/2036        98320
     121836596           1006539736     WILLOWICK                        OH           44095       12/1/2035       98400
     122371454           1006854770     HOUSTON                          TX           77085       12/1/2035       99192
     122520594           1006856304     ALEXANDRIA                       VA           22306       1/1/2021        100000
     122480983           1006742504     ATLANTA                          GA           30331       1/1/2036        98650
     122661357           1006884447     HOUSTON                          TX           77031       1/1/2036        98800
     122448547           1006907628     DALLAS                           TX           75237       1/1/2036        98857
     122553674           1006881260     DALLAS                           TX           75218       1/1/2036        99000
     122017945           1006435794     BALTIMORE                        MD           21224       10/1/2035       99000
     122040949           1006894834     LAKE LUZERNE                     NY           12846       1/1/2036        99000
     122554695           1006864282     NAMPA                            ID           83686       12/1/2035       99150
     122559713           1006824864     LOUISVILLE                       KY           40212       1/1/2036        99200
     122519108           1006834145     BLAINE                           MN           55434       1/1/2036        99400
     121776548           1006397655     SYLMAR                           CA           91342       10/1/2020       100000
     122354453           1006764797     TEMPE                            AZ           85284       1/1/2021        100000
     121748314           3001531908     COLFAX                           IA           50054       11/1/2035       99750
     122056986           1006629735     LOS ANGELES                      CA           90045       12/1/2020       100000
     122576776           1006875262     TROUTDALE                        OR           97060       1/1/2021        100000
     121596096           1006011561     LAS VEGAS                        NV           89121       8/1/2020        100000
     121634332           1006144024     LINDENHURST                      NY           11757       9/1/2020        100000
     121744576           3001508252     BROWNSBURG                       IN           46112       11/1/2035       100000
     121801663           1006188906     FORT LAUDERDALE                  FL           33308       9/1/2020        100000
     122502417           1006879637     SAN DIEGO                        CA           92110       1/1/2021        99990
     122032358           1006489536     REDONDO BEACH                    CA           90277       11/1/2020       100000
     122251113           1006710022     PHOENIX                          AZ           85007       12/1/2020       100000
     121748437           3001505639     FULTONDALE                       AL           35068       11/1/2035       100000
     122444860           1006860843     HANFORD                          CA           93230       1/1/2036        100000
     122569762           1006867079     NAPERVILLE                       IL           60565       1/1/2036        100000
     122299510           1006872665     CANDLER                          NC           28715       1/1/2036        100000
     122162203           1006485526     BEDFORD                          PA           15522       11/1/2035       100000
     122250274           1006763062     HOUSTON                          TX           77060       1/1/2036        100000
     122347441           1006711962     RICHMOND                         VA           23234       12/1/2035       100000
     122520684           1006809709     BELLWOOD                         IL           60104       1/1/2036        100000
     122590741           1006883167     LOS ALAMOS                       CA           93440       1/1/2021        100000
     122531484           1006856510     SHELBY                           NC           28150       1/1/2036        100300
     122548313           1006820490     FORT LAUDERDALE                  FL           33319       1/1/2036        100300
     122583363           1006934150     DENTON                           TX           76210       1/1/2036        100400
     122599535           1006825168     JACKSON                          TN           38305       1/1/2036        100720
     121891827           1006370801     ADAMS                            NY           13605       10/1/2035       100800
     122551495           1006930745     HOUSTON                          TX           77085       1/1/2036        101012
     122589935           1006853517     LITHONIA                         GA           30038       1/1/2036        101425
     122560444           1006893869     BETHLEHEM                        GA           30620       1/1/2036        101600
     122540811           1006830192     CHARLOTTE                        NC           28269       1/1/2036        101680
     122586647           1006868317     NEWPORT                          MI           48166       1/1/2036        101750
     121748316           3001531924     DES MOINES                       IA           50317       10/1/2035       102000
     122533300           1006846776     NORFOLK                          VA           23503       1/1/2036        102000
     122568942           1006867004     KATY                             TX           77449       1/1/2036        102000
     122448964           1006878621     RICHMOND                         VA           23225       1/1/2036        102000
     122612902           1006899841     RIVERVIEW                        FL           33569       1/1/2036        102106
     122013031           1006464778     HOUSTON                          TX           77095       12/1/2035       102240
     121749074           3001535404     PHOENIX                          AZ           85308       11/1/2035       102400
     122274566           1006603409     ST LOUIS                         MO           63136       12/1/2035       102400
     122471239           1006767550     DES PLAINES                      IL           60016       1/1/2036        102400
     122571156           1006875155     TAMPA                            FL           33619       1/1/2036        102400
     122452060           1006855207     MCKINNEY                         TX           75071       1/1/2036        102696
     122354173           1006814360     CANYON COUNTRY                   CA           91387       1/1/2021        102700
     122476792           1006910242     GREENSBORO                       NC           27405       1/1/2036        102800
     122584700           1006905978     MADISON HEIGHTS                  MI           48071       1/1/2036        102880
     122329110           1006887051     WEST CHESTER                     PA           19382       1/1/2036        103000
     122300499           1006710873     HOUSTON                          TX           77024       12/1/2035       103200
     122391681           1006903940     MIAMISBURG                       OH           45342       1/1/2036        103200
     122061336           1006368219     GAINESVILLE                      FL           32608       10/1/2035       103500
     121880454           1006219008     DETROIT                          MI           48223       9/1/2035        103500
     121694409           1006111478     MIAMI UNINCORP                   FL           33055       9/1/2035        103500
     122603926           1006875742     WOODSTOCK                        GA           30096       1/1/2036        103500
     121732494           3001416753     COTTRELLVILLE TWP.               MI           48039       9/1/2035        103700
     122507528           1006831752     BOISE                            ID           83704       1/1/2036        103500
     122453172           1006771685     LITHIA SPRINGS                   GA           30122       1/1/2036        103600
     122371611           1006745978     LANCASTER                        PA           17603       1/1/2036        103600
     121818189           1006340960     TAMPA                            FL           33611       9/1/2035        104000
     122106084           1006413502     ORLANDO                          FL           32808       10/1/2035       103950
     122356006           1006727257     OXFORD                           AL           36203       12/1/2035       103920
     122591034           1006919920     BISMARCK                         ND           58504       1/1/2036        103920
     122386227           1006739799     ORLANDO                          FL           32818       1/1/2036        104000
     122603891           1006915183     GARDENDALE                       AL           35071       1/1/2036        104000
     121748051           3001529720     LAKEWOOD                         CO           80228       9/1/2035        104000
     122089529           1006408395     HOUSTON                          TX           77047       10/1/2035       104203
     122533113           1006856536     CARLISLE                         PA           17013       1/1/2036        104400
     121748030           3001529548     BLACKFOOT                        ID           83221       10/1/2035       104400
     121748068           3001529878     CRAIG                            CO           81625       11/1/2035       104500
     122101713           1006446056     LELAND                           NC           28451       10/1/2035       104720
     122435363           1006815110     DALLAS                           GA           30157       1/1/2036        104800
     122535612           1006869984     IBERIA                           MO           65486       1/1/2036        104800
     122297863           1006579864     RICHLAND HILLS                   TX           76118       12/1/2035       104900
     122558571           1006834863     POWDER SPRINGS                   GA           30127       1/1/2036        104880
     122279679           1006584369     SAN ANTONIO                      TX           78216       11/1/2035       105000
     122429142           1006855009     KING GEORGE                      VA           22485       1/1/2036        105000
     122450755           1006727604     ANTIOCH                          TN           37013       12/1/2035       105000
     122515600           1006879959     MARLBORO                         NY           12542       1/1/2036        105000
     122452411           1006895526     WATAUGA                          TX           76148       1/1/2036        105300
     121748274           3001531577     BETHEL                           OH           45106       11/1/2035       105450
     122491778           1006879421     ROGERS                           AR           72758       1/1/2036        106000
     122494533           1006895930     BAKERSFIELD                      CA           93304       1/1/2036        106000
     121732579           3001417587     BIRMINGHAM                       AL           35215       8/1/2035        106400
     122355236           1006971475     HOUSTON                          TX           77085       1/1/2036        106392
     121996427           1006858250     ALBUQUERQUE                      NM           87121       1/1/2036        106880
     122442827           1006740292     HOLDINGFORD                      MN           56340       12/1/2035       107000
     121732529           3001417082     TWIN FALLS                       ID           83301       9/1/2035        107000
     122344453           1006730525     JONESBORO                        GA           30236       1/1/2036        107000
     122552702           1006881203     HOUSTON                          TX           77073       1/1/2036        107200
     122598079           1006870487     OCALA                            FL           34472       12/1/2035       107200
     121740497           3001469463     VIRGINIA BEACH                   VA           23452       8/1/2035        107500
     122097905           1006518425     RICHMOND                         VA           23222       11/1/2035       107600
     122550332           1006881088     RED OAK                          TX           75154       1/1/2036        107600
     121732475           3001416563     CLINTON TOWNSHIP                 MI           48035       9/1/2035        108000
     122079703           1006858326     GLENDALE                         CA           91207       1/1/2021        107850
     122505784           1006904609     LAWRENCEBURG                     IN           47025       1/1/2036        108000
     122197435           1006545683     KATY                             TX           77450       11/1/2035       108000
     122588153           1006868416     PORTSMOUTH                       OH           45662       1/1/2036        108000
     122495327           1006800831     GARDNERS                         PA           17324       1/1/2036        108000
     122369800           1006731143     WEBSTER                          MA           1570        1/1/2036        108000
     121732585           3001417645     CALHOUN                          GA           30701       9/1/2035        108000
     122428757           1006786246     JOLIET                           IL           60436       1/1/2036        108000
     122514561           1006809527     HARRISON TOWNSHIP                MI           48045       1/1/2036        108000
     122547090           1006820466     ROWLETT                          TX           75088       1/1/2036        108000
     122624766           1006898124     DOUGLASVILLE                     GA           30135       1/1/2036        108000
     122507085           1006752057     PASADENA                         CA           91107       1/1/2021        108315
     122008515           1006443210     CORAL SPRINGS                    FL           33071       11/1/2035       108320
     122498629           1006816324     ALBANY                           GA           31721       1/1/2036        108450
     122452713           1006860983     HOUSTON                          TX           77047       1/1/2036        108623
     122464207           1006861254     FORT SMITH                       AR           72903       1/1/2036        108750
     122322385           1006859449     BROOKPARK                        OH           44142       1/1/2036        108800
     121652407           1006251266     KULA                             HI           96790       9/1/2020        110000
     122545671           1006813255     RIVERDALE                        GA           30506       1/1/2036        108900
     121725339           3001305477     CYPRESS                          TX           77433       4/1/2035        109636
     122392301           1006666364     CARROLLTON                       TX           75006       12/1/2035       109000
     121748203           3001530975     Carlisle                         OH           45005       10/1/2035       109250
     121747950           3001528839     MURFREESBORO                     TN           37129       10/1/2035       109150
     122307515           1006836561     NAMPA                            ID           83687       1/1/2036        109200
     121725079           3001302961     HOUSTON                          TX           77070       3/1/2035        110386
     122309964           1006755902     FONTANA                          CA           92336       1/1/2021        110000
     122493802           1006809048     TAMPA                            FL           33604       1/1/2036        109800
     121915374           1006221368     VISTA                            CA           92084       9/1/2020        110000
     121749025           3001534951     LEOMINSTER                       MA           1453        10/1/2035       110000
     122430839           1006756975     IRVINE                           CA           92604       1/1/2021        110000
     122580266           1006843252     SAINT PETERSBURG                 FL           33713       1/1/2036        110000
     122456019           1006861130     COVINA                           CA           91722       1/1/2021        110000
     122478093           1006892994     MIAMI                            FL           33142       1/1/2036        110000
     122451331           1006675316     GLENN HEIGHTS                    TX           75154       12/1/2035       110084
     121748155           3001530587     MANITOWOC                        WI           54220       11/1/2035       110500
     122606954           1006912198     WINDSOR                          CO           80550       1/1/2036        110500
     122397009           1006786196     TAMARAC                          FL           33321       1/1/2036        110800
     122361072           1006785685     FOREST PARK                      GA           30297       1/1/2036        110900
     122113985           1006944738     BOYNTON BEACH                    FL           33436       12/1/2035       111120
     121977150           1006357329     LAWRENCEVILLE                    GA           30044       10/1/2035       111200
     122351510           1006826661     CUMBERLAND                       MD           21502       1/1/2036        111200
     122532463           1006852261     PUNTA GORDA                      FL           33983       1/1/2036        111350
     122618750           1006849614     PEARLAND                         TX           77584       1/1/2036        111520
     122596316           1006857633     TAMPA                            FL           33617       1/1/2036        111920
     121749041           3001535115     INDIANAPOLIS                     IN           46254       10/1/2035       112000
     122151748           1006542045     LAWRENCEVILLE                    GA           30044       11/1/2035       111992
     122557999           1006847253     MISSION VIEJO                    CA           92692       1/1/2021        112000
     122477213           1006767782     AURORA                           IL           60505       1/1/2036        111920
     122286859           1006777765     GONZALES                         LA           70737       12/1/2035       112000
     121732526           3001417058     CRAWFORDSVILLE                   IN           47933       9/1/2035        112000
     121947514           1006400301     DENVER                           CO           80216       10/1/2035       112000
     122184537           1006591851     ATLANTA                          GA           30314       11/1/2035       112000
     122531790           1006846750     ATLANTA                          GA           30309       1/1/2036        112000
     122584646           1006868218     MIAMI                            FL           33147       1/1/2036        112000
     121860342           1006169625     DETROIT                          MI           48224       9/1/2035        112500
     121637806           1006164535     CHICAGO                          IL           60636       9/1/2035        112500
     121748020           3001529449     LEBANON                          OR           97355       10/1/2035       112500
     121884969           1006457947     DETROIT                          MI           48227       11/1/2035       112500
     122075014           1006334047     LOUISVILLE                       KY           40242       9/1/2035        112500
     122204364           1006636342     SARALAND                         AL           36571       12/1/2035       112575
     122331231           1006898462     PROVIDENCE                       RI           2905        1/1/2036        112625
     122583572           1006875437     MARBLETON                        WY           83113       1/1/2036        112720
     122507977           1006796351     SEAGOVILLE                       TX           75159       1/1/2036        112800
     121740529           3001469786     MESA                             AZ           85210       8/1/2020        113000
     122395155           1006791907     PLANO                            TX           75074       1/1/2036        113050
     122391699           1006786089     FARMERS BRANCH                   TX           75234       1/1/2036        113200
     122260299           1006886582     HOUSTON                          TX           77070       11/1/2035       113485
     122282957           1006638504     LITHONIA                         GA           30038       12/1/2035       113600
     121748184           3001530843     BRUNSWICK                        OH           44212       10/1/2035       113600
     121952336           1006415663     ROSEVILLE                        MI           48066       10/1/2035       113600
     122394224           1006760373     LYNDHURST                        OH           44124       12/1/2035       113600
     122473444           1006861437     AMHERST                          NY           14228       1/1/2036        113703
     121738541           3001468929     ST. PETERSBURG                   FL           33710       8/1/2035        114400
     122482966           1006800468     PALATINE                         IL           60074       1/1/2036        114210
     122543007           1006874554     DELAND                           FL           32724       1/1/2036        114320
     121993438           1006311300     WAUKEGAN                         IL           60087       10/1/2035       114400
     122609749           1006853681     GRAND PRAIRIE                    TX           75052       1/1/2036        114400
     122613158           1006883928     MONTGOMERY                       TX           77316       1/1/2036        114400
     122156490           1006457376     HUMBLE                           TX           77338       11/1/2035       114612
     121640040           1005963788     SOUTH SAN FRANCISCO              CA           94080       7/1/2020        115000
     122338948           1006629552     CHANNELVIEW                      TX           77530       12/1/2035       114750
     122566712           1006866519     MANOR                            TX           78653       1/1/2036        114750
     122332344           1006670358     DALLAS                           GA           30157       12/1/2035       114820
     122530856           1006888208     DALLAS                           TX           75216       1/1/2036        115000
     121729370           3001331291     PARKLAND                         FL           33076       8/1/2035        115000
     121748143           3001530488     WEST CHESTER                     OH           45069       8/1/2035        115000
     122245088           1006858839     HAWTHORNE                        CA           90250       1/1/2021        115000
     122550096           1006820565     STONE MOUNTAIN                   GA           30088       1/1/2036        115000
     122213358           1006506362     CHARLOTTE                        NC           28205       11/1/2035       115200
     122483201           1006800484     PALATINE                         IL           60074       1/1/2036        115110
     122289994           1006755720     MAUMEE                           OH           43537       1/1/2036        115200
     122632073           1006909228     MAPLE HEIGHTS                    OH           44137       1/1/2036        115200
     121379967           1005689490     GLENDORA                         CA           91741       6/1/2020        115800
     122508271           1006833980     BELLEVILLE                       MI           48111       1/1/2036        115500
     122168769           1006858524     DALLAS                           GA           30157       1/1/2036        115760
     122173904           1006570426     MARCOLA                          OR           97454       11/1/2035       116000
     122574802           1006882573     ELLENWOOD                        GA           30294       1/1/2036        116000
     122344201           1006749079     CLIO                             MI           48420       1/1/2036        116000
     121732484           3001416654     FENTON                           MI           48430       9/1/2035        116000
     122608981           1006857757     NEW CASTLE                       PA           16101       1/1/2036        116000
     121732603           3001417827     SOUTHGATE                        MI           48195       9/1/2035        116300
     122593392           1006875551     LITHIA SPRINGS                   GA           30122       1/1/2036        116160
     122031554           1006404717     GLENDORA                         CA           91741       10/1/2020       117000
     122567571           1006986861     BLACK HAWK                       SD           57718       1/1/2036        116500
     122482777           1006800443     PALATINE                         IL           60074       1/1/2036        116460
     122331745           1006724643     FLOWERY BRANCH                   GA           30542       12/1/2035       116560
     121749001           3001545320     HAVERHILL                        MA           1830        8/1/2035        117120
     122560009           1006866162     WYOMING                          MI           49509       1/1/2036        116800
     121923065           1006379034     OMAHA                            NE           68116       10/1/2035       116800
     121747987           3001529134     GREER                            SC           29651       11/1/2035       116900
     122035487           1006392078     TAMPA                            FL           33604       10/1/2035       117000
     121745858           3001483126     ROCKFORD                         WA           99030       11/1/2035       117000
     122213753           1006492506     JULIAN                           NC           27283       11/1/2035       117000
     122580607           1006888802     COLLEGE PARK                     GA           30349       1/1/2036        117000
     122211104           1006949927     SWANSEA                          SC           29160       1/1/2036        117000
     121748216           3001531072     NORTH RIDGEVILLE                 OH           44039       10/1/2035       117000
     122226699           1006825952     ELM CITY                         NC           27822       1/1/2036        117000
     121989764           1006769432     DEARBORN                         MI           48126       10/1/2035       117500
     122082357           1006408072     HOUSTON                          TX           77083       10/1/2035       117500
     122483097           1006800476     PALATINE                         IL           60074       1/1/2036        117360
     122491615           1006873523     DALLAS                           TX           75233       1/1/2036        117891
     121831088           1006410730     RICHMOND                         TX           77469       10/1/2035       118331
     122272457           1006729170     RIVERDALE                        GA           30296       12/1/2035       118300
     122483646           1006732703     DALLAS                           TX           75233       1/1/2036        118560
     121970625           1006401085     DESOTO                           TX           75115       10/1/2035       118720
     122140831           1006437493     SAN ANTONIO                      TX           78222       11/1/2035       118931
     122555756           1006834848     CHICAGO                          IL           60643       1/1/2036        118750
     121732512           3001416910     RICHMOND                         VA           23226       9/1/2035        119000
     122543349           1006880817     LOWELL                           MA           1850        1/1/2036        118800
     122435069           1006860645     LEWISTON                         ID           83501       1/1/2021        119000
     121749026           3001534969     GOOSE CREEK                      SC           29445       12/1/2035       119200
     122316212           1006626418     NORTH MANKATO                    MN           56003       12/1/2035       119200
     122151916           1006434920     SPRING                           TX           77386       11/1/2035       119200
     122482483           1006800435     PALATINE                         IL           60074       1/1/2036        119160
     121748298           3001531775     SHAWNEE MISSION                  KS           66214       9/1/2035        119700
     121732610           3001417884     STERLING HTS                     MI           48310       9/1/2035        119700
     122230032           1006528739     CHARLOTTE                        NC           28262       11/1/2035       119700
     121748156           3001530595     NILES                            OH           44446       9/1/2035        120000
     121732536           3001417157     VAN BUREN TWP.                   MI           48111       9/1/2035        120000
     121748429           3001505555     MIDDLETON                        VA           22645       11/1/2035       120000
     121749087           3001535511     DORCHESTER                       MA           2124        12/1/2035       120000
     122630848           1006955742     DALLAS                           TX           75219       1/1/2036        120000
     122192301           1006996019     MIDLOTHIAN                       IL           60445       1/1/2036        120000
     122508175           1006809386     JACKSON                          MI           49203       1/1/2036        120000
     122041029           1006793309     MARYSVILLE                       WA           98271       1/1/2021        119990
     122067498           1006428047     SNELLVILLE                       GA           30039       10/1/2035       120000
     122347144           1006929630     BAKERSFIELD                      CA           93304       1/1/2036        120000
     122363555           1006670655     STOCKBRIDGE                      GA           30281       12/1/2035       120000
     122381938           1006872947     SMYRNA                           GA           30082       1/1/2036        120000
     122456137           1006747438     ROYSE CITY                       TX           75189       1/1/2036        120000
     121732478           3001416597     FERNDALE                         MI           48220       8/1/2035        121000
     122236993           1006769820     SHELBYVILLE                      KY           40065       1/1/2036        120600
     121748315           3001531916     CEDAR RAPIDS                     IA           52403       10/1/2035       121000
     122162748           1006516171     CARTERSVILLE                     GA           30120       11/1/2035       120800
     121732513           3001416928     UTICA                            MI           48315       9/1/2035        120900
     122493140           1006748436     ELLENWOOD                        GA           30294       1/1/2036        121000
     122386821           1006773830     WOODARD                          VA           22580       12/1/2035       121000
     122318219           1006619553     SELMER                           TN           38375       12/1/2035       121200
     121732485           3001416662     AUBURN HILLS                     MI           48326       9/1/2035        121600
     122589456           1006853491     FORT WORTH                       TX           76123       1/1/2036        121375
     122386486           1006739807     KATY                             TX           77449       1/1/2036        121385
     122122166           1006630808     KANNAPOLIS                       NC           28081       12/1/2035       121500
     122306986           1006652299     HIRAM                            GA           30141       12/1/2035       121500
     122605754           1006868945     HOUSTON                          TX           77090       1/1/2036        121500
     122132494           1006432106     GENEVA                           OH           44041       10/1/2035       121600
     122063377           1006406910     PASADENA                         TX           77505       10/1/2035       122352
     122220676           1006854051     BAYTOWN                          TX           77521       1/1/2036        123426
     122518977           1006834137     IRVING                           TX           75062       1/1/2036        122400
     122247003           1006949943     LAS VEGAS                        NV           89113       1/1/2036        123120
     121709203           1006117293     LAWRENCEVILLE                    GA           30044       9/1/2035        123200
     121748044           3001529654     CALDWELL                         ID           83605       11/1/2035       123650
     121747946           3001528797     ANTIOCH                          TN           37013       9/1/2035        124000
     122568129           1006875049     HARTVILLE                        OH           44632       1/1/2036        124000
     122654448           1006934770     SUMMIT ARGO                      IL           60501       1/1/2036        124000
     122548532           1006881013     LEHIGH ACRES                     FL           33971       1/1/2036        124033
     122507999           1006904658     KNOXVILLE                        TN           37931       1/1/2036        124000
     122572083           1006891293     COMMERCE CITY                    CO           80022       1/1/2036        124000
     122215634           1006592735     SYRACUSE                         UT           84075       11/1/2035       124320
     121289942           1005695166     STATEN ISLAND                    NY           10312       6/1/2020        125000
     121146359           1005598238     HAPPY VALLEY                     OR           97236       5/1/2020        125000
     121942680           1006606402     LINCOLN                          NE           68516       12/1/2035       124800
     122621451           1006869117     FRISCO                           TX           75035       1/1/2036        124800
     121749070           3001535362     HILTON HEAD ISLAND               SC           29928       11/1/2035       125000
     121771056           1006118325     SAN RAFAEL                       CA           94901       9/1/2020        125000
     121745805           3001482599     VISALIA                          CA           93291       11/1/2035       125000
     122194540           1006491821     LOVELAND                         CO           80537       11/1/2035       124800
     122548084           1006880999     UNIONTOWN                        OH           44685       1/1/2036        124800
     122289203           1006791303     MILWAUKEE                        WI           53215       1/1/2036        124950
     121749073           3001535396     EASTHAMPTON                      MA           1027        12/1/2035       125000
     122220893           1006669442     CARTERSVILLE                     GA           30120       12/1/2035       125010
     122464709           1006776312     VACAVILLE                        CA           95687       1/1/2036        125000
     122611670           1006875791     CHICAGO                          IL           60628       1/1/2036        125000
     122152150           1006635534     MIAMI                            FL           33176       12/1/2035       125600
     122577964           1006801730     MILTON                           FL           32570       1/1/2036        125600
     122625379           1006900052     NAPERVILLE                       IL           60563       1/1/2036        125600
     121888864           1006276842     HOUSTON                          TX           77073       10/1/2035       126000
     122472453           1006735441     KATY                             TX           77449       12/1/2035       125764
     122374864           1006807356     IRWIN                            PA           15642       1/1/2036        125800
     122203980           1006491847     EAST POINT                       GA           30344       11/1/2035       126000
     121926455           1006314262     FAIR OAKS RANCH                  CA           91387       10/1/2020       126000
     121933978           1006430480     CUYAHOGA FALLS                   OH           44221       10/1/2035       126000
     121732543           3001417223     HAMPTON                          VA           23664       9/1/2035        126475
     121732521           3001417009     CLINTON TOWNSHIP                 MI           48036       9/1/2035        126400
     122393421           1006715559     CALDWELL                         ID           83607       12/1/2035       126400
     122544177           1006842544     FOREST HILL                      MD           21050       1/1/2036        126400
     122321514           1006686529     HAMILTON                         NJ           8629        12/1/2035       126500
     122440478           1006766495     LAGRANGE                         GA           30240       1/1/2036        126500
     122438085           1006732018     GAINESVILLE                      GA           30507       12/1/2035       126800
     122329105           1006889602     HOCKLEY                          TX           77447       1/1/2036        126900
     122496195           1006748477     GASTONIA                         NC           28056       1/1/2036        127120
     122340086           1006625659     GLENDORA                         CA           91740       12/1/2020       127500
     122541058           1006874471     JONESBORO                        GA           30236       1/1/2036        127560
     121732552           3001417314     ROCHESTER HILLS                  MI           48307       9/1/2035        128000
     122489204           1006796021     DENVER                           CO           80219       1/1/2036        127680
     122167656           1006651036     SAN DIEGO                        CA           92130       11/1/2035       127900
     122582392           1006843369     LAKELAND                         FL           33801       1/1/2036        128000
     122314815           1006859365     LAWRENCEVILLE                    GA           30045       1/1/2036        127920
     122454321           1006753899     ORLANDO                          FL           32835       1/1/2036        127920
     122657070           1006975658     HAGERSTOWN                       MD           21740       1/1/2036        127920
     121748254           3001531387     BRIGHTON                         MI           48116       11/1/2035       128000
     121811617           1006386666     AMELIA COURT HOUSE               VA           23002       9/1/2035        128000
     122289046           1006676413     HIALEAH GARDENS                  FL           33018       12/1/2035       128000
     122578896           1006882672     HUMBLE                           TX           77346       1/1/2036        128000
     122603573           1006849556     AURORA                           IL           60505       1/1/2036        128000
     122312381           1006696999     POSEN                            IL           60469       12/1/2035       128250
     122452201           1006747321     MOBILE                           AL           36695       1/1/2036        128800
     122655287           1006967101     HATBORO                          PA           19040       1/1/2036        129500
     122138609           1006447054     LAWRENCEVILLE                    GA           30043       11/1/2035       129520
     122500761           1006787640     CODY                             WY           82414       1/1/2036        129500
     122495852           1006823387     TOMBALL                          TX           77375       1/1/2036        129520
     122213180           1006653339     ANGOLA                           IN           46703       12/1/2035       129600
     122484992           1006823247     ROLLING MEADOWS                  IL           60008       1/1/2036        129600
     121748162           3001530652     Greenwood                        IN           46143       9/1/2035        130000
     121732531           3001417108     WESTLAND                         MI           48186       9/1/2035        130050
     121802428           1006397705     PORTOLA                          CA           96122       10/1/2020       130000
     122137751           1006485369     CHICAGO                          IL           60624       11/1/2035       130000
     122438334           1006860751     YOUNGSTOWN                       OH           44512       1/1/2036        130000
     122156685           1006735797     JAMAICA PLAIN                    MA           2130        1/1/2036        130000
     121727523           3001316482     ARVADA                           CO           80005       6/1/2035        130000
     122328125           1006798829     SAINT PETERSBURG                 FL           33709       1/1/2036        130000
     121747948           3001528813     MILLEDGEVILLE                    GA           31061       9/1/2035        130000
     122452561           1006873150     AURORA                           CO           80013       1/1/2036        130000
     122528124           1006880338     SAN FRANCISCO                    CA           94158       1/1/2036        130000
     122557186           1006784274     LITHONIA                         GA           30058       1/1/2036        130000
     122634489           1006927816     HIGHLAND                         IN           46322       1/1/2036        130050
     122518190           1006819708     SPOKANE                          WA           99217       11/1/2035       130400
     121779779           1006112849     DESOTO                           TX           75115       9/1/2035        130500
     122478896           1006933350     DENVER                           CO           80214       1/1/2036        130400
     122235011           1006777146     CHRISTMAS                        FL           32709       1/1/2036        130500
     122378188           1006771073     DETROIT                          MI           48224       1/1/2036        130500
     122463560           1006757668     CHELSEA                          AL           35043       1/1/2036        130500
     122113221           1006473365     CONROE                           TX           77301       11/1/2035       130810
     121988953           1006584450     CASTLE HAYNE                     NC           28429       10/1/2035       132300
     121637050           1006280828     SALEM                            OR           97305       9/1/2035        131400
     122294844           1006619405     ATLANTA                          GA           30345       12/1/2035       131200
     122435238           1006794893     MIAMI                            FL           33176       1/1/2036        131200
     122627287           1006884181     EULESS                           TX           76039       1/1/2036        131600
     122518403           1006893430     SPRINGTOWN                       TX           76082       1/1/2036        131750
     122606881           1006897589     UXBRIDGE                         MA           1569        1/1/2036        131750
     121791710           1006354623     BOYNTON BEACH                    FL           33436       10/1/2035       131955
     122331457           1006738858     ELGIN                            IL           60123       1/1/2036        132000
     122626027           1006906729     PFLUGERVILLE                     TX           78660       1/1/2036        132000
     122544506           1006820417     CARPENTERSVILLE                  IL           60110       1/1/2036        131920
     121745824           3001482789     SUN CITY                         AZ           85351       11/1/2035       132000
     122531947           1006893562     CORONA                           CA           92882       1/1/2021        132000
     122534955           1006863706     HAWTHORNE                        CA           90250       1/1/2021        132000
     122587371           1006914988     MIDDLE RIVER                     MD           21220       1/1/2036        132000
     122470176           1006803918     ALTADENA                         CA           91001       1/1/2036        132500
     122485325           1006828543     DAVISON                          MI           48423       1/1/2036        132600
     122461050           1006840951     GLASSBORO                        NJ           8028        1/1/2036        132750
     122339618           1006844276     HYATTSVILLE                      MD           20784       12/1/2035       133000
     122443495           1006732091     AUSTELL                          GA           30106       1/1/2036        133000
     122302421           1006802472     GREENVILLE                       NC           27834       1/1/2026        133000
     122460136           1006760704     MASSILLON                        OH           44646       1/1/2036        133200
     122219767           1006656183     SAINT PETERSBURG                 FL           33711       12/1/2035       133365
     122354206           1006840209     WASILLA                          AK           99654       1/1/2036        133600
     122357073           1006670580     BEAUMONT                         CA           92223       12/1/2020       133714
     122228841           1006928418     PLANO                            TX           75093       11/1/2035       133840
     122079135           1006493314     LOGANVILLE                       GA           30052       11/1/2035       134000
     122542445           1006820367     MIAMI                            FL           33172       1/1/2036        134000
     122532768           1006824005     CORCORAN                         CA           93212       1/1/2036        134400
     122099348           1006684839     MARIETTA                         GA           30066       12/1/2035       134400
     122143933           1006650947     KISSIMMEE                        FL           34759       11/1/2035       134400
     122377242           1006844565     ELLIJAY                          GA           30540       1/1/2036        134400
     122484817           1006795882     SOUTHFIELD                       MI           48076       1/1/2036        134400
     121782367           1006112872     BALL GROUND                      GA           30107       9/1/2035        135000
     122132264           1006418493     DECATUR                          GA           30032       11/1/2035       135000
     122281633           1006859076     IMPERIAL                         MO           63052       1/1/2036        135000
     122355741           1006684136     LAKELAND                         FL           33813       12/1/2035       135000
     122199715           1006608515     WEST MILTON                      OH           45383       12/1/2035       135000
     122218183           1006608713     WEST MILTON                      OH           45383       12/1/2035       135000
     122360482           1006760027     CORAL SPRINGS                    FL           33075       1/1/2036        135000
     122360989           1006760035     CORAL SPRINGS                    FL           33075       1/1/2036        135000
     122492202           1006833766     TAMPA                            FL           33604       1/1/2036        135000
     122593443           1006920050     DOVER                            DE           19904       1/1/2036        135000
     122454561           1006861049     BUFORD                           GA           30519       12/1/2035       135200
     121993843           1006402323     BRADENTON                        FL           34203       10/1/2035       135200
     122593404           1006891624     DELTONA                          FL           32725       1/1/2036        135500
     121764780           1006171662     CLEARWATER                       FL           33765       9/1/2035        136000
     122434570           1006803363     WATERBURY                        CT           6708        1/1/2036        135900
     122552283           1006905374     PHOENIX                          AZ           85009       1/1/2036        136000
     122276177           1006859043     EMMITSBURG                       MD           21727       1/1/2036        135920
     122117693           1006627887     NORTH POLE                       AK           99705       11/1/2035       136000
     121748095           3001530082     LA JUNTA                         CO           81050       11/1/2035       136000
     122204104           1006802126     ENTERPRISE                       AL           36330       1/1/2036        136000
     122333169           1006749020     ELLIJAY                          GA           30540       1/1/2036        136000
     121745831           3001482854     RIVERDALE                        CA           93656       11/1/2035       136500
     121732528           3001417074     YUMA                             AZ           85364       9/1/2035        136800
     121748296           3001531767     MISSION                          KS           66205       9/1/2035        136800
     122616783           1006903346     PROVIDENCE                       RI           2907        12/1/2035       136500
     122117075           1006394512     WINDER                           GA           30680       10/1/2035       136588
     122210523           1006737322     ATLANTA                          GA           30310       1/1/2036        136720
     122514643           1006930281     TUCSON                           AZ           85712       1/1/2036        136800
     122297542           1006759417     MARYSVILLE                       WA           98270       12/1/2035       137000
     122245093           1006802209     SUTHERLIN                        OR           97479       1/1/2036        137500
     122445702           1006780801     PEARLAND                         TX           77584       1/1/2036        137500
     122626879           1006955650     STATESVILLE                      NC           28625       12/1/2035       137600
     122477414           1006873374     CHICAGO                          IL           60620       1/1/2036        137700
     122008564           1006426553     LAWRENCEVILLE                    GA           30043       10/1/2035       138000
     122549167           1006852519     MIDDLETOWN                       NY           10941       1/1/2036        138000
     122383314           1006889792     COMMERCE TOWNSHIP                MI           48390       1/1/2036        138950
     122454926           1006904161     BROWNS VALLEY                    CA           95918       1/1/2021        139000
     122099445           1006486565     NORFOLK                          VA           23504       11/1/2035       139320
     122459493           1006878829     COVINGTON                        GA           30016       1/1/2036        139192
     121857733           1006327355     MINNEAPOLIS                      MN           55411       10/1/2035       139200
     122314849           1006913238     FARMERSVILLE                     TX           75442       1/1/2036        139200
     122085149           1006408171     WINTER SPRING                    FL           32708       10/1/2035       139500
     122162027           1006991911     ORTONVILLE                       MI           48462       1/1/2036        139500
     121820488           1006312910     RANCHO CUCAMONGA                 CA           91737       10/1/2020       140000
     122573103           1006901258     FORT WORTH                       TX           76135       1/1/2036        139840
     121986863           1006532285     CONLEY                           GA           30288       11/1/2035       139880
     122624189           1006901621     GARLAND                          TX           75040       1/1/2036        140000
     122148407           1006575649     GREENACRES                       FL           33463       11/1/2035       139920
     122440190           1006913428     BALTIMORE                        MD           21224       1/1/2036        140000
     121748152           3001530553     OLMSTED FALLS                    OH           44138       9/1/2035        140000
     121740471           3001469224     PORTERVILLE                      CA           93257       8/1/2035        140000
     122192262           1006806325     TRENTON CITY                     NJ           8618        1/1/2036        140000
     122395782           1006814949     CHICAGO                          IL           60628       1/1/2036        140000
     122466142           1006786881     COLLEGE PARK                     GA           30349       1/1/2036        140000
     122473040           1006771958     HARRISONBURG                     VA           22802       1/1/2036        140000
     122581167           1006924128     MC KINNEY                        TX           75070       1/1/2036        140000
     122086900           1006546350     EUGENE                           OR           97402       11/1/2035       140250
     122615679           1006869067     OSWEGO                           IL           60543       1/1/2036        140400
     122556358           1006852592     LAWRENCEVILLE                    GA           30043       1/1/2036        140500
     122509483           1006809428     HOUSTON                          TX           77014       1/1/2036        140608
     121920403           1006461527     NEWPORT NEWS                     VA           23608       11/1/2035       140800
     122339658           1006736118     SNELLVILLE                       GA           30039       1/1/2036        141140
     122264631           1006609141     COLORADO SPRINGS                 CO           80915       12/1/2035       141250
     122497360           1006930109     RIVERVIEW                        FL           33569       1/1/2036        141482
     122513154           1006862856     MIAMI                            FL           33130       1/1/2036        141592
     122454409           1006861031     BOLINGBROOK                      IL           60440       1/1/2036        142000
     122091610           1006467581     SPRING                           TX           77373       11/1/2035       142172
     122277372           1006813958     DEARBORN                         MI           48126       1/1/2036        142200
     122326985           1006600371     GRAYSLAKE                        IL           60030       12/1/2035       142400
     122561583           1006881906     FLOWER MOUND                     TX           75028       1/1/2036        142400
     122113611           1006858417     JACKSONVILLE                     FL           32244       12/1/2035       142500
     122437926           1006878415     LANSDOWNE                        PA           19050       1/1/2036        142500
     122382978           1006803157     INDEPENDENCE                     OH           44131       1/1/2036        142700
     121748050           3001529712     LONGMONT                         CO           80504       9/1/2035        142800
     122580551           1006821258     ROMEOVILLE                       IL           60446       1/1/2036        142800
     122392147           1006844862     CHARLOTTE                        MI           48813       1/1/2036        143000
     122515110           1006856189     BRANDYWINE                       MD           20613       1/1/2036        143000
     122346953           1006730582     WOODLAND                         CA           95695       12/1/2035       143000
     122242046           1006755357     MARIETTA                         GA           30067       1/1/2036        143040
     121748011           3001529365     EAGLE POINT                      OR           97524       10/1/2035       143200
     121748348           3001532237     WICHITA                          KS           67205       12/1/2035       143350
     121398782           1005678782     ALBUQUERQUE                      NM           87113       5/1/2035        143500
     121714341           1006361065     DUNN                             NC           28334       10/1/2035       143600
     122581524           1006882789     JOHNSTON                         RI           2919        1/1/2036        144000
     122246811           1006656308     BRIGHTON                         CO           80602       12/1/2035       143920
     122496890           1006833840     NORWOOD YOUNG AMERICA            MN           55368       1/1/2036        143920
     122609939           1006964660     FORT WORTH                       TX           76102       1/1/2036        144035
     122195076           1006626913     LAKE WORTH                       FL           33467       12/1/2035       144000
     122218838           1006636680     GAITHERSBURG                     MD           20878       11/1/2035       143992
     121732493           3001416746     LINDEN                           MI           48451       9/1/2035        144000
     122060553           1006909442     PINELLAS PARK                    FL           33782       1/1/2036        144000
     122084149           1006417941     HOMESTEAD                        FL           33035       10/1/2035       144000
     122186003           1006537177     ORLANDO                          FL           32817       11/1/2035       144000
     122308368           1006778144     HOUSTON                          TX           77007       1/1/2036        144000
     122468044           1006767451     WILLIAMSTOWN                     NJ           8094        1/1/2036        144000
     122509441           1006893323     HIALEAH                          FL           33016       1/1/2036        144000
     122578632           1006853087     CORAL SPRINGS                    FL           33076       1/1/2036        144360
     122112845           1006410052     PHILADELPHIA                     PA           19149       10/1/2035       144400
     122613188           1006889123     PHOENIX                          AZ           85027       1/1/2036        144500
     122285674           1006729402     KISSIMMEE                        FL           34743       12/1/2035       144800
     122188795           1006530438     MCKINNEY                         TX           75071       11/1/2035       144900
     121748215           3001531064     CHICAGO                          IL           60643       11/1/2035       145000
     122435107           1006840597     DALLAS                           TX           75243       1/1/2036        144800
     122281582           1006576357     FOREST PARK                      GA           30297       11/1/2035       145000
     122033967           1006821381     WASHINGTON                       DC           20019       1/1/2036        145000
     122248746           1006798472     VIRGINIA BEACH                   VA           23452       1/1/2036        145000
     122519920           1006846487     MIAMI LAKES                      FL           33018       1/1/2021        145000
     122571240           1006843021     LAWRENCEVILLE                    GA           30044       1/1/2036        145000
     122099879           1006810723     NORFOLK                          VA           23508       1/1/2036        145520
     121892053           1006437964     BUFORD                           GA           30519       10/1/2035       145600
     122269930           1006953564     LAS VEGAS                        NV           89113       1/1/2036        145600
     121732596           3001417751     ERWIN                            TN           37650       9/1/2035        146200
     122577032           1006831091     LAWRENCEVILLE                    GA           30044       1/1/2036        145900
     122141779           1006490104     DENVER                           CO           80221       11/1/2035       146000
     122533391           1006834418     LANSING                          IL           60438       1/1/2036        146000
     122513686           1006904765     WHITELAND                        IN           46184       1/1/2036        146396
     121732600           3001417793     WESTLAND                         MI           48186       8/1/2035        146400
     122670618           1006982779     SCOTTSDALE                       AZ           85254       1/1/2036        146400
     121749018           3001534928     CINCINNATI                       OH           45233       9/1/2035        146900
     121748002           3001529274     KUNA                             ID           83634       8/1/2035        146500
     122480205           1006787160     NORTH PORT                       FL           34286       1/1/2036        146700
     122275664           1006750168     CHICAGO                          IL           60620       12/1/2035       147050
     121745840           3001482946     ST GEORGE                        UT           84790       11/1/2035       147200
     122457067           1006812273     ROGERSVILLE                      MO           65742       1/1/2036        147200
     121748220           3001531106     Milwaukee                        WI           53219       10/1/2035       147250
     122234404           1006728800     WESTERVILLE                      OH           43081       12/1/2035       147500
     122571063           1006852873     LOUISVILLE                       KY           40228       1/1/2036        147720
     122108066           1006872277     MIAMI                            FL           33130       1/1/2036        147992
     122517831           1006772626     WEST PALM BEACH                  FL           33411       1/1/2036        147920
     122465361           1006735417     VIRGINIA BEACH                   VA           23456       12/1/2035       148000
     121748183           3001530835     MINNEAPOLIS                      MN           55430       9/1/2035        148000
     122216729           1006525230     BRASELTON                        GA           30517       11/1/2035       148000
     122527318           1006768897     MIAMI                            FL           33193       1/1/2036        148000
     122631873           1006876021     PLANO                            TX           75024       1/1/2036        148000
     122363034           1006826810     DEBARY                           FL           32713       12/1/2035       148050
     121732480           3001416613     WATERFORD TWP                    MI           48328       9/1/2035        148700
     122261437           1006872558     MIAMI                            FL           33054       1/1/2036        148400
     122371332           1006826935     NEWARK                           NJ           7106        1/1/2036        148472
     122360302           1006791642     LAURENS                          SC           29360       1/1/2036        148500
     122450664           1006760597     GAINESVILLE                      FL           32604       1/1/2036        148750
     122559972           1006847543     REDMOND                          OR           97756       1/1/2036        148750
     122590537           1006868515     ORLANDO                          FL           32810       1/1/2036        148800
     122347201           1006826588     CHICAGO                          IL           60636       1/1/2036        148800
     122349492           1006662348     NORTH LAS VEGAS                  NV           89032       12/1/2035       148800
     122527172           1006880296     CHULA VISTA                      CA           91910       1/1/2021        150000
     122555278           1006893794     BALLSTON SPA                     NY           12020       1/1/2036        149000
     121749005           3001534837     NORTH DARTMOUTH                  MA           2747        6/1/2035        150000
     122450809           1006887408     RANDALLSTOWN                     MD           21133       1/1/2036        151846
     122486265           1006798035     HOUSTON                          TX           77073       1/1/2036        149210
     121524593           1006007551     HAWTHORNE                        CA           90250       8/1/2020        150000
     122383038           1006844672     STATEN ISLAND                    NY           10305       1/1/2021        150000
     122271052           1006741589     CHICAGO                          IL           60643       1/1/2036        149600
     122497432           1006782476     BRANDON                          FL           33510       1/1/2036        149600
     122218087           1006553737     FONTANA                          CA           92336       11/1/2020       150000
     122526929           1006904989     KAHULUI                          HI           96732       1/1/2021        150000
     122531748           1006888224     ALBANY                           NY           12205       1/1/2036        150000
     122106342           1006742850     KATY                             TX           77493       1/1/2036        150000
     121877667           1006652810     TEMPLE HILLS                     MD           20748       11/1/2035       150000
     122519831           1006863078     SOUTH ORLEANS                    MA           2662        1/1/2021        150000
     122541295           1006824088     LEESBURG                         VA           20176       1/1/2036        150000
     122236880           1006534646     LAWRENCEVILLE                    GA           30043       11/1/2035       150320
     122502243           1006873697     DOUGLASVILLE                     GA           30135       1/1/2036        150320
     122474789           1006740839     DETROIT                          MI           48224       1/1/2036        150400
     122569561           1006867046     CHURCH HILL                      MD           21623       1/1/2036        150500
     122597549           1006875643     AURORA                           IL           60505       1/1/2036        151920
     122449967           1006726044     BURLINGTON                       NJ           8016        12/1/2035       151200
     121880162           1006421844     UNION CITY                       GA           30291       10/1/2035       151200
     122263564           1006901852     GREEN ACRES                      FL           33415       12/1/2035       151200
     121732511           3001416902     TACOMA                           WA           98408       7/1/2035        152000
     121745851           3001483050     SOUTH LAKE TAHOE                 CA           96150       11/1/2035       151920
     122346690           1006814287     WASHINGTON                       DC           20032       1/1/2036        152000
     121732606           3001417850     FARMINGTON                       MI           48336       9/1/2035        152000
     122267507           1006656365     SUFFOLK                          VA           23434       12/1/2035       152000
     122272723           1006755571     MIAMI                            FL           33157       1/1/2036        152000
     122293627           1006826224     ENGLEWOOD                        FL           34224       1/1/2036        152000
     122375909           1006734428     DENVER                           CO           80219       12/1/2035       152000
     122439213           1006827511     LAWRENCEVILLE                    GA           30045       1/1/2036        152000
     122220263           1006592826     SACRAMENTO                       CA           95815       11/1/2035       152500
     121952839           1006279341     RENO                             NV           89506       9/1/2035        153000
     122079918           1006458762     HALETHORPE                       MD           21227       11/1/2035       153000
     122100946           1006478109     LARGO                            FL           33777       11/1/2035       153000
     121767841           1006166647     PHOENIX                          AZ           85007       8/1/2035        153600
     122215867           1006537607     NORTH RIDGEVILLE                 OH           44035       11/1/2035       153120
     122134208           1006898272     PEPIN                            WI           54759       1/1/2036        165000
     121745809           3001482631     FRESNO                           CA           93703       10/1/2035       154000
     122055287           1006458507     BALTIMORE                        MD           21214       11/1/2035       154000
     121748335           3001532112     WEST DES MOINES                  IA           50266       11/1/2035       153900
     122152580           1006468191     CHOWCHILLA                       CA           93610       10/1/2035       154400
     121882353           1006525560     GRAND PRAIRIE                    TX           75052       9/1/2035        155200
     122103976           1006608051     POMPANO BEACH                    FL           33064       11/1/2035       155000
     122486306           1006758047     CHICOPEE                         MA           1013        1/1/2036        155000
     122359326           1006760001     BERKELEY TWP                     NJ           8757        12/1/2035       155000
     122537138           1006788101     MARIETTA                         GA           30060       1/1/2036        155000
     122255671           1006665556     LOS ANGELES                      CA           90001       12/1/2035       155000
     122481841           1006828444     CYPRESS                          CA           90630       1/1/2036        155000
     122279098           1006576332     DENVER                           CO           80249       12/1/2035       155200
     122525399           1006874224     GOOSE CREEK                      SC           29445       1/1/2036        155800
     121745803           3001482573     GRESHAM                          OR           97080       11/1/2035       156000
     121740481           3001469323     PICO RIVERA                      CA           90660       9/1/2035        156000
     122056906           1006431447     PHILADELPHIA                     PA           19154       11/1/2035       156000
     122240091           1006743460     HYATTSVILLE                      MD           20785       1/1/2036        156000
     122363433           1006756504     LEISURE CITY                     FL           33033       1/1/2036        156000
     122454276           1006753881     BOYNTON BEACH                    FL           33461       1/1/2036        156000
     122589799           1006868481     MONTICELLO                       MN           55362       1/1/2036        156000
     122604658           1006908428     OPA LOCKA                        FL           33055       1/1/2036        156000
     122394722           1006663239     HYATTSVILLE                      MD           20783       12/1/2035       156000
     122336472           1006802597     CONYERS                          GA           30013       1/1/2036        156100
     122057533           1006504516     HOUSTON                          TX           77083       11/1/2035       156495
     122125313           1006564304     LA MIRADA                        CA           90638       11/1/2020       160000
     121749008           3001534860     DOVER                            NH           3820        8/1/2035        157500
     121748345           3001532203     O FALLON                         MO           63366       11/1/2035       157000
     121732598           3001417777     LIVONIA                          MI           48150       9/1/2035        157500
     122290613           1006755746     WAYNESBORO                       PA           17268       11/1/2035       157225
     122236382           1006839680     JACKSONVILLE                     FL           32210       12/1/2035       157200
     122373991           1006807349     GWYNN OAK                        MD           21207       12/1/2035       157500
     122439913           1006732067     NEWNAN                           GA           30265       12/1/2035       157500
     122126378           1006410284     DULUTH                           GA           30097       10/1/2035       157600
     122603018           1006843500     PORT SAINT LUCIE                 FL           34952       1/1/2036        157700
     122482681           1006795817     MURRIETA                         CA           92562       1/1/2036        158000
     122313137           1006697005     AURORA                           CO           80012       12/1/2035       158400
     121723181           3001278591     PHOENIX                          AZ           85017       7/1/2035        158400
     122010730           1006742710     SOUTHFIELD                       MI           48075       1/1/2036        158400
     122259790           1006578734     FREDERICK                        MD           21702       11/1/2035       158400
     122507890           1006809360     DENVER                           CO           80219       1/1/2036        158400
     122518361           1006768855     EAST BRUNSWICK                   NJ           8816        1/1/2036        158500
     122588385           1006903072     HOLLYWOOD                        FL           33025       1/1/2036        158640
     121794398           1006138976     PAINESVILLE                      OH           44077       8/1/2035        158720
     121732539           3001417181     TOWNSHIP OF ESSEX                MI           48835       9/1/2035        159200
     122165740           1006604233     PONDER                           TX           76259       11/1/2035       159300
     121937019           1006379265     NAPLES                           FL           34119       10/1/2020       160000
     122657122           1006934788     HAGERSTOWN                       MD           21740       1/1/2036        159200
     122545369           1006847089     HOUSTON                          TX           77088       1/1/2036        159300
     122351340           1006645673     JACKSONVILLE                     FL           32216       12/1/2035       159291
     122243835           1006743510     TYLER                            TX           75701       1/1/2036        159300
     121748998           3001534811     BROWNSBURG                       IN           46112       3/1/2035        161400
     122012173           1006463358     PLANTATION                       FL           33324       11/1/2035       159920
     122003049           1006742694     CLOVIS                           CA           93619       12/1/2020       160000
     122524908           1006888158     LANCASTER                        MA           1523        1/1/2036        160000
     122252846           1006777310     SMYRNA                           GA           30080       1/1/2036        160000
     122438237           1006833089     HAINES CITY                      FL           33844       1/1/2036        160000
     122567528           1006923864     NORTH LAS VEGAS                  NV           89032       1/1/2036        160000
     122060505           1006368193     FORT LAUDERDALE                  FL           33311       10/1/2035       160000
     122544139           1006914152     FRAZIER PARK                     CA           93225       1/1/2036        160000
     122471990           1006803983     GLEN ALLEN                       VA           23060       1/1/2036        159960
     121735724           3001429897     ELLENWOOD                        GA           30294       7/1/2035        160000
     122524920           1006880221     SAINT ALBANS                     VT           5478        1/1/2036        160000
     122525926           1006880254     OPA LOCKA                        FL           33055       1/1/2036        160000
     122527844           1006905002     MIAMI                            FL           33172       1/1/2036        160000
     122552140           1006824187     DENVER                           CO           80221       1/1/2036        160000
     122576415           1006930943     CHANDLER                         AZ           85224       1/1/2036        160000
     122521657           1006888109     LOWER TWP                        NJ           8251        1/1/2036        160250
     122025395           1006311888     ORLANDO                          FL           32810       10/1/2035       160560
     122245529           1006547689     ATLANTA                          GA           30311       11/1/2035       161000
     121738503           3001468549     DENVER                           CO           80220       9/1/2035        161000
     121941294           1006411274     PORTER                           TX           77365       10/1/2035       161476
     122203579           1006876807     LAS VEGAS                        NV           89117       1/1/2036        161120
     122624312           1006921082     WOODSTOCK                        GA           30189       1/1/2036        161200
     122360625           1006764896     GLENS FALLS                      NY           12801       1/1/2036        161500
     122200955           1006798316     PORT ST LUCIE                    FL           34953       1/1/2036        161500
     122534648           1006846792     WEST DES MOINES                  IA           50265       1/1/2036        161500
     121738560           3001469117     SILVER SPRING                    MD           20906       9/1/2035        162000
     122616777           1006903304     POMPANO BEACH                    FL           33064       12/1/2035       161600
     122283113           1006854218     ANN ARBOR                        MI           48103       1/1/2036        162000
     121747627           3001525884     YAKIMA                           WA           98908       10/1/2035       161910
     122076460           1006872228     HYATTSVILLE                      MD           20785       1/1/2036        161980
     121748340           3001532161     GODDARD                          KS           67052       11/1/2035       162000
     122445887           1006904088     GRAND RAPIDS                     MI           49503       1/1/2036        162000
     121745846           3001483001     HERRIMAN                         UT           84065       11/1/2035       162136
     122045296           1006352858     LONGMONT                         CO           80503       10/1/2035       162400
     122432529           1006840548     SARASOTA                         FL           34233       1/1/2036        163500
     122433726           1006840571     PLEASANTVILLE                    NJ           8232        1/1/2036        163000
     121846667           1006742595     ROUGEMONT                        NC           27572       12/1/2035       162958
     122523510           1006863193     SARASOTA                         FL           34232       1/1/2036        163200
     122515400           1006846313     AURORA                           IL           60505       1/1/2036        163200
     122395832           1006878191     THORNTON                         CO           80229       1/1/2036        163500
     122081704           1006498289     ATLANTA                          GA           30310       11/1/2035       163920
     122593722           1006883258     FAIRBURN                         GA           30213       1/1/2036        163694
     121982408           1006432783     AURORA                           CO           80010       10/1/2035       164000
     122273031           1006583585     HIGHLANDS RANCH                  CO           80126       11/1/2035       164000
     122481676           1006841199     HYATTSVILLE                      MD           20785       1/1/2036        164050
     122347881           1006641557     HASTINGS                         MN           55033       12/1/2035       164250
     122461576           1006749384     KISSIMMEE                        FL           34741       1/1/2036        164511
     122074976           1006333742     HESPERIA                         CA           92345       9/1/2035        165000
     122326772           1006733883     VISALIA                          CA           93277       1/1/2036        164700
     121749060           3001535271     WEST YARMOUTH                    MA           2673        11/1/2035       165000
     121749080           3001535461     CHICOPEE                         MA           1013        12/1/2035       165000
     121745836           3001482904     HANFORD                          CA           93230       11/1/2035       164900
     122492667           1006748428     COLUMBUS                         GA           31907       1/1/2036        164900
     122549578           1006856874     ORLANDO                          FL           32835       1/1/2036        164900
     121745801           3001482557     BAKERSFIELD                      CA           93306       10/1/2035       165000
     122510391           1006873952     LAKELAND                         FL           33813       1/1/2036        165000
     122555556           1006893810     GROTON                           CT           6340        1/1/2036        165200
     122610100           1006883860     SARASOTA                         FL           34234       1/1/2036        165200
     122483966           1006833618     HOUSTON                          TX           77030       1/1/2036        165222
     122618626           1006857773     LANHAM                           MD           20706       1/1/2036        165300
     122443183           1006860801     SUMMERVILLE                      SC           29485       1/1/2036        165599
     122198075           1006584070     DENVER                           CO           80223       12/1/2035       165600
     121732537           3001417165     PHILADELPHIA                     PA           19111       9/1/2035        167000
     122519411           1006888083     NEWBURGH                         NY           12550       1/1/2036        166000
     121724854           3001300809     SPRING                           TX           77379       1/1/2020        173578
     122094616           1006465486     SNELLVILLE                       GA           30039       11/1/2035       167200
     122533029           1006788028     STREAMWOOD                       IL           60107       1/1/2036        167200
     121939165           1006876500     WASHINGTON                       DC           20018       1/1/2036        167500
     122459702           1006742363     WORCESTER                        MA           1606        1/1/2036        167600
     122528230           1006846669     MIAMI                            FL           33126       1/1/2036        168000
     122131889           1006493868     TEMPLE HILLS                     MD           20748       11/1/2035       167920
     122075284           1006525966     AURORA                           CO           80013       11/1/2035       168000
     122095418           1006394207     NORTH LAS VEGAS                  NV           89030       10/1/2035       168000
     122260429           1006735623     MIAMI                            FL           33142       1/1/2036        168000
     122338794           1006753121     HENDERSON                        NV           89015       1/1/2036        168000
     122293106           1006574865     FLORENCE                         AZ           85232       12/1/2035       168115
     122515356           1006787871     SUNRISE                          FL           33322       1/1/2036        168800
     122176974           1006471088     OXON HILL                        MD           20745       11/1/2035       169200
     121748049           3001529704     COMMERCE CITY                    CO           80022       9/1/2035        169000
     121775901           1006274953     MIAMI                            FL           33172       10/1/2035       169600
     122523801           1006796583     YORKTOWN                         VA           23692       1/1/2036        169200
     122559967           1006866154     BURBANK                          IL           60459       1/1/2036        169600
     121747657           3001526148     MARYSVILLE                       WA           98270       11/1/2035       169550
     122021769           1006416745     SAN DIEGO                        CA           92115       10/1/2035       169760
     122301713           1006647539     ATLANTA                          GA           30319       12/1/2035       170320
     121935670           1006258329     TUMWATER                         WA           98512       8/1/2035        170400
     122361780           1006794349     DALLAS                           TX           75202       1/1/2036        170568
     121748021           3001529456     MEDFORD                          OR           97504       10/1/2035       170850
     122368212           1006877821     MIAMI                            FL           33130       1/1/2036        170990
     121733011           3001394414     PALM COAST                       FL           32164       9/1/2035        170905
     121987864           1006430746     OPA LOCKA                        FL           33054       11/1/2035       171000
     122391952           1006909954     SOMERSWORTH                      NH           3878        1/1/2036        171200
     122439912           1006780587     TAMPA                            FL           33615       1/1/2036        171200
     122507809           1006829293     PHILADELPHIA                     PA           19150       1/1/2036        171200
     122548289           1006830390     ARLINGTON                        TX           76006       1/1/2036        171300
     121732522           3001417017     ORLANDO                          FL           32828       9/1/2035        172000
     122262658           1006637902     PHOENIX                          AZ           85042       12/1/2035       171700
     122322341           1006676751     WYLIE                            TX           75098       12/1/2035       171902
     122398448           3001501646     CABAZON                          CA           92230       11/1/2035       172000
     122036481           1006405102     DACULA                           GA           30019       10/1/2035       172000
     122293478           1006720310     STATEN ISLAND                    NY           10303       12/1/2035       172000
     122487605           1006900706     VIRGINIA BEACH                   VA           23464       1/1/2036        172000
     122519458           1006863037     COLORADO SPRINGS                 CO           80922       1/1/2036        172000
     122527456           1006842163     DISTRICT HEIGHTS                 MD           20747       1/1/2036        172064
     122478112           1006879132     KINGSTON                         NY           12401       1/1/2036        172500
     122156491           1006671620     COLORADO SPRINGS                 CO           80915       11/1/2035       172668
     122214497           1006737348     TAMPA                            FL           33610       12/1/2035       172800
     122506374           1006862468     CICERO                           IL           60804       1/1/2036        172800
     122452553           1006815466     HOUSTON                          TX           77030       1/1/2036        172756
     122448099           1006713174     HOLLYWOOD                        FL           33023       12/1/2035       172800
     122540996           1006852378     PALM BEACH GARDENS               FL           33410       1/1/2036        172820
     121748053           3001529746     ENGLEWOOD                        CO           80110       8/1/2035        172950
     122478666           1006760878     MIAMI                            FL           33015       1/1/2036        173000
     122559786           1006870149     LAWRENCEVILLE                    GA           30043       1/1/2036        173000
     121825366           1006139289     LOVELAND                         CO           80538       9/1/2035        173600
     122114240           1006501959     WEST PALM BEACH                  FL           33409       11/1/2035       173600
     122618925           1006894602     ELK RIVER                        MN           55330       1/1/2036        173600
     121747998           3001529233     PORTLAND                         OR           97230       9/1/2035        173850
     121740385           3001452600     QUEEN CREEK                      AZ           85242       10/1/2035       174000
     122495550           1006787475     BRADENTON                        FL           34203       1/1/2036        174320
     122259057           1006886871     BOSTON                           MA           2124        1/1/2036        175000
     122513051           1006782948     MIAMI                            FL           33179       1/1/2036        174400
     121627802           1006223299     CLOVIS                           CA           93611       9/1/2020        175000
     122616774           1006903296     HOLLYWOOD                        FL           33024       12/1/2035       175000
     122366040           1006753394     KISSIMMEE                        FL           34744       1/1/2036        175000
     122532324           1006880486     LAWRENCEVILLE                    GA           30044       1/1/2036        174900
     122667955           1006982704     THEODORE                         AL           36582       1/1/2036        175000
     122161718           1006441099     HOUSTON                          TX           77084       11/1/2035       175216
     121745813           3001482672     MERCED                           CA           95340       10/1/2035       175000
     122268982           1006802316     DUPONT                           CO           80022       1/1/2036        175000
     122347273           1006770638     LANCASTER                        OH           43130       1/1/2036        175000
     122479553           1006861593     ENCINITAS                        CA           92024       1/1/2021        175000
     122496579           1006812752     DES MOINES                       WA           98198       1/1/2036        175000
     122571780           1006914699     SARASOTA                         FL           34234       1/1/2036        175000
     122371701           1006773681     MONROE                           NJ           8094        1/1/2036        175275
     122076446           1006515496     JOPPA                            MD           21085       10/1/2035       175500
     122541074           1006784084     SCHAUMBURG                       IL           60194       1/1/2036        175500
     122377415           1006892663     PLANTATION                       FL           33322       1/1/2036        175400
     122137640           1006630881     FORT MYERS                       FL           33908       12/1/2035       175500
     122460870           1006735383     CYPRESS                          TX           77433       1/1/2036        175500
     121870582           1006302556     ATLANTA                          GA           30313       10/1/2035       176000
     122550184           1006856890     MIAMI                            FL           33186       1/1/2036        175750
     122297147           1006759409     RANDALLSTOWN                     MD           21133       1/1/2036        175920
     121747977           3001529043     FORT MILL                        SC           29715       11/1/2035       176000
     122122041           1006446700     HOLLYWOOD                        FL           33024       11/1/2035       176000
     122491535           1006879405     MIAMI                            FL           33179       1/1/2036        176000
     122339909           1006647901     BROOKLYN CENTER                  MN           55429       12/1/2035       176000
     121732548           3001417272     FLAGSTAFF                        AZ           86004       9/1/2035        176500
     122143962           1006886822     WORCESTER                        MA           1602        1/1/2036        176400
     122332650           1006711566     PHOENIX                          AZ           85022       12/1/2020       176700
     122592916           1006894347     TRENTON                          NJ           8638        1/1/2036        176800
     121445784           1005781669     PASADENA                         CA           91104       7/1/2020        180000
     122183997           1006565061     LOGANVILLE                       GA           30052       11/1/2035       176720
     122470904           1006757742     CUMBERLAND                       RI           2864        1/1/2036        176800
     122589371           1006888943     JORDAN                           MN           55352       1/1/2036        177000
     121890858           1006239329     EDGEWOOD                         MD           21040       9/1/2035        177600
     122274554           1006633711     LEHIGH ACRES                     FL           33971       12/1/2035       177600
     121749036           3001535065     LEOMINSTER                       MA           1453        10/1/2035       178500
     122074989           1006333825     LUSBY                            MD           20657       9/1/2035        178400
     122553841           1006891020     LEESBURG                         VA           20175       1/1/2036        178400
     122558555           1006888497     SELMA                            CA           93662       1/1/2036        178500
     122159102           1006876724     SNOW HILL                        MD           21863       1/1/2036        179100
     122625447           1006884124     SANTA CLARITA                    CA           91390       1/1/2021        180000
     121732524           3001417033     CLERMONT                         FL           34711       9/1/2035        180000
     122589634           1006868473     LAWRENCEVILLE                    GA           30043       1/1/2036        179800
     122173898           1006542656     KISSIMMEE                        FL           34759       11/1/2035       179910
     122033632           1006332819     POMPANO BEACH                    FL           33060       10/1/2035       180000
     122392027           1006780033     PLYMOUTH                         MA           2360        1/1/2036        180000
     122516261           1006841868     STEWARTSTOWN                     PA           17363       1/1/2036        180000
     122329169           1006770448     SALEM                            NJ           8079        1/1/2036        180000
     122298810           1006710816     DEARBORN                         MI           48126       12/1/2035       180000
     122540249           1006856635     HIGHLAND                         NY           12528       1/1/2036        180000
     122602640           1006889040     ORLANDO                          FL           32822       1/1/2036        180000
     122524330           1006846578     OCEAN VIEW                       DE           19970       1/1/2036        180000
     121958367           1006424566     ROCHESTER HILLS                  MI           48307       10/1/2035       180000
     122331300           1006699803     SMARTVILLE                       CA           95977       12/1/2035       180000
     122533608           1006986440     LAS VEGAS                        NV           89106       1/1/2036        180000
     122569424           1006852865     SEWELL                           NJ           8080        1/1/2036        180000
     122571699           1006852881     DEARBORN                         MI           48126       1/1/2036        180000
     122616781           1006903338     MIAMI                            FL           33147       1/1/2036        180000
     122076638           1006515504     CHESTER                          VA           23831       11/1/2035       180800
     122497242           1006768442     DENVER                           CO           80212       1/1/2036        180800
     122076826           1006872236     MCDONOUGH                        GA           30253       1/1/2036        181120
     122340231           1006826489     RICHMOND                         VA           23832       1/1/2036        181235
     121636592           1006178337     COLUMBIAVILLE                    MI           48421       9/1/2035        181500
     122024423           1006404212     PARKER                           CO           80134       10/1/2035       181600
     121748019           3001529431     FOREST GROVE                     OR           97116       10/1/2035       181600
     122563176           1006891160     BELLWOOD                         IL           60104       1/1/2036        181800
     122357958           1006832735     BIRMINGHAM                       AL           35244       1/1/2036        182000
     122052033           1006742777     BARNEGAT                         NJ           8005        1/1/2036        182202
     122212234           1006457442     LEAGUE CITY                      TX           77573       11/1/2035       182320
     121747714           3001526676     FRESNO                           CA           93706       10/1/2035       182400
     122464556           1006740656     TAMARAC                          FL           33321       1/1/2036        182400
     122345970           1006730558     DETROIT                          MI           48214       1/1/2036        182648
     122021218           1006801912     PITTSBURG                        CA           94565       11/1/2035       182800
     122606576           1006899783     JOLIET                           IL           60431       1/1/2036        182750
     122443775           1006892812     STATEN ISLAND                    NY           10314       1/1/2036        183000
     122298679           1006593675     SPRING HILL                      FL           34606       11/1/2035       183000
     121732584           3001417637     HAMPTON                          VA           23666       9/1/2035        183100
     121976999           1006364473     LYONS                            IL           60534       10/1/2035       183200
     122467700           1006713364     CLEVELAND HEIGHTS                OH           44118       12/1/2035       183200
     122488911           1006841330     BLADENSBURG                      MD           20710       1/1/2036        183200
     122257594           1006696718     CUMMING                          GA           30040       12/1/2035       183200
     122263762           1006892309     SOUTH BERWICK                    ME           3908        1/1/2036        183300
     122240121           1006618787     CULPEPER                         VA           22701       12/1/2035       184000
     122504111           1006986101     DAVENPORT                        FL           33837       1/1/2036        183600
     121748026           3001529506     PORTLAND                         OR           97209       10/1/2035       184800
     121740531           3001469802     TEMPE                            AZ           85284       8/1/2035        183750
     122561404           1006832073     LEHIGH ACRES                     FL           33936       1/1/2036        184000
     121936843           1006295917     ALPHARETTA                       GA           30022       10/1/2035       184000
     121967866           1006442634     PLANTATION                       FL           33324       11/1/2035       184000
     122012941           1006416489     MCDONOUGH                        GA           30252       10/1/2035       184000
     122058828           1006507584     BROOMFIELD                       CO           80021       10/1/2035       184000
     122560383           1006881856     FRESNO                           CA           93702       1/1/2036        184000
     122566692           1006852782     CHICAGO                          IL           60639       1/1/2036        184000
     122575283           1006905812     OPA LOCKA                        FL           33056       1/1/2036        184000
     122391469           1006739898     HOMESTEAD                        FL           33032       12/1/2035       184000
     122137711           1006889420     ALDEN                            NY           14004       1/1/2036        184450
     121747752           3001527039     SACRAMENTO                       CA           95817       8/1/2035        184500
     122550955           1006856916     COVINGTON                        LA           70433       1/1/2036        184500
     121747654           3001526114     PORT ORCHARD                     WA           98367       11/1/2035       185000
     121749011           3001545338     TAUNTON                          MA           2780        8/1/2035        185500
     122249363           1006604662     SUGAR LAND                       TX           77479       12/1/2035       185000
     122235669           1006637159     CORAL SPRINGS                    FL           33065       12/1/2035       185000
     121982068           1006587313     HARRISBURG                       PA           17109       11/1/2035       185400
     122078331           1006431694     NORCROSS                         GA           30093       10/1/2035       185700
     121732507           3001416878     EDISON                           NJ           8837        9/1/2035        185600
     122123697           1006708836     SURPRISE                         AZ           85379       12/1/2035       185600
     122645210           1006912768     CYPRESS                          TX           77433       1/1/2036        185600
     122386950           1006765646     MIAMI                            FL           33184       1/1/2036        186000
     122349525           1006814329     WEST HAVEN                       CT           6516        1/1/2036        186150
     122331960           1006872723     CHICAGO                          IL           60652       1/1/2036        186400
     121732497           3001416779     SHELBY TWP                       MI           48316       9/1/2035        187000
     121748226           3001531148     Loveland                         OH           45140       10/1/2035       187000
     122260152           1006669632     FAIRBURN                         GA           30213       12/1/2035       187000
     121983663           1006304842     WARWICK                          RI           2888        10/1/2035       187120
     122518098           1006818817     FIRCREST                         WA           98466       11/1/2035       187500
     122526750           1006874257     NAPLES                           FL           34113       1/1/2036        187200
     122321138           1006733834     CAPITOL HEIGHTS                  MD           20743       12/1/2035       187500
     121747852           3001527963     DELANO                           CA           93215       10/1/2035       188000
     122372789           1006860074     NORWALK                          IA           50211       1/1/2036        187600
     122552472           1006832016     FALLON                           NV           89406       1/1/2036        187783
     122563613           1006882052     MIAMI                            FL           33032       1/1/2036        187872
     122107260           1006511784     SALISBURY                        MD           21801       11/1/2035       187920
     122529650           1006880387     GRAFTON                          MA           1560        1/1/2036        187920
     122308169           1006724387     SPENCER                          MA           1562        12/1/2035       188000
     122322758           1006647695     PRIOR LAKE                       MN           55372       12/1/2035       188000
     121917659           1006399479     DENVER                           CO           80219       10/1/2035       188000
     122134260           1006473811     ATLANTA                          GA           30314       11/1/2035       188000
     122462483           1006815672     NEW BRUNSWICK                    NJ           8901        1/1/2036        188000
     122486111           1006851586     LEWISTON                         ME           4240        1/1/2036        188000
     122525652           1006823924     WEST PALM BEACH                  FL           33411       1/1/2036        188000
     122581583           1006801755     BROOKSVILLE                      FL           34613       1/1/2036        188000
     122617509           1006889172     HOMESTEAD                        FL           33030       1/1/2036        188000
     122164137           1006743023     APPLE VALLEY                     CA           92307       12/1/2035       188700
     122300837           1006733693     DRACUT                           MA           1826        12/1/2035       189000
     122436787           1006780454     WEST SAINT PAUL                  MN           55118       1/1/2036        189000
     122010614           1006793259     MIAMI BEACH                      FL           33141       1/1/2036        189000
     122429481           1006736472     MIDDLE RIVER                     MD           21220       1/1/2036        189000
     122548299           1006805988     PHILADELPHIA                     PA           19116       1/1/2036        189000
     121745852           3001483068     DELANO                           CA           93215       11/1/2035       189388
     122573116           1006902900     CICERO                           IL           60804       1/1/2036        189600
     122395162           1006814931     OLD BRIDGE                       NJ           8879        1/1/2036        190000
     121727477           3001316037     POMONA                           CA           91766       6/1/2035        190000
     122039895           1006422669     SPARKS                           NV           89431       10/1/2035       190000
     122336956           1006859647     UNION CITY                       GA           30291       1/1/2036        190012
     122440720           1006757130     WOODSTOCK                        GA           30189       1/1/2036        190400
     122523797           1006768889     ATLANTA                          GA           30318       1/1/2036        190620
     121745814           3001482680     WINTON                           CA           95388       10/1/2035       191200
     122496754           1006772253     LACONIA                          NH           3246        1/1/2036        191250
     122529407           1006874281     TAHLEQUAH                        OK           74464       1/1/2036        191250
     122618143           1006889198     ROLESVILLE                       NC           27571       1/1/2036        192000
     122129013           1006541468     MOUNT LAUREL TOWNSHIP            NJ           8054        11/1/2035       192000
     122130447           1006418600     KISSIMMEE                        FL           34741       10/1/2035       193500
     122514925           1006887937     TROY                             MI           48083       1/1/2036        193500
     122577681           1006867988     SEBASTIAN                        FL           32958       1/1/2036        193410
     121732578           3001417579     CULLODEN                         WV           25510       7/1/2035        193500
     122594406           1006901449     TACOMA                           WA           98418       1/1/2036        193500
     122091155           1006394074     WORCESTER                        MA           1606        10/1/2035       193600
     122377656           1006765398     HOLLYWOOD                        FL           33023       1/1/2036        193600
     121742714           3001444920     LEHIGH ACRES                     FL           33936       11/1/2035       194000
     121534285           1006421604     FARMINGTON HILLS                 MI           48336       9/1/2035        194400
     122245776           1006673113     CASTLE ROCK                      CO           80104       12/1/2035       194650
     121732544           3001417231     DOVER                            DE           19901       9/1/2035        195000
     122486899           1006910374     ANCHORAGE                        AK           99517       1/1/2036        194750
     122265980           1006798514     CAPE CORAL                       FL           33914       1/1/2036        194773
     121859181           1006288730     ORLANDO                          FL           32835       9/1/2035        195291
     122495709           1006809121     HACKETTSTOWN                     NJ           7840        1/1/2036        195000
     122220674           1006810863     FORT WASHINGTON                  MD           20744       1/1/2036        195000
     122566203           1006905598     LAKEVILLE                        MA           2346        1/1/2036        195000
     122570804           1006813412     LAWRENCEVILLE                    GA           30043       1/1/2036        195000
     122199809           1006525099     SALISBURY                        MD           21801       11/1/2035       195160
     122115488           1006440307     AVONDALE                         AZ           85323       11/1/2035       195200
     122569027           1006894016     TURNER                           ME           4282        1/1/2036        196000
     122186319           1006509317     STAFFORD                         VA           22554       11/1/2035       196000
     122338471           1006612301     PAWTUCKET                        RI           2860        12/1/2035       196000
     121598608           1006572836     LAUREL                           MD           20707       11/1/2035       196000
     121772511           1006124315     CHICAGO                          IL           60629       9/1/2035        196000
     121956841           1006422008     MIDDLEBURG                       FL           32068       9/1/2035        196000
     122064563           1006406993     LAS VEGAS                        NV           89107       10/1/2035       196000
     122352237           1006727190     NO LAS VEGAS                     NV           89032       1/1/2036        196000
     122535508           1006896409     MIAMI                            FL           33181       1/1/2036        196000
     122599965           1006901498     LACEY                            WA           98513       1/1/2036        196000
     121727560           3001316789     HUDSON                           WI           54016       7/1/2035        196500
     122667814           1006976011     DESERT HOT SPRINGS               CA           92240       10/1/2035       196800
     122593423           1006973448     REMINGTON                        VA           22734       1/1/2036        196800
     122117220           1006467904     MIAMI                            FL           33147       11/1/2035       198000
     122543742           1006830259     CHICAGO                          IL           60637       1/1/2036        197100
     122460366           1006740599     NORTH PORT                       FL           34286       12/1/2035       197200
     122465776           1006831570     BREMERTON                        WA           98311       1/1/2036        197200
     122594326           1006853566     KISSIMMEE                        FL           34759       1/1/2036        197200
     121747851           3001527955     CARSON                           CA           90746       10/1/2035       198000
     121804502           1006487902     NEW PORT RICHEY                  FL           34653       9/1/2035        198000
     122107914           1006429052     TARZANA                          CA           91356       10/1/2020       200000
     122108483           1006446338     TAMPA                            FL           33604       11/1/2035       198000
     122016277           1006374175     UNION                            NJ           7088        9/1/2035        198400
     122456042           1006734824     RUTHER GLEN                      VA           22546       1/1/2036        198000
     122006975           1006331704     BOCA RATON                       FL           33428       10/1/2035       198000
     122558261           1006847279     PORT ANGELES                     WA           98362       1/1/2036        198000
     122315395           1006859373     OAKLAND                          MD           21550       1/1/2036        206250
     122541645           1006890873     CHICAGO                          IL           60632       1/1/2036        198100
     122161547           1006606865     FREDERICK                        MD           21702       11/1/2035       198400
     122570437           1006888653     LACEY                            WA           98503       1/1/2036        198900
     121935722           1006258741     BOWIE                            MD           20716       8/1/2035        200000
     122617900           1006871527     LEMOORE                          CA           93245       1/1/2036        199200
     121484355           1005777105     RAVENSDALE                       WA           98051       7/1/2035        200000
     121583546           1006193740     BURBANK                          CA           91506       9/1/2020        200000
     122499992           1006873663     BROOKLYN                         NY           11218       1/1/2021        200000
     121362007           1005821234     TOPANGA                          CA           90290       7/1/2020        200000
     121732477           3001416589     LEROY TWP.                       MI           48892       8/1/2035        200000
     121748131           3001530397     PEORIA                           AZ           85345       9/1/2035        199500
     122607233           1006883787     PALMDALE                         CA           93550       1/1/2036        200000
     122558575           1006963076     NEPTUNE                          NJ           7753        1/1/2036        200000
     122467847           1006845422     ORANGE                           CA           92869       1/1/2021        200000
     122515748           1006879983     RIVERSIDE                        IL           60546       1/1/2036        200000
     122464838           1006781494     WELDON SPRING                    MO           63304       12/1/2035       200000
     122368546           1006860041     GRAVETTE                         AR           72736       1/1/2036        200000
     122221326           1006659492     LAKE WORTH                       FL           33463       12/1/2035       199920
     121732978           3001394133     SAN BERNARDINO                   CA           92411       9/1/2035        200000
     121745833           3001482870     GLENDALE                         AZ           85310       11/1/2035       200000
     121875456           1006336265     BLADENSBURG                      MD           20710       10/1/2035       200000
     122123411           1006536062     LAS VEGAS                        NV           89106       11/1/2035       200000
     122368782           1006765075     RICHMOND                         TX           77469       1/1/2036        200000
     122437567           1006681900     MIAMI                            FL           33186       12/1/2035       200000
     122439837           1006933186     SAN BERNARDINO                   CA           92411       1/1/2036        200000
     122462212           1006800070     FREEHOLD                         NJ           7728        1/1/2036        200000
     122487519           1006900698     RIVERSIDE                        CA           92501       1/1/2036        200000
     122489625           1006879363     CORONA                           NY           11368       1/1/2021        200000
     122573180           1006882508     TOMS RIVER                       NJ           8757        1/1/2036        200000
     122387674           1006844763     WEST HARTFORD                    CT           6107        1/1/2036        200361
     121747770           3001527203     MARYSVILLE                       CA           95901       9/1/2035        200800
     121749035           3001535057     WOBURN                           MA           1801        10/1/2035       201900
     121836184           1006181588     SIOUX FALLS                      SD           57106       8/1/2035        202432
     122359039           1006730863     SUSSEX                           NJ           7461        1/1/2036        202000
     122652261           1006956062     LAS VEGAS                        NV           89121       1/1/2036        202400
     122015359           1006374142     JACKSON                          NJ           8527        10/1/2035       202500
     122087839           1006521072     GLENDALE                         AZ           85304       11/1/2035       202500
     122607016           1006947624     SIOUX FALLS                      SD           57110       1/1/2036        202500
     121947788           1006242604     LANCASTER                        CA           93534       9/1/2035        202500
     122224051           1006854069     ATLANTA                          GA           30311       1/1/2036        202500
     122451788           1006766883     MANCHESTER                       NJ           8759        1/1/2036        202500
     122176827           1006876757     WOODBRIDGE                       VA           22191       1/1/2036        203000
     122485394           1006754244     WOODBRIDGE                       NJ           7001        1/1/2036        203000
     122581727           1006882821     INDEPENDENCE                     KY           41051       1/1/2036        203280
     122278900           1006667644     BALL GROUND                      GA           30107       12/1/2035       203400
     122489798           1006754285     HUMBLE                           TX           77346       1/1/2036        203425
     121732580           3001417595     TROY                             MI           48083       9/1/2035        204000
     122447695           1006878597     MORONGO VALLEY                   CA           92256       1/1/2036        204000
     122074886           1006333064     WALDORF                          MD           20602       9/1/2035        204750
     121748029           3001529530     NAMPA                            ID           83686       10/1/2035       204000
     121822009           1006652794     COLUMBIA                         MD           21044       11/1/2035       204000
     122169596           1006466195     HOLLYWOOD                        FL           33024       11/1/2035       204000
     122361290           1006656720     OCALA                            FL           34472       12/1/2035       204000
     122387671           1006649931     GOODYEAR                         AZ           85338       12/1/2035       204000
     122515430           1006823767     MIAMI                            FL           33189       1/1/2036        204000
     122546865           1006824146     FRESNO                           CA           93722       1/1/2036        204000
     122464481           1006878894     WALLKILL                         NY           12589       1/1/2036        204750
     122558336           1006874844     POMPANO BEACH                    FL           33068       1/1/2036        205000
     121747765           3001527153     SACRAMENTO                       CA           95823       9/1/2035        205000
     121745837           3001482912     BONNEY LAKE                      WA           98391       11/1/2035       205600
     122565144           1006852766     GLEN BURNIE                      MD           21061       1/1/2036        205700
     122616790           1006903395     NORWALK                          CT           6850        12/1/2035       206000
     122559595           1006834905     ADDISON                          IL           60101       1/1/2036        206000
     122559636           1006842858     WARWICK                          RI           2889        1/1/2036        206000
     122535659           1006918161     CHERRY HILL                      NJ           8002        1/1/2036        206250
     122252485           1006763096     TRAVERSE CITY                    MI           49684       1/1/2036        206400
     122307258           1006650525     MARICOPA                         AZ           85239       7/1/2035        207865
     122474728           1006812455     CATHEDRAL CITY                   CA           92234       1/1/2036        206400
     122061314           1006444424     ELMWOOD PARK                     IL           60707       11/1/2035       207000
     122651224           1006956054     QUINCY                           MA           2169        1/1/2036        206910
     122541774           1006874505     MICKLETON                        NJ           8056        1/1/2036        206800
     122429553           1006878308     NORFOLK                          VA           23505       1/1/2036        206824
     122271976           1006839789     BARNEGAT                         NJ           8005        1/1/2036        207000
     122586945           1006868325     RIVER GROVE                      IL           60171       1/1/2036        207200
     122524464           1006880189     MIAMI                            FL           33196       1/1/2036        208000
     122283131           1006784993     MIDDLEBURY                       CT           6762        1/1/2036        207920
     122293947           1006676462     BRIDGEPORT                       CT           6606        11/1/2035       207920
     122007001           1006358210     ATLANTA                          GA           30315       10/1/2035       208000
     122248991           1006576217     PEMBROKE PINES                   FL           33024       11/1/2035       208000
     122369040           1006687246     PITTSFIELD                       MA           1201        12/1/2035       208000
     122575057           1006875239     LANTANA                          FL           33462       1/1/2036        208000
     122577217           1006894115     CORAM                            NY           11727       1/1/2036        208000
     122464487           1006800104     MIDLOTHIAN                       VA           23112       1/1/2036        208250
     122351031           1006840191     COLUMBUS                         OH           43203       1/1/2036        208500
     122541403           1006810194     LEHIGH ACRES                     FL           33971       1/1/2036        208720
     122102474           1006511735     PASADENA                         CA           91104       11/1/2020       210000
     121798759           1006154841     TAMPA                            FL           33624       9/1/2035        208800
     122148070           1006599383     ROSELLE PARK                     NJ           7204        12/1/2035       209000
     122332402           1006773368     HYATTSVILLE                      MD           20781       12/1/2035       209000
     122074879           1006340721     ESSEX                            MD           21221       9/1/2035        210000
     121888628           1006701468     ONTARIO                          CA           91762       12/1/2035       209360
     122436438           1006731986     LAS VEGAS                        NV           89122       12/1/2035       209500
     122169564           1006521726     LAS VEGAS                        NV           89108       11/1/2035       209700
     122273716           1006616542     MIAMI BEACH                      FL           33178       12/1/2035       209600
     122456433           1006812240     ATLANTA                          GA           30316       1/1/2036        209600
     122127843           1006485328     LOS ANGELES                      CA           90044       11/1/2035       210000
     122365207           1006814485     ROUND LAKE                       IL           60073       1/1/2036        209700
     121727657           3001317639     MONTGOMERY VILLAGE               MD           20886       8/1/2035        210000
     121951228           1006684599     MIAMI                            FL           33182       12/1/2035       210000
     122240583           1006547531     MANASSAS                         VA           20109       10/1/2035       210000
     122473174           1006887549     MIAMI                            FL           33135       1/1/2036        210000
     122603471           1006973653     LAKE IN THE HILLS                IL           60156       1/1/2036        210400
     122446640           1006827685     MEMPHIS                          TN           38119       1/1/2036        210320
     122052994           1006392755     COMMERCE CITY                    CO           80022       10/1/2035       210344
     121747645           3001526049     RENTON                           WA           98058       10/1/2035       210700
     122440791           1006786428     PISCATAWAY                       NJ           8854        1/1/2036        210800
     121756615           1006036253     WYANDANCH                        NY           11798       8/1/2035        212500
     122471299           1006845505     SPARKS                           NV           89434       1/1/2036        211000
     122476692           1006823064     HERNDON                          VA           20170       1/1/2036        211000
     122541040           1006846974     TAMPA                            FL           33626       1/1/2036        211000
     122508597           1006873853     FAIRFAX                          VA           22031       1/1/2036        211200
     122272342           1006913139     OCEAN ISLE BEACH                 NC           28469       12/1/2035       211500
     122667818           1006976052     RIVERSIDE                        CA           92503       10/1/2035       211500
     122595247           1006883282     PT ST LUCIE                      FL           34953       1/1/2036        211700
     121732554           3001417330     PEAINE TWP.                      MI           49782       9/1/2035        212250
     122603669           1006835266     BOCA RATON                       FL           33486       1/1/2036        212000
     122145947           1006579427     ONTARIO                          CA           91762       11/1/2035       211920
     121748142           3001530470     MINNEAPOLIS                      MN           55417       8/1/2035        212000
     122472061           1006787038     ROSELLE                          NJ           7203        1/1/2036        212000
     122478585           1006873382     MIAMI                            FL           33190       1/1/2036        212000
     122552044           1006842742     DAVISBURG                        MI           48350       1/1/2036        212000
     122562575           1006901175     SURPRISE                         AZ           85379       1/1/2036        212000
     122274157           1006977910     MILWAUKEE                        WI           53221       1/1/2036        212500
     122548536           1006820508     CUMMING                          GA           30040       1/1/2036        212500
     122261131           1006601395     HACKENSACK                       NJ           7601        12/1/2035       212700
     122574195           1006797326     COLORADO SPRINGS                 CO           80922       1/1/2036        212787
     122395885           1006799488     LAWRENCE                         MA           1841        1/1/2036        212800
     122020649           1006404048     MARYSVILLE                       CA           95901       10/1/2035       213300
     122636913           1006906984     CANAL FULTON                     OH           44614       1/1/2036        212850
     121745802           3001482565     BEAVERTON                        OR           97008       11/1/2035       213350
     122537849           1006810152     RIFLE                            CO           81650       1/1/2036        215000
     122318634           1006733800     KISSIMMEE                        FL           34743       12/1/2035       213500
     122209412           1006737314     FRISCO                           TX           75035       12/1/2035       213592
     122374767           1006922643     GRAND PRAIRIE                    TX           75052       1/1/2036        213813
     122442333           1006747123     SANGER                           CA           93657       1/1/2036        214000
     121802263           1006119406     SAN JUAN CAPISTRANO              CA           92675       9/1/2035        215000
     122481092           1006795767     SAN BERNARDINO                   CA           92410       1/1/2036        214400
     122504202           1006841579     VIRGINIA BEACH                   VA           23464       1/1/2036        214400
     122540840           1006856650     YORK                             PA           17404       1/1/2036        215000
     122276039           1006806689     MASSAPEQUA PARK                  NY           11762       1/1/2036        215000
     122545001           1006908063     RIO RANCHO                       NM           87124       1/1/2036        214912
     122509154           1006829392     AUBREY                           TX           76227       1/1/2036        215000
     122536652           1006801466     LAUREL                           MD           20724       1/1/2036        215000
     122651967           1006884405     HUNTLEY                          IL           60142       1/1/2036        215000
     121745857           3001483118     APPLE VALLEY                     CA           92308       11/1/2035       216000
     121745844           3001482987     ELK GROVE                        CA           95624       11/1/2035       216000
     122563588           1006847626     MURRYSVILLE                      PA           15668       1/1/2036        215650
     122107286           1006473233     LAS VEGAS                        NV           89108       11/1/2035       216000
     122497506           1006828899     FORT LAUDERDALE                  FL           33314       1/1/2036        215800
     122455635           1006861098     WILLINGBORO                      NJ           8046        1/1/2036        216000
     122464314           1006754053     PEMBROKE PINES                   FL           33026       12/1/2035       216000
     122273362           1006714396     COLUMBIA                         NJ           7832        12/1/2035       216000
     121744645           3001508880     WYLIE                            TX           75098       11/1/2035       216000
     121748102           3001530157     GREELEY                          CO           80634       11/1/2035       216000
     122040524           1006332884     STATEN ISLAND                    NY           10303       10/1/2035       216000
     122503377           1006887820     JUNEAU                           AK           99801       1/1/2036        216000
     122578031           1006875296     MIAMI                            FL           33177       1/1/2036        216000
     122578491           1006924086     HUNTINGTON PARK                  CA           90255       1/1/2036        216000
     122582417           1006848285     LANCASTER                        CA           93534       1/1/2036        216000
     121732508           3001416886     RANDOLPH                         MA           2368        9/1/2035        217000
     122564737           1006882102     PROVIDENCE                       RI           2907        1/1/2036        216800
     121747631           3001525926     TACOMA                           WA           98445       10/1/2035       216900
     122488892           1006836876     INDIO                            CA           92201       1/1/2036        217000
     122306863           1006916025     YUBA CITY                        CA           95991       1/1/2036        217500
     121749709           3001517857     ORLANDO                          FL           32829       11/1/2035       217600
     121724987           3001302102     AUSTIN                           TX           78704       2/1/2035        220000
     122541173           1006880767     SILVER SPRING                    MD           20906       1/1/2036        218000
     122096910           1006428815     SANTA MARIA                      CA           93454       10/1/2035       218000
     122159424           1006682817     WYOMING                          MN           55092       12/1/2035       218000
     122341895           1006730483     ELK GROVE VILLAGE                IL           60007       1/1/2036        218000
     121747789           3001527369     SACRAMENTO                       CA           95817       11/1/2035       218250
     122435487           1006860652     ATTLEBORO                        MA           2703        1/1/2036        218400
     122086617           1006813594     STREAMWOOD                       IL           60107       1/1/2036        218400
     122475207           1006748261     PEEKSKILL                        NY           10566       1/1/2036        218500
     121749072           3001535388     RINDGE                           NH           3461        12/1/2035       218500
     122430697           1006851156     RICHMOND                         VA           23223       1/1/2036        220000
     121745812           3001482664     ZEPHYR COVE                      NV           89448       11/1/2035       219000
     122222723           1006643231     LOS ANGELES                      CA           90063       12/1/2035       219000
     122545727           1006923583     MARIETTA                         GA           30062       1/1/2036        219200
     122443903           1006878548     ORLANDO                          FL           32837       1/1/2036        219200
     122568184           1006852840     LEHIGH ACRES                     FL           33971       1/1/2036        219200
     122567889           1006842999     MORGANVILLE                      NJ           7751        1/1/2036        219500
     121745822           3001482763     PORT ORCHARD                     WA           98366       11/1/2035       220000
     121748433           3001505597     NAPLES                           FL           34109       10/1/2035       220000
     122667822           1006976086     FONTANA                          CA           92335       11/1/2035       220000
     122599908           1006853590     ALEXANDRIA                       VA           22310       1/1/2036        220000
     122579777           1006902991     RESTON                           VA           20191       1/1/2036        220000
     122508265           1006801086     RIVERSIDE                        CA           92508       1/1/2036        220000
     122503918           1006900763     MCKINLEYVILLE                    CA           95519       1/1/2036        220000
     121747637           3001525975     TACOMA                           WA           98498       10/1/2035       220000
     121911197           1006328585     WOODBRIDGE                       VA           22191       10/1/2035       220000
     122156107           1006582892     LANCASTER                        CA           93536       11/1/2035       220000
     122321643           1006693004     COLUMBIA                         MD           21046       12/1/2035       220000
     122359129           1006681462     INDIO                            CA           92201       12/1/2035       220000
     122468707           1006781593     WEST ORANGE                      NJ           7052        1/1/2036        220000
     122584816           1006897340     PUYALLUP                         WA           98374       1/1/2036        220000
     122607685           1006987752     STOCKTON                         CA           95215       1/1/2036        220000
     121891688           1006207078     COMMERCE CITY                    CO           80022       9/1/2035        220500
     121749055           3001535230     FISHERS                          IN           46038       10/1/2035       221000
     121740513           3001469620     SACRAMENTO                       CA           95823       8/1/2035        220500
     122360904           1006730913     WORCESTER                        MA           1610        1/1/2036        221000
     122504465           1006851743     JACKSONVILLE                     FL           32246       1/1/2036        221000
     122595378           1006848392     WESTMINSTER                      MD           21158       11/1/2035       221250
     122160673           1006429615     PEARLAND                         TX           77584       11/1/2035       221600
     122383005           1006860249     BAKERSFIELD                      CA           93309       1/1/2036        222000
     122383721           1006860264     RHINEBECK                        NY           12572       1/1/2036        222000
     122229582           1006547473     WHEATLAND                        CA           95692       11/1/2035       222300
     121749089           3001535537     BLUFFTON                         SC           29910       12/1/2035       222300
     122290277           1006898389     MESA                             AZ           85205       1/1/2036        222400
     122278442           1006692626     ASHBURN                          VA           20148       12/1/2035       223120
     122441765           1006757148     INWOOD                           WV           25428       1/1/2036        223200
     121723167           3001278450     LITCHFIELD PARK                  AZ           85340       7/1/2035        223200
     122572297           1006852907     COLUSA                           CA           95932       1/1/2036        223200
     122622072           1006884074     BREWSTER                         NY           10509       1/1/2036        223500
     122477192           1006841165     WARWICK                          RI           2886        1/1/2036        224000
     122315766           1006686446     MONTGOMERY                       AL           36117       12/1/2035       224000
     122531283           1006893547     AUBURN                           MA           1501        1/1/2036        224000
     122522437           1006836967     UNION                            KY           41091       1/1/2036        224000
     122349258           1006756322     DESERT HOT SPRINGS               CA           92241       1/1/2036        224000
     122002936           1006316523     VICTORVILLE                      CA           92392       10/1/2035       223920
     122337601           1006807067     LEHIGH ACRES                     FL           33971       1/1/2036        223920
     122283815           1006609307     EGG HARBOR TOWNSHIP              NJ           8234        12/1/2035       224000
     122520240           1006787939     BIG BEAR CITY                    CA           92314       1/1/2036        224000
     122532179           1006842296     SMITHFIELD                       NC           27577       1/1/2036        224000
     122020139           1006614026     PINE MOUNTAIN                    GA           31822       12/1/2035       224200
     122547954           1006810350     CLERMONT                         FL           34714       1/1/2036        224200
     121695734           1006079196     BALTIMORE                        MD           21218       8/1/2035        225000
     122565603           1006874984     PERRIS                           CA           92570       1/1/2036        224800
     122567883           1006902801     WHEATON                          IL           60187       1/1/2036        225000
     121805581           1006147209     MIRAMAR                          FL           33023       9/1/2035        225000
     121986251           1006380560     GILBERT                          AZ           85296       10/1/2035       225000
     122086682           1006445348     TUCKERTON                        NJ           8087        11/1/2035       225000
     122264988           1006637944     ESSEX                            MD           21221       12/1/2035       225000
     122338395           1006887069     GOSHEN                           NY           10924       1/1/2036        225000
     122391163           1006916330     ROGERS                           AR           72756       1/1/2036        225000
     122475706           1006861528     COMPTON                          CA           90220       1/1/2036        225000
     122575116           1006847873     SACRAMENTO                       CA           95838       1/1/2036        225000
     122096100           1006839441     RIVERHEAD                        NY           11901       1/1/2036        225500
     122263140           1006763252     MADISON                          CT           6443        1/1/2036        225980
     122463782           1006781445     DOVER PLAINS                     NY           12522       1/1/2036        226500
     122313843           1006729899     SOUTH ELGIN                      IL           60177       1/1/2036        227000
     122537233           1006880650     MURRIETA                         CA           92562       1/1/2036        227192
     122206229           1006858672     LOS ANGELES                      CA           91606       1/1/2036        227000
     122534684           1006918096     CUMBERLAND CENTER                ME           4021        1/1/2036        227000
     122594696           1006831240     WINCHESTER                       VA           22603       1/1/2036        227920
     122218615           1006723595     TAMARAC                          FL           33321       12/1/2035       227200
     122455845           1006827818     DAVENPORT                        FL           33837       1/1/2036        228000
     122616788           1006903379     MARGATE                          FL           33063       12/1/2035       228000
     122010919           1006321184     WILLIAMSBURG                     VA           23188       10/1/2035       227920
     122088788           1006454969     NAPERVILLE                       IL           60540       11/1/2035       228000
     122186025           1006595381     JUPITER                          FL           33468       12/1/2035       228000
     122434650           1006760456     RIVERSIDE                        CA           92507       1/1/2036        228000
     122494762           1006809089     ROOSEVELT                        NY           11575       1/1/2036        228000
     122557059           1006881575     MORENO VALLEY                    CA           92553       1/1/2036        228000
     122560196           1006830622     NORTH MIAMI BEACH                FL           33162       1/1/2036        228000
     122225157           1006636854     NORTH ROYALTON                   OH           44133       12/1/2035       228000
     121817059           1006489296     LINDEN                           MI           48451       10/1/2035       228500
     122485858           1006841264     SALEM                            NH           3079        1/1/2036        228750
     121747618           3001525793     UNIVERSITY PLACE                 WA           98467       9/1/2035        228800
     121748430           3001505563     PORT ORCHARD                     WA           98367       10/1/2035       229500
     121749044           3001535149     ASHLAND                          MA           1721        10/1/2035       229600
     122230971           1006589095     CLARKSTON                        MI           48346       11/1/2035       228980
     122569079           1006788267     SANTA ROSA BEACH                 FL           32459       1/1/2036        229050
     122318196           1006654337     UNION CITY                       GA           30291       12/1/2035       229173
     121956299           1006449894     CHANDLER                         AZ           85249       10/1/2035       229500
     122645115           1006921819     PEMBROKE PINES                   FL           33024       1/1/2036        229500
     122171740           1006626079     CITRUS HEIGHTS                   CA           95621       12/1/2035       229600
     122241358           1006886855     WEST HAVERSTRAW                  NY           10993       1/1/2036        230000
     122545167           1006918401     FORT PIERCE                      FL           34982       1/1/2036        230000
     122350963           1006770687     PORT SAINT LUCIE                 FL           34953       1/1/2036        230000
     121905529           1006284085     FLOSSMOOR                        IL           60422       9/1/2035        229900
     122074912           1006333270     NORWALK                          CA           90650       9/1/2035        230000
     122240974           1006898322     GRAYSON                          GA           30017       1/1/2036        229900
     122264105           1006549909     GLEN BURNIE                      MD           21060       11/1/2035       230000
     122479411           1006772030     TAMPA                            FL           33624       1/1/2036        230400
     122512897           1006787822     ESTERO                           FL           33928       1/1/2036        230400
     122075013           1006334039     CLINTON                          MD           20735       9/1/2035        231200
     122150782           1006604183     LAKE WORTH                       FL           33461       11/1/2035       231920
     122359866           1006658668     NORTH MIAMI BEACH                FL           33162       12/1/2035       232200
     122571976           1006852899     UPPER MARLBORO                   MD           20774       1/1/2036        232000
     122456727           1006808099     AUSTIN                           TX           78726       1/1/2036        232000
     122229660           1006613101     GILBERT                          AZ           85234       11/1/2035       231920
     122459148           1006822769     OXON HILL                        MD           20745       1/1/2036        231995
     122376818           1006860157     MIAMI                            FL           33196       1/1/2036        232000
     122043743           1006588105     HOLLYWOOD                        FL           33023       11/1/2035       232800
     122517848           1006841892     WINDSOR MILL                     MD           21244       1/1/2036        232800
     122593376           1006883233     HOUSTON                          TX           77019       1/1/2036        233587
     122060035           1006421067     EAST ORANGE                      NJ           7018        11/1/2035       233600
     121749021           3001534936     HALIFAX                          MA           2338        10/1/2035       234500
     122209366           1006485815     PITTSFIELD                       MI           48108       11/1/2035       234000
     122485141           1006851552     WEST SPRINGFIELD                 MA           1089        1/1/2036        234000
     122564918           1006866444     PHILADELPHIA                     PA           19128       1/1/2036        234000
     122509646           1006856064     OXON HILL                        MD           20745       1/1/2036        234400
     122532029           1006946006     FREDERICKSBURG                   VA           22407       1/1/2036        234600
     122359810           1006734170     WORCESTER                        MA           1604        12/1/2035       235120
     122179969           1006466237     ST AUGUSTINE                     FL           32092       11/1/2035       235037
     121960401           1006459893     LEESBURG                         VA           20175       10/1/2035       235200
     122612955           1006894545     BURRILLVILLE                     RI           2859        1/1/2036        235600
     122297227           1006589327     VALLEJO                          CA           94590       12/1/2035       236000
     121936507           1006438145     CRESTWOOD                        KY           40014       11/1/2035       236000
     122471000           1006878985     REDDING                          CA           96003       1/1/2036        236000
     122393661           1006765877     PITTSFORD                        NY           14534       1/1/2036        236250
     122236470           1006709875     MONTGOMERY                       IL           60538       12/1/2035       236800
     122277115           1006647174     DENNIS TWP                       NJ           8270        12/1/2035       237500
     121735891           3001429012     PORTSMOUTH                       NH           3801        7/1/2035        237500
     122241384           1006913113     BAKERSFIELD                      CA           93304       1/1/2036        238000
     121748282           3001531643     CRESTVIEW                        FL           32536       9/1/2035        238800
     122558638           1006834871     NORTH PROVIDENCE                 RI           2911        1/1/2036        238500
     121749062           3001535289     HILTON HEAD ISLAND               SC           29928       11/1/2035       239000
     122333252           1006807026     JACKSON                          NJ           8527        1/1/2036        238500
     122619115           1006958720     STOCKTON                         CA           95206       1/1/2036        238950
     121740582           3001470248     KISSIMMEE                        FL           34741       9/1/2035        240000
     122393567           1006916348     MAUMELLE                         AR           72113       1/1/2036        239310
     122667249           1006949505     PUYALLUP                         WA           98375       12/1/2035       240000
     122517443           1006913915     VANCOUVER                        WA           98682       1/1/2036        239920
     122529089           1006805137     NAPLES                           FL           34109       1/1/2036        239920
     122594928           1006899668     CAPE CORAL                       FL           33990       1/1/2036        239999
     121747693           3001526486     MODESTO                          CA           95355       10/1/2035       240000
     121849355           1006448094     BEALETON                         VA           22712       10/1/2035       240000
     122098303           1006839458     MIAMI                            FL           33157       1/1/2036        240000
     122221101           1006821522     HOLLYWOOD                        FL           33020       1/1/2036        240000
     122328978           1006850778     POUGHKEEPSIE                     NY           12601       1/1/2036        240000
     122392530           1006799439     SAYREVILLE                       NJ           8872        1/1/2036        240000
     122436335           1006766388     STOCKTON                         CA           95210       1/1/2036        240000
     122516239           1006841850     CENTREVILLE                      VA           20121       1/1/2036        240000
     122518674           1006809642     CHICAGO                          IL           60618       1/1/2036        240000
     122632626           1006894677     MASSAPEQUA PARK                  NY           11762       1/1/2036        240000
     122667250           1006949513     ROBBINS                          CA           95676       12/1/2035       240000
     122686260           1006976789     ROSELLE                          NJ           7203        1/1/2036        240000
     122275751           1006784977     HANFORD                          CA           93230       12/1/2035       240700
     122363581           1006764987     ELLENWOOD                        GA           30294       1/1/2036        241000
     121748047           3001529688     BATTLE GROUND                    WA           98604       11/1/2035       243000
     122382794           1006742140     MIRAMAR                          FL           33029       1/1/2036        243000
     121745826           3001482805     CHANDLER                         AZ           85226       10/1/2035       243200
     122436425           1006794927     WEST MILFORD                     NJ           7480        1/1/2036        243200
     122209802           1006632333     MANAHAWKIN                       NJ           8050        10/1/2035       243750
     121958372           1006424020     WEBSTER                          MA           1570        10/1/2035       244000
     122572461           1006843104     HIALEAH                          FL           33018       1/1/2036        243992
     121456950           1006125676     LONG BEACH                       CA           90804       8/1/2035        243920
     121738897           3001466832     MESA                             AZ           85209       10/1/2035       244000
     121900835           1006387599     HOUSTON                          TX           77007       10/1/2035       244000
     122086370           1006423188     HOUSTON                          TX           77007       11/1/2035       244000
     122155667           1006500423     MIAMI                            FL           33015       11/1/2035       244000
     122622882           1006857799     PALMDALE                         CA           93550       1/1/2036        244000
     122667254           1006949554     SANTA ROSA                       CA           95407       12/1/2035       244000
     122063135           1006384240     DETROIT                          MI           48221       10/1/2035       244800
     122504988           1006846099     ENGLISHTOWN                      NJ           7726        1/1/2036        245000
     122518258           1006856221     RIPON                            CA           95366       1/1/2036        245000
     122563780           1006882060     MOUNTAIN VIEW                    CA           94043       1/1/2036        245000
     122436797           1006703688     MODESTO                          CA           95356       12/1/2035       245600
     122477932           1006808529     FREDERICKSBURG                   VA           22407       1/1/2036        245600
     122515852           1006846339     BONDURANT                        IA           50035       1/1/2036        245650
     121748054           3001529753     COLORADO SPRINGS                 CO           80922       9/1/2035        245850
     122448028           1006878605     ORLANDO                          FL           32832       1/1/2036        246400
     122569651           1006882318     STATEN ISLAND                    NY           10312       1/1/2036        246500
     122288299           1006676405     EL CAJON                         CA           92020       12/1/2035       246800
     122377442           1006739567     OAKLAND                          CA           94611       1/1/2036        247200
     122061743           1006716771     ADELANTO                         CA           92301       12/1/2035       247000
     122356463           1006844359     LOVELAND                         CO           80537       12/1/2035       247000
     122331033           1006730251     WALLINGFORD                      PA           19086       12/1/2035       247500
     122430178           1006756967     NORTH LAUDERDALE                 FL           33068       1/1/2036        247500
     122577033           1006847956     DELTONA                          FL           32738       1/1/2036        247500
     122128925           1006473662     JAMAICA                          NY           11433       11/1/2035       248000
     122390936           1006706871     OZONE PARK                       NY           11417       12/1/2035       247600
     122344584           1006668386     HENDERSON                        NV           89052       12/1/2035       247920
     121998255           1006447609     ZUNI                             VA           23898       10/1/2035       247987
     122211144           1006581720     UPPER MARLBORO                   MD           20772       11/1/2035       248000
     122376586           1006725251     LAKE WORTH                       FL           33467       1/1/2036        248000
     122568481           1006830846     MERCED                           CA           95340       1/1/2036        248000
     122575125           1006847881     LUCERNE                          CA           95458       1/1/2036        248000
     122610647           1006920647     ODESSA                           TX           79762       1/1/2036        248000
     122564617           1006882094     BAKERSFIELD                      CA           93313       1/1/2036        248180
     121374395           1005785322     KNOXVILLE                        TN           37922       6/1/2020        250000
     122383677           1006668659     LANCASTER                        CA           93535       12/1/2035       248800
     122280443           1006813974     HAMPSTEAD                        MD           21074       1/1/2036        248850
     122357591           1006877672     HOLLYWOOD                        FL           33024       1/1/2036        249000
     121892839           1006248585     JAMAICA                          NY           11432       9/1/2020        250000
     122571226           1006830937     STOUGHTON                        MA           2072        1/1/2036        249600
     122009301           1006422354     CAPE CORAL                       FL           33909       10/1/2035       249449
     122460556           1006827883     WINCHESTER                       VA           22602       1/1/2036        249600
     122438814           1006747008     LOWER TOWNSHIP                   NJ           8251        1/1/2036        249850
     122623833           1006889263     JACKSON                          NJ           8527        1/1/2036        250000
     122551243           1006957995     LUTHERVILLE TIMONIUM             MD           21093       1/1/2036        250000
     120394628           3001194277     NORTH LAS VEGAS                  NV           89031       5/1/2035        252000
     121736734           3001454077     HENDERSON                        NV           89052       9/1/2035        250000
     122464435           1006851412     STRATFORD                        CT           6614        1/1/2036        250000
     122572985           1006852956     LAUREL                           MD           20707       1/1/2036        250000
     122577099           1006894107     TRUSSVILLE                       AL           35173       1/1/2036        250000
     122631396           1006884256     FAIRBURN                         GA           30213       1/1/2036        250150
     122361626           1006756470     CICERO                           IL           60804       1/1/2036        250320
     122639961           1006921702     LEMOORE                          CA           93245       1/1/2036        250750
     121732534           3001417132     ARBUCKLE                         CA           95912       9/1/2035        251500
     122135366           1006595076     BOISE                            ID           83702       12/1/2035       251000
     121732492           3001416738     CLAY TWP.                        MI           48001       7/1/2035        252000
     122243402           1006629149     DALLAS                           GA           30157       12/1/2035       251100
     122492277           1006772204     UPPER MARLBORO                   MD           20774       1/1/2036        251120
     121733303           3001396757     DOUGLASVILLE                     GA           30135       9/1/2035        252000
     121747797           3001527435     WASCO                            CA           93280       11/1/2035       252000
     121747586           3001525488     OCEANSIDE                        CA           92057       10/1/2035       252000
     122568026           1006899395     CERES                            CA           95307       1/1/2036        251600
     122530211           1006813099     SOUTH LAKE TAHOE                 CA           96150       1/1/2036        252000
     122137154           1006776726     BARRE                            MA           1566        1/1/2036        252000
     122372612           1006877896     GALT                             CA           95632       1/1/2036        252000
     122079314           1006448995     CHESAPEAKE                       VA           23320       11/1/2035       252000
     121994116           1006591554     TOWN OF WALLKILL                 NY           10941       12/1/2035       252000
     122386255           1006760266     INDIO                            CA           92201       1/1/2036        252000
     122527556           1006907958     ONTARIO                          CA           91762       1/1/2036        252000
     122332142           1006775033     CONCORD                          NH           3301        12/1/2035       252000
     122616786           1006903353     NEPTUNE                          NJ           7753        12/1/2035       252800
     121730753           3001390933     NAPLES                           FL           34117       9/1/2035        253000
     122366183           1006900433     CRESTLINE                        CA           92325       1/1/2036        253500
     121745815           3001482698     VANCOUVER                        WA           98661       11/1/2035       254250
     122305806           1006741746     BRYANS ROAD                      MD           20616       1/1/2036        254400
     122218374           1006821514     WOODBRIDGE                       VA           22192       1/1/2036        255000
     122551623           1006874729     ATLANTA                          GA           30349       1/1/2036        255000
     122378298           1006776171     HENDERSON                        NV           89074       1/1/2036        255000
     122489024           1006833717     PALM COAST                       FL           32137       1/1/2036        255150
     122540464           1006788127     WOOD DALE                        IL           60191       1/1/2036        255550
     121835999           1006148629     FREDERICKSBURG                   VA           22407       9/1/2035        256000
     122079337           1006478943     ALBANY                           GA           31721       11/1/2035       256000
     122367986           1006791717     FREEHOLD                         NJ           7728        1/1/2036        256000
     122429018           1006746679     SAN JOSE                         CA           95112       1/1/2036        256000
     122481123           1006902223     HOLLYWOOD                        FL           33024       1/1/2036        256000
     122540862           1006863862     BRUNSWICK                        MD           21716       1/1/2036        256000
     122544008           1006874570     CHICAGO                          IL           60639       1/1/2036        256000
     122559324           1006852675     WASHINGTON                       DC           20011       1/1/2036        256000
     121749063           3001535297     GLOUCESTER                       MA           1930        11/1/2035       256500
     122196466           1006661761     EGG HARBOR TOWNSHIP              NJ           8234        11/1/2035       256500
     122512435           1006879884     APPLE VALLEY                     CA           92307       1/1/2036        256500
     122350053           1006640021     SACRAMENTO                       CA           95838       12/1/2035       256800
     122620371           1006853756     MANASSAS                         VA           20110       1/1/2036        256800
     122472738           1006861395     BROOKLYN                         NY           11204       1/1/2036        257000
     121745838           3001482920     SANTA MARIA                      CA           93454       11/1/2035       259000
     121736759           3001454317     GRASS VALLEY                     CA           95949       9/1/2035        259200
     122522422           1006907891     ANACORTES                        WA           98221       1/1/2036        259200
     122300520           1006696916     PENDERGRASS                      GA           30567       12/1/2035       259250
     122248243           1006618860     LANCASTER                        PA           17602       11/1/2035       259848
     122258677           1006705014     MERCED                           CA           95340       12/1/2035       260000
     122088202           1006985400     CORVALLIS                        MT           59828       1/1/2036        260000
     122349788           1006935744     HUNTINGTON BEACH                 CA           92648       1/1/2036        260000
     122515085           1006809550     CENTEREACH                       NY           11720       1/1/2036        260000
     122301814           1006609398     PALM BAY                         FL           32905       12/1/2035       260000
     122090450           1006368607     FREDERICK                        MD           21703       10/1/2035       259920
     121749029           3001534993     TEMPLETON                        MA           1468        10/1/2035       260400
     122182920           1006628927     SAN BERNARDINO                   CA           92407       12/1/2035       260000
     122174837           1006651051     SPRING VALLEY                    CA           91977       12/1/2035       260000
     122363075           1006799223     MIAMI                            FL           33162       1/1/2036        260000
     122439295           1006815219     UPPER MARLBORO                   MD           20772       1/1/2036        260000
     122463853           1006771784     WINCHESTER                       CA           92596       1/1/2036        260000
     122545022           1006824112     LAUREL                           MD           20724       1/1/2036        260000
     122647294           1006942377     FLOSSMOOR                        IL           60422       1/1/2036        260000
     122566089           1006888604     DUMFRIES                         VA           22026       1/1/2036        260800
     122288738           1006589319     CHULA VISTA                      CA           91911       12/1/2035       260800
     122290634           1006616799     UPPER MARLBORO                   MD           20772       12/1/2035       260800
     122135750           1006658981     SACRAMENTO                       CA           95817       12/1/2035       261000
     122550070           1006856882     LEXINGTON PARK                   MD           20653       1/1/2036        261000
     122567709           1006830820     SACRAMENTO                       CA           95823       1/1/2036        261600
     122354005           1006739120     WOODHAVEN                        NY           11421       12/1/2035       262000
     122440738           1006822488     STATEN ISLAND                    NY           10309       1/1/2036        261800
     122501961           1006809261     HAVERHILL                        MA           1832        1/1/2036        262500
     121747841           3001527856     MORENO VALLEY                    CA           92557       9/1/2035        264000
     122451207           1006840852     VALLEY STREAM                    NY           11580       1/1/2036        263000
     122548628           1006847121     MIAMI                            FL           33189       1/1/2036        263200
     122508799           1006841686     BRENTWOOD                        NY           11717       1/1/2036        263680
     121732540           3001417199     PEPPERELL                        MA           1463        9/1/2035        264200
     121749033           3001535032     BEVERLY                          MA           1915        10/1/2035       264000
     122561193           1006963159     CARLSBAD                         CA           92009       1/1/2036        264000
     122326142           1006764193     DISTRICT HEIGHTS                 MD           20747       1/1/2036        264000
     122077711           1006458747     DETROIT                          MI           48226       11/1/2035       264393
     121747929           3001528656     PALM DESERT                      CA           92260       11/1/2035       265950
     122432363           1006803348     HYDE PARK                        MA           2136        1/1/2036        264600
     121718981           1006335135     LONG BEACH                       CA           90804       10/1/2035       264720
     121963470           1006762098     PORT SAINT LUCIE                 FL           34953       1/1/2036        264776
     121747772           3001527211     STOCKTON                         CA           95207       9/1/2035        265000
     122149979           1006512709     ESCONDIDO                        CA           92025       11/1/2035       265000
     122568795           1006810566     CAPE CORAL                       FL           33993       1/1/2036        265000
     122591154           1006927220     SEVIERVILLE                      TN           37862       1/1/2036        265000
     122484023           1006740938     RIVERSIDE                        CA           92507       12/1/2035       265520
     122492623           1006782344     ORLANDO                          FL           32835       1/1/2036        265520
     121749064           3001535305     HILTON HEAD ISLAND               SC           29928       11/1/2035       266000
     122463558           1006845364     MATAWAN                          NJ           7747        1/1/2036        266000
     122501320           1006873671     HOLLIS                           NY           11423       1/1/2036        266200
     122350124           1006770679     SIGNAL HILL                      CA           90755       1/1/2036        267750
     122651570           1006943268     WOODBRIDGE                       VA           22192       1/1/2036        268000
     122604651           1006883704     RIVERDALE                        MD           20737       1/1/2036        267920
     121955774           1006329948     CLERMONT                         FL           34714       10/1/2035       268000
     122198206           1006611642     GAITHERSBURG                     MD           20879       12/1/2035       268000
     122201799           1006586844     FORT MYERS                       FL           33912       12/1/2035       268000
     122269568           1006683302     PLAINFIELD                       IL           60586       12/1/2035       268000
     122334581           1006730335     CLINTON                          MD           20735       12/1/2035       268000
     122345229           1006811325     ALEXANDRIA                       VA           22315       1/1/2036        268000
     122472873           1006855462     ALEXANDRIA                       VA           22305       1/1/2036        268000
     122539872           1006852352     COLUMBUS                         GA           31904       1/1/2036        268000
     122098260           1006413445     ATLANTA                          GA           30312       10/1/2035       269100
     122254969           1006710089     FT MYERS                         FL           33912       12/1/2035       268720
     121713565           1006123614     SACRAMENTO                       CA           95842       9/1/2035        268800
     121781533           1006386443     WOODLAND HILLS                   CA           91367       9/1/2035        268800
     122012802           1006420564     SACRAMENTO                       CA           95821       10/1/2035       268800
     122388713           1006827123     ROSELAND                         LA           70456       1/1/2036        269100
     121749075           3001535412     BEL AIR                          MD           21015       11/1/2035       269475
     122169600           1006570285     ARLINGTON                        VA           22201       11/1/2035       269660
     122536240           1006834483     EGG HARBOR TOWNSHIP              NJ           8234        1/1/2036        270000
     121732586           3001417652     HILLSBOROUGH TWP.                NJ           8844        9/1/2035        270000
     122491080           1006895898     LOS BANOS                        CA           93635       1/1/2036        270000
     122616779           1006903320     KEYPORT                          NJ           7735        11/1/2035       270000
     122197484           1006575904     CHARLESTON                       SC           29401       11/1/2035       271200
     121749065           3001535313     NEW BEDFORD                      MA           2744        11/1/2035       272000
     122053901           1006589517     WINCHESTER                       VA           22601       11/1/2035       271920
     122017907           1006366262     FRAMINGHAM                       MA           1702        10/1/2035       272000
     122161320           1006650988     ROOSEVELT                        NY           11575       12/1/2035       272000
     122455687           1006703761     LAS VEGAS                        NV           89148       12/1/2035       272000
     122044727           1006383564     PROVIDENCE                       RI           2908        10/1/2035       272000
     122146171           1006614984     FONTANA                          CA           92337       12/1/2035       272000
     122190713           1006737165     HOLLYWOOD                        FL           33019       1/1/2036        272000
     122491628           1006893166     FREDERICKSBURG                   VA           22407       1/1/2036        272000
     122514905           1006749657     CHICAGO                          IL           60612       1/1/2036        272000
     121749084           3001535503     LAWRENCE                         MA           1843        12/1/2035       272000
     121732518           3001416977     BRONX                            NY           10465       9/1/2035        273000
     122583831           1006857435     HOUSTON                          TX           77006       1/1/2036        273992
     122383383           1006753584     WASHINGTON                       MI           48094       12/1/2035       274500
     122464092           1006878878     BRICK                            NJ           8723        1/1/2036        274500
     122345839           1006802712     SAN DIEGO                        CA           92129       1/1/2036        274400
     122390168           1006725491     CLINTON                          MD           20735       12/1/2035       274500
     122536612           1006880601     DENTON                           NE           68339       1/1/2036        274500
     121929743           1006459810     MIAMI                            FL           33177       11/1/2035       275000
     122536659           1006986499     LANCASTER                        CA           93536       1/1/2036        274980
     122366315           1006731036     GIBSONIA                         PA           15044       12/1/2035       275000
     121740485           3001469356     MONTGOMERY VILLAGE               MD           20879       8/1/2035        275400
     122209636           1006632283     UNION CITY                       NJ           7087        10/1/2035       276250
     122464255           1006833345     NEWARK                           NJ           7105        1/1/2036        276000
     122531340           1006874323     MILWAUKEE                        WI           53212       1/1/2036        275920
     122278432           1006645905     LAS VEGAS                        NV           89149       12/1/2035       276000
     122056430           1006340655     WOODBRIDGE                       VA           22193       10/1/2035       276000
     122579330           1006897258     TRIANGLE                         VA           22172       1/1/2036        276000
     122617269           1006906612     ASBURY PARK                      NJ           7712        1/1/2036        276000
     122650949           1006884389     CHICAGO                          IL           60651       1/1/2036        276000
     122494057           1006816167     MEDFORD                          MA           2155        1/1/2036        276250
     122548224           1006834699     MANASSAS                         VA           20109       1/1/2036        276300
     122102541           1006762296     SUMMERFIELD                      FL           34491       1/1/2036        276400
     122546120           1006830341     CULPEPER                         VA           22701       1/1/2036        277000
     121747720           3001526726     SACRAMENTO                       CA           95823       11/1/2035       276800
     122354707           1006877649     VISALIA                          CA           93292       1/1/2036        277000
     121749040           3001535107     GLOUCESTER                       MA           1930        10/1/2035       278000
     121765288           1006335267     FRESNO                           CA           93706       8/1/2035        279000
     122483388           1006816027     MESA                             AZ           85207       12/1/2035       277400
     122448506           1006815367     GRASS VALLEY                     CA           95949       1/1/2036        278000
     122374195           1006832826     WILMINGTON                       NC           28411       1/1/2036        278400
     122268460           1006525495     GREENFIELD                       MN           55357       11/1/2035       279000
     121725326           3001305352     STATEN ISLAND                    NY           10306       4/1/2035        280800
     122474242           1006740813     LAKESIDE                         CA           92040       12/1/2035       279000
     122528736           1006863441     CORAM                            NY           11727       1/1/2036        279000
     122024258           1006382178     CAPE CORAL                       FL           33991       10/1/2035       280000
     121676664           1006741290     STATEN ISLAND                    NY           10314       1/1/2036        280000
     122107537           1006663437     POMONA                           CA           91766       12/1/2035       279992
     122614411           1006875858     JAMAICA                          NY           11434       1/1/2036        279840
     121747823           3001527674     RIALTO                           CA           92376       9/1/2035        280000
     121748241           3001531270     ISANTI                           MN           55040       11/1/2035       280000
     121850859           1006892184     SAINT ALBANS                     NY           11412       1/1/2036        280000
     121989723           1006435638     RONKONKOMA                       NY           11779       11/1/2035       280000
     122386762           1006827081     STOCKTON                         CA           95210       1/1/2036        280000
     122494597           1006796096     LOWELL                           MA           1854        1/1/2036        280000
     122530552           1006805194     STERLING                         VA           20164       1/1/2036        280000
     122595435           1006868663     GRASS VALLEY                     CA           95945       1/1/2036        280000
     122602381           1006883639     WALKERSVILLE                     MD           21793       1/1/2036        280000
     122266324           1006607392     SAINT AUGUSTINE                  FL           32092       12/1/2035       280674
     122233343           1006571069     PARADISE                         CA           95969       11/1/2035       280800
     122261364           1006692477     COTTAGE GROVE                    MN           55016       12/1/2020       282000
     121598527           1006369779     MARIETTA                         GA           30066       10/1/2035       281600
     122483613           1006893042     APPLE VALLEY                     CA           92308       1/1/2036        281900
     122353014           1006850893     HILTON HEAD ISLAND               SC           29928       1/1/2036        282000
     122575842           1006857310     ANNANDALE                        VA           22003       1/1/2036        282400
     122070438           1006749749     DEER PARK                        NY           11729       7/1/2035        284000
     121725004           3001302268     VAN NUYS                         CA           91406       2/1/2035        285000
     122524851           1006792772     MIAMI                            FL           33132       1/1/2036        283050
     122056073           1006540478     GOODYEAR                         AZ           85338       11/1/2035       282898
     122580984           1006875361     HERNDON                          VA           20170       1/1/2036        284000
     121812240           1006125239     CHICAGO                          IL           60634       9/1/2035        284000
     121825542           1006776452     BELLPORT                         NY           11713       12/1/2035       284000
     122595901           1006870461     CHICO                            CA           95973       1/1/2036        284000
     122613954           1006973976     STOCKTON                         CA           95210       1/1/2036        284000
     122281621           1006798555     HIALEAH                          FL           33013       1/1/2036        284400
     122371322           1006745937     ELK GROVE                        CA           95758       1/1/2036        284400
     122496098           1006831687     NEWARK                           NJ           7104        1/1/2036        284750
     122331685           1006850786     SOUTH KINGSTOWN                  RI           2879        1/1/2036        284800
     122107115           1006894859     NEWARK                           CA           94560       1/1/2036        285000
     122592145           1006868580     EL CENTRO                        CA           92243       1/1/2036        285200
     121747606           3001525678     BELLINGHAM                       WA           98229       9/1/2035        285000
     122585087           1006919680     LOS ANGELES                      CA           91405       1/1/2036        285000
     122632434           1006884298     MIAMI                            FL           33032       1/1/2036        286150
     122171493           1006669327     MIAMI                            FL           33161       12/1/2035       286450
     122479228           1006707507     STERLING                         VA           20164       12/1/2035       286400
     122554543           1006893760     NEWTOWN                          CT           6470        1/1/2036        286800
     121733114           3001395254     HEMET                            CA           92545       9/1/2035        288000
     122363389           1006826836     DOVER                            NJ           7801        1/1/2036        287300
     122522888           1006874141     ATLANTA                          GA           30305       1/1/2036        287600
     122575286           1006867871     MEDFORD                          MA           2155        1/1/2036        288000
     122455938           1006803728     MORENO VALLEY                    CA           92553       1/1/2036        288000
     122371864           1006731234     BLOOMINGTON                      CA           92316       12/1/2035       287960
     121748350           3001532252     LAS VEGAS                        NV           89139       11/1/2035       288000
     122012729           1006474892     YONKERS                          NY           10710       11/1/2035       288000
     122028107           1006634719     LOXAHATCHEE                      FL           33470       12/1/2035       288000
     122041008           1006563439     WAIPAHU                          HI           96797       11/1/2035       288000
     122103626           1006457095     SAN JOSE                         CA           95111       11/1/2035       288000
     122455336           1006812182     MIAMI                            FL           33175       1/1/2036        288000
     122537294           1006905143     YORKTOWN HEIGHTS                 NY           10598       1/1/2036        288000
     122551166           1006797128     PALMDALE                         CA           93550       1/1/2036        288000
     122592765           1006906190     LOS ANGELES                      CA           91304       1/1/2036        288000
     122074873           1006332983     MARYSVILLE                       CA           95901       9/1/2035        288150
     122119762           1006723272     MAPLEWOOD                        NJ           7040        12/1/2035       288400
     122485307           1006873432     MEDFORD                          NY           11763       1/1/2036        288400
     122325596           1006670259     ANDOVER                          MA           1810        12/1/2035       289320
     122268051           1006583569     VISTA                            CA           92084       11/1/2035       289600
     121984301           1006420366     CARPENTERSVILLE                  IL           60110       11/1/2035       290044
     121770714           1006160194     HIALEAH                          FL           33013       9/1/2035        290700
     122468374           1006740730     ACUSHNET                         MA           2743        12/1/2035       291000
     122518145           1006819278     MELVILLE                         NY           11747       12/1/2035       291200
     121791817           1006293532     LAS VEGAS                        NV           89106       9/1/2035        292500
     121745848           3001483027     SACRAMENTO                       CA           95823       11/1/2035       292000
     122039835           1006484776     PITTSGROVE                       NJ           8318        11/1/2035       292000
     122091652           1006498347     SEVERNA PARK                     MD           21146       11/1/2035       292000
     122192661           1006704595     VOLUNTOWN                        CT           6384        12/1/2035       292000
     122205253           1006728461     BRONX                            NY           10466       1/1/2036        292000
     122321436           1006844144     EAST WEYMOUTH                    MA           2189        1/1/2036        292000
     122505436           1006862435     SONORA                           CA           95370       1/1/2036        292000
     122544067           1006950719     WESLEY CHAPEL                    FL           33543       1/1/2036        292000
     122545370           1006911117     MIAMI                            FL           33187       1/1/2036        292000
     122635832           1006892119     SACRAMENTO                       CA           95827       1/1/2036        292000
     122154857           1006437535     SACRAMENTO                       CA           95823       11/1/2035       292500
     121760176           1006252330     VIENNA                           VA           22180       8/1/2035        292425
     122000739           1006461725     RIDGEFIELD PARK                  NJ           7660        11/1/2035       292500
     121733032           3001394570     LAURELTON                        NY           11413       9/1/2035        292500
     121733376           3001397383     MIDDLETOWN                       NY           10941       9/1/2035        292500
     121733158           3001395528     DES MOINES                       WA           98198       9/1/2035        293592
     121749069           3001535354     HILTON HEAD ISLAND               SC           29926       12/1/2035       294000
     121749028           3001534985     HILTON HEAD ISLAND               SC           29926       10/1/2035       295000
     122327722           1006621989     LEESBURG                         VA           20176       12/1/2035       296000
     122239663           1006793689     TARPON SPRINGS                   FL           34689       12/1/2035       296910
     121749082           3001535487     HAVERHILL                        MA           1830        11/1/2035       295200
     122428984           1006780223     REDMOND                          OR           97756       1/1/2036        294720
     122353237           1006640047     FLEMINGTON                       NJ           8822        12/1/2035       295000
     121748139           3001530447     GARRETTSVILLE                    OH           44231       9/1/2035        296000
     122629887           1006927758     BELLEVUE                         WA           98006       1/1/2036        295200
     122527035           1006910887     LAKEWOOD                         NJ           8701        1/1/2036        295332
     122448288           1006860892     MORENO VALLEY                    CA           92551       1/1/2036        296000
     122284487           1006633810     STONY POINT                      NY           10980       12/1/2035       296000
     122186069           1006578114     SAN BERNARDINO                   CA           92407       11/1/2035       296000
     122269122           1006596116     BRENTWOOD                        NY           11717       12/1/2035       296000
     122293194           1006702169     MIAMI                            FL           33129       12/1/2035       296000
     122527970           1006863375     LOS ANGELES                      CA           90032       1/1/2036        296000
     122563476           1006834939     CUMMING                          GA           30041       1/1/2036        296000
     122391696           1006731671     MIRAMAR                          FL           33025       1/1/2036        296653
     122075017           1006340796     HYATTSVILLE                      MD           20784       9/1/2035        297600
     122525862           1006783672     PALMDALE                         CA           93550       1/1/2036        297000
     122129308           1006876633     HUDSON                           FL           34667       11/1/2035       297500
     122075007           1006333973     YUBA CITY                        CA           95991       9/1/2035        297350
     121935576           1006423972     MIAMI                            FL           33185       10/1/2035       297600
     122524086           1006890543     LOWELL                           MA           1852        1/1/2036        300000
     122472116           1006828196     BAY SHORE                        NY           11706       1/1/2036        298400
     121717948           1006720138     MONTGOMERY                       IL           60538       9/1/2035        298700
     122318797           1006854416     STATEN ISLAND                    NY           10314       1/1/2036        299000
     122238701           1006554297     LANHAM                           MD           20706       11/1/2035       299000
     121749053           3001535214     SALEM                            MA           1970        10/1/2035       300000
     122048742           1006375560     BROOKLYN                         NY           11223       10/1/2020       300000
     122559088           1006870123     FRESNO                           CA           93722       1/1/2036        299424
     122102791           1006548711     PLUMAS LAKE                      CA           95961       11/1/2035       299432
     122113135           1006591679     HIALEAH                          FL           33010       11/1/2035       300000
     122437854           1006961450     CLARKSBURG                       NJ           8510        1/1/2036        300000
     122502798           1006816472     STOCKTON                         CA           95206       1/1/2036        300000
     122361875           1006770869     WOODBRIDGE                       VA           22192       1/1/2036        299941
     122499768           1006800922     RIVERSIDE                        CA           92509       1/1/2036        300000
     121738005           3001454549     RICHMOND                         CA           94801       8/1/2035        300000
     122049476           1006375586     VALLEY STREAM                    NY           11580       10/1/2035       300000
     122107889           1006850505     MAPLEWOOD                        NJ           7040        1/1/2036        300000
     122166640           1006604241     RIVERSIDE                        CA           92504       12/1/2035       300000
     122182125           1006605347     LEVITTOWN                        NY           11756       12/1/2035       300000
     122242597           1006608945     BAKERSFIELD                      CA           93307       12/1/2035       300000
     122307940           1006750374     BROOKLYN                         NY           11234       1/1/2036        300000
     122365154           1006877771     SANTA FE SPRINGS                 CA           90670       1/1/2036        300000
     122391068           1006805814     ABERDEEN                         NJ           7747        1/1/2036        300000
     122394632           1006811747     HOLLYWOOD                        FL           33027       1/1/2036        300000
     122505608           1006836934     SAN DIEGO                        CA           92154       1/1/2036        300000
     122576263           1006843161     MIAMI                            FL           33173       1/1/2036        300000
     121756645           1006036501     WINTERVILLE                      NC           28590       7/1/2035        303300
     122218105           1006869299     CORAL SPRINGS                    FL           33071       1/1/2036        301500
     122338992           1006668295     HEMET                            CA           92544       12/1/2035       301500
     122496006           1006768392     GAITHERSBURG                     MD           20879       1/1/2036        301500
     122508964           1006846172     MIAMI                            FL           33187       1/1/2036        302000
     121749081           3001535479     EXETER                           NH           3833        12/1/2035       302000
     122508197           1006816555     RAHWAY                           NJ           7065        1/1/2036        302400
     122373459           1006736316     MIRAMAR                          FL           33029       1/1/2036        302400
     122134814           1006858482     PATERSON                         NJ           7503        1/1/2036        303800
     122443216           1006789208     LOS BANOS                        CA           93635       1/1/2036        303920
     121747912           3001528490     LOS ANGELES                      CA           90044       10/1/2035       304000
     122371320           1006785800     NEWARK                           NJ           7114        1/1/2036        304000
     122627218           1006876013     HAVERSTRAW                       NY           10927       1/1/2036        304000
     122063981           1006406951     ANNANDALE                        VA           22003       10/1/2035       304500
     122074928           1006333379     WILDOMAR                         CA           92595       8/1/2035        306000
     122118914           1006500266     YUCAIPA                          CA           92399       11/1/2035       304851
     121733086           3001394992     SANTA FE SPRINGS                 CA           90670       9/1/2035        305000
     121749057           3001535255     BOSTON                           MA           2121        11/1/2035       306000
     122235042           1006748808     RONKONKOMA                       NY           11779       1/1/2036        306000
     122521286           1006874117     MORENO VALLEY                    CA           92557       1/1/2036        306000
     122555352           1006847196     ORLANDO                          FL           32819       1/1/2036        306000
     121745835           3001482896     BAKERSFIELD                      CA           93314       11/1/2035       307000
     122585843           1006801789     MANASSAS                         VA           20109       1/1/2036        307120
     122467764           1006795445     WOODLAND                         CA           95695       1/1/2036        307200
     122579432           1006894156     STATEN ISLAND                    NY           10312       1/1/2036        310000
     122313481           1006898413     CAMBRIA HEIGHTS                  NY           11411       1/1/2036        308000
     122149962           1006451148     SAN JOSE                         CA           95110       11/1/2035       308000
     122239361           1006533424     MANASSAS                         VA           20109       11/1/2035       308000
     122388462           1006746414     MORENO VALLEY                    CA           92551       12/1/2035       308700
     121916542           1006478430     LINDEN                           NJ           7036        9/1/2035        308800
     122511860           1006752099     LAND O LAKES                     FL           34639       1/1/2036        308800
     122572710           1006821209     ORANGE PARK                      FL           32003       1/1/2036        308800
     122217526           1006762726     BRONX                            NY           10465       12/1/2035       309000
     122280279           1006627374     WEST ISLIP                       NY           11795       12/1/2035       309520
     121749056           3001535248     HILTON HEAD ISLAND               SC           29928       10/1/2035       310500
     121808338           1006293649     PALMDALE                         CA           93550       10/1/2035       310000
     122276980           1006763393     CHELSEA                          MA           2150        1/1/2036        310000
     122387577           1006814808     JACKSON                          NJ           8527        1/1/2036        310000
     122539922           1006834525     PROVIDENCE                       RI           2905        1/1/2036        310000
     122545737           1006856783     BAY SHORE                        NY           11706       1/1/2036        310000
     122582539           1006848293     LORTON                           VA           22079       1/1/2036        310000
     122520226           1006792731     BOWIE                            MD           20716       1/1/2036        310050
     122386849           1006756801     SICKLERVILLE                     NJ           8081        1/1/2036        310250
     122313520           1006679136     GAITHERSBURG                     MD           20886       12/1/2035       310500
     121988463           1006357659     GERMANTOWN                       MD           20876       10/1/2035       310500
     122495104           1006809097     LANCASTER                        CA           93535       1/1/2036        310500
     121862798           1006172819     MANVILLE BOROUGH                 NJ           8822        9/1/2035        311000
     122535261           1006880551     VACAVILLE                        CA           95688       1/1/2036        311040
     122318382           1006692956     VALLEJO                          CA           94590       12/1/2035       311200
     122573455           1006905770     RIALTO                           CA           92376       1/1/2036        311250
     122579535           1006958274     ASHBURN                          VA           20147       1/1/2036        311920
     121747923           3001528599     LOMPOC                           CA           93436       11/1/2035       312000
     122280874           1006624991     CLERMONT                         FL           34714       12/1/2035       312000
     122256689           1006653727     MIRAMAR                          FL           33025       12/1/2035       312906
     121748439           3001505647     FRESNO                           CA           93704       11/1/2035       313500
     122074709           1006452278     WOODBRIDGE                       VA           22191       11/1/2035       313500
     122575904           1006867913     DORCHESTER                       MA           2122        1/1/2036        313600
     122637094           1006958910     RANCHO SANTA MARGARITA           CA           92688       1/1/2036        313600
     121788167           1006679888     PALMDALE                         CA           93551       12/1/2035       313950
     122608765           1006871485     MANTECA                          CA           95336       1/1/2036        314400
     121966390           1006506909     HIALEAH                          FL           33013       11/1/2035       314450
     122585344           1006919714     LOS ANGELES                      CA           90037       1/1/2036        315000
     121994860           1006634560     TRAVERSE CITY                    MI           49684       12/1/2035       315000
     122059925           1006892226     HIALEAH                          FL           33012       1/1/2036        315000
     122091366           1006511552     LINDENHURST                      NY           11757       11/1/2035       315000
     122125588           1006429417     MIAMI                            FL           33175       11/1/2035       315000
     122323022           1006859464     FARMINGTON HILLS                 MI           48334       1/1/2036        315000
     122519477           1006896243     LAWRENCEVILLE                    GA           30045       1/1/2036        315000
     122572104           1006843054     PROVIDENCE                       RI           2909        1/1/2036        315000
     122598402           1006883365     VICTORVILLE                      CA           92394       1/1/2036        315000
     122290788           1006680993     ATLANTIC BEACH                   NY           11509       12/1/2035       316000
     121749022           3001534944     BROCKTON                         MA           2301        10/1/2035       319000
     122590596           1006853525     BOWIE                            MD           20721       1/1/2036        318400
     122539899           1006896516     LAKEWOOD                         NJ           8701        1/1/2036        318700
     121843790           1006398182     ALEXANDRIA                       VA           22304       10/1/2035       319500
     122302699           1006738346     WESTON                           FL           33332       1/1/2036        319410
     122296800           1006738239     PEMBROKE PINES                   FL           33029       1/1/2036        319200
     121738519           3001468705     CULVER CITY                      CA           90230       9/1/2035        320000
     122068874           1006462152     ROMOLAND                         CA           92585       10/1/2035       320000
     122110407           1006490534     HOMESTEAD                        FL           33031       11/1/2035       320000
     122197180           1006626921     BRENTWOOD                        NY           11717       12/1/2035       320000
     122448392           1006703738     MIAMI                            FL           33196       12/1/2035       320000
     122515817           1006829673     WADING RIVER                     NY           11792       1/1/2036        320000
     122527897           1006809881     PALM BAY                         FL           32908       1/1/2036        320000
     122556342           1006881336     MIAMI                            FL           33196       1/1/2036        320000
     122570214           1006857245     NORRIDGE                         IL           60706       1/1/2036        320000
     122552441           1006852535     BELLEVILLE                       NJ           7109        1/1/2036        320450
     122558827           1006866089     WEST ROXBURY                     MA           2132        1/1/2036        320800
     122332702           1006730285     BRICK                            NJ           8724        12/1/2035       322500
     122154678           1006489056     DENVER                           CO           80204       11/1/2035       322880
     121733051           3001394737     JAMAICA                          NY           11434       9/1/2035        323000
     121747622           3001525835     BELLINGHAM                       WA           98229       10/1/2035       323000
     122485150           1006893067     EDISON                           NJ           8817        1/1/2036        323000
     122580359           1006888794     CRANSTON                         RI           2921        1/1/2036        323000
     121960014           1006776536     LEESBURG                         VA           20175       1/1/2036        323850
     122339377           1006832644     CLIFTON                          NJ           7011        1/1/2036        324000
     122539867           1006890808     ST AUGUSTINE                     FL           32084       1/1/2036        324000
     122392418           1006706905     CUMMING                          GA           30041       12/1/2035       324000
     121738904           3001466907     VISALIA                          CA           93277       10/1/2035       324000
     122130372           1006498735     AMITYVILLE                       NY           11701       11/1/2035       324000
     122581812           1006831166     STATEN ISLAND                    NY           10306       1/1/2036        324000
     122587064           1006831182     STATEN ISLAND                    NY           10306       1/1/2036        324000
     122587175           1006831190     STATEN ISLAND                    NY           10306       1/1/2036        324000
     122611006           1006889115     BRICK                            NJ           8724        1/1/2036        324000
     122674747           1006952293     FAIRFAX                          VA           22033       1/1/2036        324000
     122391260           1006827172     MARTHASVILLE                     MO           63357       1/1/2036        324800
     122574925           1006835118     UNION                            NJ           7083        1/1/2036        324800
     121708632           1006130486     RIALTO                           CA           92377       9/1/2035        325000
     122554696           1006864290     NEWHALL                          CA           91321       12/1/2035       325000
     122004733           1006471906     SPRING VALLEY                    CA           91977       10/1/2035       325600
     122428958           1006703662     FREDERICK                        MD           21702       12/1/2035       326160
     122473262           1006757809     HYDESVILLE                       CA           95547       12/1/2035       327250
     122686264           1006976813     MORRISTOWN                       NJ           7960        12/1/2035       327250
     122303699           1006699407     SANTA MARIA                      CA           93454       12/1/2035       327750
     122580487           1006875338     FRAMINGHAM                       MA           1702        1/1/2036        328000
     122488762           1006926412     ALEXANDRIA                       VA           22315       1/1/2036        327900
     122049227           1006332918     SAN JOSE                         CA           95111       10/1/2035       328000
     122143630           1006519217     MURRIETA                         CA           92563       11/1/2035       328000
     122271468           1006821613     VISTA                            CA           92083       1/1/2036        328000
     122444453           1006734758     SACRAMENTO                       CA           95838       1/1/2036        328000
     122478203           1006795692     SANTA MARIA                      CA           93454       1/1/2036        328000
     122358513           1006720963     WEST PALM BEACH                  FL           33411       12/1/2035       328800
     121767250           1006065245     BLOOMFIELD                       NJ           7003        7/1/2035        330400
     121645560           1006876450     REDLANDS                         CA           92373       1/1/2036        328740
     122591736           1006875528     BURKE                            VA           22015       1/1/2036        330000
     121788075           1006146888     PORT JEFFERSON STATION           NY           11776       9/1/2035        331000
     122077184           1006436685     SCOTTSDALE                       AZ           85258       11/1/2035       332000
     122442379           1006869539     LORTON                           VA           22079       12/1/2035       332000
     121935680           1006258386     SILVER SPRING                    MD           20904       8/1/2035        332065
     122258691           1006641193     MIAMI                            FL           33015       12/1/2035       332500
     122514979           1006796484     WEST PALM BEACH                  FL           33411       1/1/2036        332800
     121740496           3001469455     WOODBRIDGE                       VA           22191       8/1/2035        333000
     122325369           1006854473     BOUND BROOK                      NJ           8805        1/1/2036        333000
     122395089           1006869489     LOS BANOS                        CA           93635       1/1/2036        333178
     122585751           1006868267     PALM SPRINGS                     CA           92262       1/1/2036        333636
     121747769           3001527195     ROSEVILLE                        CA           95678       9/1/2035        335200
     122493477           1006900730     MENIFEE                          CA           92584       1/1/2036        334896
     122492794           1006809006     NORTH BARRINGTON                 IL           60010       1/1/2036        335000
     122631727           1006900110     MANASSAS                         VA           20110       1/1/2036        335200
     122074920           1006384588     WASHINGTON                       DC           20001       9/1/2035        336000
     121733138           3001395387     MORENO VALLEY                    CA           92555       9/1/2035        337000
     122509180           1006829400     MURRIETA                         CA           92563       1/1/2036        337200
     121587267           1005924616     HACKENSACK                       NJ           7601        6/1/2035        337500
     121747591           3001525520     SAN DIEGO                        CA           92154       11/1/2035       337500
     122503177           1006851719     BAYONNE                          NJ           7002        1/1/2036        337500
     122550631           1006930737     BRONX                            NY           10457       1/1/2036        337500
     122150112           1006495715     VALLEJO                          CA           94591       11/1/2035       338400
     122042093           1006383481     TRACY                            CA           95376       10/1/2035       338800
     122332701           1006714891     COPIAGUE                         NY           11726       12/1/2035       339080
     121732515           3001416944     MILFORD                          MI           48381       9/1/2035        340000
     122393249           1006844870     STATEN ISLAND                    NY           10305       1/1/2036        339200
     122533412           1006834426     SPRINGFIELD GARDENS              NY           11413       1/1/2036        339200
     122203433           1006532939     PORT DEPOSIT                     MD           21904       11/1/2035       339711
     121993886           1006491003     STAFFORD                         VA           22554       10/1/2035       339920
     121745808           3001482623     PERRIS                           CA           92570       10/1/2035       340000
     121747571           3001525348     CHULA VISTA                      CA           91910       9/1/2035        340000
     121961521           1006389173     LOS ANGELES                      CA           91311       10/1/2035       340000
     122055542           1006368029     FREMONT                          CA           94536       9/1/2035        340000
     122437609           1006929788     LINDENHURST                      NY           11757       1/1/2036        340000
     122452602           1006860959     MAPLEWOOD                        NJ           7040        1/1/2036        340000
     122478977           1006767824     BRONX                            NY           10473       1/1/2036        340000
     122533360           1006890683     LOS ANGELES                      CA           90008       1/1/2036        340000
     122310041           1006656571     SELDEN                           NY           11784       12/1/2035       340000
     122161062           1006627945     LOWELL                           MA           1851        12/1/2035       340200
     122475246           1006774184     EDWARDS                          CO           81632       1/1/2036        340400
     122013119           1006704066     QUEENS VILLAGE                   NY           11428       12/1/2035       341600
     122172225           1006577983     STAFFORD                         VA           22554       11/1/2035       341300
     121885050           1006206955     BALTIMORE                        MD           21230       9/1/2035        342000
     122507291           1006846123     LEVITTOWN                        NY           11756       1/1/2036        342000
     122604632           1006883696     BOYNTON BEACH                    FL           33420       1/1/2036        342000
     122088953           1006452369     CUMBERLAND                       RI           2864        11/1/2035       342000
     122554907           1006866006     FORT MILL                        SC           29708       1/1/2036        342350
     122395182           1006840498     MARSHFIELD                       MA           2050        1/1/2036        343000
     122509823           1006904674     STAMFORD                         CT           6906        1/1/2036        344000
     121738468           3001468192     BAKERSFIELD                      CA           93309       8/1/2035        344000
     121961761           1006646002     QUEENS VILLAGE                   NY           11429       1/1/2036        344000
     122238115           1006806499     BUFORD                           GA           30519       1/1/2036        344000
     122221586           1006572315     STAFFORD                         VA           22554       12/1/2035       344250
     122428286           1006799512     CHULA VISTA                      CA           91911       1/1/2036        345000
     121962508           1006353773     NORTH MIAMI BEACH                FL           33160       10/1/2035       346096
     122255246           1006561615     SAN DIEGO                        CA           92115       11/1/2035       346000
     122285387           1006625089     MEDFORD                          NY           11763       12/1/2035       346480
     122620330           1006869109     MIRAMAR                          FL           33029       1/1/2036        346500
     121884972           1006349409     PROVIDENCE                       RI           2904        10/1/2035       348000
     122202294           1006675829     SAN DIEGO                        CA           92113       11/1/2035       348000
     122495812           1006809139     ELMONT                           NY           11003       1/1/2036        348000
     122635478           1006892077     SPRINGFIELD                      VA           22153       1/1/2036        348000
     122355314           1006826729     SYKESVILLE                       MD           21784       12/1/2035       348800
     122103176           1006495335     FRESNO                           CA           93727       11/1/2035       349192
     122126108           1006671489     WASHINGTON                       DC           20003       12/1/2035       349500
     122505200           1006829145     NORWALK                          CA           90650       1/1/2036        349600
     122504551           1006887838     YONKERS                          NY           10701       1/1/2036        350000
     121733002           3001394331     NEW HYDE PARK                    NY           11040       9/1/2035        350000
     121928690           1006776502     LONG BEACH                       CA           90814       1/1/2036        350000
     122536542           1006880593     PLACENTIA                        CA           92870       1/1/2036        350000
     122273277           1006900250     MILLER PLACE                     NY           11764       12/1/2035       350000
     121975400           1006492050     ELIZABETH                        NJ           7201        11/1/2035       350520
     122095168           1006480667     ONTARIO                          CA           91764       11/1/2035       351000
     122436455           1006831497     ATLANTA                          GA           30331       1/1/2036        351200
     122383460           1006771149     BAY SHORE                        NY           11706       1/1/2036        351920
     122213648           1006612988     LOS BANOS                        CA           93635       11/1/2035       352000
     122262885           1006743817     BRONX                            NY           10469       1/1/2036        352000
     122332662           1006683898     JERSEY CITY                      NJ           7307        12/1/2035       352000
     122349831           1006764656     PALMETTO BAY                     FL           33157       1/1/2036        352000
     122503103           1006800971     HOLTSVILLE                       NY           11742       1/1/2036        352000
     122552092           1006950834     NORTH HOLLYWOOD AREA             CA           91605       1/1/2036        352000
     122627775           1006884207     CHULA VISTA                      CA           91910       1/1/2036        352000
     122444558           1006795080     FONTANA                          CA           92337       1/1/2036        352750
     121506515           1006629578     MURRIETA                         CA           92563       10/1/2035       353088
     122474174           1006861478     EL CAJON                         CA           92021       1/1/2036        353000
     122662687           1006884454     FRISCO                           TX           75034       1/1/2036        354000
     121643032           1006173403     VALLEJO                          CA           94590       9/1/2035        355500
     122470457           1006841066     MINEOLA                          NY           11501       1/1/2036        355000
     122350769           1006859787     WEST PALM BEACH                  FL           33414       1/1/2036        355200
     122272376           1006612053     DAYTON                           NV           89403       12/1/2035       355500
     122198927           1006772998     HUNTINGTON STATION               NY           11746       1/1/2036        356000
     122249561           1006678658     FAIRFIELD                        NJ           7004        12/1/2035       356000
     122358701           1006656704     FREEPORT                         NY           11520       12/1/2035       356000
     122290844           1006690943     HACKETTSTOWN                     NJ           7840        12/1/2035       356250
     122456247           1006851370     WOODHAVEN                        NY           11421       1/1/2036        357000
     122214586           1006531972     COLMAR                           PA           18915       11/1/2035       357522
     121635896           1006115610     OCOEE                            FL           34761       9/1/2035        358763
     122237340           1006784704     HACKETTSTOWN                     NJ           7840        1/1/2036        358796
     122517746           1006816704     SAN JOSE                         CA           95118       11/1/2035       359650
     122529892           1006856478     CHICAGO                          IL           60659       1/1/2036        359000
     122080179           1006604993     STATEN ISLAND                    NY           10312       12/1/2035       359200
     122528704           1006774390     RIVERSIDE                        CA           92509       1/1/2036        359200
     121553709           1006876443     LANCASTER                        CA           93536       1/1/2036        359650
     122616784           1006929192     JAMAICA                          NY           11434       1/1/2036        359550
     122265099           1006777419     JERSEY CITY                      NJ           7305        1/1/2036        360000
     122524997           1006890568     BETHPAGE                         NY           11714       1/1/2036        360000
     122034679           1006749715     BROOKLYN                         NY           11203       1/1/2036        360000
     122103845           1006749806     MIAMI                            FL           33131       12/1/2035       360000
     122184847           1006635948     BALDWIN                          NY           11510       12/1/2035       360000
     122206840           1006527228     ELMONT                           NY           11003       11/1/2035       360000
     122283043           1006777682     ELMONT                           NY           11003       1/1/2036        360000
     122328656           1006877391     LAWRENCE                         MA           1841        1/1/2036        360000
     122515460           1006754657     ROCKVILLE                        MD           20853       1/1/2036        360000
     122556365           1006918823     MURRIETA                         CA           92563       1/1/2036        360000
     122576725           1006914830     LONG BEACH                       CA           90805       1/1/2036        360000
     122622341           1006884090     NORTH STONINGTON                 CT           6359        1/1/2036        360000
     122230180           1006709768     FONTANA                          CA           92335       12/1/2035       361000
     121733106           3001395171     ANAHEIM                          CA           92806       9/1/2035        361000
     121994929           1006305039     MERRICK                          NY           11566       10/1/2035       362800
     122614228           1006889131     WHITTIER                         CA           90605       1/1/2036        363200
     122112913           1006473340     MOUNT KISCO                      NY           10549       10/1/2035       364000
     122452108           1006892879     SALEM                            MA           1970        1/1/2036        364000
     122326483           1006832578     TUSTIN                           CA           92780       1/1/2036        364000
     121749068           3001535347     CAMDEN                           ME           4843        11/1/2035       365000
     122515155           1006887945     CRANSTON                         RI           2920        1/1/2036        364500
     121738900           3001466865     MURRIETA                         CA           92563       10/1/2035       364500
     122295833           1006616831     NIPOMO                           CA           93444       11/1/2035       364800
     122598080           1006870495     FREDERICKSBURG                   VA           22401       12/1/2035       365450
     122667251           1006949521     GIG HARBOR                       WA           98335       12/1/2035       365500
     121747630           3001525918     BOTHELL                          WA           98012       10/1/2035       365750
     121749013           3001534894     DRACUT                           MA           1826        8/1/2035        367300
     122398456           3001501729     ESCONDIDO                        CA           92026       11/1/2035       367200
     122541009           1006874463     CHANDLER                         AZ           85226       1/1/2036        367500
     122567051           1006842973     BROOKLYN                         NY           11236       1/1/2036        368000
     122284897           1006676371     FORT MYERS                       FL           33912       12/1/2035       367920
     122467723           1006855397     FAIRBURN                         GA           30213       1/1/2036        368000
     122510336           1006873945     MIAMI                            FL           33175       1/1/2036        368000
     122632996           1006906877     SANTA MARIA                      CA           93458       1/1/2036        368000
     122582202           1006882847     MIAMI                            FL           33193       1/1/2036        369750
     122305775           1006639221     LOS ANGELES                      CA           90031       12/1/2035       369600
     121654120           1006164774     MIDDLE VILLAGE                   NY           11379       9/1/2035        370800
     122451676           1006812158     PLAINFIELD                       IL           60544       1/1/2036        369900
     121747931           3001528672     PALMDALE                         CA           93552       11/1/2035       370500
     122398452           3001501687     VISTA                            CA           92083       11/1/2035       372000
     122439167           1006757098     BETHPAGE                         NY           11714       1/1/2036        372000
     121958797           1006338121     SANTA CLARITA                    CA           91350       9/1/2035        372000
     122686258           1006976763     ROSLINDALE                       MA           2131        12/1/2035       372000
     122491609           1006985970     JACKSONVILLE                     FL           32258       1/1/2036        373000
     122054263           1006383937     MANASSAS                         VA           20109       10/1/2035       372800
     122003840           1006351892     CARSON                           CA           90810       10/1/2035       374400
     122177319           1006825820     HOLLYWOOD                        FL           33009       1/1/2036        374400
     122584166           1006891483     BOYNTON BEACH                    FL           33437       1/1/2036        375000
     121990655           1006286775     STERLING                         VA           20164       10/1/2035       375000
     122266751           1006843898     WASHINGTON                       DC           20002       1/1/2036        375000
     122040449           1006793283     BERKLEY                          MA           2779        1/1/2036        376000
     122494595           1006809071     RIDGEWOOD                        NY           11385       1/1/2036        377392
     122214671           1006578346     HOLLISTER                        CA           95023       11/1/2035       377600
     122175315           1006519886     LUNENBURG                        MA           1462        11/1/2035       377600
     122521752           1006823833     CORONA                           CA           92879       1/1/2036        378000
     122432605           1006851180     FRANKLIN SQUARE                  NY           11010       1/1/2036        378000
     122510724           1006829491     SILVER SPRING                    MD           20904       1/1/2036        378000
     122519783           1006834152     SOMERVILLE                       MA           2145        1/1/2036        380700
     122079352           1006421224     ROSWELL                          GA           30076       10/1/2035       379200
     120893121           1006858185     NORTHRIDGE                       CA           91324       1/1/2036        380000
     122139001           1006541773     NEW PROVIDENCE                   NJ           7974        11/1/2035       380000
     122398458           3001501745     RICHMOND                         CA           94805       11/1/2035       380000
     122550656           1006888430     FALLS CHURCH                     VA           22042       1/1/2036        380000
     122599186           1006883381     ESCONDIDO                        CA           92026       1/1/2036        380000
     122256866           1006991945     TAMPA                            FL           33647       12/1/2035       380000
     122428719           1006712986     EL CAJON                         CA           92020       12/1/2035       382500
     122011309           1006339848     LEVITTOWN                        NY           11756       10/1/2035       382500
     122234215           1006683047     CHOWCHILLA                       CA           93610       12/1/2035       383250
     122101772           1006495319     LOS ANGELES                      CA           90032       11/1/2035       384000
     122391811           1006892721     SOUTH RICHMOND HILL              NY           11419       1/1/2036        384000
     122304080           1006593758     HEMPSTEAD                        NY           11550       12/1/2035       384500
     121970526           1006438368     LA PUENTE                        CA           91744       10/1/2035       385000
     121749032           3001535024     LYNN                             MA           1902        10/1/2035       387000
     122014496           1006412017     BURLINGTON                       WA           98233       10/1/2035       386000
     121749037           3001535073     HARWICH PORT                     MA           2646        10/1/2035       386700
     122378256           1006749186     GAITHERSBURG                     MD           20877       12/1/2035       387000
     122526829           1006842122     FELLSMERE                        FL           32948       1/1/2036        387200
     121946586           1006411373     NEW BRIGHTON                     MN           55112       10/1/2035       387000
     122535214           1006900979     FALLBROOK                        CA           92028       1/1/2036        387000
     122337705           1006702458     VACAVILLE                        CA           95687       12/1/2035       388000
     122314285           1006670127     JENKINTOWN                       PA           19046       12/1/2035       388800
     122367442           1006802936     ACCOKEEK                         MD           20607       1/1/2036        389500
     122446769           1006840761     FAIRLAWN                         NJ           7410        1/1/2036        389500
     121749051           3001535198     GEORGETOWN                       MA           1833        10/1/2035       391200
     122341065           1006759813     SAN DIEGO                        CA           92154       12/1/2035       391600
     121738537           3001468887     BRONX                            NY           10467       7/1/2035        392000
     122053311           1006454522     WHITTIER                         CA           90604       11/1/2035       392000
     122504633           1006796302     LAS VEGAS                        NV           89135       1/1/2036        392000
     122522207           1006809758     NATIONAL CITY                    CA           91950       1/1/2036        392000
     122527392           1006842155     SILVER SPRING                    MD           20902       1/1/2036        392000
     122508083           1006805947     PLUMSTEAD                        NJ           8533        1/1/2036        392500
     122201340           1006600975     ELK GROVE VILLAGE                IL           60007       12/1/2035       393300
     122496563           1006809154     STOCKTON                         CA           95206       1/1/2036        393300
     121733020           3001394463     LONG BEACH                       CA           90806       9/1/2035        393600
     122464342           1006732398     SANTEE                           CA           92071       12/1/2035       395200
     121870089           1006318602     BLOOMFIELD                       NJ           7003        10/1/2035       396000
     122524932           1006888166     LANCASTER                        CA           93536       1/1/2036        396000
     122585145           1006897357     COLTON                           CA           92324       1/1/2036        396000
     122600070           1006871428     LA QUINTA                        CA           92253       1/1/2036        396000
     122115247           1006455255     LOS ANGELES                      CA           91331       11/1/2035       396800
     122087136           1006708661     CLARKSBURG                       MD           20871       12/1/2035       398050
     122495677           1006812745     FREDERICKSBURG                   VA           22408       1/1/2036        398900
     122553460           1006820631     CENTREVILLE                      VA           20120       12/1/2035       399200
     122338858           1006749053     MASSAPEQUA PARK                  NY           11762       1/1/2036        399600
     122526476           1006801318     BRONX                            NY           10462       1/1/2036        399500
     122464808           1006795379     REVERE                           MA           2151        1/1/2036        400000
     122180777           1006696510     CORONA DEL MAR                   CA           92625       12/1/2020       400000
     122246840           1006667339     DEER PARK                        NY           11729       12/1/2035       400000
     122289636           1006854234     LAS VEGAS                        NV           89129       1/1/2036        400000
     122321993           1006832552     GARDEN CITY PARK                 NY           11040       1/1/2036        400000
     122437069           1006811937     ALISO VIEJO                      CA           92656       1/1/2036        400000
     122444841           1006797979     SOUTH EL MONTE                   CA           91733       1/1/2036        400000
     122478881           1006851511     BOSTON                           MA           2122        1/1/2036        400000
     122558534           1006893844     PATERSON                         NJ           7514        1/1/2036        400000
     122132634           1006446940     RANDALLSTOWN                     MD           21133       11/1/2035       400704
     122572156           1006825044     FONTANA                          CA           92336       1/1/2036        400814
     122236394           1006858789     ROHNERT PARK                     CA           94928       1/1/2036        401000
     121738631           3001467988     NEWMAN                           CA           95360       10/1/2035       401779
     122628250           1006884223     CORONA                           CA           92883       1/1/2036        402868
     122147278           1006394710     HUNTINGTON                       NY           11743       9/1/2035        405000
     122114114           1006508178     MORRIS                           IL           60450       11/1/2035       405000
     122335769           1006730384     GAITHERSBURG                     MD           20878       12/1/2035       404605
     121747858           3001528029     ( PACOIMA AREA )                 CA           91331       10/1/2035       405000
     122072217           1006493280     ELK GROVE                        CA           95624       11/1/2035       405000
     122442793           1006732083     FLORAL PARK                      NY           11001       1/1/2036        406400
     122398454           3001501703     REDLANDS                         CA           92373       11/1/2035       407200
     122635680           1006921371     BARTLETT                         IL           60103       1/1/2036        406800
     122300325           1006619447     LINDEN                           CA           95236       12/1/2035       407000
     122503436           1006823585     SANTA ROSA                       CA           95403       1/1/2036        407120
     122398019           1006799504     ESTERO                           FL           33928       1/1/2036        407200
     122275341           1006735938     WOODLAND HILLS                   CA           91303       12/1/2035       408000
     122472615           1006787053     LOS ANGELES                      CA           91335       1/1/2036        408000
     121879856           1006798100     SAN JACINTO                      CA           92582       10/1/2035       408000
     122568906           1006830879     SAN JOSE                         CA           95122       1/1/2036        408000
     121802923           1006216863     WINSLOW TWP                      NJ           8009        9/1/2035        408566
     122296751           1006649576     SAN DIEGO                        CA           92102       12/1/2035       408850
     121738610           3001467798     ERIE                             CO           80516       10/1/2035       411177
     121991798           1006610792     SAN BERNARDINO                   CA           92407       11/1/2035       411847
     122580058           1006938870     LONG BEACH                       CA           90810       1/1/2036        411920
     122341019           1006926024     LANCASTER                        CA           93536       1/1/2036        411992
     121736740           3001454135     PHOENIX                          AZ           85034       10/1/2035       412000
     122067204           1006376063     SAN FERNANDO                     CA           91340       10/1/2035       412000
     122603136           1006868895     ALEXANDRIA                       VA           22310       1/1/2036        412000
     121747939           3001528755     MASON                            OH           45040       8/1/2035        414400
     122558714           1006821035     LOS ANGELES                      CA           91401       1/1/2036        412500
     122617468           1006934457     LONG BEACH                       CA           90808       1/1/2036        412800
     122588102           1006853475     RENTON                           WA           98059       1/1/2036        415200
     121747567           3001525306     ELK GROVE                        CA           95624       9/1/2035        415900
     122095738           1006652984     CORONA                           CA           92879       12/1/2035       416000
     122270064           1006705139     POMPANO BEACH                    FL           33063       1/1/2036        416000
     122310897           1006744559     LOS ANGELES                      CA           91406       1/1/2036        416000
     122437418           1006786394     HUNTINGTON STATION               NY           11746       1/1/2036        416000
     122635163           1006876047     ALEXANDRIA                       VA           22309       1/1/2036        416000
     122534083           1006824013     FRESNO                           CA           93720       1/1/2036        417750
     122094636           1006698144     OAKLAND                          CA           94603       12/1/2035       418500
     122441185           1006916462     PATERSON                         NJ           7503        1/1/2036        420000
     122490195           1006873515     MIRA LOMA                        CA           91752       1/1/2036        420000
     122585248           1006870404     FONTANA                          CA           92336       1/1/2036        419845
     122045900           1006628653     BROOKLYN                         NY           11236       12/1/2035       420000
     122484047           1006808719     RIVERSIDE                        CA           92503       1/1/2036        420000
     121823293           1006437782     NIPOMO                           CA           93444       11/1/2035       423200
     122454365           1006815532     LOS ANGELES                      CA           91306       12/1/2035       423200
     122174842           1006579526     CHINO                            CA           91710       11/1/2035       423243
     122369319           1006814592     BUELLTON                         CA           93427       1/1/2036        424000
     121738623           3001467913     CHANDLER                         AZ           85249       10/1/2035       424000
     122139142           1006618324     STOCKTON                         CA           95203       12/1/2035       424000
     122311631           1006726879     INGLEWOOD                        CA           90301       12/1/2035       424000
     122667252           1006949539     MINNETONKA                       MN           55345       10/1/2035       424000
     122579031           1006911687     BAYSIDE                          NY           11361       1/1/2036        425000
     122636140           1006849648     UPLAND                           CA           91784       1/1/2036        428000
     122356182           1006759946     BUENA PARK                       CA           90620       1/1/2036        430400
     121747792           3001527393     ELK GROVE                        CA           95757       11/1/2035       431200
     121747585           3001525470     OCEANSIDE                        CA           92054       10/1/2035       432000
     122526659           1006842114     WOODSTOCK                        MD           21163       1/1/2036        435000
     122230593           1006680464     FONTANA                          CA           92336       12/1/2035       436000
     122385892           1006715450     WALTHAM                          MA           2453        12/1/2035       436000
     122494317           1006862120     PASADENA                         CA           91103       1/1/2036        436000
     121784587           1006312712     STERLING                         VA           20165       8/1/2035        436905
     122667819           1006976060     LOS ANGELES                      CA           90001       12/1/2035       440000
     122310182           1006576381     SILVER SPRING                    MD           20901       12/1/2035       440000
     122126878           1006479263     SKOKIE                           IL           60076       11/1/2035       440000
     122565897           1006835001     ROOSEVELT                        NY           11575       1/1/2036        440000
     122465362           1006732455     VIRGINIA BEACH                   VA           23464       12/1/2035       440100
     122537854           1006856601     CHULA VISTA                      CA           91913       1/1/2036        446400
     122395951           1006753709     LOS ANGELES                      CA           90041       1/1/2036        447200
     122206118           1006570749     VALLEJO                          CA           94591       11/1/2035       448000
     121674021           1006116378     WALDORF                          MD           20602       9/1/2035        450000
     121747882           3001528243     HENDERSON                        NV           89044       9/1/2035        450000
     121748431           3001505571     CERES                            CA           95307       11/1/2035       450000
     121747843           3001527872     LA PALMA                         CA           90623       9/1/2035        450000
     122362005           1006892580     JACKSONVILLE                     FL           32257       12/1/2035       450900
     122366261           1006769184     MAYS LANDING                     NJ           8330        1/1/2036        452000
     122074882           1006333031     CLINTON                          MD           20735       9/1/2035        451800
     121863824           1006419970     VAN NUYS                         CA           91411       9/1/2035        452000
     122094136           1006596561     ROCKVILLE                        MD           20851       12/1/2035       452000
     122172204           1006580367     BRIGHTWATERS                     NY           11718       12/1/2035       452000
     121748276           3001531593     MIAMI                            FL           33185       9/1/2035        453150
     122275467           1006859027     OLIVE BRANCH                     MS           38654       1/1/2036        456000
     121747848           3001527922     HENDERSON                        NV           89052       9/1/2035        458400
     122255277           1006583528     SAN DIEGO                        CA           92113       11/1/2035       459200
     122555148           1006852576     ARVERNE                          NY           11692       1/1/2036        460000
     121738487           3001468382     WOODBRIDGE                       VA           22192       9/1/2035        462000
     122353371           1006799082     NORWOOD                          MA           2062        1/1/2036        462000
     122510977           1006862732     OAK PARK                         CA           91377       1/1/2036        463200
     122033420           1006535247     LOS ANGELES                      CA           91344       11/1/2035       463300
     121982492           1006330870     WOODLAND HILLS                   CA           91367       9/1/2035        464000
     122053823           1006575276     FREDERICK                        MD           21702       11/1/2035       464000
     122332727           1006711574     CHULA VISTA                      CA           91913       12/1/2035       464000
     121723176           3001278542     NAPA                             CA           94558       6/1/2035        468000
     122528544           1006852162     MALDEN                           MA           2148        1/1/2036        468000
     122473964           1006861452     HAYWARD                          CA           94541       1/1/2036        470800
     121731071           3001393465     BURBANK                          CA           91504       9/1/2035        472000
     122074979           1006333775     HUNTINGTON BEACH                 CA           92648       9/1/2035        472500
     122065524           1006417602     OAKLAND                          CA           94605       10/1/2035       472900
     122455189           1006878704     ORANGE                           CA           92867       1/1/2036        475000
     121747639           3001525991     GREELEY                          CO           80634       10/1/2035       475200
     121747648           3001526064     MOUNT VERNON                     WA           98274       11/1/2035       476000
     121747699           3001526536     HOLLISTER                        CA           95023       10/1/2035       476000
     122503590           1006816498     SAN JOSE                         CA           95122       1/1/2036        476000
     122524815           1006880205     HOMEWOOD                         IL           60430       1/1/2036        476000
     121912074           1006995987     EL CAJON                         CA           92021       9/1/2035        476250
     122244385           1006813826     NASHUA                           NH           3060        1/1/2036        477000
     122398465           3001501810     (NORTH HILLS AREA) LOS ANGEL     CA           91343       11/1/2035       478000
     121973494           1006338634     RICHMOND HILL                    NY           11419       10/1/2035       479200
     122396206           1006765976     EL DORADO HILLS                  CA           95762       1/1/2036        479200
     122483226           1006861676     MAHWAH                           NJ           7430        1/1/2036        480000
     121733373           3001397359     ROWLAND HEIGHTS                  CA           91748       9/1/2035        479700
     122341275           1006907461     ANNANDALE                        VA           22003       1/1/2036        480000
     121569352           1006143489     BOWIE                            MD           20715       9/1/2035        480000
     122259210           1006628240     FAIRFIELD                        CA           94534       12/1/2035       480000
     122588380           1006868432     SKOKIE                           IL           60077       1/1/2036        480000
     122591866           1006883209     VISTA                            CA           92081       1/1/2036        480000
     122634193           1006884306     BIRMINGHAM                       AL           35242       1/1/2036        480000
     122548147           1006874653     VISTA                            CA           92081       1/1/2036        483200
     122489092           1006841355     BAYSIDE                          NY           11361       1/1/2036        484500
     121747936           3001528722     SYLMAR                           CA           91342       11/1/2035       484500
     121896536           1006283616     HUNTINGTON BEACH                 CA           92646       9/1/2035        485600
     122449791           1006812075     HAWTHORNE                        CA           90250       1/1/2036        487000
     122393177           1006832966     SAN DIEGO                        CA           92131       1/1/2036        487200
     122398463           3001501794     CORONA                           CA           92882       12/1/2035       488000
     122482791           1006760902     WINDSOR                          CA           95492       1/1/2036        488000
     121971182           1006372534     KAPOLEI                          HI           96707       10/1/2035       488750
     121940525           1006337560     CORONA                           CA           92880       10/1/2035       488800
     122019741           1006769465     BRONX                            NY           10470       1/1/2036        490500
     122398446           3001501620     SANTA ROSA                       CA           95403       11/1/2035       492000
     121736762           3001454341     CASTRO VALLEY                    CA           94552       10/1/2035       492000
     122482038           1006812547     MISSION VIEJO                    CA           92691       1/1/2036        492000
     122600657           1006883431     KELLER                           TX           76248       1/1/2036        493200
     121733000           3001394315     HERCULES                         CA           94547       9/1/2035        495000
     122273146           1006643603     PEABODY                          MA           1960        12/1/2035       495000
     122132398           1006410375     WEST PALM BEACH                  FL           33401       10/1/2035       495000
     122240599           1006547622     SAN DIEGO                        CA           92102       10/1/2035       495000
     121747661           3001526189     SAN JOSE                         CA           95118       7/1/2035        495900
     121749079           3001535453     WILMINGTON                       MA           1887        12/1/2035       497000
     121749071           3001535370     NEWTON                           MA           2459        11/1/2035       500000
     122349372           1006739054     PALOS PARK                       IL           60464       12/1/2035       500000
     122107660           1006635021     LOS ANGELES                      CA           91352       12/1/2035       500000
     122392654           1006731705     NEW CANAAN                       CT           6840        12/1/2035       500000
     121738888           3001466741     EL CAJON                         CA           92019       10/1/2035       500000
     122074911           1006333262     GAITHERSBURG                     MD           20882       9/1/2035        500000
     122108843           1006727984     LAS VEGAS                        NV           89135       1/1/2036        500000
     122398449           3001501653     FREMONT                          CA           94538       11/1/2035       500000
     122447346           1006799835     MONROE TOWNSHIP                  NJ           8831        1/1/2036        500000
     122459200           1006757536     BELLFLOWER                       CA           90706       1/1/2036        504000
     122190866           1006595431     BUENA PARK                       CA           90620       12/1/2035       508000
     121939279           1006449845     SPRING VALLEY                    CA           91978       10/1/2035       510000
     122031546           1006577074     TEMPLE CITY                      CA           91780       9/1/2035        511200
     122472730           1006873333     BROOKLYN                         NY           11233       1/1/2036        512000
     122604538           1006883688     CORONA                           CA           92880       1/1/2036        514000
     122062320           1006501165     SAN JOSE                         CA           95132       11/1/2035       516000
     122562905           1006857047     MIAMI LAKES                      FL           33016       1/1/2036        520000
     121738596           3001467665     NEWMAN                           CA           95360       10/1/2035       523064
     122087476           1006436792     OCEANSIDE                        NY           11572       11/1/2035       524000
     122453305           1006766933     LOS ANGELES                      CA           91307       1/1/2036        526000
     121747587           3001525496     SAN DIEGO                        CA           92154       11/1/2035       532000
     121747788           3001527351     MODESTO                          CA           95355       11/1/2035       532000
     122369741           1006807307     CORONA                           CA           92879       12/1/2035       536000
     122290816           1006832461     NAMPA                            ID           83686       1/1/2036        537000
     122034862           1006825630     INDIANAPOLIS                     IN           46236       1/1/2036        539100
     122310666           1006718199     SANTA ROSA                       CA           95407       12/1/2035       540000
     122569152           1006875072     SAN DIEGO                        CA           92154       1/1/2036        540800
     121748436           3001505621     TRACY                            CA           95377       10/1/2035       546000
     121730933           3001392350     ANAHEIM                          CA           92804       9/1/2035        549000
     121704521           1006471278     FAIRFAX STATION                  VA           22039       11/1/2035       550000
     122207153           1006527251     SAN JOSE                         CA           95121       11/1/2035       560000
     122476129           1006823056     LONG BEACH                       CA           90815       1/1/2036        564000
     121852034           1006327249     WOODBRIDGE                       VA           22193       10/1/2035       565250
     121780688           1006072183     ORANGE BEACH                     AL           36561       8/1/2035        571500
     121804096           1006216871     PASADENA                         MD           21122       9/1/2035        584250
     122667253           1006949547     FOLSOM                           CA           95630       12/1/2035       586000
     122317855           1006718306     ANAHEIM                          CA           92807       12/1/2035       591200
     121571219           1006300717     SOUTH OZONE PARK                 NY           11420       9/1/2035        600000
     122064522           1006431496     NEW ROCHELLE                     NY           10804       10/1/2035       600000
     122243132           1006748816     NEW HYDE PARK                    NY           11040       1/1/2036        608000
     121748442           3001505670     MISSION VIEJO                    CA           92691       11/1/2035       618750
     122470799           1006748154     FLOWER MOUND                     TX           75028       1/1/2036        619200
     122626154           1006853780     HOUSTON                          TX           77019       1/1/2036        620000
     122482616           1006895815     JAMAICA                          NY           11432       1/1/2036        636000
     122206520           1006682940     SCARSDALE                        NY           10583       12/1/2035       640000
     122079981           1006465338     CORONA                           CA           92881       10/1/2035       646400
     122097834           1006408932     SAN JOSE                         CA           95126       10/1/2035       648400
     121747672           3001526288     GILROY                           CA           95020       9/1/2035        671000
     121747840           3001527849     LONG BEACH                       CA           90807       9/1/2035        674900
     122192401           1006636060     CLARKSVILLE                      MD           21029       12/1/2035       690000
     122604579           1006849572     MUNDELEIN                        IL           60060       1/1/2036        695300
     121747869           3001528128     IRVINE                           CA           92614       11/1/2035       700000
     122248370           1006604654     SO SAN FRANCISCO                 CA           94080       11/1/2035       720000
     121736728           3001454010     SAN CARLOS                       CA           94070       10/1/2035       724000
     122542732           1006880809     FOREST HILLS                     NY           11375       1/1/2036        725000
     121906393           1006387847     LOS ANGELES                      CA           90291       10/1/2035       750000
     122268682           1006630345     MANASSAS                         VA           20112       12/1/2035       756000
     121736697           3001453707     RANCHO MIRAGE                    CA           92270       9/1/2035        806600
     122058747           1006758823     EDGEWATER                        MD           21037       1/1/2036        840000
     121732594           3001417736     DETROIT                          MI           48223       9/1/2035        118500
     122658183           1006928285     SHEPHERDSTOWN                    WV           25443       1/1/2036        326156

                          Cut-Off Date     First                                          Owner
                            Principal     Payment   Scheduled          LTV at          Occupancy                 Original
    Loan Number              Balance       Date      Payment        Origination           Code                  Note Rate
--------------------------------------------------------------------------------------------------------------------------
     122456100               11994.97     2/1/2006    107.53            58.785          OWNER OCC                 10.25
     121510834               12727.58     8/1/2005    125.79            68.813          OWNER OCC                11.375
     121724727               14604.31     2/1/2005    105.91                30          OWNER OCC                   7.6
     121690576               14946.39     9/1/2005    107.46            77.288          OWNER OCC                  7.75
     121846358               14968.53    10/1/2005     123.4            79.011          NON-OWNER                  9.25
     121525121                14974.2     9/1/2005    145.69                80          OWNER OCC                 11.25
     121128748               16034.42     7/1/2005    128.09                80          2ND HOME                  8.875
     122430931                  16250     2/1/2006    139.61             79.94          OWNER OCC                  9.75
     122045490               16979.41    11/1/2005    160.29                80          OWNER OCC                10.875
     121929816               17591.91    12/1/2005    194.69                55          NON-OWNER                    13
     121872535               17692.59    12/1/2005    144.83                80          OWNER OCC                     9
     121648712                17978.5    10/1/2005    183.42             8.014          OWNER OCC                11.875
     122501681                  18000     2/1/2006    143.22            51.724          OWNER OCC                 8.875
     121479604               18273.82     8/1/2005    154.12                80          NON-OWNER                   9.5
     121396008               18410.81     7/1/2005    139.27                80          OWNER OCC                     8
     121369553               18427.62     7/1/2005    148.86                80          2ND HOME                      9
     121537866               19468.28     8/1/2005    174.22            39.575          OWNER OCC                   6.5
     121569719                19725.3     9/1/2005    199.89            63.728          OWNER OCC                  8.75
     121963601               19913.61    12/1/2005    146.75            56.321          OWNER OCC                     8
     122005906               19981.26    12/1/2005    171.83            81.905          OWNER OCC                  9.75
     121972971               19982.85    11/1/2005    177.36                80          NON-OWNER                10.125
     122511357               19991.84     2/1/2006    181.08            33.333          NON-OWNER                10.375
     121351010               20958.19    10/1/2005    176.58                90          OWNER OCC                   9.5
     122532206               20987.92     2/1/2006    165.21            25.536          OWNER OCC                  8.75
     121174079               21233.04     7/1/2005     173.8            63.889          OWNER OCC                     9
     121605482               21919.39     9/1/2005    155.71            52.143          OWNER OCC                 7.625
     121753233               22056.61    10/1/2005    157.48                80          OWNER OCC                 7.625
     121759642                22489.4    12/1/2005    191.25                90          NON-OWNER                 9.625
     121958541               22491.06     1/1/2006    205.82                90          OWNER OCC                  10.5
     121549893                22726.3     9/1/2005    171.29            62.158          OWNER OCC                  8.25
     122067513               23980.49    11/1/2005     217.3                80          NON-OWNER                10.375
     122255188               23985.46     1/1/2006    184.54            13.873          OWNER OCC                   8.5
     121419278                24515.7     8/1/2005    195.73            60.517          OWNER OCC                 8.875
     121958688               24621.75    11/1/2005    193.92                85          NON-OWNER                  8.75
     122472590                  24700     2/1/2006    249.32            31.465          OWNER OCC                 11.75
     121631789               24747.32    10/1/2005    207.94            63.932          OWNER OCC                 9.375
     122537709               24789.03     2/1/2006    217.64                80          OWNER OCC                    10
     121348417                24899.7     7/1/2005    198.91            59.311          OWNER OCC                 8.875
     121905995                24963.8    11/1/2005    217.09            52.319          OWNER OCC                 9.875
     122212580               24980.05    12/1/2005    228.68                80          NON-OWNER                  10.5
     122309841               24985.24     2/1/2006    194.45            42.308          OWNER OCC                 8.625
     122575193                24989.8     2/1/2006    226.35            42.767          OWNER OCC                10.375
     122063877               24992.65     2/1/2006    254.75            60.803          OWNER OCC                11.875
     122147585               25987.21     1/1/2006    218.62                80          OWNER OCC                   9.5
     122358980                  26000     2/1/2006     305.8            38.806          OWNER OCC                11.625
     121298503                26471.3     7/1/2005    238.93                80          OWNER OCC                  6.75
     121692754               26840.58    10/1/2005    216.44            63.097          OWNER OCC                     9
     121426503               26937.42     9/1/2005    212.41            38.166          OWNER OCC                  8.75
     122143268               26992.69     1/1/2006    282.93                80          OWNER OCC                 12.25
     121465117               27051.32     8/1/2005    278.92            56.113          OWNER OCC                     9
     121609782               27419.74     9/1/2005    216.34            56.167          OWNER OCC                  8.75
     122366845                  27750     2/1/2006    218.31                75          NON-OWNER                  8.75
     121921027               27795.15    11/1/2005     199.6                80          OWNER OCC                 7.625
     121725457               28124.14     6/1/2005    196.47                80          NON-OWNER                  7.25
     121955103                28298.1    11/1/2005    217.99                90          NON-OWNER                   8.5
     121983752               28521.09     2/1/2006    305.06            34.249          OWNER OCC                 12.25
     121766047               28651.39    10/1/2005    267.56            40.745          OWNER OCC                 6.875
     122494351               28982.44     2/1/2006    222.98            74.359          OWNER OCC                   8.5
     121599481               29195.72     9/1/2005    214.92            46.143          OWNER OCC                  7.75
     122583291               29237.06     2/1/2006    256.69                90          NON-OWNER                    10
     121926571               29564.41    11/1/2005    270.76                80          OWNER OCC                  10.5
     121933993                29637.9    11/1/2005    269.65            33.204          OWNER OCC                     7
     122518591                  29676     2/1/2006    324.68            40.709          OWNER OCC                10.125
     121543503               29676.81     9/1/2005    233.34            64.282          OWNER OCC                 8.625
     122184043               29736.49     2/1/2006    258.33                85          OWNER OCC                 9.875
     122362860                  29743     2/1/2006     269.3            67.598          OWNER OCC                10.375
     121712435               29756.19    10/1/2005    299.83            75.228          OWNER OCC                  8.75
     121528215               29817.86     9/1/2005    220.13             39.83          OWNER OCC                     8
     122152282               29843.67    12/1/2005    229.75                90          NON-OWNER                   8.5
     122331117               29902.22     1/1/2006     263.4            48.143          OWNER OCC                 6.625
     122598298               29983.18     2/1/2006    238.69              37.5          OWNER OCC                 8.875
     121283477                30101.7     7/1/2005    305.35            83.137          OWNER OCC                 11.75
     122292815                  31000     2/1/2006     265.8                80          OWNER OCC                  6.25
     122109646               31385.74     1/1/2006    272.66                80          OWNER OCC                 9.875
     121450008               31599.34     7/1/2005    278.19                80          OWNER OCC                    10
     121076525               31642.67     8/1/2005    323.02                56          OWNER OCC                11.875
     121841744               31961.57    10/1/2005    244.16            42.646          OWNER OCC                  8.25
     122280428               32000.31     1/1/2006    207.55                80          OWNER OCC                  6.75
     122479977                  32500     2/1/2006    279.23            77.895          OWNER OCC                  9.75
     121803698               32551.51    11/1/2005    274.12                80          OWNER OCC                   9.5
     122062717               32571.04    12/1/2005    286.09                80          OWNER OCC                    10
     122196880               32825.72    12/1/2005    205.25                80          OWNER OCC                 6.375
     121374878               32875.09     7/1/2005    250.82            62.334          OWNER OCC                 8.375
     121445603                32875.8     9/1/2005    265.53                50          OWNER OCC                     9
     121462486               32906.14     9/1/2005    262.56                36          OWNER OCC                 8.875
     122545993               32984.19     2/1/2006     280.5            64.679          OWNER OCC                 9.625
     122494484                  33200     2/1/2006    255.28            57.107          OWNER OCC                   8.5
     121801923               33557.37    11/1/2005    301.09                88          OWNER OCC                 10.25
     122354392               33892.73     2/1/2006     305.6            29.182          OWNER OCC                     7
     121099832               33910.41     7/1/2005    320.58            54.447          OWNER OCC                10.875
     122053051                33918.4    12/1/2005    362.77            61.818          OWNER OCC                 9.875
     122185581               33984.14     2/1/2006    292.11                80          OWNER OCC                  9.75
     122597630               34223.21     2/1/2006    242.41            70.001          OWNER OCC                 7.625
     122386893                  34312     2/1/2006    297.95            89.999          NON-OWNER                 9.875
     121803961               34425.72    10/1/2005     280.7                88          OWNER OCC                 9.125
     121814589               34428.63    10/1/2005    250.15                80          OWNER OCC                 7.875
     121725214               34681.35     5/1/2005    260.49             76.09          OWNER OCC                  8.15
     121262529               34755.17     6/1/2005     294.3            51.973          OWNER OCC                   9.5
     121235052               34891.76     7/1/2005    310.39            57.467          OWNER OCC                10.125
     121647327               34940.78     9/1/2005    313.64            54.806          OWNER OCC                 10.25
     122223243               34950.85    12/1/2005    256.82            66.327          OWNER OCC                     8
     122184621               35168.97     1/1/2006    308.91            78.924          OWNER OCC                    10
     121939538               35477.91    12/1/2005    276.27                80          NON-OWNER                 8.625
     122277660                  35700     2/1/2006    326.56                70          OWNER OCC                  10.5
     121425184               35882.62     7/1/2005    312.61                80          OWNER OCC                 9.875
     122383660               35984.07     1/1/2006    315.93                90          NON-OWNER                    10
     122092895                  36050     2/1/2006    329.76               100          OWNER OCC                  10.5
     121822524               36521.99    11/1/2005    262.21                80          OWNER OCC                  7.75
     122428862               36986.81     2/1/2006    352.36            52.717          OWNER OCC                    11
     121695564               37384.82    10/1/2005      259             77.143          OWNER OCC                 7.375
     122394720                  38250     2/1/2006     297.5                85          NON-OWNER                 8.625
     122430776                  38250     2/1/2006    304.33                85          NON-OWNER                 8.875
     121591917               38263.84    7/24/2005    362.91            65.154          OWNER OCC                 7.625
     121511985               38266.91     8/1/2005    326.06            67.423          OWNER OCC                 9.625
     121872880               38321.69    10/1/2005    319.23                80          OWNER OCC                 9.375
     121888724               38397.53    11/1/2005    246.52                80          OWNER OCC                 6.625
     122059207               38656.46    12/1/2005    307.91                90          NON-OWNER                 8.875
     122360713                  38700     2/1/2006    311.39                90          NON-OWNER                     9
     122358836                38774.6     2/1/2006    345.86            56.115          OWNER OCC                10.125
     122348317               39084.47     2/1/2006    357.66                85          OWNER OCC                  10.5
     121511644               39247.83     8/1/2005    365.15             50.48          OWNER OCC                  7.25
     121852850               39492.91    10/1/2005    385.15             59.31          OWNER OCC                 8.125
     121943025               39623.43    11/1/2005    317.22                90          NON-OWNER                 8.925
     121725184                39702.5     4/1/2005     294.9                80          NON-OWNER                  8.05
     121521150               39769.44     9/1/2005    336.34            54.731          OWNER OCC                   9.5
     122012466               39829.59    11/1/2005    272.87            48.473          OWNER OCC                  7.25
     122522542               39895.19     2/1/2006    303.42                80          OWNER OCC                 8.375
     121570916                39897.4     9/1/2005     332.7            58.486          OWNER OCC                 9.375
     121843866               39924.41    10/1/2005    343.67            52.092          OWNER OCC                  9.75
     122542876               39977.22     2/1/2006    316.11            66.667          OWNER OCC                   8.8
     122570741                39986.5     2/1/2006     388.5            63.492          OWNER OCC                 11.25
     122269913                  40000     2/1/2006     304.7            72.727          OWNER OCC                 8.875
     122372619                  40000     2/1/2006    336.34                80          OWNER OCC                   9.5
     122389022                  40000     2/1/2006     370.8            69.518          OWNER OCC                   7.5
     122512573                  40000     2/1/2006    259.44            50.065          OWNER OCC                  6.75
     122544838                  40000     2/1/2006    343.66                80          NON-OWNER                  9.75
     122451994                  41310     2/1/2006    332.39              91.8          OWNER OCC                     9
     121565865               41466.89     9/1/2005    377.51            72.581          OWNER OCC                     7
     122096436               41470.28    12/1/2005    395.21                80          NON-OWNER                    11
     121667766               41664.65    10/1/2005    289.98                80          OWNER OCC                 7.375
     121782881               41916.38    10/1/2005    353.16                80          NON-OWNER                   9.5
     122086309               42235.38    12/1/2005    363.21                95          OWNER OCC                  9.75
     122119072               42300.37     1/1/2006    317.79                90          OWNER OCC                  8.25
     122274140                  42400     2/1/2006    352.66                80          NON-OWNER                 9.375
     122454827               42417.93     1/1/2006    365.14               100          OWNER OCC                  9.75
     122429356                  42500     2/1/2006    330.56                85          NON-OWNER                 8.625
     121724717               42506.93     1/1/2005    356.77                80          NON-OWNER                   9.4
     122074953               42729.89     9/1/2005    388.31             8.037          OWNER OCC                  10.4
     121374852               42836.15     9/1/2005    304.35            22.037          OWNER OCC                 7.625
     121525110               42948.59    10/1/2005    393.34                80          2ND HOME                   10.5
     121822633               43135.74    11/1/2005    363.25                90          NON-OWNER                   9.5
     121388655               43136.08    10/1/2005    363.25                90          NON-OWNER                   9.5
     122477647               43180.37     2/1/2006    375.13                90          OWNER OCC                 9.875
     122378713               43284.79     2/1/2006    311.43                55          OWNER OCC                 7.625
     122439397               43624.22     2/1/2006    339.51                90          NON-OWNER                 8.625
     122391263                  44000     2/1/2006    365.97            77.193          OWNER OCC                 9.375
     122436029                  44000     2/1/2006    315.23                80          OWNER OCC                  7.75
     122611165               44236.62     2/1/2006    446.66                75          NON-OWNER                 11.75
     122654502               44370.21     2/1/2006    325.79                80          OWNER OCC                     8
     122522727               44437.28     2/1/2006    457.22                70          OWNER OCC                    12
     122463076               44776.44     2/1/2006    389.08                80          OWNER OCC                 10.25
     122329071                  44800     2/1/2006     380.8                80          NON-OWNER                 9.625
     121671616               44801.93     9/1/2005    345.55                80          OWNER OCC                   8.5
     121724729               44849.95     1/1/2005    363.57             76.67          NON-OWNER                  7.25
     121768513               44892.97    10/1/2005    358.04             54.25          OWNER OCC                 8.875
     122020905               44944.26    11/1/2005    342.03                90          NON-OWNER                 8.375
     122445455               44963.11     2/1/2006    299.39            31.806          OWNER OCC                     7
     122218222               44981.13     1/1/2006    403.25                90          NON-OWNER                 10.25
     122392183               44983.51     1/1/2006     424.3                90          OWNER OCC                10.875
     122381956                  45000     2/1/2006     382.5            69.231          OWNER OCC                 9.625
     122667248               45000.24     1/1/2006    480.27                15          OWNER OCC                  12.5
     122309326               45000.35     1/1/2006     370.2                80          OWNER OCC                  9.25
     121961968               45441.08    12/1/2005    382.47            87.473          NON-OWNER                   9.5
     122256518               45485.46     2/1/2006    450.58                70          OWNER OCC                  11.5
     122044108               45876.57    12/1/2005    377.61                90          NON-OWNER                  9.25
     122051649               45876.57    12/1/2005    377.61                90          NON-OWNER                  9.25
     122376623                  46250     2/1/2006    393.12            65.141          NON-OWNER                 9.625
     122606446               46288.13     2/1/2006    335.85                80          OWNER OCC                 7.875
     122482795               46681.48     2/1/2006    351.29                80          OWNER OCC                  8.25
     122202553               46850.38     1/1/2006    385.42                50          OWNER OCC                  9.25
     122056882               47462.09    12/1/2005     434.5            72.381          OWNER OCC                  10.5
     121830229               47629.05    11/1/2005    401.09                90          NON-OWNER                   9.5
     121466685               47822.84     7/1/2005    369.08                80          OWNER OCC                   8.5
     122580612                  47920     2/1/2006    335.06                80          OWNER OCC                   7.5
     121724599               47950.23    12/1/2004    492.13             74.59          OWNER OCC                   8.5
     122558082                  48000     2/1/2006    394.88            88.889          OWNER OCC                  9.25
     122184075               48800.25     1/1/2006    516.09                80          OWNER OCC                12.375
     121313145               48888.05     7/1/2005    452.92            52.285          OWNER OCC                 7.125
     121543130               48889.79     9/1/2005    430.01            51.257          OWNER OCC                    10
     122329326                  49000     2/1/2006    407.56            73.134          OWNER OCC                 9.375
     121770826               49372.25    10/1/2005    434.17            40.661          OWNER OCC                 9.875
     121805254                  49410    10/1/2005    344.84                90          OWNER OCC                 8.375
     122121108               49421.59    12/1/2005    389.42            83.898          NON-OWNER                  8.75
     121447896               49519.63     8/1/2005    424.99            60.929          OWNER OCC                 9.625
     121505677               49800.26     8/1/2005    388.89            44.832          OWNER OCC                 8.625
     121575866                49824.4     9/1/2005    411.34            66.773          OWNER OCC                  9.25
     121481920                49840.3     9/1/2005    411.34            48.818          OWNER OCC                  9.25
     122430932               49845.65     1/1/2006    456.43            36.461          OWNER OCC                  7.25
     121655063               49883.66    10/1/2005    393.35            53.626          OWNER OCC                  8.75
     121710087               49883.66    10/1/2005    393.35            54.974          OWNER OCC                  8.75
     122438719               49895.45     1/1/2006    361.77                85          OWNER OCC                 7.875
     121862584               49915.04    10/1/2005    448.05            55.028          OWNER OCC                 10.25
     122279725               49951.59     1/1/2006     452.7                80          OWNER OCC                10.375
     121748428                49975.9    12/1/2005    464.86             47.62          OWNER OCC                  10.7
     122264438                  50000     2/1/2006    442.45            41.743          OWNER OCC                  6.75
     122435697                  50000     2/1/2006    349.61            64.112          OWNER OCC                   7.5
     122483616                  50000     2/1/2006    358.21            68.966          OWNER OCC                  7.75
     122497396                  50000     2/1/2006    388.89            37.595          OWNER OCC                 8.625
     122558185                  50000     2/1/2006    503.42            33.889          OWNER OCC                 8.875
     122590872                  50000     2/1/2006    332.65            37.329          OWNER OCC                     7
     121748435               50042.73    12/1/2005    395.93             38.54          OWNER OCC                   8.8
     122021258               50280.82    11/1/2005    437.21                95          NON-OWNER                 9.875
     121748268               50341.79    12/1/2005     396.5                90          NON-OWNER                  8.75
     122486068               50375.86     2/1/2006    428.39                80          OWNER OCC                 9.625
     122508320                  50400     2/1/2006    351.75                80          OWNER OCC                 8.375
     121748138               50478.84     9/1/2005    332.73             99.97          NON-OWNER                 6.875
     121725030               50526.34     4/1/2005    393.95             72.86          OWNER OCC                  8.55
     121625682               50639.26     9/1/2005    358.46                80          OWNER OCC                 7.375
     122390138                  50700     2/1/2006    341.58            63.017          OWNER OCC                 7.125
     122459712               50772.25     2/1/2006    408.75                80          OWNER OCC                     9
     122446004                  50800     2/1/2006    386.12                80          OWNER OCC                 8.375
     122008901               50816.75     9/1/2005    387.64            51.785          OWNER OCC                 8.375
     121685896               50890.21    10/1/2005    414.95                80          OWNER OCC                 9.125
     121960517               50926.42    11/1/2005    360.97                80          OWNER OCC                 7.625
     122452353               50974.25     2/1/2006    424.19                85          OWNER OCC                 9.375
     122335941               50979.73     1/1/2006    466.52                85          NON-OWNER                  10.5
     122447713                  51000     2/1/2006    428.84                85          OWNER OCC                   9.5
     122555842                  51000     2/1/2006    452.28               100          OWNER OCC                10.125
     121749049               51800.74    11/1/2005     358.6                80          OWNER OCC                 7.375
     122474312               51828.67     2/1/2006    452.98            40.927          OWNER OCC                   6.5
     122381994                  51920     2/1/2006    376.46                80          OWNER OCC                 7.875
     121984928               52446.27    12/1/2005    344.89                80          OWNER OCC                 6.875
     121307361               52686.25     7/1/2005    352.28                80          OWNER OCC                     7
     121748311               52892.59    11/1/2005     388.9               100          OWNER OCC                     8
     122571454                  53000     2/1/2006    421.69            77.941          OWNER OCC                 8.875
     121748218               53124.63    11/1/2005    363.26               100          OWNER OCC                  7.25
     121863819                  53500     2/1/2006    454.74             59.77          OWNER OCC                 9.625
     122511737                  53600     2/1/2006     530.8                80          2ND HOME                   11.5
     122509048               53690.49     2/1/2006    440.23            68.846          OWNER OCC                 9.625
     121725463               53733.62     6/1/2005    391.83             76.08          OWNER OCC                  7.88
     121856395               53853.63    10/1/2005    396.23                90          NON-OWNER                     8
     122083505               53914.61    11/1/2005    444.24                90          NON-OWNER                  9.25
     122254074               53975.47     1/1/2006    468.91                90          OWNER OCC                 9.875
     122169453               54335.53    12/1/2005    423.12                80          OWNER OCC                 8.625
     122537395                  54400     2/1/2006    452.47                80          OWNER OCC                 9.375
     122381324               54782.49     2/1/2006    542.68             34.25          OWNER OCC                  11.5
     121754841               54861.82    10/1/2005    418.04            49.166          OWNER OCC                 8.375
     121857581                54868.5    10/1/2005    427.78            56.752          OWNER OCC                 8.625
     121748199               54870.49    11/1/2005     375.2               100          OWNER OCC                  7.25
     121951985                54909.2    11/1/2005    442.54            37.037          OWNER OCC                     9
     122393891               54966.58     2/1/2006     422.9            78.571          OWNER OCC                   8.5
     122510128                  55000     2/1/2006    356.73             28.41          OWNER OCC                  6.75
     122134638               55100.46     1/1/2006    433.47                95          OWNER OCC                  8.75
     122067676               55144.11    12/1/2005    469.19                80          NON-OWNER                 9.625
     122518150               55406.47    12/1/2005     364.6                75          NON-OWNER                 6.875
     122063761                55730.4    12/1/2005    424.12                90          NON-OWNER                 8.375
     122079574                55730.4    12/1/2005    424.12                90          NON-OWNER                 8.375
     122282235                  55920     2/1/2006    444.92                80          OWNER OCC                 8.875
     122491526                  56000     2/1/2006    445.56                80          OWNER OCC                 8.875
     121724713               56353.34     1/1/2005    448.88                80          NON-OWNER                   8.8
     121846498               56497.04    11/1/2005    540.62            28.078          OWNER OCC                 7.875
     122609795               56603.88     2/1/2006    425.52                80          OWNER OCC                  8.25
     122543123                  56800     2/1/2006    493.22                80          OWNER OCC                 9.875
     121748213               56896.38    11/1/2005    428.22               100          OWNER OCC                  8.25
     122488747               57164.45     2/1/2006    434.76                80          OWNER OCC                 8.375
     121748237                57433.6    12/1/2005    452.35               100          OWNER OCC                  8.75
     121839326               57499.85    11/1/2005    453.14                90          NON-OWNER                  8.75
     122391640                  57500     1/1/2006     347.4              51.6          OWNER OCC                  7.25
     122344736                  57600     2/1/2006    553.99                80          NON-OWNER                11.125
     122370814                  57600     2/1/2006    510.81                80          OWNER OCC                10.125
     122508060               57723.06     2/1/2006    496.16                75          OWNER OCC                  9.75
     122484227               57966.63     2/1/2006    456.29            55.238          OWNER OCC                  8.75
     122596521                  58000     2/1/2006    563.33               100          OWNER OCC                 11.25
     122510800               58465.46     2/1/2006    455.01                90          2ND HOME                  8.625
     121968568               58664.88    11/1/2005    499.37              77.3          OWNER OCC                 9.625
     122370207               58794.74     1/1/2006    488.67                90          OWNER OCC                  9.25
     122464914                  58800     2/1/2006    457.34                80          OWNER OCC                 8.625
     122539813                  59000     2/1/2006     496.1            65.556          NON-OWNER                   9.5
     121743904               59170.65     9/1/2005    506.31              29.6          OWNER OCC                     6
     122501077                59199.8     2/1/2006      370                 80          OWNER OCC                   7.5
     121601622               59221.88     9/1/2005    530.95            65.391          OWNER OCC                  6.75
     122332868                  59500     2/1/2006    583.56                85          2ND HOME                 11.375
     122391420                59553.5     2/1/2006    406.58                80          OWNER OCC                  7.25
     121619989               59629.89     9/1/2005    456.04            55.942          OWNER OCC                 8.375
     121141491                59670.3     6/1/2005    440.26            41.818          OWNER OCC                     8
     122091985               59715.91    11/1/2005    418.48                90          NON-OWNER                   7.5
     121576358               59797.21     9/1/2005    394.16            70.087          OWNER OCC                 6.875
     122479576               59806.55     1/1/2006    530.95            64.615          OWNER OCC                  6.75
     121748265               59817.27    12/1/2005    434.32               100          OWNER OCC                 7.875
     121892459               59834.81    10/1/2005    488.18            46.885          OWNER OCC                 9.125
     121748309               59861.24    11/1/2005    414.41             92.31          OWNER OCC                 7.375
     122155928                59866.4    11/1/2005    450.76                75          NON-OWNER                  8.25
     121977502               59912.86    12/1/2005    424.68                80          OWNER OCC                 7.625
     122368191               59917.15     2/1/2006    435.04                80          OWNER OCC                 7.875
     121947931               59949.59    12/1/2005    565.73                80          NON-OWNER                10.875
     122498745               59968.89     2/1/2006    493.61            26.087          OWNER OCC                  9.25
     122113650               59978.61     1/1/2006    571.39            59.406          OWNER OCC                    11
     122321797                  60000     1/1/2006      425             68.966          OWNER OCC                   8.5
     122494394                  60000     2/1/2006    450.76                80          OWNER OCC                  8.25
     122587549                  60000     2/1/2006    424.68            59.248          OWNER OCC                 7.625
     122616687                  60210     2/1/2006    528.39            89.866          OWNER OCC                    10
     122583676               60275.38     2/1/2006    545.96                90          OWNER OCC                10.375
     122287398                  60775     2/1/2006    604.63                65          OWNER OCC                 11.56
     122056780                  60800    12/1/2005    487.67                80          NON-OWNER                 9.625
     122302390               61074.84     1/1/2006    480.75                90          OWNER OCC                  8.75
     122225406               61174.34     2/1/2006    548.41                90          NON-OWNER                 10.25
     121748242                  61464    12/1/2005    489.32               100          OWNER OCC                 8.875
     122157978                61599.1    12/1/2005    548.64            42.092          OWNER OCC                  6.75
     122139937               61607.31    12/1/2005    555.48                80          OWNER OCC                     7
     121998003               61617.48    12/1/2005    384.77            42.534          OWNER OCC                 6.375
     121748999               61750.74     7/1/2005    363.05                80          OWNER OCC                  5.75
     122314008                  62000     2/1/2006    515.68            60.305          OWNER OCC                 9.375
     122439298                  62000     2/1/2006    567.14            68.889          OWNER OCC                  10.5
     122354139                  62100     2/1/2006     477.5                90          OWNER OCC                   8.5
     121359480               62104.19     8/1/2005    393.04                80          OWNER OCC                 6.375
     122503977                  62400     2/1/2006    425.68                80          OWNER OCC                  7.25
     122607060                  62400     2/1/2006     490.9                80          OWNER OCC                  8.75
     122615954                  62400     2/1/2006    513.35                80          OWNER OCC                  9.25
     121748263               62843.59    12/1/2005    539.74               100          OWNER OCC                 9.625
     122310798               62846.25     2/1/2006    672.19            23.993          OWNER OCC                 9.875
     122468274               62960.44     2/1/2006    476.62                70          OWNER OCC                 8.325
     121748289               62963.35    12/1/2005    490.01               100          OWNER OCC                 8.625
     122535037               62970.61     2/1/2006    541.27                90          OWNER OCC                  9.75
     122452951                  63000     2/1/2006    518.29                90          NON-OWNER                  9.25
     122471060                  63000     2/1/2006    635.93                70          OWNER OCC                 11.75
     122118219               63089.32    11/1/2005    497.19                80          OWNER OCC                  8.75
     121724698               63375.49     1/1/2005    456.24             79.99          OWNER OCC                   7.7
     122594883               63559.44     2/1/2006    477.81                80          OWNER OCC                  8.25
     122372976                  63650     2/1/2006    489.41                95          OWNER OCC                   8.5
     122394320                  63750     2/1/2006    619.18            72.443          NON-OWNER                 11.25
     122547985                  63750     2/1/2006    473.34                75          OWNER OCC                 8.125
     122636775                  63800     2/1/2006    457.07                80          OWNER OCC                  7.75
     122351940               63957.06     2/1/2006    469.61                80          OWNER OCC                     8
     121335452               64145.06     8/1/2005    465.67            29.353          OWNER OCC                  7.75
     121747609               64241.23    10/1/2005    386.71                75          OWNER OCC                     6
     121725006               64435.72     3/1/2005    596.85             73.08          OWNER OCC                   6.8
     122149877               64675.53     1/1/2006    570.42                80          OWNER OCC                    10
     121724886               64685.05     3/1/2005    434.29                55          OWNER OCC                  6.65
     122527432                  64800     2/1/2006    504.01                80          OWNER OCC                 8.625
     122500513                  64875     2/1/2006    453.62                75          OWNER OCC                   7.5
     122216679                  65000     2/1/2006    488.32            61.875          OWNER OCC                  8.25
     122485401               65171.92     2/1/2006    578.21               100          OWNER OCC                10.125
     121671748               65393.84     9/1/2005    836.08            27.627          OWNER OCC                 8.375
     122480629               65631.16     2/1/2006      437                 80          OWNER OCC                     7
     121724839               65729.82     2/1/2005    448.42             79.99          OWNER OCC                  7.15
     122451497                  65963     1/1/2006    525.13                80          OWNER OCC                 8.875
     122370515                  66000     2/1/2006    666.21            67.347          OWNER OCC                 11.75
     121859380               66020.52    11/1/2005    604.64                80          OWNER OCC                  10.5
     121748294               66203.38     9/1/2005    425.81                95          OWNER OCC                 6.625
     122563524               66374.83     2/1/2006    576.63                95          OWNER OCC                 9.875
     122116599                  66500    12/1/2005    422.55                95          OWNER OCC                 7.625
     122580999               66749.17     2/1/2006    461.37                80          OWNER OCC                 7.375
     122459389                  67000     2/1/2006    423.49            43.927          OWNER OCC                   6.5
     121724794               67309.19     2/1/2005    452.41                80          OWNER OCC                     7
     122076068               67348.78    11/1/2005    471.97            89.404          NON-OWNER                   7.5
     122634400               67469.33     2/1/2006    586.14                90          OWNER OCC                 9.875
     121874904                  67500    11/1/2005    513.28                90          2ND HOME                  9.125
     122370386                  67518     2/1/2006     481.3            86.076          OWNER OCC                 7.625
     122192483               67657.43    12/1/2005    508.61            88.903          NON-OWNER                  8.25
     122192907               67657.43    12/1/2005    508.61            88.903          NON-OWNER                  8.25
     121877869               67683.06    10/1/2005    605.52                60          NON-OWNER                    10
     121748173               67853.62    10/1/2005    487.16               100          OWNER OCC                  7.75
     121747979                67937.7    12/1/2005    424.23               100          OWNER OCC                 6.375
     122067249               67939.59    12/1/2005    596.75                80          OWNER OCC                    10
     121937408                  68000     2/1/2006    541.04                80          OWNER OCC                 8.875
     121969468                  68000    11/1/2005    474.58                80          OWNER OCC                 8.375
     122382127                  68000     2/1/2006    460.42                80          OWNER OCC                 8.125
     122267636               68000.27     1/1/2006    466.44                85          OWNER OCC                 7.875
     122281488               68000.54     1/1/2006    559.42                80          OWNER OCC                  9.25
     121725292               68291.75     5/1/2005    457.73                80          OWNER OCC                     7
     121748347               68324.13    12/1/2005    551.17               100          OWNER OCC                     9
     121329912               68445.91     8/1/2005    519.75            60.295          OWNER OCC                 8.125
     121748325               68724.56    12/1/2005    553.58               100          OWNER OCC                     9
     121747959                68899.8    12/1/2005    488.38               100          OWNER OCC                 7.625
     121971319               69319.11    11/1/2005    619.44            36.286          OWNER OCC                  6.75
     122160580               69321.26     2/1/2006    647.37                95          OWNER OCC                 10.75
     121701531               69800.44    10/1/2005    501.49            59.987          OWNER OCC                  7.75
     121545224                69805.9     9/1/2005    563.24                80          OWNER OCC                     9
     121659943               69871.23    10/1/2005    607.84            46.761          OWNER OCC                 9.875
     122493447               69955.36     2/1/2006    525.89                80          OWNER OCC                  8.25
     122531197                  70000     2/1/2006    601.41            59.322          OWNER OCC                  9.75
     122535079                  70000     2/1/2006    633.78               100          OWNER OCC                10.375
     122535644                  70000     2/1/2006    594.99              62.5          OWNER OCC                 9.625
     122568341                  70000     2/1/2006    706.59                70          OWNER OCC                 11.75
     122460352               70156.37     2/1/2006    533.57                90          OWNER OCC                 8.375
     121725270               70474.19     5/1/2005    489.17             40.57          NON-OWNER                  7.35
     121748304               70802.26    10/1/2005     514.8               100          OWNER OCC                 7.875
     121725455               70818.69     6/1/2005    507.98                75          NON-OWNER                   7.7
     122559016                  70864     2/1/2006    544.88                80          OWNER OCC                   8.5
     122464641                  71000     2/1/2006    744.01            22.188          OWNER OCC                 12.25
     121740708                71019.5    11/1/2005    467.74                80          OWNER OCC                 6.875
     122621972                  71048     2/1/2006     546.3            71.766          OWNER OCC                   8.5
     122267322                71154.6     2/1/2006     534.9                80          OWNER OCC                  8.25
     122084732                  71200    12/1/2005    459.83                80          OWNER OCC                  7.75
     122174318                  71250     2/1/2006    512.11                95          OWNER OCC                 8.625
     121748331               71369.14    11/1/2005    549.77               100          OWNER OCC                   8.5
     122101827                  71440    12/1/2005    573.01                80          OWNER OCC                 9.625
     122657047               71767.87     2/1/2006    637.13                80          OWNER OCC                  6.75
     121732602               71777.72    10/1/2005    496.06                80          OWNER OCC                  7.35
     121748252               71808.11    12/1/2005     591.5               100          OWNER OCC                  9.25
     122563989               71882.71     2/1/2006    591.67                80          OWNER OCC                  9.25
     122573900                  71920     2/1/2006    527.72                80          OWNER OCC                     8
     122241430               71932.55    12/1/2005    618.59                90          NON-OWNER                  9.75
     122437700               71950.45     2/1/2006    522.05            69.231          OWNER OCC                 7.875
     122546151               71968.99     2/1/2006    638.51               100          OWNER OCC                10.125
     122336420               71972.15     2/1/2006    665.35               100          OWNER OCC                10.625
     122564359                  72000     2/1/2006    572.86                80          OWNER OCC                 8.875
     122391789                  72400     2/1/2006    506.23                80          OWNER OCC                   7.5
     121725333               72552.66     6/1/2005    448.33                60          OWNER OCC                   6.2
     122190375                  72675    12/1/2005    514.78                95          OWNER OCC                   8.5
     121782036               72916.98    10/1/2005    555.66            56.474          OWNER OCC                 8.375
     121748258               72917.85    12/1/2005    580.82               100          OWNER OCC                 8.875
     122355927               73555.41     2/1/2006    565.92                80          OWNER OCC                   8.5
     122485102               73600.65     1/1/2006    552.93                80          OWNER OCC                  8.25
     121732500               73769.26    10/1/2005    507.33                80          OWNER OCC                   7.3
     121640959               74149.43     9/1/2005    455.71            37.973          OWNER OCC                 6.125
     122428772                  74400     2/1/2006    558.94                80          OWNER OCC                  8.25
     122597267                  74400     2/1/2006    520.22                80          OWNER OCC                   7.5
     122616325                  74502     2/1/2006    546.67                80          OWNER OCC                     8
     121292560               74656.99     7/1/2005    651.26            58.594          OWNER OCC                 9.875
     122345284                  74700     2/1/2006    567.77            88.929          OWNER OCC                 8.375
     121748308               74891.78    11/1/2005    530.85               100          OWNER OCC                 7.625
     121748285               74896.73    11/1/2005     543.8               100          OWNER OCC                 7.875
     122075005               74933.61    10/1/2005    535.79                90          2ND HOME                    7.7
     121325628                74990.6     7/1/2005    464.87             50.63          OWNER OCC                  6.25
     121732527                74996.4    10/1/2005    625.06                90          OWNER OCC                 9.375
     122428196                  75000     2/1/2006    476.56            57.506          OWNER OCC                 7.625
     122491574                  75000     2/1/2006     543.8            52.487          OWNER OCC                 7.875
     122521504                  75000     2/1/2006    627.84            58.556          OWNER OCC                 5.875
     122574378                  75000     2/1/2006    461.79            58.742          OWNER OCC                  6.25
     122597907                  75000     2/1/2006    630.64               100          OWNER OCC                   9.5
     122366714               75494.98     2/1/2006    690.86                95          OWNER OCC                  10.5
     122504808               75515.39     2/1/2006     587.7                80          OWNER OCC                 8.625
     121638732               75580.07    10/1/2005    467.95            44.749          OWNER OCC                  6.25
     121748166               75783.37    10/1/2005    544.47               100          OWNER OCC                  7.75
     122472726               75911.42     2/1/2006    604.32                85          OWNER OCC                 8.875
     122570389               75953.96     2/1/2006    584.37                80          OWNER OCC                   8.5
     122549470               75956.28     2/1/2006    597.89               100          OWNER OCC                  8.75
     122506643                  76000     2/1/2006    709.45                80          OWNER OCC                 10.75
     121828259               76302.84    10/1/2005    574.72            85.955          NON-OWNER                  8.25
     121730936               76319.36    10/1/2005    433.32             79.33          OWNER OCC                  5.45
     122506984               76413.35     2/1/2006    650.24                85          OWNER OCC                 9.625
     122264526               76422.95    12/1/2005    643.26                90          OWNER OCC                   9.5
     122471717                  76440     2/1/2006    692.09            30.576          OWNER OCC                10.375
     122617138               76738.58     2/1/2006    517.42                80          OWNER OCC                 7.125
     122558504                  76800     2/1/2006    556.85                80          OWNER OCC                 7.875
     122565676                  76800     2/1/2006    631.81                80          OWNER OCC                  9.25
     121725332               76974.85     5/1/2005    542.59                80          NON-OWNER                   7.5
     121914126               76982.91    10/1/2005    553.43                80          OWNER OCC                  7.75
     122490804                  77400     2/1/2006    615.83                90          OWNER OCC                 8.875
     122596728                  77400     2/1/2006    650.82                90          NON-OWNER                   9.5
     121748239               77443.21    12/1/2005    541.89               100          OWNER OCC                   7.5
     122264933                77489.2     2/1/2006    696.32               100          OWNER OCC                10.625
     121748245               77499.71    12/1/2005    532.81               100          OWNER OCC                  8.25
     121732556                  77600    10/1/2005    517.33                80          OWNER OCC                     8
     121748229                  77900    12/1/2005    421.96                95          OWNER OCC                   6.5
     122272302               78218.49     2/1/2006    672.33                90          NON-OWNER                  9.75
     122080444               78219.85    11/1/2005     521.6                80          OWNER OCC                     7
     122509148               78346.05     2/1/2006    568.45                80          OWNER OCC                 7.875
     122454813               78374.33     2/1/2006    776.39                70          OWNER OCC                  11.5
     122198526                  78400     2/1/2006    571.67                80          OWNER OCC                  8.75
     122531612                  78400     2/1/2006    791.38                70          OWNER OCC                 11.75
     122542573                  78400     2/1/2006    688.89                80          OWNER OCC                10.375
     122121419               78400.75     1/1/2006     528.2                80          OWNER OCC                 7.125
     122065238               78532.33     1/1/2006     509.8            73.849          OWNER OCC                  6.75
     122336279               78740.04     2/1/2006    544.25                80          OWNER OCC                 7.375
     121748333               78879.84    12/1/2005    552.38               100          OWNER OCC                   7.5
     122554960                  79000     2/1/2006    421.33            46.471          OWNER OCC                   6.4
     122360249               79065.56     1/1/2006    573.67                80          OWNER OCC                 7.875
     122500276               79156.74     1/1/2006    637.26                90          NON-OWNER                     9
     122324378                  79200     2/1/2006    623.07                90          NON-OWNER                  8.75
     122597156                  79200     2/1/2006    623.07                80          OWNER OCC                  8.75
     121748323               79321.89    11/1/2005    555.88               100          OWNER OCC                   7.5
     121725119               79367.34     4/1/2005    553.83             79.99          OWNER OCC                   7.4
     122611482                  79600     2/1/2006    570.26                80          OWNER OCC                  7.75
     122040930               79730.04    12/1/2005    696.89            34.848          OWNER OCC                   6.5
     121748326                79758.5    11/1/2005    559.37               100          OWNER OCC                   7.5
     121740494               79774.21    10/1/2005     575.9               100          OWNER OCC                   7.8
     122532180               79814.64     2/1/2006    650.09                85          OWNER OCC                 9.125
     122514179                79851.6     2/1/2006    614.36                85          OWNER OCC                   8.5
     121732582               79876.39    10/1/2005    469.41             79.98          OWNER OCC                  7.05
     122508844                  79900     2/1/2006    621.45                85          OWNER OCC                 8.625
     122280332               79900.76     1/1/2006    531.58            21.032          OWNER OCC                     7
     122547735               79927.33     2/1/2006    505.65            45.691          OWNER OCC                   6.5
     122569630                79942.1     2/1/2006    566.23                80          OWNER OCC                 7.625
     122501708                79977.9     1/1/2006    563.77                80          OWNER OCC                 8.125
     122284213                  80000     2/1/2006     928.2            72.727          OWNER OCC                11.375
     122430450                  80000     2/1/2006    629.36            45.647          OWNER OCC                  8.75
     122440259                  80000     2/1/2006    518.88                80          OWNER OCC                  6.75
     122441119                  80000     2/1/2006    608.06            50.765          OWNER OCC                 8.375
     121725358               80058.11     6/1/2005    678.01             69.87          OWNER OCC                   5.6
     122478740               80188.93     2/1/2006    554.27                75          OWNER OCC                 7.375
     122446722                  80275     2/1/2006    667.69                95          OWNER OCC                 9.375
     121748337               80610.57    12/1/2005    523.74                95          OWNER OCC                  6.75
     122431157               80695.82     2/1/2006    592.51                85          OWNER OCC                     8
     122465901               80741.52     1/1/2006     571.9                80          OWNER OCC                 7.625
     122085453                  80750    12/1/2005    622.45                95          OWNER OCC                  9.25
     121748243               80753.56    12/1/2005    551.88             89.99          OWNER OCC                  7.25
     122536481                  80800     2/1/2006    564.97                80          OWNER OCC                   7.5
     122053007               80872.23    11/1/2005    666.37                90          NON-OWNER                  9.25
     122558924               80902.96     2/1/2006    622.45            79.999          OWNER OCC                   8.5
     122366911               80907.92     1/1/2006    530.97                90          OWNER OCC                 7.875
     121732532               80950.85    10/1/2005    664.46             94.33          OWNER OCC                   9.2
     121748187               80999.69    11/1/2005    514.69               100          OWNER OCC                 7.625
     122017859               81167.66    11/1/2005    703.09            44.931          OWNER OCC                  6.25
     122299751                  81200     2/1/2006    574.73            79.608          NON-OWNER                 7.625
     122163991                81459.5     1/1/2006      570                 80          OWNER OCC                   7.5
     121748339               81572.14    12/1/2005    557.34                95          OWNER OCC                  7.25
     122197391                  81600     2/1/2006      612                 80          OWNER OCC                     9
     122319151                  81600     2/1/2006    784.81                85          NON-OWNER                11.125
     122372990                  81800     2/1/2006    614.54                80          OWNER OCC                  8.25
     121732499               81863.17    10/1/2005    655.38             44.09          OWNER OCC                 8.925
     122360356                81929.4     1/1/2006    531.85            42.667          OWNER OCC                  6.75
     121748170               82313.35    12/1/2005    471.75             94.98          OWNER OCC                 6.875
     122436307                  82350     2/1/2006    655.21                90          OWNER OCC                 8.875
     122436906                  82400     2/1/2006    685.36                80          OWNER OCC                 9.375
     122453866                  82450     2/1/2006     678.3                85          OWNER OCC                  9.25
     122374599               82470.58     2/1/2006    785.67               100          OWNER OCC                    11
     121710079               82532.34     9/1/2005    622.05            31.691          OWNER OCC                  8.25
     121559934               82621.56     8/1/2005    524.62            56.558          OWNER OCC                   6.5
     122450085                  82800     2/1/2006    607.56                80          OWNER OCC                     8
     122228078               83000.63     1/1/2006     713.1               100          OWNER OCC                  9.75
     122013774               83043.78    11/1/2005    632.38                80          OWNER OCC                 8.375
     122629811               83130.26     2/1/2006    581.69                80          OWNER OCC                   7.5
     121732495               83316.34     8/1/2005    633.95                95          OWNER OCC                  8.35
     122479744               83354.93     2/1/2006    569.07                80          OWNER OCC                  7.25
     122017287               83462.98     1/1/2006    732.16               100          OWNER OCC                  9.99
     121748312               83881.04    11/1/2005    609.06               100          OWNER OCC                 7.875
     122327812               83929.43     1/1/2006    551.82                80          OWNER OCC                 6.875
     122603483               83943.64     2/1/2006    616.36                80          OWNER OCC                     8
     122441240                  84000     2/1/2006    609.06                80          OWNER OCC                 7.875
     122644471               84000.69     1/1/2006    669.85                80          OWNER OCC                   8.9
     122272830               84600.67     1/1/2006    703.66            87.216          OWNER OCC                 9.375
     122096984               84737.61     2/1/2006    775.93            37.096          OWNER OCC                  7.25
     122474474                  84800     2/1/2006    682.32                80          OWNER OCC                     9
     121745861               84860.24    12/1/2005    565.51             65.38          OWNER OCC                     7
     122493522               84961.04     2/1/2006    761.69               100          OWNER OCC                 10.25
     122436690               84999.98     2/1/2006    638.58            78.704          OWNER OCC                  8.25
     122288934                  85000     2/1/2006    745.94            78.868          OWNER OCC                    10
     122436180                  85000     2/1/2006    572.66            19.585          OWNER OCC                 7.125
     122544574                  85000     2/1/2006    683.93            89.474          NON-OWNER                     9
     122090477               85409.99    12/1/2005    703.39                90          OWNER OCC                  9.25
     122474484               85531.55     2/1/2006     576.7                80          OWNER OCC                 7.125
     121821105               85789.38    10/1/2005    653.28                90          NON-OWNER                 8.375
     121748332               85850.48    11/1/2005    676.56               100          OWNER OCC                  8.75
     121725240               85853.17     5/1/2005    619.64             79.91          OWNER OCC                   5.8
     121748253               85990.14    12/1/2005    600.21               100          OWNER OCC                 8.375
     122113028                  86000    12/1/2005    609.17                80          OWNER OCC                   8.5
     122516220               86189.99     2/1/2006    646.43                85          OWNER OCC                     9
     122300803               86202.87     1/1/2006    664.34                80          OWNER OCC                   8.5
     121748267                  86400    12/1/2005      522                 80          OWNER OCC                  7.25
     122392799               86434.07     2/1/2006    597.43            50.882          OWNER OCC                 7.375
     121990022               86724.73    11/1/2005    892.84                70          OWNER OCC                    12
     121747956               86809.89    11/1/2005    615.78               100          OWNER OCC                 7.625
     122344976                  86897     2/1/2006    755.46            98.864          OWNER OCC                 9.875
     122193037               86928.38     1/1/2006      845                100          OWNER OCC                 11.25
     121748158                  87000    10/1/2005    570.94               100          OWNER OCC                 7.875
     122061381                  87000     1/1/2006    561.88            83.654          OWNER OCC                  7.75
     121858830               87102.04    10/1/2005     694.6                90          NON-OWNER                 8.875
     122501994                  87200     2/1/2006    678.23                80          OWNER OCC                 8.625
     122442439               87249.77     2/1/2006    686.79            89.082          OWNER OCC                  8.75
     121748037               87390.95    12/1/2005    549.01                80          OWNER OCC                 6.375
     121748261               87602.23    12/1/2005    636.97             94.97          OWNER OCC                 7.875
     121946715               87762.24    11/1/2005    723.13               100          OWNER OCC                  9.25
     122330055                  88190     2/1/2006    621.48                80          OWNER OCC                 8.125
     122329123                  88500     2/1/2006    744.16                75          NON-OWNER                   9.5
     122461729               88679.42     2/1/2006    666.64                80          OWNER OCC                  8.25
     121749043               88705.97    12/1/2005    511.18                80          OWNER OCC                 5.625
     122393758                  88800     2/1/2006     647.5                80          OWNER OCC                  8.75
     121749027               88846.01    10/1/2005    638.32                90          OWNER OCC                  7.75
     121748327               88867.49    12/1/2005     622.3               100          OWNER OCC                   7.5
     121732533                  89000    10/1/2005    589.63             79.46          OWNER OCC                  7.95
     122194786               89227.74     1/1/2006    709.93            94.922          OWNER OCC                 8.875
     122368091                  89400     2/1/2006    687.41            58.816          OWNER OCC                   8.5
     121934676               89420.25    11/1/2005    761.17                90          NON-OWNER                 9.625
     122575855               89536.76     2/1/2006    641.91                80          OWNER OCC                  7.75
     121426136               89539.77     8/1/2005    591.24                80          OWNER OCC                 6.875
     121748341               89856.14    12/1/2005    644.77               100          OWNER OCC                  7.75
     122383871               89933.21     2/1/2006    629.29                75          NON-OWNER                   7.5
     121997272               89937.53    11/1/2005    617.37                80          OWNER OCC                  7.25
     122023469               89940.42    12/1/2005    660.39                90          OWNER OCC                     8
     122344024                  90000     2/1/2006    740.41                90          NON-OWNER                  9.25
     122537429                  90000     2/1/2006    613.96            44.423          OWNER OCC                  7.25
     121546134               90232.19    11/1/2005    670.85             71.93          OWNER OCC                 8.125
     121847654               90234.53    11/1/2005     695.1                80          OWNER OCC                   8.5
     121725315               90291.85     5/1/2005    656.38             79.99          OWNER OCC                  5.95
     122249154                90440.8     1/1/2006    671.96            56.563          OWNER OCC                 8.125
     122213231                  90524    12/1/2005    680.95                80          OWNER OCC                  8.25
     121301263               90617.36     7/1/2005    659.81            46.861          OWNER OCC                 7.875
     121748207               90854.23    11/1/2005    620.78               100          OWNER OCC                  7.25
     122294361               91128.86     2/1/2006    622.14                80          OWNER OCC                  7.25
     121733324               91593.09    10/1/2005    542.75             65.71          OWNER OCC                  5.85
     122185331               91758.99    12/1/2005    797.14                90          NON-OWNER                 9.875
     121748269                  92000    12/1/2005    498.33                80          OWNER OCC                   6.5
     122089135                  92000    12/1/2005    511.75                80          OWNER OCC                 6.675
     122219053                  92000     2/1/2006    691.17                80          OWNER OCC                  8.25
     122544090                  92000     2/1/2006     627.6                80          OWNER OCC                  7.25
     122596984               92424.18     2/1/2006     615.4            47.939          OWNER OCC                     7
     122581251               92722.04     2/1/2006    609.63                80          OWNER OCC                 6.875
     122567132               92777.12     2/1/2006    738.36                80          OWNER OCC                 8.875
     122521707               92937.51     2/1/2006    662.49                80          OWNER OCC                 7.625
     122541107               93115.87     2/1/2006    675.76                80          OWNER OCC                 7.875
     122447233                  93392     2/1/2006    793.82                80          OWNER OCC                 9.625
     121747989               93393.51    12/1/2005    555.16                85          OWNER OCC                 7.125
     121747967               93445.81    12/1/2005    622.09                80          OWNER OCC                  6.99
     122152279               93465.76    12/1/2005    678.66                90          NON-OWNER                 7.875
     122568826                  93600     2/1/2006    695.09                80          OWNER OCC                 8.625
     122686263               93750.89     1/1/2006    631.93                75          OWNER OCC                  7.13
     122393974               94392.85     1/1/2006    692.62                80          OWNER OCC                     8
     121748329               94432.47    12/1/2005    668.87                90          OWNER OCC                 7.625
     122485987                  94500     2/1/2006    751.88                90          OWNER OCC                 8.875
     122166545               94622.64     2/1/2006    728.01             88.07          OWNER OCC                   8.5
     121854536                94724.4    10/1/2005    824.06               100          OWNER OCC                 9.875
     121522682               94733.35     8/1/2005     816.2                80          OWNER OCC                  9.75
     122182483               94767.94    12/1/2005     608.3            52.313          OWNER OCC                 6.625
     122147582                  94800    12/1/2005    641.88                80          OWNER OCC                 8.125
     121748346               94862.06    12/1/2005     672.4              84.9          OWNER OCC                 7.625
     122287775               94929.49     2/1/2006    664.26               100          OWNER OCC                   7.5
     121748178                  95000    11/1/2005    613.54               100          OWNER OCC                  7.75
     121748182                  95000    11/1/2005    583.85               100          OWNER OCC                 7.375
     122534471                  95200     2/1/2006    748.94                80          OWNER OCC                  8.75
     122464682               95349.23     2/1/2006    776.21            88.333          OWNER OCC                 9.125
     121748154                95793.8     9/1/2005      452                 80          OWNER OCC                  5.65
     122563199                  95900     2/1/2006    712.05            79.983          OWNER OCC                 8.125
     121748247               95912.03    12/1/2005    598.92                80          OWNER OCC                 6.375
     121748224                  95970    11/1/2005      530                 80          OWNER OCC                  6.25
     121732479                  96000    10/1/2005      640                 80          OWNER OCC                     8
     122342826                  96000     2/1/2006    738.16                80          OWNER OCC                   8.5
     122608127                  96000     2/1/2006    704.41                80          OWNER OCC                     8
     122617858                  96000     2/1/2006      580                 80          OWNER OCC                  7.25
     122543028                  96600     2/1/2006    627.15                70          OWNER OCC                  7.38
     121732601               96693.98    10/1/2005    875.54                85          OWNER OCC                 10.35
     122211109               96698.88     1/1/2006      718             78.618          OWNER OCC                 8.125
     121748441               96897.86    12/1/2005    960.58              77.6          OWNER OCC                  11.5
     122552068                  97200     2/1/2006    738.79                90          OWNER OCC                 8.375
     121732546               97284.55    10/1/2005    784.51             84.78          OWNER OCC                     9
     122275192                  97500     1/1/2006    578.91            71.691          OWNER OCC                 7.125
     122295122               97525.73     2/1/2006     674.1                80          OWNER OCC                 7.375
     122573526               97545.28     2/1/2006    776.55                80          OWNER OCC                 8.875
     121767452                  97600    10/1/2005    498.17                80          OWNER OCC                 6.125
     122619086                  97750     2/1/2006    813.03                85          OWNER OCC                 9.375
     122434525               97828.31     2/1/2006    745.37             93.19          OWNER OCC                 8.875
     122083218                  98000    12/1/2005    571.67                80          OWNER OCC                     7
     121973509               98019.73     1/1/2006    754.15                80          OWNER OCC                   8.5
     122584309                  98045     2/1/2006    780.53                60          OWNER OCC                 8.875
     122128868               98116.45    12/1/2005    604.75                80          OWNER OCC                 7.375
     122566477                  98312     2/1/2006    704.32                80          OWNER OCC                  7.75
     121894780                  98318    11/1/2005    532.56                80          OWNER OCC                   6.5
     122524468                98318.2     2/1/2006    778.37                80          OWNER OCC                   9.5
     121836596                  98400     1/1/2006      615                 80          OWNER OCC                   7.5
     122371454               98482.13     1/1/2006    680.41                80          OWNER OCC                 7.875
     122520594               98574.65     2/1/2006    850.62            43.354          OWNER OCC                 6.125
     122480983                  98650     2/1/2006     829.5               100          OWNER OCC                   9.5
     122661357               98728.49     2/1/2006     699.3                80          OWNER OCC                 7.625
     122448547                  98857     2/1/2006    725.38                80          OWNER OCC                     8
     122553674               98953.82     2/1/2006    850.56                90          OWNER OCC                  9.75
     122017945               98999.92    11/1/2005    649.69              82.5          OWNER OCC                 7.875
     122040949                  99000     2/1/2006    743.75                90          OWNER OCC                  8.25
     122554695               99055.79     1/1/2006    651.35            75.114          OWNER OCC                 6.875
     122559713                  99200     2/1/2006     825.1                80          NON-OWNER                 9.375
     122519108                  99400     2/1/2006    1003.35               70          OWNER OCC                 11.75
     121776548               99464.88    11/1/2005     648.6            45.012          OWNER OCC                  6.75
     122354453               99502.79     2/1/2006    640.31            47.052          OWNER OCC                 6.625
     121748314               99604.26    12/1/2005    706.02                95          OWNER OCC                 7.625
     122056986                99659.8     1/1/2006    850.62            48.914          OWNER OCC                 6.125
     122576776                99659.8     2/1/2006    850.62            49.342          OWNER OCC                 6.125
     121596096               99708.11     9/1/2005     786.7            51.282          OWNER OCC                  8.75
     121634332                99755.1    10/1/2005    768.91            41.198          OWNER OCC                   8.5
     121744576               99809.73    12/1/2005    615.72                80          OWNER OCC                  6.25
     121801663               99817.85    10/1/2005    768.91                44          OWNER OCC                   8.5
     122502417               99903.91     2/1/2006    648.53            37.603          OWNER OCC                  6.75
     122032358               99914.05    12/1/2005     665.3            63.375          OWNER OCC                     7
     122251113               99925.79     1/1/2006    699.21              46.4          OWNER OCC                   7.5
     121748437               99925.98    12/1/2005    941.01             78.74          OWNER OCC                 10.85
     122444860               99936.23     2/1/2006    751.27              62.5          OWNER OCC                  8.25
     122569762               99943.94     2/1/2006    795.64                80          OWNER OCC                 8.875
     122299510               99963.36     2/1/2006    942.89            55.249          OWNER OCC                10.875
     122162203                 100000    12/1/2005    697.92                80          OWNER OCC                 8.375
     122250274                 100000     2/1/2006    822.68               100          OWNER OCC                  9.25
     122347441                 100000     1/1/2006    677.08                80          OWNER OCC                 8.125
     122520684                 100000     2/1/2006    877.57                80          NON-OWNER                    10
     122590741                 100000     2/1/2006    682.18            61.091          OWNER OCC                  7.25
     122531484              100248.33     2/1/2006    828.78                85          OWNER OCC                   9.3
     122548313                 100300     2/1/2006    727.24                85          OWNER OCC                 7.875
     122583363                 100400     2/1/2006    669.34                80          OWNER OCC                     8
     122599535              100663.54     2/1/2006    801.37                80          OWNER OCC                 8.875
     121891827                 100800    11/1/2005     472.5                80          OWNER OCC                 5.625
     122551495                 101012     2/1/2006    706.29                80          OWNER OCC                   7.5
     122589935                 101425     2/1/2006     834.4               100          OWNER OCC                  9.25
     122560444                 101600     2/1/2006     698.5                80          OWNER OCC                  8.25
     122540811                 101680     2/1/2006    745.38                80          OWNER OCC                  7.99
     122586647                 101750     2/1/2006    1078.05               55          OWNER OCC                  12.4
     121748316              101803.53    11/1/2005    766.29               100          OWNER OCC                  8.25
     122533300              101907.79     2/1/2006    644.71            58.286          OWNER OCC                   6.5
     122568942              101927.75     2/1/2006    730.74                80          OWNER OCC                  7.75
     122448964                 102000     2/1/2006    766.29            88.696          OWNER OCC                  8.25
     122612902                 102106     2/1/2006    723.25                80          OWNER OCC                   8.5
     122013031              102198.26     1/1/2006    925.69                90          NON-OWNER                10.375
     121749074              102308.44    12/1/2005    647.24                80          OWNER OCC                   6.5
     122274566              102333.01     1/1/2006    760.32                80          OWNER OCC                 8.125
     122471239              102348.29     2/1/2006    851.71                80          OWNER OCC                 9.375
     122571156                 102400     2/1/2006    778.31                80          OWNER OCC                 8.375
     122452060              102638.42     2/1/2006     817.1                80          OWNER OCC                 8.875
     122354173                 102700     2/1/2006    1036.66               64          OWNER OCC                 11.75
     122476792                 102800     2/1/2006    745.37                80          OWNER OCC                 7.875
     122584700                 102880     2/1/2006    763.88                80          OWNER OCC                 8.125
     122329110              102929.12     2/1/2006    746.82             61.31          OWNER OCC                 7.875
     122300499              103123.41     1/1/2006    721.59                80          OWNER OCC                   7.5
     122391681                 103200     2/1/2006    748.27                80          OWNER OCC                 7.875
     122061336              103260.03    11/1/2005    750.45                90          NON-OWNER                 7.875
     121880454              103265.33    10/1/2005    823.49                90          NON-OWNER                 8.875
     121694409              103285.86    10/1/2005    750.45                90          NON-OWNER                 7.875
     122603926              103441.81     2/1/2006    823.49                90          NON-OWNER                 8.875
     121732494              103462.43    10/1/2005    821.37                85          OWNER OCC                 8.825
     122507528                 103500     2/1/2006    823.49             89.61          NON-OWNER                 8.875
     122453172              103533.94     2/1/2006    778.31                80          OWNER OCC                  8.25
     122371611                 103600     2/1/2006    759.49                80          OWNER OCC                   8.5
     121818189              103718.05    10/1/2005    763.12                80          NON-OWNER                     8
     122106084              103821.22    11/1/2005     790.1                90          NON-OWNER                 8.375
     122356006                 103920     1/1/2006    681.98                80          OWNER OCC                 7.875
     122591034                 103920     2/1/2006    627.85                80          OWNER OCC                  7.25
     122386227              103931.97     2/1/2006     772.2                80          OWNER OCC                 8.125
     122603891              103940.16     2/1/2006    818.17                80          OWNER OCC                  8.75
     121748051              103997.61    10/1/2005    530.83                80          OWNER OCC                 6.125
     122089529              104036.86    11/1/2005    702.03                80          OWNER OCC                 7.125
     122533113              104322.52     2/1/2006    729.98                90          OWNER OCC                   7.5
     121748030              104369.55    11/1/2005    608.91                80          OWNER OCC                 6.999
     121748068              104425.34    12/1/2005    739.64                95          OWNER OCC                 7.625
     122101713              104560.61    11/1/2005    732.22                80          OWNER OCC                   7.5
     122435363                 104800     2/1/2006    676.83                80          OWNER OCC                  7.75
     122535612                 104800     2/1/2006    714.92                80          OWNER OCC                  7.25
     122297863               104851.6     1/1/2006    901.25               100          OWNER OCC                  9.75
     122558571                 104880     2/1/2006    710.13                80          OWNER OCC                 8.125
     122279679                 104900    12/1/2005    776.57                80          OWNER OCC                 8.875
     122429142              104927.74     2/1/2006    761.32            53.846          OWNER OCC                 7.875
     122450755              104946.31     1/1/2006    873.34               100          OWNER OCC                 9.375
     122515600                 105000     2/1/2006     970.3            38.889          OWNER OCC                10.625
     122452411              105243.94     2/1/2006    856.76                90          OWNER OCC                 9.125
     121748274                 105425    12/1/2005    571.19                95          OWNER OCC                   6.5
     122491778              105919.34     2/1/2006    732.12                80          OWNER OCC                 7.375
     122494533                 106000     2/1/2006    697.55            63.095          OWNER OCC                   7.5
     121732579               106129.9     9/1/2005    888.86                95          OWNER OCC                 9.425
     122355236              106309.01     2/1/2006    725.78                80          OWNER OCC                  7.25
     121996427              106798.67     2/1/2006     738.2                80          OWNER OCC                 7.375
     122442827              106955.13     1/1/2006    958.83            69.032          OWNER OCC                 10.25
     121732529              106996.62    10/1/2005    713.33             79.91          OWNER OCC                     8
     122344453                 107000     2/1/2006     948.9               100          OWNER OCC                10.125
     122552702              107114.27     2/1/2006    722.23                80          OWNER OCC                 7.125
     122598079              107116.38     1/1/2006    731.29            63.059          NON-OWNER                  7.25
     121740497              107498.96     9/1/2005    591.25             65.55          OWNER OCC                   6.6
     122097905                 107600    12/1/2005    560.42                80          OWNER OCC                  6.25
     122550332                 107600     2/1/2006    846.49                80          OWNER OCC                  8.75
     121732475              107692.11    10/1/2005    773.73                80          OWNER OCC                  7.75
     122079703                 107850     2/1/2006    763.36            79.889          OWNER OCC                 7.625
     122505784              107923.13     2/1/2006    1069.51             67.5          OWNER OCC                  11.5
     122197435               107928.5    12/1/2005    849.64                80          OWNER OCC                  8.75
     122588153              107932.87     2/1/2006    820.88                80          OWNER OCC                 8.375
     122495327              107934.57     2/1/2006    830.43                90          OWNER OCC                   8.5
     122369800              107936.24     2/1/2006    840.01                80          OWNER OCC                 8.625
     121732585                 108000    10/1/2005      720              77.14          OWNER OCC                     8
     122428757                 108000     2/1/2006    730.75                80          OWNER OCC                  7.75
     122514561                 108000     2/1/2006    764.42                80          OWNER OCC                 7.625
     122547090                 108000     2/1/2006    664.97                80          OWNER OCC                  6.25
     122624766                 108000     2/1/2006     652.5                80          OWNER OCC                  7.25
     122507085               108230.5     2/1/2006     738.9                80          OWNER OCC                  7.25
     122008515              108280.51    12/1/2005    789.83                80          OWNER OCC                  8.75
     122498629                 108450     2/1/2006    857.47                90          OWNER OCC                  9.25
     122452713                 108623     2/1/2006    825.61            79.995          OWNER OCC                 8.375
     122464207              108709.06     2/1/2006    1015.16               75          OWNER OCC                 10.75
     122322385                 108800     2/1/2006    1005.42               80          OWNER OCC                10.625
     121652407              108887.36    10/1/2005    943.17              45.5          OWNER OCC                  6.25
     122545671                 108900     2/1/2006    752.15                90          OWNER OCC                 7.375
     121725339              108913.18     5/1/2005    781.66                80          OWNER OCC                   7.7
     122392301              108950.48     1/1/2006     946.5               100          OWNER OCC                 9.875
     121748203              109071.07    11/1/2005    726.11                95          OWNER OCC                  6.99
     121747950                 109150    11/1/2005    704.93             94.97          OWNER OCC                  7.75
     122307515                 109200     2/1/2006    928.19            84.981          OWNER OCC                 9.625
     121725079              109335.59     4/1/2005    719.63             79.99          OWNER OCC                   6.8
     122309964              109625.77     2/1/2006    935.69            53.104          OWNER OCC                 6.125
     122493802              109744.55     2/1/2006    913.26                90          NON-OWNER                 9.375
     121915374              109794.43    10/1/2005    836.08                64          OWNER OCC                 8.375
     121749025              109819.85    11/1/2005    731.09             78.24          OWNER OCC                  6.99
     122430839              109902.95     2/1/2006    704.34            48.057          OWNER OCC                 6.625
     122580266               109916.3     2/1/2006    759.74            64.706          OWNER OCC                 7.375
     122456019                 110000     2/1/2006    943.17            26.609          OWNER OCC                  6.25
     122478093                 110000     2/1/2006    756.25            73.333          OWNER OCC                  8.25
     122451331                 110084     1/1/2006    722.43                80          OWNER OCC                 7.875
     121748155              110365.64    12/1/2005    849.65                85          OWNER OCC                   8.5
     122606954                 110500     2/1/2006    791.64            81.852          OWNER OCC                  7.75
     122397009                 110800     2/1/2006    727.13                80          OWNER OCC                 7.875
     122361072                 110900     2/1/2006    902.32               100          OWNER OCC                 9.125
     122113985                 111120     1/1/2006    798.68                80          OWNER OCC                 8.625
     121977150                 111200    11/1/2005    671.83                80          OWNER OCC                  7.25
     122351510                 111200     2/1/2006    671.83                80          OWNER OCC                  7.25
     122532463              111304.54     2/1/2006    1008.17               85          OWNER OCC                10.375
     122618750              111450.69     2/1/2006    847.63                80          OWNER OCC                 8.375
     122596316              111605.44     2/1/2006    792.16                80          OWNER OCC                 7.625
     121749041               111694.6    11/1/2005    707.92                80          OWNER OCC                   6.5
     122151748              111858.17    12/1/2005    676.62                80          OWNER OCC                  7.25
     122557999              111883.33     2/1/2006     689.6            35.016          OWNER OCC                  6.25
     122477213                 111920     2/1/2006    852.55                80          OWNER OCC                 8.875
     122286859              111926.73     1/1/2006     831.6                80          OWNER OCC                 8.125
     121732526                 112000    10/1/2005    746.67                80          OWNER OCC                     8
     121947514                 112000    11/1/2005    688.33                80          OWNER OCC                 7.375
     122184537                 112000    12/1/2005    711.67                80          OWNER OCC                 7.625
     122531790                 112000     2/1/2006    951.99                80          NON-OWNER                 9.625
     122584646                 112000     2/1/2006      910                 80          OWNER OCC                  9.75
     121860342              112187.26    10/1/2005     815.7                90          NON-OWNER                 7.875
     121637806              112224.47    10/1/2005    865.03                90          NON-OWNER                   8.5
     121748020              112306.84    11/1/2005    729.67                90          NON-OWNER                  6.75
     121884969              112370.07    12/1/2005    885.04                90          NON-OWNER                  8.75
     122075014                 112500    10/1/2005    656.25                90          OWNER OCC                     7
     122204364              112568.59     1/1/2006    816.25                95          OWNER OCC                 7.875
     122331231                 112625     2/1/2006    967.62                85          OWNER OCC                  9.75
     122583572              112636.35     2/1/2006    788.15                80          OWNER OCC                   7.5
     122507977                 112800     2/1/2006    826.93                80          OWNER OCC                   8.5
     121740529              112857.94     9/1/2005     828.4               100          OWNER OCC                   8.5
     122395155                 113050     2/1/2006    930.03                95          OWNER OCC                  9.25
     122391699              113133.17     2/1/2006    880.46               100          OWNER OCC                 8.625
     122260299                 113485    12/1/2005    697.46            79.639          OWNER OCC                 7.375
     122282957              113558.58     1/1/2006    828.33                80          OWNER OCC                  8.75
     121748184              113599.49    11/1/2005    579.83             68.85          OWNER OCC                 6.125
     121952336                 113600    11/1/2005    650.83                80          OWNER OCC                 6.875
     122394224                 113600     1/1/2006    792.83                80          OWNER OCC                 8.375
     122473444                 113703     2/1/2006    945.72             88.21          NON-OWNER                 9.375
     121738541              113826.85     9/1/2005    779.63                80          NON-OWNER                  7.24
     122482966                 114210     2/1/2006    1012.84               90          NON-OWNER                10.125
     122543007                 114320     2/1/2006    750.23                80          OWNER OCC                 7.875
     121993438                 114400    11/1/2005    810.33                80          OWNER OCC                   8.5
     122609749                 114400     2/1/2006    879.64                80          OWNER OCC                   8.5
     122613158                 114400     2/1/2006     799.9                80          OWNER OCC                   7.5
     122156490              114453.72    12/1/2005    831.02                80          OWNER OCC                 7.875
     121640040              114706.01     8/1/2005    956.51             13.53          NON-OWNER                 9.375
     122338948              114731.21     1/1/2006    964.88               100          OWNER OCC                   9.5
     122566712                 114750     2/1/2006    964.88                85          OWNER OCC                   9.5
     122332344                 114820     1/1/2006    729.59                80          OWNER OCC                 7.625
     122530856              114947.75     2/1/2006     998.6               100          OWNER OCC                 9.875
     121729370                 115000     9/1/2005    1389.58           99.138          OWNER OCC                  14.5
     121748143                 115000     9/1/2005    766.67               100          NON-OWNER                     8
     122245088                 115000     2/1/2006     804.1            42.446          OWNER OCC                   7.5
     122550096                 115000     2/1/2006    823.87            80.986          OWNER OCC                  7.75
     122213358              115089.18    12/1/2005    979.19                90          NON-OWNER                 9.625
     122483201                 115110     2/1/2006    1020.82               90          NON-OWNER                10.125
     122289994                 115200     2/1/2006      672                 80          OWNER OCC                     7
     122632073                 115200     2/1/2006    877.54                90          OWNER OCC                 8.875
     121379967              115258.86     7/1/2005    859.81            65.359          OWNER OCC                 8.125
     122508271                 115500     2/1/2006    960.67                70          OWNER OCC                 9.375
     122168769                 115760     2/1/2006    869.67                80          OWNER OCC                  8.25
     122173904              115820.58    12/1/2005    664.58                80          OWNER OCC                 6.875
     122574802              115911.74     2/1/2006    801.18                80          OWNER OCC                 7.375
     122344201              115948.69     2/1/2006    1017.98               80          OWNER OCC                    10
     121732484                 116000    10/1/2005    778.17                80          OWNER OCC                  8.05
     122608981                 116000     2/1/2006    1028.71               80          OWNER OCC                10.125
     121732603              116065.02    10/1/2005    973.68             83.37          OWNER OCC                  9.45
     122593392                 116160     2/1/2006    732.43                80          OWNER OCC                 7.125
     122031554              116294.97    11/1/2005    758.86            57.918          OWNER OCC                  6.75
     122567571              116445.65     2/1/2006    1000.91           83.214          OWNER OCC                  9.75
     122482777                 116460     2/1/2006    1032.79               90          NON-OWNER                10.125
     122331745                 116560     1/1/2006    898.48                80          OWNER OCC                  9.25
     121749001              116622.36     9/1/2005     769.4                80          OWNER OCC                 6.875
     122560009              116765.17     2/1/2006    845.17                80          OWNER OCC                 8.375
     121923065                 116800    11/1/2005    827.33                80          OWNER OCC                   8.5
     121747987              116809.92    12/1/2005    797.46             94.97          OWNER OCC                  7.25
     122035487               116839.5    11/1/2005    848.33                90          NON-OWNER                 7.875
     121745858              116846.42    12/1/2005    868.72                90          OWNER OCC                 8.125
     122213753                 116875    12/1/2005    951.95                90          NON-OWNER                 9.125
     122580607              116915.32     2/1/2006    828.12                90          OWNER OCC                 7.625
     122211104              116954.75     2/1/2006    1081.19               65          OWNER OCC                10.625
     121748216                 117000    11/1/2005    681.53                90          NON-OWNER                  6.99
     122226699                 117000     2/1/2006    848.33            79.592          OWNER OCC                 7.875
     121989764               117255.8    11/1/2005    851.96            71.212          OWNER OCC                 7.875
     122082357              117271.75    11/1/2005    903.47               100          OWNER OCC                   8.5
     122483097                 117360     2/1/2006    1040.78               90          NON-OWNER                10.125
     122491615                 117891     2/1/2006    1056.43               90          OWNER OCC                 10.25
     121831088              118078.82    11/1/2005    847.74                80          OWNER OCC                  7.75
     122272457              118226.47     1/1/2006    899.17            88.947          OWNER OCC                 8.375
     122483646                 118560     2/1/2006      741                 80          OWNER OCC                   7.5
     121970625                 118720    11/1/2005    902.77                80          OWNER OCC                 9.125
     122140831              118735.22    12/1/2005    801.26                90          NON-OWNER                 7.125
     122555756                 118750     2/1/2006    1053.1                95          OWNER OCC                10.125
     121732512              118767.95    10/1/2005    1009.32               85          OWNER OCC                   9.6
     122543349                 118800     2/1/2006    840.86                80          OWNER OCC                 7.625
     122435069                 119000     2/1/2006    1128.66               85          OWNER OCC                 7.875
     121749026              119072.57     1/1/2006    686.18                80          OWNER OCC                 5.625
     122316212              119097.37     1/1/2006    773.13                80          OWNER OCC                  6.75
     122151916              119112.65    12/1/2005    833.46                80          OWNER OCC                   7.5
     122482483                 119160     2/1/2006    1056.74               90          NON-OWNER                10.125
     121748298              119228.73    10/1/2005    727.31                90          OWNER OCC                 6.125
     121732610              119505.39    10/1/2005    967.45                95          OWNER OCC                  9.05
     122230032              119538.82    12/1/2005    878.32                90          NON-OWNER                     8
     121748156              119631.38    10/1/2005    828.81               100          OWNER OCC                 7.375
     121732536              119787.23    10/1/2005    1057.53               75          OWNER OCC                 10.05
     121748429              119889.93    12/1/2005    1039.81             66.3          NON-OWNER                  9.85
     121749087              119896.68     1/1/2006    778.32             24.44          OWNER OCC                  6.75
     122630848              119910.94     2/1/2006    839.06                80          OWNER OCC                   7.5
     122192301              119923.48     2/1/2006    901.52            68.571          OWNER OCC                  8.25
     122508175              119934.45     2/1/2006    965.55            91.603          OWNER OCC                     9
     122041029                 119990     2/1/2006    1030.9                80          OWNER OCC                  9.75
     122067498                 120000    11/1/2005     787.5                80          OWNER OCC                 7.875
     122347144                 120000     2/1/2006    818.61            64.171          OWNER OCC                  7.25
     122363555                 120000     1/1/2006      850                 80          OWNER OCC                   8.5
     122381938                 120000     2/1/2006    954.77               100          OWNER OCC                 8.875
     122456137                 120000     2/1/2006    1053.09              100          OWNER OCC                    10
     121732478              120536.64     9/1/2005    969.25             77.07          OWNER OCC                  8.95
     122236993                 120600     2/1/2006    965.22                90          OWNER OCC                 9.375
     121748315              120742.14    11/1/2005    866.86               100          OWNER OCC                  7.75
     122162748                 120800    12/1/2005     830.5                80          OWNER OCC                  8.25
     121732513              120862.88    10/1/2005    730.44             79.99          OWNER OCC                  7.25
     122493140              120926.69     2/1/2006    930.39               100          OWNER OCC                   8.5
     122386821                 121000     1/1/2006    668.02            62.051          OWNER OCC                 6.625
     122318219              121126.58     1/1/2006    931.92                80          OWNER OCC                   8.5
     121732485              121242.79    10/1/2005    858.59                80          OWNER OCC                   7.6
     122589456              121301.47     2/1/2006    933.27                80          OWNER OCC                   8.5
     122386486              121325.29     2/1/2006    1020.67              100          OWNER OCC                   9.5
     122122166              121424.48     1/1/2006    923.49             98.78          OWNER OCC                 8.375
     122306986                 121500     1/1/2006    847.97                90          OWNER OCC                 8.375
     122605754                 121500     2/1/2006     937.2                90          OWNER OCC                     9
     122132494                 121600    11/1/2005    772.67                80          OWNER OCC                 7.625
     122063377              122056.72    11/1/2005    824.31                80          OWNER OCC                 7.125
     122220676              122365.58     2/1/2006    1060.42           90.001          OWNER OCC                  9.75
     122518977                 122400     2/1/2006    1062.86               90          OWNER OCC                 9.875
     122247003              123119.99     2/1/2006    756.68                80          OWNER OCC                 7.375
     121709203                 123200    10/1/2005    705.83                80          OWNER OCC                 6.875
     121748044                 123650    12/1/2005    695.53             79.99          OWNER OCC                  6.75
     121747946               123899.5    10/1/2005      620                 80          OWNER OCC                     6
     122568129              123907.97     2/1/2006    867.03                80          OWNER OCC                   7.5
     122654448              123907.97     2/1/2006    867.03                80          OWNER OCC                   7.5
     122548532              123940.95     2/1/2006    867.26                80          OWNER OCC                   7.5
     122507999                 124000     2/1/2006    835.41                80          OWNER OCC                 7.125
     122572083                 124000     2/1/2006    813.75                80          OWNER OCC                 7.875
     122215634              124317.89    12/1/2005    764.05                80          OWNER OCC                 7.375
     121289942              124414.71     7/1/2005    1143.42           31.502          OWNER OCC                  10.5
     121146359              124507.23     6/1/2005    1062.49           37.647          OWNER OCC                 9.625
     121942680               124697.7     1/1/2006     830.3            78.491          OWNER OCC                     7
     122621451              124714.11     2/1/2006    904.89                80          OWNER OCC                 7.875
     121749070              124723.67    12/1/2005    709.74             30.34          OWNER OCC                   5.5
     121771056              124737.07    10/1/2005    1073.94           57.985          OWNER OCC                  9.75
     121745805              124789.37    12/1/2005    821.16             60.68          OWNER OCC                 6.875
     122194540                 124800    12/1/2005      728                 80          OWNER OCC                     7
     122548084                 124800     2/1/2006    798.31                80          OWNER OCC                  7.25
     122289203              124879.95     2/1/2006    994.16            79.082          OWNER OCC                 8.875
     121749073              124886.99     1/1/2006    790.09             63.78          OWNER OCC                   6.5
     122220893              124895.49     1/1/2006    961.22            90.005          OWNER OCC                   8.5
     122464709              124999.25     2/1/2006    781.25            57.923          OWNER OCC                   7.5
     122611670                 125000     2/1/2006    1085.44           64.767          OWNER OCC                 9.875
     122152150                 125600     1/1/2006      785                 80          OWNER OCC                   7.5
     122577964                 125600     2/1/2006    1056.11               80          NON-OWNER                   9.5
     122625379                 125600     2/1/2006      785                 80          OWNER OCC                   7.5
     121888864              125658.57    11/1/2005    1082.53              100          OWNER OCC                  9.75
     122472453               125695.3     1/1/2006    1011.93           89.992          OWNER OCC                     9
     122374864                 125800     2/1/2006    945.09            86.759          OWNER OCC                  8.25
     122203980               125858.2    12/1/2005    1002.51               90          NON-OWNER                 8.875
     121926455              125876.55    11/1/2005    1059.48           79.862          OWNER OCC                   9.5
     121933978              125999.75    11/1/2005    813.75                80          OWNER OCC                  7.75
     121732543              126238.56    10/1/2005    1091.27               85          OWNER OCC                   9.8
     121732521              126358.12    10/1/2005    832.13                80          OWNER OCC                   7.9
     122393421                 126400     1/1/2006    776.83                80          OWNER OCC                 7.375
     122544177                 126400     2/1/2006    927.48                80          OWNER OCC                     8
     122321514                 126500     1/1/2006    935.57            87.241          OWNER OCC                 8.875
     122440478                 126500     2/1/2006    1121.83              100          OWNER OCC                10.125
     122438085                 126800     1/1/2006    858.54                80          OWNER OCC                 8.125
     122329105                 126900     2/1/2006    1055.49               90          OWNER OCC                 9.375
     122496195              127040.99     2/1/2006     966.2                80          OWNER OCC                 8.375
     122340086              127501.25     1/1/2006     816.4            77.905          OWNER OCC                 6.625
     122541058                 127560     2/1/2006    969.55                80          OWNER OCC                 8.375
     121732552              127572.43    10/1/2005     847.3             79.01          OWNER OCC                  6.95
     122489204                 127680     2/1/2006     744.8                80          OWNER OCC                     7
     122167656                 127900    12/1/2005    759.41            27.213          OWNER OCC                 7.125
     122582392              127916.27     2/1/2006     950.4                80          OWNER OCC                 8.125
     122314815                 127920     2/1/2006    806.58                80          OWNER OCC                 7.125
     122454321                 127920     2/1/2006    812.83                80          OWNER OCC                 7.625
     122657070                 127920     2/1/2006    719.55                80          OWNER OCC                  6.75
     121748254              127966.67    12/1/2005    666.67                80          OWNER OCC                  6.25
     121811617                 128000    10/1/2005    666.67                80          OWNER OCC                  6.25
     122289046                 128000     1/1/2006      800                 80          OWNER OCC                   7.5
     122578896                 128000     2/1/2006      760                 80          OWNER OCC                 7.125
     122603573                 128000     2/1/2006    950.55                80          OWNER OCC                 8.625
     122312381                 128250     1/1/2006    841.64                95          OWNER OCC                 7.875
     122452201              128711.36     2/1/2006    933.89                80          OWNER OCC                 7.875
     122655287               129403.9     2/1/2006    905.48            56.304          OWNER OCC                   7.5
     122138609               129477.5    12/1/2005    849.98                80          OWNER OCC                 7.875
     122500761                 129500     2/1/2006    1407.27               70          OWNER OCC                 12.75
     122495852                 129520     2/1/2006    905.62                80          OWNER OCC                   7.5
     122213180                 129600     1/1/2006      864                 80          OWNER OCC                     8
     122484992                 129600     2/1/2006      864                 80          OWNER OCC                     8
     121748162              129709.98    10/1/2005    908.98               100          OWNER OCC                   7.5
     121732531              129785.57    10/1/2005    1084.06               85          OWNER OCC                   9.4
     121802428              129802.78    11/1/2005    897.88            54.546          OWNER OCC                 7.375
     122137751              129874.94    12/1/2005    1104.99           89.655          NON-OWNER                 9.625
     122438334              129878.54     2/1/2006    1011.13           86.667          OWNER OCC                 8.625
     122156685              129942.49     2/1/2006    1140.84            17.45          OWNER OCC                    10
     121727523              129943.06     7/1/2005    568.75             41.27          OWNER OCC                  5.25
     122328125              129963.82     2/1/2006    1349.72               65          OWNER OCC                12.125
     121747948              129998.74    10/1/2005    839.58               100          OWNER OCC                  7.75
     122452561                 130000     2/1/2006    1022.71              100          OWNER OCC                  8.75
     122528124                 130000     2/1/2006      975                 80          OWNER OCC                     9
     122557186                 130000     2/1/2006    1093.11              100          OWNER OCC                   9.5
     122634489                 130050     2/1/2006    988.47                85          OWNER OCC                 8.375
     122518190              130082.82    12/1/2005    750.66                80          OWNER OCC                 5.625
     121779779              130188.46    10/1/2005    1015.02               90          NON-OWNER                 8.625
     122478896                 130400     2/1/2006    855.75                80          OWNER OCC                 7.875
     122235011                 130500     2/1/2006    1003.43               90          OWNER OCC                   8.5
     122378188                 130500     2/1/2006    1133.19               75          NON-OWNER                 9.875
     122463560                 130500     2/1/2006    1109.24               90          OWNER OCC                 9.625
     122113221              130680.81    12/1/2005    1099.92              100          OWNER OCC                   9.5
     121988953                 131000    11/1/2005    868.22                90          OWNER OCC                 7.875
     121637050              131067.34    10/1/2005    998.73                90          NON-OWNER                 8.375
     122294844                 131200     1/1/2006      820                 80          OWNER OCC                   7.5
     122435238                 131200     2/1/2006    970.33                80          OWNER OCC                 8.875
     122627287              131507.12     2/1/2006     942.8                80          OWNER OCC                  7.75
     122518403              131670.19     2/1/2006    1013.04               85          OWNER OCC                   8.5
     122606881              131672.21     2/1/2006    1024.74               85          OWNER OCC                 8.625
     121791710              131707.24    11/1/2005    1002.95               95          NON-OWNER                 8.375
     122331457              131899.56     2/1/2006    911.69            78.571          OWNER OCC                 7.375
     122626027              131911.43     2/1/2006    968.57                80          OWNER OCC                     8
     122544506                 131920     2/1/2006     979.5                80          OWNER OCC                 8.125
     121745824                 132000    12/1/2005    866.25                80          OWNER OCC                 7.875
     122531947                 132000     2/1/2006    834.33            32.456          OWNER OCC                   6.5
     122534955                 132000     2/1/2006    867.15             7.223          OWNER OCC                 6.875
     122587371                 132000     2/1/2006     852.5                80          OWNER OCC                  7.75
     122470176              132445.31     2/1/2006    745.31             50.42          OWNER OCC                  6.75
     122485325                 132600     2/1/2006    1175.93              100          OWNER OCC                10.125
     122461050              132713.06     2/1/2006    1378.27           65.394          OWNER OCC                12.125
     122339618              132921.48     1/1/2006    1034.46           48.364          OWNER OCC                 8.625
     122443495              132930.21     2/1/2006    1094.16              100          OWNER OCC                  9.25
     122302421                 133000     2/1/2006    1327.85              100          OWNER OCC                  10.5
     122460136                 133200     2/1/2006    1012.42               90          NON-OWNER                 8.375
     122219767              133293.74     1/1/2006    1085.1                85          OWNER OCC                 9.125
     122354206              133539.31     2/1/2006    1160.11               80          OWNER OCC                 9.875
     122357073              133640.97     1/1/2006    1075.89           55.286          OWNER OCC                     9
     122228841              133741.92    12/1/2005    935.83                80          OWNER OCC                   7.5
     122079135              133819.58    12/1/2005    983.24            89.333          NON-OWNER                     8
     122542445                 134000     2/1/2006    969.63            68.718          OWNER OCC                 8.375
     122532768              134284.28     2/1/2006    871.72                80          OWNER OCC                  6.75
     122099348                 134400     1/1/2006      728                 80          OWNER OCC                   6.5
     122143933                 134400    12/1/2005      910                 80          OWNER OCC                 8.125
     122377242                 134400     2/1/2006    962.86                80          OWNER OCC                  7.75
     122484817                 134400     2/1/2006    1021.54               80          OWNER OCC                 8.375
     121782367              134634.05    10/1/2005    990.58                90          NON-OWNER                     8
     122132264              134788.74    12/1/2005    920.94                90          OWNER OCC                  7.25
     122281633              134904.71     2/1/2006    967.16            72.193          OWNER OCC                  7.75
     122355741              134904.71     1/1/2006    967.16            87.097          OWNER OCC                  7.75
     122199715              134926.26     1/1/2006    1086.24               75          NON-OWNER                     9
     122218183              134926.26     1/1/2006    1086.24               75          NON-OWNER                     9
     122360482              134934.98     2/1/2006    1145.02               90          NON-OWNER                   9.6
     122360989              134934.98     2/1/2006    1145.02               90          NON-OWNER                   9.6
     122492202                 135000     2/1/2006    1122.86               90          NON-OWNER                 9.375
     122593443                 135000     2/1/2006    1362.71           70.313          OWNER OCC                 11.75
     122454561              135086.41     1/1/2006    888.17            78.377          OWNER OCC                 6.875
     121993843                 135200    11/1/2005    718.25                80          OWNER OCC                 6.375
     122593404                 135500     2/1/2006    1164.15           74.044          OWNER OCC                  9.75
     121764780              135897.27    10/1/2005     722.5                80          OWNER OCC                 6.375
     122434570                 135900     2/1/2006    1463.6            69.692          OWNER OCC                12.625
     122552283              135913.28     2/1/2006    1021.72               80          OWNER OCC                  8.25
     122276177                 135920     2/1/2006    950.37                80          OWNER OCC                   7.5
     122117693              135996.83    12/1/2005    821.67                80          OWNER OCC                  7.25
     121748095              135999.17    12/1/2005    793.22                80          OWNER OCC                 6.999
     122204104                 136000     2/1/2006    1033.7                85          OWNER OCC                 8.375
     122333169                 136000     2/1/2006    1069.91               85          NON-OWNER                  8.75
     121745831              136275.57    12/1/2005    908.14                70          OWNER OCC                     7
     121732528              136398.13    10/1/2005    965.92                80          OWNER OCC                   7.6
     121748296              136409.93    10/1/2005     842.3                95          OWNER OCC                  6.25
     122616783              136417.14     1/1/2006    1048.6                70          OWNER OCC                  8.49
     122117075                 136588    11/1/2005    825.22                80          OWNER OCC                  7.25
     122210523                 136720     2/1/2006     854.5                80          OWNER OCC                   7.5
     122514643              136753.12     2/1/2006    887.63                80          OWNER OCC                 7.375
     122297542              136884.91     1/1/2006    899.99            78.736          OWNER OCC                 6.875
     122245093              137422.92     2/1/2006    1094.01            94.82          OWNER OCC                 8.875
     122445702                 137500     2/1/2006    1131.18              100          OWNER OCC                  9.25
     122626879              137601.19     1/1/2006    1045.86               80          NON-OWNER                 8.375
     122477414                 137700     2/1/2006    1071.02               90          OWNER OCC                 8.625
     122008564                 138000    11/1/2005    833.75                80          OWNER OCC                  7.25
     122549167                 138000     2/1/2006     941.4                80          OWNER OCC                  7.25
     122383314              138399.08     2/1/2006    1310.15               70          OWNER OCC                10.875
     122454926                 139000     2/1/2006    901.55            15.714          OWNER OCC                  6.75
     122099445              139159.11    12/1/2005    1096.03               90          NON-OWNER                  8.75
     122459493                 139192     2/1/2006    914.39                80          OWNER OCC                 6.875
     121857733              139198.77    11/1/2005      696                 80          OWNER OCC                     6
     122314849                 139200     2/1/2006    973.31                80          OWNER OCC                   7.5
     122085149              139269.68    11/1/2005    1122.45               90          NON-OWNER                     9
     122162027               139415.5     2/1/2006    1072.63               90          OWNER OCC                   8.5
     121820488              139737.12    11/1/2005    1064.1                65          OWNER OCC                 8.375
     122573103                 139840     2/1/2006    1112.63               80          OWNER OCC                 8.875
     121986863                 139880    12/1/2005    728.54                80          OWNER OCC                  6.25
     122624189              139885.25     2/1/2006    931.42                80          OWNER OCC                     7
     122148407                 139920    12/1/2005    961.95                80          OWNER OCC                  8.25
     122440190              139921.52     2/1/2006    1113.9            54.902          OWNER OCC                 8.875
     121748152              139986.25    10/1/2005    656.25                80          OWNER OCC                 5.625
     121740471                 140000     9/1/2005     752.5                80          OWNER OCC                  6.45
     122192262                 140000     2/1/2006     884.9            76.712          OWNER OCC                   6.5
     122395782                 140000     2/1/2006    1202.82              100          OWNER OCC                  9.75
     122466142                 140000     2/1/2006    1113.9               100          OWNER OCC                 8.875
     122473040                 140000     2/1/2006    947.92                80          OWNER OCC                 8.125
     122581167                 140000     2/1/2006    1039.5                80          OWNER OCC                 8.125
     122086900              140088.03    12/1/2005    1103.35               85          NON-OWNER                  8.75
     122615679                 140400     2/1/2006     945.9                80          OWNER OCC                 7.125
     122556358                 140500     2/1/2006    1155.86              100          OWNER OCC                  9.25
     122509483                 140608     2/1/2006    1031.73               80          OWNER OCC                     8
     121920403                 140800    12/1/2005    850.67                80          OWNER OCC                  7.25
     122339658                 141140     2/1/2006    1011.14               80          OWNER OCC                  7.75
     122264631                 141250     1/1/2006    882.81            79.998          OWNER OCC                   7.5
     122497360                 141482     2/1/2006    884.26                80          OWNER OCC                   7.5
     122513154                 141592     2/1/2006     899.7                80          OWNER OCC                 7.625
     122454409              141945.07     2/1/2006    1312.22           76.757          OWNER OCC                10.625
     122091610              142052.25    12/1/2005    1274.01              100          OWNER OCC                 10.25
     122277372              142106.98     2/1/2006    1055.83               90          OWNER OCC                 8.125
     122326985                 142400     1/1/2006    1023.5                80          OWNER OCC                 8.625
     122561583                 142400     2/1/2006     888.4                80          OWNER OCC                 6.375
     122113611              142422.16     1/1/2006    1146.59               95          OWNER OCC                     9
     122437926              142435.26     2/1/2006    1237.4                95          OWNER OCC                 9.875
     122382978               142638.3     2/1/2006    1413.15           69.951          OWNER OCC                  11.5
     121748050                 142800    10/1/2005     654.5                80          OWNER OCC                   5.5
     122580551                 142800     2/1/2006    1035.4                80          OWNER OCC                 7.875
     122392147                 143000     2/1/2006    1321.46           69.756          OWNER OCC                10.625
     122515110                 143000     2/1/2006    1202.42           38.338          OWNER OCC                   9.5
     122346953              143001.16     1/1/2006    1163.5            40.974          OWNER OCC                 9.125
     122242046                 143040     2/1/2006     879.1                80          OWNER OCC                 7.375
     121748011                 143200    11/1/2005    775.67                80          OWNER OCC                   6.5
     121748348              143304.84     1/1/2006    941.71                95          OWNER OCC                 6.875
     121398782                 143500     6/1/2005    642.76                70          OWNER OCC                 5.375
     121714341                 143600    11/1/2005    927.42            94.164          OWNER OCC                  7.75
     122581524               143910.5     2/1/2006    1094.5                80          OWNER OCC                 8.375
     122246811                 143920     1/1/2006    944.48                80          OWNER OCC                 7.875
     122496890                 143920     2/1/2006    1006.31               80          OWNER OCC                   7.5
     122609939              143930.75     2/1/2006    1019.47               80          OWNER OCC                 7.625
     122195076               143953.5     1/1/2006      930                 80          OWNER OCC                  7.75
     122218838                 143992    12/1/2005    1064.94               80          OWNER OCC                 8.875
     121732493                 144000    10/1/2005      942                 80          OWNER OCC                  7.85
     122060553                 144000     2/1/2006    1081.82               80          OWNER OCC                  8.25
     122084149                 144000    11/1/2005      885                 80          OWNER OCC                 7.375
     122186003                 144000    12/1/2005      810                 75          OWNER OCC                  6.75
     122308368                 144000     2/1/2006     1050                 80          OWNER OCC                  8.75
     122468044                 144000     2/1/2006    1184.65               80          NON-OWNER                  9.25
     122509441                 144000     2/1/2006     1050                 80          OWNER OCC                  8.75
     122578632              144320.41     2/1/2006    1253.55               90          NON-OWNER                 9.875
     122112845              144371.96    11/1/2005     902.5                95          OWNER OCC                   7.5
     122613188                 144500     2/1/2006    1072.91               85          NON-OWNER                 8.125
     122285674              144692.54     1/1/2006    1012.46               80          OWNER OCC                   7.5
     122188795               144745.2    12/1/2005    1178.95               90          NON-OWNER                 9.125
     121748215              144789.44    12/1/2005    1026.3               100          OWNER OCC                 7.625
     122435107                 144800     2/1/2006    965.33                80          OWNER OCC                     8
     122281582                 144922    12/1/2005    1166.7               100          OWNER OCC                     9
     122033967                 145000     2/1/2006    1027.08           71.429          OWNER OCC                   8.5
     122248746                 145000     2/1/2006    1408.33           63.457          OWNER OCC                 11.25
     122519920                 145000     2/1/2006    1051.35           35.378          OWNER OCC                 7.875
     122571240                 145000     2/1/2006    1072.4            68.075          OWNER OCC                 8.875
     122099879                 145520     2/1/2006    1144.81               80          NON-OWNER                  8.75
     121892053                 145600    11/1/2005    834.17                80          OWNER OCC                 6.875
     122269930                 145600     2/1/2006     864.5                80          OWNER OCC                 7.125
     121732596              145849.71    10/1/2005    1234.67               85          OWNER OCC                  9.55
     122577032                 145900     2/1/2006    1160.85              100          OWNER OCC                 8.875
     122141779                 146000    12/1/2005    866.88                80          OWNER OCC                 7.125
     122533391                 146000     2/1/2006    1254.37              100          OWNER OCC                  9.75
     122513686              146292.67     2/1/2006    1048.8                80          NON-OWNER                  7.75
     121732600              146398.37     9/1/2005     927.2                80          OWNER OCC                   7.6
     122670618                 146400     2/1/2006    838.75                80          OWNER OCC                 6.875
     121749018               146425.9    10/1/2005    989.69               100          OWNER OCC                 7.125
     121748002                 146500     9/1/2005    778.28             93.95          OWNER OCC                 6.375
     122480205              146629.73     2/1/2006    1246.93               90          2ND HOME                  9.625
     122275664                 147050     1/1/2006    919.06                85          OWNER OCC                   7.5
     121745840              147071.57    12/1/2005    942.54                80          OWNER OCC                 6.625
     122457067                 147200     2/1/2006    1131.84               80          OWNER OCC                   8.5
     121748220                 147250    11/1/2005    1043.02               95          OWNER OCC                   8.5
     122234404              147419.43     1/1/2006    1186.82            85.26          OWNER OCC                     9
     122571063              147610.37     2/1/2006    1032.88               80          OWNER OCC                   7.5
     122108066              147854.93     2/1/2006    923.28                80          OWNER OCC                 6.375
     122517831                 147920     2/1/2006    1176.92               80          OWNER OCC                 8.875
     122465361              147948.35     1/1/2006    1032.92               80          OWNER OCC                 8.375
     121748183                 148000    10/1/2005    678.33                80          OWNER OCC                   5.5
     122216729                 148000    12/1/2005    878.75                80          OWNER OCC                 7.125
     122527318                 148000     2/1/2006    946.71                80          OWNER OCC                  7.25
     122631873                 148000     2/1/2006    923.33                80          OWNER OCC                 6.375
     122363034              148051.23     1/1/2006    1177.95               90          OWNER OCC                 8.875
     121732480              148254.11    10/1/2005    1127.61            77.05          OWNER OCC                  8.35
     122261437                 148400     2/1/2006    942.96                80          OWNER OCC                 7.625
     122371332                 148472     2/1/2006    1289.25           66.879          OWNER OCC                 9.875
     122360302                 148500     2/1/2006    1051.88           92.813          OWNER OCC                   8.5
     122450664              148659.89     2/1/2006    1143.76               85          OWNER OCC                   8.5
     122559972                 148750     2/1/2006    1170.22               85          OWNER OCC                  8.75
     122590537              148758.89     2/1/2006    1048.61               80          OWNER OCC                 8.125
     122347201                 148800     2/1/2006    977.51                80          OWNER OCC                 6.875
     122349492                 148800     1/1/2006     976.5                80          OWNER OCC                 7.875
     122527172              148963.99     2/1/2006    1036.01           44.685          OWNER OCC                 7.375
     122555278                 149000     2/1/2006    994.32            82.778          OWNER OCC                 7.625
     121749005              149005.08     7/1/2005    851.68             59.52          OWNER OCC                   5.5
     122450809              149074.25     2/1/2006    1547.31           69.021          OWNER OCC                11.875
     122486265                 149210     2/1/2006    1491.86              100          OWNER OCC                11.625
     121524593              149463.78     9/1/2005    1074.62           30.322          OWNER OCC                  7.75
     122383038              149516.39     2/1/2006    1327.36           41.174          OWNER OCC                  6.75
     122271052                 149600     2/1/2006    1044.08               80          OWNER OCC                 8.375
     122497432                 149600     2/1/2006    1046.02               80          OWNER OCC                   7.5
     122218087              149759.38    12/1/2005    1010.58           39.653          OWNER OCC                 7.125
     122526929               149864.4     2/1/2006     948.1            50.968          OWNER OCC                   6.5
     122531748              149867.65     2/1/2006    960.47            61.224          OWNER OCC                 6.625
     122106342              149928.14     2/1/2006    1274.98              100          OWNER OCC                 9.625
     121877667                 150000    12/1/2005    796.88            69.444          OWNER OCC                 6.375
     122519831                 150000     2/1/2006     972.9            36.778          OWNER OCC                  6.75
     122541295                 150000     2/1/2006    1014.93           21.429          OWNER OCC                  7.75
     122236880                 150320    12/1/2005    970.82            79.576          OWNER OCC                  7.75
     122502243                 150320     2/1/2006    986.48                80          OWNER OCC                 7.875
     122474789                 150400     2/1/2006    1025.99               80          OWNER OCC                  7.25
     122569561                 150500     2/1/2006    1606.22           62.708          OWNER OCC                  12.5
     122597549              150967.23     2/1/2006    875.93                80          OWNER OCC                 6.375
     122449967              151121.61     1/1/2006    1243.89               70          OWNER OCC                  9.25
     121880162                 151200    11/1/2005      882                 80          OWNER OCC                     7
     122263564                 151200     1/1/2006    992.25                80          OWNER OCC                 7.875
     121732511              151542.42     8/1/2005    1278.1                95          OWNER OCC                   9.5
     121745851               151919.8    12/1/2005    996.98                80          OWNER OCC                 7.875
     122346690              151927.19     2/1/2006    1291.98           60.079          OWNER OCC                 9.625
     121732606                 152000    10/1/2005    975.33             77.95          OWNER OCC                   7.7
     122267507                 152000     1/1/2006     997.5                80          OWNER OCC                 7.875
     122272723                 152000     2/1/2006    1141.93               95          OWNER OCC                  8.25
     122293627                 152000     2/1/2006      950             79.167          OWNER OCC                   7.5
     122375909                 152000     1/1/2006    886.67                80          OWNER OCC                     7
     122439213                 152000     2/1/2006    1250.47              100          OWNER OCC                  9.25
     122220263                 152500    12/1/2005    969.01            57.547          OWNER OCC                 7.625
     121952839              152563.86    10/1/2005    1096.11               85          NON-OWNER                  7.75
     122079918              152999.75    12/1/2005    891.23                90          OWNER OCC                  6.99
     122100946                 153000    12/1/2005    1195.31               90          OWNER OCC                 9.375
     121767841              153102.87     9/1/2005    766.72                80          OWNER OCC                  5.99
     122215867                 153120    12/1/2005     861.3                80          OWNER OCC                  6.75
     122134208              153510.53     2/1/2006    1402.48           45.833          OWNER OCC                 9.625
     121745809              153654.35    11/1/2005    1076.79               70          OWNER OCC                   7.5
     122055287              153764.92    12/1/2005    1063.64               88          OWNER OCC                 7.375
     121748335                 153848    12/1/2005    1074.09               95          OWNER OCC                 8.375
     122152580                 154400    11/1/2005    932.83                80          OWNER OCC                  7.25
     121882353              154673.93    10/1/2005    1019.56               80          OWNER OCC                 6.875
     122103976              154869.44    12/1/2005    1388.96              100          OWNER OCC                 10.25
     122486306              154885.65     2/1/2006    1123.86           83.784          OWNER OCC                 7.875
     122359326              154910.82     1/1/2006    1219.39           63.525          OWNER OCC                  8.75
     122537138              154923.76     2/1/2006    1303.32              100          OWNER OCC                   9.5
     122255671                 155000     1/1/2006    1001.04           44.928          OWNER OCC                  7.75
     122481841                 155000     2/1/2006    888.02            40.599          OWNER OCC                 6.875
     122279098              155200.71     1/1/2006     950.4                80          OWNER OCC                 6.875
     122525399              155692.78     2/1/2006    1129.66            97.99          OWNER OCC                 7.875
     121745803              155743.51    12/1/2005    1037.87               80          OWNER OCC                     7
     121740481                 156000    10/1/2005      793              43.94          OWNER OCC                   6.1
     122056906                 156000    12/1/2005      845                 80          OWNER OCC                   6.5
     122240091                 156000     2/1/2006     955.3                80          OWNER OCC                 6.875
     122363433                 156000     2/1/2006    1137.5                80          OWNER OCC                  8.75
     122454276                 156000     2/1/2006    1144.67               80          OWNER OCC                     8
     122589799                 156000     2/1/2006    828.75                80          OWNER OCC                 6.375
     122604658                 156000     2/1/2006    991.25                80          OWNER OCC                 7.625
     122394722              156001.23     1/1/2006    1297.53               80          OWNER OCC                 9.375
     122336472                 156100     2/1/2006    1545.84               70          OWNER OCC                  11.5
     122057533              156327.81    12/1/2005    1273.29              100          OWNER OCC                 9.125
     122125313              156825.87    12/1/2005    1350.17           31.265          OWNER OCC                     6
     121749008              156830.75     9/1/2005    1034.66               90          OWNER OCC                 6.875
     121748345                 157000    12/1/2005    1045.36              100          OWNER OCC                  7.99
     121732598              157046.48    10/1/2005    1122.92            79.99          OWNER OCC                   7.7
     122290613              157154.74    12/1/2005    1365.27               95          OWNER OCC                 9.875
     122236382                 157200     1/1/2006    1162.63               80          OWNER OCC                 8.875
     122373991              157391.61     1/1/2006    1141.98               90          OWNER OCC                 7.875
     122439913              157497.88     1/1/2006    1295.71              100          OWNER OCC                  9.25
     122126378              157554.85    11/1/2005    902.92                80          OWNER OCC                 6.875
     122603018                 157700     2/1/2006    1111.33               95          OWNER OCC                 8.125
     122482681                 158000     2/1/2006    1069.79           43.062          OWNER OCC                 8.125
     122313137              158399.99     1/1/2006     841.5                80          OWNER OCC                 6.375
     121723181                 158400     8/1/2005      858                 80          OWNER OCC                   6.5
     122010730                 158400     2/1/2006    1331.91               90          OWNER OCC                   9.5
     122259790                 158400    12/1/2005      990                 80          OWNER OCC                   7.5
     122507890                 158400     2/1/2006      957                 80          OWNER OCC                  7.25
     122518361                 158500     2/1/2006    1246.92           50.317          OWNER OCC                  8.75
     122588385                 158640     2/1/2006    1156.75               80          OWNER OCC                  8.75
     121794398                 158720     9/1/2005     843.2                80          OWNER OCC                 6.375
     121732539              158876.29    10/1/2005    1327.05               80          OWNER OCC                   9.4
     122165740              159146.75    12/1/2005    1354.04               90          OWNER OCC                 9.625
     121937019              159157.88    11/1/2005    1037.76            45.66          OWNER OCC                  6.75
     122657122                 159200     2/1/2006    862.33                80          OWNER OCC                   6.5
     122545369              159263.35     2/1/2006    1198.21               90          OWNER OCC                  8.75
     122351340                 159291     1/1/2006    1095.13               90          2ND HOME                   8.25
     122243835                 159300     2/1/2006    1210.8                90          OWNER OCC                 8.375
     121748998              159793.79     4/1/2005    980.68             88.68          OWNER OCC                 6.125
     122012173              159861.28    12/1/2005    1166.08               80          OWNER OCC                  8.75
     122003049              159872.05     1/1/2006    1077.95           35.903          OWNER OCC                 7.125
     122524908              159878.25     2/1/2006    1105.08           60.377          OWNER OCC                 7.375
     122252846              159903.07     2/1/2006    1230.26              100          OWNER OCC                   8.5
     122438237              159917.05     2/1/2006    1316.28               80          OWNER OCC                  9.25
     122567528               159919.2     2/1/2006    1330.8            68.085          OWNER OCC                 9.375
     122060505              159945.83    11/1/2005    1083.33               80          OWNER OCC                 8.125
     122544139              159952.48     2/1/2006    1097.52           65.306          OWNER OCC                 7.875
     122471990                 159960     2/1/2006    1215.81               80          OWNER OCC                 8.375
     121735724                 160000     8/1/2005      800              75.83          OWNER OCC                     6
     122524920                 160000     2/1/2006    1301.81               80          OWNER OCC                 9.125
     122525926                 160000     2/1/2006    1132.47               80          OWNER OCC                 7.625
     122527844                 160000     2/1/2006    1083.33               80          OWNER OCC                 8.125
     122552140                 160000     2/1/2006     1050                 80          OWNER OCC                 7.875
     122576415                 160000     2/1/2006      950             69.565          OWNER OCC                 7.125
     122521657                 160250     2/1/2006    1118.41           82.179          OWNER OCC                 8.375
     122025395              160557.08    11/1/2005    1187.48               90          OWNER OCC                 8.875
     122245529              160831.66    12/1/2005    1324.51           89.944          NON-OWNER                  9.25
     121738503                 161000    10/1/2005    972.71                70          NON-OWNER                  7.25
     121941294              161046.22    11/1/2005    1033.95               80          OWNER OCC                 6.625
     122203579                 161120     2/1/2006    1023.78               80          OWNER OCC                 7.625
     122624312                 161200     2/1/2006    940.33                80          OWNER OCC                     7
     122360625              161367.36     2/1/2006    1073.38           83.679          OWNER OCC                  6.99
     122200955                 161500     2/1/2006    1270.52            79.99          OWNER OCC                  8.75
     122534648                 161500     2/1/2006    1129.23               85          OWNER OCC                   7.5
     121738560              161519.37    10/1/2005    1138.28               90          NON-OWNER                  7.55
     122616777              161601.45     1/1/2006    1184.64               80          OWNER OCC                  7.99
     122283113              161898.12     2/1/2006    1288.94               90          OWNER OCC                 8.875
     121747627                 161910    11/1/2005    1011.94               90          OWNER OCC                   7.5
     122076460                 161980     2/1/2006    1118.76               89          OWNER OCC                 7.375
     121748340                 162000    12/1/2005    1012.5             98.18          OWNER OCC                   7.5
     122445887                 162000     2/1/2006    1362.18               90          NON-OWNER                   9.5
     121745846                 162136    12/1/2005     928.9                80          OWNER OCC                 6.875
     122045296                 162393    11/1/2005     913.5                80          OWNER OCC                  6.75
     122432529              162742.69     2/1/2006    1146.02           72.667          OWNER OCC                 7.525
     122433726              162845.34     2/1/2006    1003.62           79.512          OWNER OCC                  6.25
     121846667              162909.51     1/1/2006    1001.51               80          OWNER OCC                 7.375
     122523510              163062.89     2/1/2006    1072.11               80          OWNER OCC                 6.875
     122515400                 163200     2/1/2006    1254.87               80          OWNER OCC                   8.5
     122395832                 163500     2/1/2006    1286.26              100          OWNER OCC                  8.75
     122081704              163608.13    12/1/2005    1009.28               80          OWNER OCC                  6.25
     122593722                 163694     2/1/2006    1130.59               80          OWNER OCC                 7.375
     121982408                 164000    11/1/2005    854.17                80          OWNER OCC                  6.25
     122273031                 164000    12/1/2005    956.67                80          OWNER OCC                     7
     122481676              164003.01     2/1/2006    1140.66               85          OWNER OCC                     8
     122347881                 164250     1/1/2006    1180.55               90          OWNER OCC                 8.625
     122461576                 164511     2/1/2006    1164.4                80          NON-OWNER                 7.625
     122074976              164514.63    10/1/2005    1015.93               66          OWNER OCC                  6.25
     122326772                 164700     2/1/2006    1208.51               90          OWNER OCC                     8
     121749060              164700.87    12/1/2005    1042.91            65.35          OWNER OCC                   6.5
     121749080              164847.17     1/1/2006    1029.39             82.5          OWNER OCC                 6.375
     121745836              164896.95    12/1/2005    876.03                85          OWNER OCC                 6.375
     122492667                 164900     2/1/2006    1371.55              100          OWNER OCC                 9.375
     122549578                 164900     2/1/2006    1632.99              100          OWNER OCC                  11.5
     121745801                 165000    11/1/2005    928.13             72.12          OWNER OCC                  6.75
     122510391                 165000     2/1/2006    1312.81              100          OWNER OCC                 8.875
     122555556                 165200     2/1/2006    1480.36               70          OWNER OCC                 10.25
     122610100                 165200     2/1/2006    1084.13           79.983          OWNER OCC                 7.875
     122483966                 165222     2/1/2006    1015.43               80          OWNER OCC                 7.375
     122618626              165258.86     2/1/2006    1780.23           47.229          OWNER OCC                12.625
     122443183                 165599     2/1/2006    1215.11               85          OWNER OCC                     8
     122198075              165599.74     1/1/2006      897                 80          OWNER OCC                   6.5
     121732537              165602.46    10/1/2005    1334.72            86.98          OWNER OCC                 8.925
     122519411                 166000     2/1/2006    1291.13           61.481          NON-OWNER                 8.625
     121724854              166608.06     2/1/2005    1528.8             79.99          OWNER OCC                 6.675
     122094616              167186.04    12/1/2005     1045                 80          OWNER OCC                   7.5
     122533029               167199.5     2/1/2006    1149.5                80          OWNER OCC                  8.25
     121939165                 167500     2/1/2006    1610.98           37.222          OWNER OCC                11.125
     122459702                 167600     2/1/2006    1115.05               80          OWNER OCC                     7
     122528230              167895.58     2/1/2006    1276.92            78.14          OWNER OCC                 8.375
     122131889                 167903    12/1/2005    962.04                80          OWNER OCC                 6.875
     122075284                 168000    12/1/2005     717.5                80          OWNER OCC                 5.125
     122095418                 168000    11/1/2005     857.5                80          OWNER OCC                 6.125
     122260429                 168000     2/1/2006    1102.5                80          OWNER OCC                 7.875
     122338794                 168000     2/1/2006    1218.12               80          OWNER OCC                 7.875
     122293106              168106.27     1/1/2006    1475.33               95          OWNER OCC                    10
     122515356              168710.17     2/1/2006    1373.41               80          OWNER OCC                 9.125
     122176974              168966.35    12/1/2005    1226.82               90          NON-OWNER                 7.875
     121748049                 169000    10/1/2005    704.17             79.98          OWNER OCC                     5
     121775901               169114.7    11/1/2005    1044.26               80          OWNER OCC                  6.25
     122523801                 169200     2/1/2006    1175.2                90          OWNER OCC                  7.99
     122559967              169477.25     2/1/2006    1200.42               80          OWNER OCC                 7.625
     121747657                 169550    12/1/2005    883.07             79.98          OWNER OCC                  6.25
     122021769                 169760    11/1/2005    990.27                80          OWNER OCC                     7
     122301713                 170320     1/1/2006    940.31                80          OWNER OCC                 6.625
     121935670                 170400     9/1/2005     880.4                80          OWNER OCC                   6.2
     122361780                 170568     2/1/2006    1172.66               80          OWNER OCC                  8.25
     121748021                 170850    11/1/2005    854.25             79.99          OWNER OCC                     6
     122368212              170899.01     2/1/2006    1391.23           89.999          OWNER OCC                 9.125
     121733011                 170905    10/1/2005    1235.5                95          OWNER OCC                 8.675
     121987864                 171000    12/1/2005    1086.56               95          OWNER OCC                 7.625
     122391952              171066.44     2/1/2006    1167.89               80          OWNER OCC                  7.25
     122439912                 171200     2/1/2006    1142.46               80          OWNER OCC                 7.625
     122507809                 171200     2/1/2006    1167.89               80          OWNER OCC                  7.25
     122548289                 171300     2/1/2006    1231.22               80          OWNER OCC                 8.625
     121732522              171388.42    10/1/2005    1161.7                80          OWNER OCC                  7.15
     122262658                 171700     1/1/2006    1055.24               85          OWNER OCC                 7.375
     122322341              171782.83     1/1/2006    1246.41               80          OWNER OCC                 7.875
     122398448              171817.85    12/1/2005    990.13                80          OWNER OCC                 5.625
     122036481                 172000    11/1/2005    1003.33           78.182          OWNER OCC                     7
     122293478                 172000     1/1/2006    931.67                80          OWNER OCC                   6.5
     122487605                 172000     2/1/2006    1101.33               80          OWNER OCC                 6.625
     122519458                 172000     2/1/2006    1202.65               80          OWNER OCC                   7.5
     122527456                 172064     2/1/2006    1590.04           63.727          OWNER OCC                10.625
     122478112                 172500     2/1/2006    1450.47               75          OWNER OCC                   9.5
     122156491                 172668    12/1/2005    899.31                80          OWNER OCC                  6.25
     122214497              172700.58     1/1/2006    1359.42               90          NON-OWNER                  8.75
     122506374               172746.8     2/1/2006    1169.2                80          OWNER OCC                  7.75
     122452553                 172756     2/1/2006    1313.67               80          OWNER OCC                 9.125
     122448099                 172800     1/1/2006     1314                 80          OWNER OCC                 9.125
     122540996                 172820     2/1/2006    1170.14               80          OWNER OCC                 8.125
     121748053              172922.67     9/1/2005    981.99                80          OWNER OCC                   5.5
     122478666                 173000     2/1/2006    1207.4            72.083          OWNER OCC                 8.375
     122559786                 173000     2/1/2006    1360.99              100          OWNER OCC                  8.75
     121825366                 173600    10/1/2005    994.58                80          OWNER OCC                 6.875
     122114240                 173600    12/1/2005    994.58                80          OWNER OCC                 6.875
     122618925                 173600     2/1/2006    1048.83               80          OWNER OCC                  7.25
     121747998                 173850    10/1/2005    941.69                95          OWNER OCC                   6.5
     121740385              173999.62    11/1/2005    851.88             74.04          OWNER OCC                 5.875
     122495550              174173.55     2/1/2006    1145.16               80          OWNER OCC                 6.875
     122259057              174363.13     2/1/2006    1519.61           55.031          OWNER OCC                 9.875
     122513051                 174400     2/1/2006    1217.17               80          OWNER OCC                 8.375
     121627802              174525.59    10/1/2005    1284.09           41.131          OWNER OCC                     8
     122616774              174854.56     1/1/2006    1156.07           59.727          OWNER OCC                  6.93
     122366040              174899.31     2/1/2006    1376.73              100          OWNER OCC                  8.75
     122532324                 174900     2/1/2006    1423.04              100          OWNER OCC                 9.125
     122667955              174934.12     2/1/2006    1633.59               70          OWNER OCC                 10.75
     122161718              174955.11    12/1/2005    1225.14               80          OWNER OCC                   7.5
     121745813                 175000    11/1/2005    984.38             57.95          OWNER OCC                  6.75
     122268982                 175000     2/1/2006    1376.73              100          OWNER OCC                  8.75
     122347273                 175000     2/1/2006    1650.06              100          OWNER OCC                10.875
     122479553                 175000     2/1/2006    1560.75            54.88          OWNER OCC                 6.875
     122496579                 175000     2/1/2006    1733.01               70          OWNER OCC                  11.5
     122571780                 175000     2/1/2006    1376.73            43.75          OWNER OCC                  8.75
     122371701                 175275     2/1/2006    1332.22           89.885          OWNER OCC                 8.375
     122076446              175276.95    11/1/2005    1318.48               90          NON-OWNER                  8.25
     122541074              175379.22     2/1/2006    1272.5                90          OWNER OCC                 7.875
     122377415                 175400     2/1/2006    1555.49           89.953          NON-OWNER                10.125
     122137640                 175500     1/1/2006    1078.59               90          2ND HOME                  7.375
     122460870                 175500     2/1/2006    1365.02               90          OWNER OCC                 8.625
     121870582                 175675    11/1/2005    1008.33               80          OWNER OCC                 6.875
     122550184                 175750     2/1/2006    1255.1                95          OWNER OCC                  8.25
     122297147               175775.8     2/1/2006    1170.4                80          OWNER OCC                     7
     121747977                 176000    12/1/2005    953.33                80          OWNER OCC                   6.5
     122122041                 176000    12/1/2005    1118.33               80          OWNER OCC                 7.625
     122491535                 176000     2/1/2006    1169.67               80          OWNER OCC                 7.975
     122339909               176000.9     1/1/2006    937.88                80          OWNER OCC                  5.75
     121732548              176077.62    10/1/2005    1388.53             86.1          OWNER OCC                  8.75
     122143962               176348.1     2/1/2006    1797.52           59.394          OWNER OCC                11.875
     122332650              176551.55     1/1/2006    1160.79            50.55          OWNER OCC                 6.875
     122592916              176668.79     2/1/2006    1236.21               80          OWNER OCC                   7.5
     121445784              176686.88     8/1/2005    1668.62            43.57          OWNER OCC                   7.5
     122183997                 176720    12/1/2005    1012.46               80          OWNER OCC                 6.875
     122470904                 176800     2/1/2006    1233.92               80          OWNER OCC                 8.375
     122589371                 177000     2/1/2006    1769.72           63.214          OWNER OCC                11.625
     121890858                 177600    10/1/2005     832.5                80          OWNER OCC                 5.625
     122274554                 177600     1/1/2006    1054.5                80          OWNER OCC                 7.125
     121749036              177976.87    11/1/2005    1084.58               70          OWNER OCC                 6.125
     122074989              178347.04    10/1/2005    1059.25               80          OWNER OCC                 7.125
     122553841                 178400     2/1/2006    1245.08               80          OWNER OCC                 8.375
     122558555              178440.97     2/1/2006    1174.66               85          OWNER OCC                   7.5
     122159102               178917.4     2/1/2006    1059.44               90          OWNER OCC                 5.875
     122625447              179174.44     2/1/2006    1506.81           39.972          OWNER OCC                 5.875
     121732524              179551.84    10/1/2005    1374.49            75.63          OWNER OCC                 8.425
     122589634              179701.79     2/1/2006    1446.71              100          OWNER OCC                     9
     122173898              179702.23    12/1/2005    1415.35               90          NON-OWNER                  8.75
     122033632              179765.33    11/1/2005    1336.49               90          NON-OWNER                 8.125
     122392027              179866.41     2/1/2006    1258.59           51.429          OWNER OCC                   7.5
     122516261              179872.96     2/1/2006    1289.54               90          OWNER OCC                  7.75
     122329169              179893.73     2/1/2006    1400.02               80          OWNER OCC                 8.625
     122298810              179906.68     1/1/2006    1480.82              100          OWNER OCC                  9.25
     122540249              179916.02     2/1/2006    1546.48           68.441          OWNER OCC                  9.75
     122602640              179938.32     2/1/2006    1167.93               80          OWNER OCC                 7.375
     122524330              179945.56     2/1/2006    1816.94           78.261          OWNER OCC                 11.75
     121958367                 180000    11/1/2005     1050                 80          OWNER OCC                     7
     122331300                 180000     1/1/2006    1012.5            55.385          OWNER OCC                  6.75
     122533608                 180000     2/1/2006    1237.5                90          OWNER OCC                  8.25
     122569424                 180000     2/1/2006    1251.56            88.67          OWNER OCC                     8
     122571699                 180000     2/1/2006    1579.63               90          NON-OWNER                    10
     122616781                 180000     2/1/2006    1428.94               90          OWNER OCC                  8.85
     122076638              180517.07    12/1/2005    1233.37               80          OWNER OCC                  7.25
     122497242                 180800     2/1/2006    1205.33               80          OWNER OCC                     8
     122076826                 181120     2/1/2006    1245.2                80          OWNER OCC                  8.25
     122340231                 181235     2/1/2006    1094.96               80          OWNER OCC                  7.25
     121636592                 181500    10/1/2005    1134.38           94.531          OWNER OCC                   7.5
     122024423                 181588    11/1/2005    889.08                80          OWNER OCC                 5.875
     121748019                 181600    11/1/2005    832.33                80          OWNER OCC                   5.5
     122563176                 181800     2/1/2006    1495.62               90          NON-OWNER                  9.25
     122357958              181936.85     2/1/2006    1750.44               70          OWNER OCC                11.125
     122052033              182155.38     2/1/2006    1944.56           63.931          OWNER OCC                  12.5
     122212234              182319.94    12/1/2005    1101.52               80          OWNER OCC                  7.25
     121747714                 182400    11/1/2005      988                 95          OWNER OCC                   6.5
     122464556                 182400     2/1/2006     1197                 80          OWNER OCC                 7.875
     122345970                 182648     2/1/2006    1179.6                80          OWNER OCC                  7.75
     122021218               182682.6    12/1/2005    1810.25           41.264          OWNER OCC                  11.5
     122606576                 182750     2/1/2006    1309.24               85          OWNER OCC                  7.75
     122443775              182900.04     2/1/2006    1472.46               75          OWNER OCC                     9
     122298679                 183000    12/1/2005    1258.13           83.945          OWNER OCC                  8.25
     121732584                 183100    10/1/2005    1144.38            76.29          OWNER OCC                   7.5
     121976999                 183200    11/1/2005    1011.42               80          OWNER OCC                 6.625
     122467700                 183200     1/1/2006    1240.42               80          OWNER OCC                 8.125
     122488911                 183200     2/1/2006    1202.25               80          OWNER OCC                 7.875
     122257594              183201.79     1/1/2006    1157.95               80          OWNER OCC                   6.5
     122263762                 183300     2/1/2006    1850.25           69.962          OWNER OCC                 11.75
     122240121              183449.51     1/1/2006    1169.17               80          OWNER OCC                 7.625
     122504111              183473.78     2/1/2006    1331.86               85          OWNER OCC                  7.88
     121748026              183530.28    11/1/2005    1058.75               80          NON-OWNER                 6.875
     121740531                 183750     9/1/2005    941.72                75          OWNER OCC                  6.15
     122561404              183845.42     2/1/2006    1208.75               80          OWNER OCC                 6.875
     121936843                 184000    11/1/2005    1054.17               80          OWNER OCC                 6.875
     121967866                 184000    12/1/2005    1207.5                80          OWNER OCC                 7.875
     122012941                 184000    11/1/2005    1111.67               80          OWNER OCC                  7.25
     122058828                 184000    11/1/2005     977.5                80          OWNER OCC                 6.375
     122560383                 184000     2/1/2006    1334.13               80          OWNER OCC                 7.875
     122566692                 184000     2/1/2006    1244.98               80          OWNER OCC                  7.75
     122575283                 184000     2/1/2006    1366.19               80          OWNER OCC                 8.125
     122391469              184001.75     1/1/2006    1224.16               80          OWNER OCC                     7
     122137711              184338.26     2/1/2006    1418.26               85          OWNER OCC                   8.5
     121747752                 184500     9/1/2005    1153.13               90          NON-OWNER                   7.5
     122550955                 184500     2/1/2006    1370.13               90          OWNER OCC                 8.625
     121747654              184703.24    12/1/2005    1246.38              100          OWNER OCC                 7.125
     121749011              184853.27     9/1/2005     1345                 70          OWNER OCC                 7.875
     122249363              184896.29     1/1/2006    1471.94              100          OWNER OCC                 8.875
     122235669              184913.69     1/1/2006    1589.44              100          OWNER OCC                  9.75
     121982068                 185400    12/1/2005    1197.38               90          OWNER OCC                  7.75
     122078331              185469.99    11/1/2005    1411.45              100          OWNER OCC                 8.375
     121732507                 185600    10/1/2005    1229.6                80          OWNER OCC                  7.95
     122123697                 185600     1/1/2006    1121.33               80          OWNER OCC                  7.25
     122645210                 185600     2/1/2006    1297.75               80          OWNER OCC                   7.5
     122386950                 186000     2/1/2006    1232.25           79.828          OWNER OCC                  7.95
     122349525                 186150     2/1/2006    1548.3                85          OWNER OCC                 9.375
     122331960              186342.61     2/1/2006    1261.22               80          OWNER OCC                  7.75
     121732497              186505.62    10/1/2005    1395.03            62.33          OWNER OCC                 8.175
     121748226              186661.75    11/1/2005    1181.97              100          OWNER OCC                   6.5
     122260152                 187000     1/1/2006    1149.27           71.923          OWNER OCC                 7.375
     121983663                 187120    11/1/2005    1364.42           79.659          OWNER OCC                  8.75
     122518098              187160.08    12/1/2005    1185.13               75          OWNER OCC                   6.5
     122526750                 187200     2/1/2006    1357.33               80          OWNER OCC                 7.875
     122321138              187353.72     1/1/2006    1279.09               75          NON-OWNER                  7.25
     121747852               187387.9    11/1/2005    1082.23               80          OWNER OCC                 5.625
     122372789                 187600     2/1/2006    1893.65               70          OWNER OCC                 11.75
     122552472              187636.51     2/1/2006    1281.01               80          OWNER OCC                  7.25
     122563613                 187872     2/1/2006    1174.2                80          OWNER OCC                   7.5
     122107260                 187920    12/1/2005    1096.2                80          OWNER OCC                     7
     122529650                 187920     2/1/2006    1389.83               80          OWNER OCC                 8.875
     122308169              187959.46     1/1/2006    1351.25               80          OWNER OCC                 8.625
     122322758              187995.46     1/1/2006    1057.5                80          OWNER OCC                  6.75
     121917659                 188000    11/1/2005    900.83                80          OWNER OCC                  5.75
     122134260                 188000    12/1/2005    1194.58               80          OWNER OCC                 7.625
     122462483                 188000     2/1/2006    1057.5                80          OWNER OCC                  6.75
     122486111                 188000     2/1/2006    1428.94           91.707          OWNER OCC                 8.375
     122525652                 188000     2/1/2006    1018.33               80          OWNER OCC                   6.5
     122581583                 188000     2/1/2006    1331.67               80          OWNER OCC                   8.5
     122617509                 188000     2/1/2006    1237.17               80          OWNER OCC                   7.5
     122164137              188566.82     1/1/2006    1351.87            75.48          NON-OWNER                  7.75
     122300837              188937.91     1/1/2006    1853.65           69.742          OWNER OCC                11.375
     122436787              188947.41     2/1/2006    1962.28           66.316          OWNER OCC                12.125
     122010614                 189000     2/1/2006    1358.44           82.174          OWNER OCC                 8.625
     122429481                 189000     2/1/2006    1257.42           74.118          OWNER OCC                     7
     122548299                 189000     2/1/2006    1606.48               90          OWNER OCC                 9.625
     121745852                 189388    12/1/2005    1124.49               80          OWNER OCC                 7.125
     122573116                 189600     2/1/2006    1212.82               80          OWNER OCC                  7.25
     122395162              189884.89     2/1/2006    1460.94           79.167          NON-OWNER                   8.5
     121727477                 190000     7/1/2005    969.79                50          OWNER OCC                 6.125
     122039895                 190000    11/1/2005    1029.17           73.077          OWNER OCC                   6.5
     122336956                 190012     2/1/2006    1266.75               80          OWNER OCC                     8
     122440720                 190400     2/1/2006     1190                 80          OWNER OCC                   7.5
     122523797                 190620     2/1/2006    1568.18               90          OWNER OCC                  9.25
     121745814              190715.34    11/1/2005    1256.05               80          OWNER OCC                 6.875
     122496754                 191250     2/1/2006    1420.03           83.152          OWNER OCC                 8.125
     122529407                 191250     2/1/2006    1713.79           79.688          OWNER OCC                 10.25
     122618143               191936.5     2/1/2006    1263.5                80          OWNER OCC                   7.5
     122129013                 192000    12/1/2005     1200                 80          OWNER OCC                   7.5
     122130447              193106.75    11/1/2005    1418.49               90          NON-OWNER                  7.99
     122514925              193145.17     2/1/2006    1505.02               90          OWNER OCC                 8.625
     122577681                 193410     2/1/2006    1573.65               90          NON-OWNER                 9.125
     121732578              193450.14     8/1/2005    1435.13               90          OWNER OCC                   8.9
     122594406                 193500     2/1/2006    1370.63           84.868          OWNER OCC                   8.5
     122091155                 193600    11/1/2005    1431.83               80          OWNER OCC                 8.875
     122377656                 193600     2/1/2006     1331                 80          OWNER OCC                  8.25
     121742714              193673.08    12/1/2005    1274.45             74.9          OWNER OCC                 6.875
     121534285              194210.47    10/1/2005     1053                 80          OWNER OCC                   6.5
     122245776                 194650     1/1/2006    1317.94               85          OWNER OCC                 8.125
     121732544              194673.31    10/1/2005    1562.01            92.86          OWNER OCC                  8.95
     122486899              194709.43     2/1/2006    1532.1                95          OWNER OCC                  8.75
     122265980                 194773     2/1/2006    1446.42               80          OWNER OCC                 8.625
     121859181              194870.55    10/1/2005    1588.95               90          NON-OWNER                 9.125
     122495709              194881.87     2/1/2006    1499.38               75          OWNER OCC                   8.5
     122220674                 195000     2/1/2006    1551.51           50.781          OWNER OCC                 8.875
     122566203                 195000     2/1/2006    1482.14           91.981          OWNER OCC                 8.375
     122570804                 195000     2/1/2006    1551.51              100          OWNER OCC                 8.875
     122199809                 195160    12/1/2005    1118.1                82          OWNER OCC                 6.875
     122115488              195195.02    12/1/2005    1118.33               80          OWNER OCC                 6.875
     122569027              195827.07     2/1/2006    1255.01           81.667          OWNER OCC                 6.625
     122186319                 195925    12/1/2005    1204.58               80          OWNER OCC                 7.375
     122338471              195999.97     1/1/2006    1245.42               80          OWNER OCC                 7.625
     121598608                 196000    12/1/2005    1061.67               80          OWNER OCC                   6.5
     121772511                 196000    10/1/2005    1163.75               80          OWNER OCC                 7.125
     121956841                 196000    10/1/2005    1347.5            89.131          OWNER OCC                  8.25
     122064563                 196000    11/1/2005    1327.08               80          OWNER OCC                 8.125
     122352237                 196000     2/1/2006    1265.83               80          OWNER OCC                  7.75
     122535508                 196000     2/1/2006    1204.58               80          OWNER OCC                 7.375
     122599965                 196000     2/1/2006    1245.42               80          OWNER OCC                 7.625
     121727560                 196500     8/1/2005    921.09                75          OWNER OCC                 5.625
     122667814              196567.28    11/1/2005    1527.19               80          OWNER OCC                   8.6
     122593423                 196800     2/1/2006     1107                 80          OWNER OCC                  6.75
     122117220              196839.89    12/1/2005    1284.22               90          NON-OWNER                  6.75
     122543742                 197100     2/1/2006    1657.32               90          NON-OWNER                   9.5
     122460366                 197200     1/1/2006    1273.58               80          OWNER OCC                  7.75
     122465776                 197200     2/1/2006    1498.86               85          OWNER OCC                 8.375
     122594326                 197200     2/1/2006    1533.8                85          OWNER OCC                 8.625
     121747851              197346.86    11/1/2005    1124.22               55          OWNER OCC                   5.5
     121804502              197391.77    10/1/2005    1367.54               90          NON-OWNER                 7.375
     122107914              197672.53    11/1/2005    1247.74           58.853          OWNER OCC                 6.375
     122108483              197788.47    12/1/2005    1610.99               90          NON-OWNER                 9.125
     122016277              197803.09    10/1/2005    1384.53               80          OWNER OCC                  7.48
     122456042              197883.11     2/1/2006    1540.02               90          OWNER OCC                 8.625
     122006975                 198000    11/1/2005    1278.75               90          OWNER OCC                  7.75
     122558261                 198000     2/1/2006    1701.13               90          NON-OWNER                  9.75
     122315395              198014.53     2/1/2006    1567.65               75          OWNER OCC                 8.375
     122541645                 198100     2/1/2006    1830.64               70          OWNER OCC                10.625
     122161547                 198400    12/1/2005    1281.33               80          OWNER OCC                  7.75
     122570437                 198900     2/1/2006    1708.86               90          NON-OWNER                  9.75
     121935722              199069.41     9/1/2005    1251.01           74.074          OWNER OCC                   6.4
     122617900                 199200     2/1/2006    1120.5                80          OWNER OCC                  6.75
     121484355              199221.55     8/1/2005    1502.53              100          OWNER OCC                  8.25
     121583546              199270.87    10/1/2005    1264.14           56.335          OWNER OCC                   6.5
     122499992               199327.8     2/1/2006    1297.2             39.97          OWNER OCC                  6.75
     121362007              199469.79     8/1/2005    1792.2              48.1          OWNER OCC                 10.25
     121732477              199487.05     9/1/2005    1663.5              88.5          OWNER OCC                 9.375
     121748131                 199500    10/1/2005    1122.19               95          OWNER OCC                  6.75
     122607233              199814.76     2/1/2006    1247.74           61.538          OWNER OCC                 6.375
     122558575              199819.19     2/1/2006    1264.14           41.885          OWNER OCC                   6.5
     122467847               199827.8     2/1/2006    1297.2             52.33          OWNER OCC                  6.75
     122515748              199862.36     2/1/2006    1450.14               80          OWNER OCC                 7.875
     122464838              199893.56     1/1/2006    1627.27           51.948          NON-OWNER                 9.125
     122368546              199908.33     2/1/2006    1792.2            83.682          OWNER OCC                 10.25
     122221326                 199920     1/1/2006    1332.8                80          OWNER OCC                     8
     121732978                 200000    10/1/2005    1183.33            93.02          OWNER OCC                   7.1
     121745833                 200000    12/1/2005     1250                 80          OWNER OCC                   7.5
     121875456                 200000    11/1/2005    1083.33               80          OWNER OCC                   6.5
     122123411                 200000    12/1/2005    1312.5                80          OWNER OCC                 7.875
     122368782                 200000     2/1/2006    1395.83               80          OWNER OCC                 8.375
     122437567                 200000     1/1/2006    1145.83               80          OWNER OCC                 6.875
     122439837                 200000     2/1/2006    1229.17               80          OWNER OCC                 7.375
     122462212                 200000     2/1/2006    1398.43           76.923          OWNER OCC                   7.5
     122487519                 200000     2/1/2006    1347.44           57.971          OWNER OCC                 7.125
     122489625                 200000     2/1/2006    1313.86            34.83          OWNER OCC                 6.875
     122573180                 200000     2/1/2006    1450.14               80          OWNER OCC                 7.875
     122387674                 200361     2/1/2006    1832.78           65.692          OWNER OCC                  10.5
     121747770                 200800    10/1/2005    941.25                80          OWNER OCC                 5.625
     121749035              201279.44    11/1/2005    1194.31            56.87          OWNER OCC                 5.875
     121836184              201756.14     9/1/2005    1415.43               90          NON-OWNER                   7.5
     122359039              201838.47     2/1/2006    1360.91           93.953          OWNER OCC                 7.125
     122652261              202271.64     2/1/2006    992.78                80          OWNER OCC                 5.125
     122015359              202273.82    11/1/2005    1611.18               90          NON-OWNER                 8.875
     122087839              202289.23    12/1/2005    1665.92               90          NON-OWNER                  9.25
     122607016              202465.45     2/1/2006    1679.86               90          OWNER OCC                  9.75
     121947788                 202500    10/1/2005    1117.97               90          OWNER OCC                 6.625
     122224051                 202500     2/1/2006    1330.28               90          OWNER OCC                 6.875
     122451788                 202500     2/1/2006    1539.15               90          OWNER OCC                 8.375
     122176827                 203000     2/1/2006    1283.1            67.667          OWNER OCC                   6.5
     122485394                 203000     2/1/2006    1762.75               70          OWNER OCC                 9.875
     122581727                 203280     2/1/2006    1491.6                80          OWNER OCC                     8
     122278900              203282.98     1/1/2006    1600.15           77.634          NON-OWNER                  8.75
     122489798                 203425     2/1/2006    1252.52               80          OWNER OCC                  6.25
     121732580              203535.01    10/1/2005    1619.47            74.18          OWNER OCC                  8.85
     122447695              203941.56     2/1/2006    1418.44               80          OWNER OCC                     8
     122074886              203966.81    10/1/2005    1260.68               75          OWNER OCC                  6.25
     121748029                 204000    11/1/2005    1188.3                80          OWNER OCC                  6.99
     121822009                 204000    12/1/2005    1211.25               80          OWNER OCC                 7.125
     122169596                 204000    12/1/2005    1338.75               80          OWNER OCC                 7.875
     122361290                 204000     1/1/2006    1338.75               80          OWNER OCC                 7.875
     122387671                 204000     1/1/2006     1360                 80          OWNER OCC                     8
     122515430                 204000     2/1/2006    1550.55               80          OWNER OCC                 8.375
     122546865                 204000     2/1/2006    1211.25               80          OWNER OCC                 7.125
     122464481              204564.14     2/1/2006    1834.77               75          NON-OWNER                 10.25
     122558336              204888.02     2/1/2006    1649.48              100          OWNER OCC                     9
     121747765                 205000    10/1/2005    960.94             64.06          OWNER OCC                 5.625
     121745837              205596.04    12/1/2005    1263.58               80          OWNER OCC                 7.375
     122565144                 205700     2/1/2006    1545.36               85          OWNER OCC                  8.25
     122616790              205888.75     1/1/2006    1665.69           74.909          OWNER OCC                 9.055
     122559595                 206000     2/1/2006    1266.04               80          OWNER OCC                 7.375
     122559636                 206000     2/1/2006    1639.03           69.831          OWNER OCC                 8.875
     122535659               206165.8     2/1/2006    1867.4                75          OWNER OCC                10.375
     122252485              206292.77     2/1/2006     1698                 80          OWNER OCC                  9.25
     122307258              206390.83     8/1/2005    1246.26               80          NON-OWNER                     6
     122474728                 206400     2/1/2006     1204                 80          OWNER OCC                     7
     122061314              206682.45    12/1/2005    1426.17               90          NON-OWNER                  7.35
     122651224              206767.61     2/1/2006    1500.24               90          OWNER OCC                 7.875
     122541774                 206800     2/1/2006    1499.44           73.857          OWNER OCC                 7.875
     122429553                 206824     2/1/2006    1400.37               80          OWNER OCC                 8.125
     122271976                 207000     2/1/2006    1555.12               90          OWNER OCC                  8.25
     122586945                 207200     2/1/2006    1593.19           75.345          OWNER OCC                   8.5
     122524464              207825.26     2/1/2006    1366.41           77.037          OWNER OCC                 6.875
     122283131              207853.65     2/1/2006    1387.51               80          OWNER OCC                 7.625
     122293947                 207920    12/1/2005    1256.18               80          OWNER OCC                  7.25
     122007001                 208000    11/1/2005     1495                 80          OWNER OCC                 8.625
     122248991                 208000    12/1/2005    1538.33               80          OWNER OCC                 8.875
     122369040                 208000     1/1/2006    1191.67           74.286          OWNER OCC                 6.875
     122575057                 208000     2/1/2006    1256.67               80          OWNER OCC                  7.25
     122577217                 208000     2/1/2006    1806.17               65          OWNER OCC                 9.875
     122464487              208123.84     2/1/2006    1601.26               85          OWNER OCC                   8.5
     122351031              208414.89     2/1/2006    1887.77               75          OWNER OCC                10.375
     122541403              208492.13     2/1/2006    1459.4                80          OWNER OCC                   7.5
     122102474              208642.07    12/1/2005    1858.31           35.767          OWNER OCC                  6.75
     121798759                 208800    10/1/2005    1348.5                80          OWNER OCC                  7.75
     122148070                 209000     1/1/2006    1175.63               95          OWNER OCC                  6.75
     122332402                 209000     1/1/2006    1197.4            72.069          OWNER OCC                 6.875
     122074879              209219.55    10/1/2005    1313.56           84.677          OWNER OCC                   6.4
     121888628                 209360     1/1/2006    1243.08               80          OWNER OCC                 7.125
     122436438                 209500     1/1/2006    1331.2            79.992          OWNER OCC                 7.625
     122169564              209595.76    12/1/2005    1744.18               90          NON-OWNER                 9.375
     122273716                 209600     1/1/2006    1353.67               80          OWNER OCC                  7.75
     122456433                 209600     2/1/2006    1375.5                80          OWNER OCC                 7.875
     122127843              209695.05    12/1/2005    1486.37               50          NON-OWNER                 7.625
     122365207                 209700     2/1/2006    1266.94               90          OWNER OCC                  7.25
     121727657              209988.98     9/1/2005    1028.13               75          OWNER OCC                 5.875
     121951228                 210000     1/1/2006    1203.13           66.038          OWNER OCC                 6.875
     122240583                 210000    11/1/2005    1115.63           68.404          NON-OWNER                 6.375
     122473174                 210000     2/1/2006    1440.49           49.412          OWNER OCC                 7.875
     122603471              210214.37     2/1/2006    1347.21               80          OWNER OCC                 6.625
     122446640                 210320     2/1/2006    635.34                80          OWNER OCC                 3.625
     122052994                 210344    11/1/2005    1358.47               80          OWNER OCC                  7.75
     121747645                 210700    11/1/2005    1119.34            74.98          OWNER OCC                 6.375
     122440791                 210800     2/1/2006    1492.03               80          OWNER OCC                 7.625
     121756615              210975.35     9/1/2005    1272.68               85          OWNER OCC                  5.99
     122471299                 211000     2/1/2006    1252.81           79.985          OWNER OCC                 7.125
     122476692                 211000     2/1/2006    1274.79           53.283          OWNER OCC                  7.25
     122541040                 211000     2/1/2006    1475.34           78.148          OWNER OCC                   7.5
     122508597                 211200     2/1/2006     1276                 80          OWNER OCC                  7.25
     122272342                 211500     1/1/2006    1432.03           84.263          OWNER OCC                 8.125
     122667818                 211500    11/1/2005    1224.94               90          OWNER OCC                  6.95
     122595247                 211700     2/1/2006    1323.13           79.966          OWNER OCC                   7.5
     121732554              211723.33    10/1/2005    1624.51            53.87          OWNER OCC                  8.45
     122603669               211854.1     2/1/2006    1537.15               80          OWNER OCC                 7.875
     122145947                 211920    12/1/2005    1214.13               80          OWNER OCC                 6.875
     121748142                 212000     9/1/2005     1060                 80          OWNER OCC                     6
     122472061                 212000     2/1/2006    1369.17               80          OWNER OCC                  7.75
     122478585                 212000     2/1/2006    1192.5                80          OWNER OCC                  6.75
     122552044                 212000     2/1/2006    1630.1                80          OWNER OCC                   8.5
     122562575                 212000     2/1/2006    1037.92               80          OWNER OCC                 5.875
     122274157              212389.83     2/1/2006    1748.19               85          OWNER OCC                  9.25
     122548536              212392.69     2/1/2006    1767.47           83.992          OWNER OCC                 9.375
     122261131                 212700     1/1/2006    1528.78           79.997          OWNER OCC                 8.625
     122574195                 212787     2/1/2006    1219.09               80          OWNER OCC                 6.875
     122395885                 212800     2/1/2006    1529.5                80          OWNER OCC                 8.625
     122020649              212822.15    11/1/2005    1491.42               90          NON-OWNER                   7.5
     122636913                 212850     2/1/2006    1655.53               90          OWNER OCC                 8.625
     121745802              213208.76    12/1/2005    1565.49               85          OWNER OCC                     8
     122537849              213270.06     2/1/2006    1729.94              100          OWNER OCC                     9
     122318634              213412.77     1/1/2006    1288.17           88.589          OWNER OCC                  6.75
     122209412              213425.37     1/1/2006    1457.08               80          OWNER OCC                  7.25
     122374767                 213813     2/1/2006    1531.79               80          OWNER OCC                  7.75
     122442333                 214000     2/1/2006    1720.35           75.088          OWNER OCC                  8.99
     121802263              214095.64    10/1/2005    1254.68           46.739          OWNER OCC                  5.75
     122481092                 214400     2/1/2006    1480.81               80          OWNER OCC                 7.375
     122504202                 214400     2/1/2006    1293.6                80          OWNER OCC                  6.75
     122540840              214859.36     2/1/2006    1596.37           74.783          OWNER OCC                 8.125
     122276039              214888.09     2/1/2006    1886.78           43.878          OWNER OCC                    10
     122545001                 214912     2/1/2006    1393.92               80          OWNER OCC                  6.75
     122509154              214999.99     2/1/2006    1710.64              100          OWNER OCC                 8.875
     122536652                 215000     2/1/2006    1615.22           64.371          OWNER OCC                  8.25
     122651967                 215000     2/1/2006    1827.48           44.885          OWNER OCC                 9.625
     121745857               215608.4    12/1/2005    1365.27               80          OWNER OCC                   6.5
     121745844              215636.02    12/1/2005    1418.97            52.68          OWNER OCC                 6.875
     122563588                 215650     2/1/2006    1526.36               95          OWNER OCC                 7.625
     122107286              215750.55    12/1/2005    1699.27               90          NON-OWNER                  8.75
     122497506                 215800     2/1/2006    1596.02               80          OWNER OCC                 8.875
     122455635              215872.47     2/1/2006    1680.03               90          OWNER OCC                 8.625
     122464314              215909.42     1/1/2006    1935.58              100          OWNER OCC                 10.25
     122273362              215942.97     1/1/2006    1462.5                80          OWNER OCC                 8.125
     121744645                 216000    12/1/2005    1147.5                80          OWNER OCC                 6.375
     121748102                 216000    12/1/2005    1372.5             87.45          OWNER OCC                 7.625
     122040524                 216000    11/1/2005     967.5                80          OWNER OCC                 5.375
     122503377                 216000     2/1/2006    1680.03               90          OWNER OCC                 8.625
     122578031                 216000     2/1/2006    1622.74               80          OWNER OCC                  8.25
     122578491                 216000     2/1/2006    1624.69               90          OWNER OCC                  8.75
     122582417                 216000     2/1/2006    1528.83               80          NON-OWNER                 7.625
     121732508              216423.48    10/1/2005    1607.43            60.62          OWNER OCC                   8.1
     122564737                 216800     2/1/2006    1647.84               80          OWNER OCC                 8.375
     121747631                 216900    11/1/2005    1220.06               90          OWNER OCC                  6.75
     122488892                 217000     2/1/2006    1371.59               70          OWNER OCC                   6.5
     122306863              217350.31     2/1/2006    1577.03               75          OWNER OCC                 7.875
     121749709                 217600    12/1/2005    1586.67               80          OWNER OCC                  8.75
     121724987              217804.69     3/1/2005    1434.24            78.57          OWNER OCC                   6.8
     122541173              217892.76     2/1/2006    1833.07           64.118          OWNER OCC                   9.5
     122096910                 218000    11/1/2005    1088.18           50.698          OWNER OCC                  5.99
     122159424                 218000     1/1/2006    1317.08           64.497          OWNER OCC                  7.25
     122341895                 218000     2/1/2006    1385.21           72.667          OWNER OCC                 7.625
     121747789                 218250    12/1/2005    1477.73               90          NON-OWNER                 8.125
     122435487              218324.22     2/1/2006    2100.53               70          OWNER OCC                11.125
     122086617                 218400     2/1/2006    1437.23               80          OWNER OCC                   7.5
     122475207              218430.17     2/1/2006    2163.79           63.333          OWNER OCC                  11.5
     121749072              218502.18     1/1/2006    1292.51            66.21          OWNER OCC                 5.875
     122430697              218807.89     2/1/2006    1711.14           83.019          NON-OWNER                 8.625
     121745812                 219000    12/1/2005    1323.13            34.49          OWNER OCC                  7.25
     122222723                 219000     1/1/2006    1163.44           57.031          OWNER OCC                 6.375
     122545727              219060.22     2/1/2006    1646.78               80          OWNER OCC                  8.25
     122443903                 219200     2/1/2006    1255.83               80          OWNER OCC                 6.875
     122568184                 219200     2/1/2006     1370             79.709          OWNER OCC                   7.5
     122567889                 219500     2/1/2006    1906.03           36.583          OWNER OCC                 9.875
     121745822              219620.09    12/1/2005    1426.92               80          OWNER OCC                  6.75
     121748433              219720.41    11/1/2005    1652.79            78.57          OWNER OCC                  8.25
     122667822              219813.65    12/1/2005    1430.57               80          OWNER OCC                 6.775
     122599908              219840.77     2/1/2006    1557.15               80          OWNER OCC                 7.625
     122579777              219844.72     2/1/2006    1576.11           62.857          OWNER OCC                  7.75
     122508265              219876.66     2/1/2006    1750.42           37.607          OWNER OCC                 8.875
     122503918               219887.5     2/1/2006    1237.5                80          OWNER OCC                  6.75
     121747637              219995.46    11/1/2005     1375                100          OWNER OCC                   7.5
     121911197                 220000    11/1/2005    1512.5                80          OWNER OCC                  8.25
     122156107                 220000    12/1/2005    1260.42               80          OWNER OCC                 6.875
     122321643                 220000     1/1/2006    1191.67               80          OWNER OCC                   6.5
     122359129                 220000     1/1/2006    1283.33               80          OWNER OCC                     7
     122468707                 220000     2/1/2006    1595.15           51.163          OWNER OCC                 7.875
     122584816                 220000     2/1/2006    1890.14           74.324          OWNER OCC                  9.75
     122607685                 220000     2/1/2006    1352.08               80          OWNER OCC                 7.375
     121891688              220049.35    10/1/2005    1834.01           89.845          NON-OWNER                 9.375
     121749055              220382.66    11/1/2005    1378.75               85          OWNER OCC                 6.375
     121740513                 220500     9/1/2005    1378.13               90          OWNER OCC                   7.5
     122360904                 221000     2/1/2006    1451.81               85          NON-OWNER                 6.875
     122504465                 221000     2/1/2006    1640.92           88.755          OWNER OCC                 8.125
     122595378                 221250    12/1/2005    1198.44               75          OWNER OCC                   6.5
     122160673                 221600    12/1/2005    1200.33               80          OWNER OCC                   6.5
     122383005              221945.03     2/1/2006    1627.47           75.254          OWNER OCC                   8.5
     122383721                 222000     2/1/2006    1766.33           63.429          OWNER OCC                 8.875
     122229582              222043.26    12/1/2005    1748.84               90          NON-OWNER                  8.75
     121749089              222108.61     1/1/2006    1441.83               90          OWNER OCC                  6.75
     122290277                 222400     2/1/2006    1621.67               80          OWNER OCC                  8.75
     122278442                 223120     1/1/2006    1557.19               80          OWNER OCC                 8.375
     122441765              223142.67     2/1/2006    1615.08               90          OWNER OCC                 8.375
     121723167              223199.75     8/1/2005    1139.25               80          OWNER OCC                 6.125
     122572297                 223200     2/1/2006    1346.69               80          OWNER OCC                  6.75
     122622072               223353.8     2/1/2006    1659.48           82.778          OWNER OCC                 8.125
     122477192              223696.87     2/1/2006    1604.76           75.932          OWNER OCC                  7.75
     122315766              223825.26     1/1/2006    1528.07               80          OWNER OCC                  7.25
     122531283              223829.56     2/1/2006    1547.11           78.596          OWNER OCC                 7.375
     122522437               223864.3     2/1/2006    1722.37               80          OWNER OCC                   8.5
     122349258              223874.43     2/1/2006    1782.24               80          OWNER OCC                 8.875
     122002936                 223920    11/1/2005    1446.15               90          OWNER OCC                  7.75
     122337601                 223920     2/1/2006    1492.8                80          OWNER OCC                     8
     122283815                 224000     1/1/2006     1330                 80          OWNER OCC                 7.125
     122520240                 224000     2/1/2006     1470                 80          OWNER OCC                 7.875
     122532179                 224000     2/1/2006    1782.24               70          OWNER OCC                 8.875
     122020139              224037.73     1/1/2006    1586.87               95          OWNER OCC                 7.625
     122547954                 224200     2/1/2006    1656.4                95          OWNER OCC                 8.575
     121695734              224280.63     9/1/2005    1611.93               90          NON-OWNER                  7.75
     122565603               224704.9     2/1/2006    1336.18               80          OWNER OCC                 6.625
     122567883              224892.21     2/1/2006    1912.48               90          OWNER OCC                 9.625
     121805581                 225000    10/1/2005    1453.13               90          OWNER OCC                  7.75
     121986251                 225000    11/1/2005    1453.13               90          OWNER OCC                  7.75
     122086682                 225000    12/1/2005     1500             89.641          OWNER OCC                     8
     122264988                 225000     1/1/2006    1031.25           79.787          OWNER OCC                   5.5
     122338395                 225000     2/1/2006    1592.54           50.562          OWNER OCC                 7.625
     122391163                 225000     2/1/2006    1617.19           89.641          OWNER OCC                 8.625
     122475706                 225000     2/1/2006    1631.41               60          OWNER OCC                 7.875
     122575116                 225000     2/1/2006    1830.67           60.241          OWNER OCC                 9.125
     122096100                 225500     2/1/2006    2126.22               55          OWNER OCC                10.875
     122263140                 225980     2/1/2006    2098.45           53.297          OWNER OCC                10.685
     122463782                 226500     2/1/2006    1462.81               75          OWNER OCC                  7.75
     122313843              226813.93     2/1/2006    1510.24           74.671          OWNER OCC                     7
     122537233              226986.61     2/1/2006    1436.01               80          OWNER OCC                   6.5
     122206229                 227000     2/1/2006    1489.69            56.75          OWNER OCC                 7.875
     122534684                 227000     2/1/2006    1705.38           87.308          OWNER OCC                  8.25
     122594696              227191.71     2/1/2006    1732.36               80          OWNER OCC                 8.375
     122218615                 227200     1/1/2006     1420                 80          OWNER OCC                   7.5
     122455845              227783.66     2/1/2006    1403.84               80          OWNER OCC                  6.25
     122616788              227854.02     1/1/2006    1709.68               80          OWNER OCC                  8.23
     122010919                 227920    11/1/2005    1187.08               80          OWNER OCC                  6.25
     122088788                 228000    12/1/2005    1092.5                80          OWNER OCC                  5.75
     122186025                 228000     1/1/2006    1518.1            87.692          OWNER OCC                  7.99
     122434650                 228000     2/1/2006    1330.55           77.288          OWNER OCC                  5.75
     122494762                 228000     2/1/2006    1633.42           61.622          OWNER OCC                  7.75
     122557059                 228000     2/1/2006    1377.5                80          OWNER OCC                  7.25
     122560196                 228000     2/1/2006    1401.25               80          OWNER OCC                 7.375
     122225157              228002.13     1/1/2006    1574.74               95          OWNER OCC                 7.375
     121817059                 228500    11/1/2005    1428.13           87.885          OWNER OCC                   7.5
     122485858              228656.61     2/1/2006    2071.12               75          OWNER OCC                10.375
     121747618                 228800    10/1/2005    1167.83               80          OWNER OCC                 6.125
     121748430              228937.27    11/1/2005    1687.99               85          OWNER OCC                 8.025
     121749044              228973.93    11/1/2005    1451.23               80          OWNER OCC                   6.5
     122230971                 228980    12/1/2005    1335.72               70          OWNER OCC                     7
     122569079                 229050     2/1/2006    1905.12               90          NON-OWNER                 9.375
     122318196               229097.8     1/1/2006    1503.95               80          OWNER OCC                 7.875
     121956299                 229500    11/1/2005    1338.75               90          OWNER OCC                     7
     122645115                 229500     2/1/2006    1682.45               90          OWNER OCC                   8.5
     122171740                 229600     1/1/2006    1219.75               80          OWNER OCC                 6.375
     122241358               229811.1     2/1/2006    1528.65           73.016          OWNER OCC                  6.99
     122545167              229860.67     2/1/2006    1768.5               100          OWNER OCC                   8.5
     122350963              229880.77     2/1/2006    1892.15              100          OWNER OCC                  9.25
     121905529                 229900    10/1/2005    1556.61               95          OWNER OCC                 8.125
     122074912                 229900    10/1/2005    1178.75           63.014          OWNER OCC                  6.15
     122240974                 229900     2/1/2006    1933.12              100          OWNER OCC                   9.5
     122264105                 230000    12/1/2005    1102.08               80          OWNER OCC                  5.75
     122479411                 230400     2/1/2006    1308.07               80          OWNER OCC                  6.25
     122512897                 230400     2/1/2006     1488                 80          OWNER OCC                  7.75
     122075013                 231200    10/1/2005    1464.27               80          OWNER OCC                   7.6
     122150782              231362.44    12/1/2005    1546.13               80          OWNER OCC                     8
     122359866              231493.15     1/1/2006    1847.49               90          NON-OWNER                 8.875
     122571976              231817.46     2/1/2006    1602.37           56.039          OWNER OCC                 7.375
     122456727               231855.8     2/1/2006    1763.37               80          OWNER OCC                 8.375
     122229660                 231920    12/1/2005    1135.44               80          OWNER OCC                 5.875
     122459148                 231995     2/1/2006    1280.81               80          OWNER OCC                 6.625
     122376818                 232000     2/1/2006    1329.17               80          OWNER OCC                 6.875
     122043743                 232800    12/1/2005     1261                 80          OWNER OCC                   6.5
     122517848                 232800     2/1/2006    2086.12               80          OWNER OCC                 10.25
     122593376                 233587     2/1/2006    1362.59               80          OWNER OCC                     7
     122060035                 233600    12/1/2005    1630.33               80          OWNER OCC                 8.375
     121749021              233726.44    11/1/2005    1331.47               70          OWNER OCC                   5.5
     122209366              233736.65    12/1/2005    1861.81               90          NON-OWNER                 8.875
     122485141                 234000     2/1/2006    1799.26               90          OWNER OCC                   8.5
     122564918                 234000     2/1/2006    1840.88               90          OWNER OCC                  8.75
     122509646                 234400     2/1/2006    1611.5                80          OWNER OCC                  8.25
     122532029              234537.51     2/1/2006    1675.37           87.865          OWNER OCC                  8.25
     122359810              234922.47     1/1/2006    1544.57               80          OWNER OCC                 6.875
     122179969                 235037    12/1/2005    1738.29               80          OWNER OCC                 8.875
     121960401                 235200    11/1/2005    1102.5                80          OWNER OCC                 5.625
     122612955              235437.87     2/1/2006    1708.26           79.864          OWNER OCC                 7.875
     122297227               235998.5     1/1/2006    1401.25               80          OWNER OCC                 7.125
     121936507                 236000    12/1/2005    1268.5                80          OWNER OCC                  6.45
     122471000                 236000     2/1/2006    1596.82               80          OWNER OCC                  7.75
     122393661                 236250     2/1/2006    2008.1                75          OWNER OCC                 9.625
     122236470                 236800     1/1/2006    1504.67           75.897          OWNER OCC                 7.625
     122277115               237477.2     1/1/2006    1509.11           91.346          OWNER OCC                 7.625
     121735891                 237500     8/1/2005    1138.02               95          OWNER OCC                  5.75
     122241384                 238000     2/1/2006    1664.13               85          NON-OWNER                   7.5
     121748282              238032.95    10/1/2005    1374.67               80          OWNER OCC                 5.625
     122558638              238402.55     2/1/2006    1439.01               90          OWNER OCC                  6.75
     121749062              238487.78    12/1/2005    1375.82            67.32          OWNER OCC                 5.625
     122333252                 238500     2/1/2006    1729.29               90          OWNER OCC                 7.875
     122619115                 238950     2/1/2006    1468.55           79.997          OWNER OCC                 7.375
     121740582              239016.77    10/1/2005    1540.72               80          OWNER OCC                  6.65
     122393567                 239310     2/1/2006    1904.06               90          OWNER OCC                 8.875
     122667249                 239834     1/1/2006     1570             72.727          OWNER OCC                  7.85
     122517443                 239920     2/1/2006    1374.54               80          OWNER OCC                 6.875
     122529089                 239920     2/1/2006    1749.42               80          OWNER OCC                  8.75
     122594928                 239999     2/1/2006    1824.17               80          OWNER OCC                 8.375
     121747693                 240000    11/1/2005     1050                 80          OWNER OCC                  5.25
     121849355                 240000    11/1/2005     1400                 80          OWNER OCC                     7
     122098303                 240000     2/1/2006     1475                 80          OWNER OCC                 7.375
     122221101                 240000     2/1/2006    1781.99               80          OWNER OCC                 8.125
     122328978                 240000     2/1/2006    1437.38            76.19          OWNER OCC                  5.99
     122392530                 240000     2/1/2006     1500                 80          OWNER OCC                   7.5
     122436335                 240000     2/1/2006     1525                 80          OWNER OCC                 7.625
     122516239                 240000     2/1/2006     1525                 80          OWNER OCC                 7.625
     122518674                 240000     2/1/2006    1623.89               80          OWNER OCC                  7.75
     122632626                 240000     2/1/2006    1929.37           47.059          OWNER OCC                  8.99
     122667250                 240000     1/1/2006     1160                 75          OWNER OCC                   5.8
     122686260                 240000     2/1/2006     1700                 80          OWNER OCC                   8.5
     122275751                 240700     1/1/2006    1379.01           75.336          OWNER OCC                 6.875
     122363581                 240854     2/1/2006    1853.08              100          OWNER OCC                   8.5
     121748047                 243000    12/1/2005    1240.31               75          OWNER OCC                 6.125
     122382794                 243000     2/1/2006    1735.36               90          OWNER OCC                  8.25
     121745826                 243200    11/1/2005    1317.33               80          OWNER OCC                   6.5
     122436425                 243200     2/1/2006     1368                 80          OWNER OCC                  6.75
     122209802              243486.88    11/1/2005    1421.88               75          NON-OWNER                     7
     121958372              243505.56    11/1/2005    1790.39               80          OWNER OCC                     8
     122572461              243902.25     2/1/2006    1538.45               80          OWNER OCC                 7.125
     121456950                 243920     9/1/2005    1245.01               80          OWNER OCC                 6.125
     121738897                 244000    11/1/2005    1296.25               80          OWNER OCC                 6.375
     121900835                 244000    11/1/2005    1474.17               80          OWNER OCC                  7.25
     122086370                 244000    12/1/2005    1575.83               80          OWNER OCC                  7.75
     122155667                 244000    12/1/2005    1169.17               80          OWNER OCC                  5.75
     122622882                 244000     2/1/2006    1582.58               80          OWNER OCC                  6.75
     122667254                 244000     1/1/2006    1616.5                80          OWNER OCC                  7.95
     122063135                 244800    11/1/2005     1428                 80          OWNER OCC                     7
     122504988                 245000     2/1/2006    2104.93           59.756          OWNER OCC                  9.75
     122518258                 245000     2/1/2006    2127.45           64.474          OWNER OCC                 9.875
     122563780                 245000     2/1/2006    1927.42           56.977          OWNER OCC                  8.75
     122436797                 245600     1/1/2006    1586.17               80          OWNER OCC                  7.75
     122477932                 245600     2/1/2006    1662.92               80          OWNER OCC                 8.125
     122515852                 245650     2/1/2006    1954.5                85          OWNER OCC                 8.875
     121748054              245829.36    10/1/2005    1254.86               80          OWNER OCC                 6.125
     122448028              246312.52     2/1/2006    1576.15               80          OWNER OCC                  7.25
     122569651                 246500     2/1/2006    1787.3                85          OWNER OCC                 7.875
     122288299                 246800     1/1/2006    1516.79               80          OWNER OCC                 7.375
     122377442              246971.04     2/1/2006    1542.21               80          OWNER OCC                 6.375
     122061743                 247000     1/1/2006    1492.29           79.985          OWNER OCC                  7.25
     122356463                 247000     1/1/2006    1903.96               95          OWNER OCC                  9.25
     122331033                 247500     1/1/2006    1933.59               90          OWNER OCC                 9.375
     122430178                 247500     2/1/2006    1947.08               90          NON-OWNER                  8.75
     122577033                 247500     2/1/2006    1814.41               90          OWNER OCC                   8.5
     122128925              247592.17    12/1/2005    1343.33               62          OWNER OCC                   6.5
     122390936                 247600     1/1/2006    1547.5                80          OWNER OCC                   7.5
     122344584                 247920     1/1/2006    1652.8                80          OWNER OCC                     8
     121998255                 247987    11/1/2005    1317.43               85          OWNER OCC                 6.375
     122211144                 248000    12/1/2005    1653.33               80          OWNER OCC                     8
     122376586                 248000     2/1/2006    1798.17               80          OWNER OCC                 7.875
     122568481                 248000     2/1/2006    1446.67               80          OWNER OCC                     7
     122575125                 248000     2/1/2006    1654.97               80          OWNER OCC                 7.625
     122610647                 248000     2/1/2006    1841.39               80          OWNER OCC                 8.125
     122564617                 248180     2/1/2006    1499.42               80          OWNER OCC                  7.25
     121374395              248676.61     7/1/2005    1748.04            51.32          OWNER OCC                   7.5
     122383677                 248800     1/1/2006    1347.67               80          OWNER OCC                   6.5
     122280443                 248850     2/1/2006    1546.43               90          OWNER OCC                     7
     122357591                 249000     2/1/2006    1914.59              100          OWNER OCC                   8.5
     121892839              249403.23    10/1/2005    1944.47           28.664          OWNER OCC                 8.625
     122571226              249436.73     2/1/2006    1853.27               80          OWNER OCC                 8.125
     122009301                 249449    11/1/2005    1559.06               80          OWNER OCC                   7.5
     122460556              249599.96     2/1/2006     1612                 80          OWNER OCC                  7.75
     122438814                 249850     2/1/2006    1561.56               95          OWNER OCC                   7.5
     122623833              249866.96     2/1/2006    2034.08           55.556          OWNER OCC                 9.125
     122551243              249877.03     2/1/2006    2102.14               80          OWNER OCC                   9.5
     120394628               249902.7     6/1/2005    1531.18               80          OWNER OCC                 6.125
     121736734              249999.25    10/1/2005    1406.25               80          NON-OWNER                  6.75
     122464435                 250000     2/1/2006    1668.32               80          OWNER OCC                 7.625
     122572985                 250000     2/1/2006    1432.29           66.667          OWNER OCC                 6.875
     122577099                 250000     2/1/2006    2380.81           65.789          OWNER OCC                    11
     122631396                 250150     2/1/2006    1771.9            79.997          OWNER OCC                   8.5
     122361626                 250320     2/1/2006    1793.32               80          OWNER OCC                  7.75
     122639961              250633.01     2/1/2006    2154.33               85          OWNER OCC                  9.75
     121732534              250743.47    10/1/2005    1902.72            76.21          OWNER OCC                 8.325
     122135366              250827.27     1/1/2006    1819.92           83.667          OWNER OCC                 7.875
     121732492               251077.1     8/1/2005    1946.6             81.29          OWNER OCC                  8.55
     122243402              251102.13     1/1/2006    1953.03               90          OWNER OCC                 8.625
     122492277                 251120     2/1/2006    1517.18               80          OWNER OCC                  7.25
     121733303              251353.21    10/1/2005     1239                 80          OWNER OCC                   5.9
     121747797              251575.37    12/1/2005    1655.46               90          OWNER OCC                 6.875
     121747586              251598.77    11/1/2005    1548.75               80          NON-OWNER                 7.375
     122568026                 251600     2/1/2006    1467.67               80          OWNER OCC                     7
     122530211              251798.48     2/1/2006    1697.77           44.602          OWNER OCC                 7.125
     122137154              251843.37     2/1/2006    1915.38               70          OWNER OCC                 8.375
     122372612              251843.37     2/1/2006    1915.38               80          OWNER OCC                 8.375
     122079314              251930.06    12/1/2005    1390.86               90          OWNER OCC                 6.625
     121994116                 252000     1/1/2006    1391.25               80          OWNER OCC                 6.625
     122386255                 252000     2/1/2006    1543.18               80          OWNER OCC                 6.875
     122527556                 252000     2/1/2006     1470                 80          OWNER OCC                     7
     122332142              252002.09     1/1/2006    2005.03               70          OWNER OCC                 8.875
     122616786                 252800     1/1/2006    1950.77               80          OWNER OCC                  9.26
     121730753                 253000    10/1/2005    1649.77            81.35          OWNER OCC                 7.825
     122366183                 253500     2/1/2006    2062.56               65          NON-OWNER                 9.125
     121745815              253978.37    12/1/2005    2068.66               90          OWNER OCC                 9.125
     122305806                 254400     2/1/2006     1590                 80          OWNER OCC                   7.5
     122218374              254758.04     2/1/2006    1570.08           62.195          OWNER OCC                  6.25
     122551623              254945.53     2/1/2006    1966.97           83.607          2ND HOME                      9
     122378298                 255000     2/1/2006    1753.13               75          OWNER OCC                  8.25
     122489024                 255150     2/1/2006    1860.47               90          OWNER OCC                  8.75
     122540464               255424.3     2/1/2006    2148.8                95          OWNER OCC                   9.5
     121835999                 256000    10/1/2005     1520                 80          OWNER OCC                 7.125
     122079337                 256000    12/1/2005    1413.33               80          OWNER OCC                 6.625
     122367986                 256000     2/1/2006    1786.67               80          OWNER OCC                 8.375
     122429018                 256000     2/1/2006    1866.67               80          OWNER OCC                  8.75
     122481123                 256000     2/1/2006    1639.2                80          OWNER OCC                 6.625
     122540862                 256000     2/1/2006     1680                 80          OWNER OCC                 7.875
     122544008                 256000     2/1/2006    1618.09               80          OWNER OCC                   6.5
     122559324                 256000     2/1/2006    1861.33               80          OWNER OCC                 8.725
     121749063               256145.8    12/1/2005    1859.8                90          OWNER OCC                 7.875
     122196466                 256500    12/1/2005    1549.69               95          OWNER OCC                  7.25
     122512435                 256500     2/1/2006    1664.31               90          OWNER OCC                 7.375
     122350053                 256800     1/1/2006    1551.5                80          OWNER OCC                  7.25
     122620371                 256800     2/1/2006    1861.98               80          OWNER OCC                 7.875
     122472738                 257000     2/1/2006    1445.63            59.08          OWNER OCC                  6.75
     121745838                 259000    12/1/2005    1618.75            56.92          OWNER OCC                   7.5
     121736759                 259200    10/1/2005     1485                 80          NON-OWNER                 6.875
     122522422                 259200     2/1/2006     1593                 80          OWNER OCC                 7.375
     122300520                 259250     1/1/2006    1566.3                85          OWNER OCC                  7.25
     122248243              259587.95    12/1/2005    1867.66               80          OWNER OCC                 8.625
     122258677              259821.07     1/1/2006    1885.18           61.466          NON-OWNER                 7.875
     122088202              259825.54     2/1/2006    1907.79           66.667          OWNER OCC                     8
     122349788              259834.21     2/1/2006    1953.29           29.379          NON-OWNER                  8.25
     122515085              259838.39     2/1/2006    1976.19            70.27          OWNER OCC                 8.375
     122301814              259850.41     1/1/2006    2045.42              100          OWNER OCC                  8.75
     122090450                 259920    11/1/2005    1624.5                80          OWNER OCC                   7.5
     121749029               259941.8    11/1/2005    1667.37               80          OWNER OCC                 6.625
     122182920              259999.58     1/1/2006    1489.58               80          OWNER OCC                 6.875
     122174837                 260000     1/1/2006    1516.67               80          OWNER OCC                     7
     122363075                 260000     2/1/2006    1462.5                80          OWNER OCC                  6.75
     122439295                 260000     2/1/2006    1615.72               80          OWNER OCC                     7
     122463853                 260000     2/1/2006    1489.58           66.667          OWNER OCC                 6.875
     122545022                 260000     2/1/2006    1679.17           75.802          OWNER OCC                  7.75
     122647294                 260000     2/1/2006    1840.26               80          OWNER OCC                 7.625
     122566089               260332.9     2/1/2006     1467                 80          OWNER OCC                  6.75
     122288738                 260800     1/1/2006    1548.5                80          OWNER OCC                 7.125
     122290634                 260800     1/1/2006    1548.5                80          OWNER OCC                 7.125
     122135750                 261000     1/1/2006    1658.44               90          OWNER OCC                 7.625
     122550070                 261000     2/1/2006    1717.56               90          OWNER OCC                   7.5
     122567709              261507.12     2/1/2006    1673.38               80          OWNER OCC                  7.25
     122354005               261509.3     1/1/2006    2014.55             65.5          OWNER OCC                   8.5
     122440738                 261800     2/1/2006     1921              87.27          OWNER OCC                     8
     122501961                 262500     2/1/2006    2112.13               75          OWNER OCC                     9
     121747841              262774.54    10/1/2005    1478.32               80          OWNER OCC                 5.375
     122451207              262819.01     2/1/2006    1906.93           64.146          OWNER OCC                 7.875
     122548628                 263200     2/1/2006    1908.38               80          OWNER OCC                 7.875
     122508799              263446.86     2/1/2006    1688.37               80          OWNER OCC                 6.625
     121732540              263486.39    10/1/2005    1947.83            74.42          OWNER OCC                  8.05
     121749033              263521.33    11/1/2005    1668.66               80          OWNER OCC                   6.5
     122561193              263918.72     2/1/2006    1786.28               80          OWNER OCC                  7.75
     122326142                 264000     2/1/2006     1430             78.806          OWNER OCC                   6.5
     122077711              264041.09    12/1/2005    1652.46               90          OWNER OCC                   7.5
     121747929              264327.05    12/1/2005    1489.24            37.14          OWNER OCC                 5.375
     122432363                 264600     2/1/2006    2200.81               90          OWNER OCC                 9.375
     121718981                 264720    11/1/2005    1792.38               80          OWNER OCC                 8.125
     121963470                 264776     2/1/2006    1919.81           72.586          2ND HOME                  7.875
     121747772              264999.38    10/1/2005    1242.19            78.52          OWNER OCC                 5.625
     122149979                 265000    12/1/2005    1683.85           89.831          OWNER OCC                 7.625
     122568795                 265000     2/1/2006    1959.9               100          OWNER OCC                 8.875
     122591154                 265000     2/1/2006    2084.76           64.477          NON-OWNER                  8.75
     122484023                 265520     1/1/2006    1438.23               80          OWNER OCC                   6.5
     122492623                 265520     2/1/2006    1994.76               80          OWNER OCC                  8.25
     121749064              265779.11    12/1/2005    1747.43            35.95          OWNER OCC                 6.875
     122463558                 266000     2/1/2006    1628.91               70          OWNER OCC                 6.875
     122501320                 266200     2/1/2006    2118.01           74.986          OWNER OCC                 8.875
     122350124                 267750     2/1/2006    1937.44               85          OWNER OCC                 8.375
     122651570              267908.16     2/1/2006    1738.92               80          OWNER OCC                 7.375
     122604651                 267920     2/1/2006    1507.05               80          OWNER OCC                  6.75
     121955774                 268000    11/1/2005    1507.5                80          OWNER OCC                  6.75
     122198206                 268000     1/1/2006    1870.42               80          OWNER OCC                 8.375
     122201799                 268000     1/1/2006    1591.25               80          OWNER OCC                 7.125
     122269568                 268000     1/1/2006    1535.42           79.762          OWNER OCC                 6.875
     122334581                 268000     1/1/2006    1507.5                80          OWNER OCC                  6.75
     122345229                 268000     2/1/2006    1919.98           89.933          OWNER OCC                  7.75
     122472873                 268000     2/1/2006    1702.92               80          OWNER OCC                 7.625
     122539872                 268000     2/1/2006    1788.44               80          OWNER OCC                 7.625
     122098260              268619.94    11/1/2005    2093.03               90          NON-OWNER                 8.625
     122254969                 268720     1/1/2006    1595.53               80          OWNER OCC                 7.125
     121713565                 268800    10/1/2005     1512                 80          OWNER OCC                  6.75
     121781533                 268800    10/1/2005     1456                 80          OWNER OCC                   6.5
     122012802                 268800    11/1/2005     1540                 80          OWNER OCC                 6.875
     122388713               268964.1     2/1/2006    2238.24               90          OWNER OCC                 9.375
     121749075              269245.61    12/1/2005    1747.81               75          OWNER OCC                  6.75
     122169600                 269660    12/1/2005    1713.46               80          OWNER OCC                 7.625
     122536240              269925.41     2/1/2006    1902.71               90          OWNER OCC                 8.125
     121732586                 270000    10/1/2005    1777.5            78.035          OWNER OCC                   7.9
     122491080                 270000     2/1/2006    1887.88               75          OWNER OCC                   7.5
     122616779                 270000    12/1/2005    1766.25               90          OWNER OCC                  7.85
     122197484                 271200    12/1/2005    1779.75               80          OWNER OCC                 7.875
     121749065              271563.69    12/1/2005    1832.51            82.93          OWNER OCC                 7.125
     122053901              271919.76    12/1/2005    1756.15               80          OWNER OCC                  7.75
     122017907              271946.45    11/1/2005     1785                 80          OWNER OCC                 7.875
     122161320              271965.43     1/1/2006    1728.33               80          OWNER OCC                 7.625
     122455687              271999.33     1/1/2006    1813.33               80          OWNER OCC                     8
     122044727                 272000    11/1/2005    2096.67               85          OWNER OCC                  9.25
     122146171                 272000     1/1/2006     1615                 80          OWNER OCC                 7.125
     122190713                 272000     2/1/2006    1671.67               80          OWNER OCC                 7.375
     122491628                 272000     2/1/2006    1898.33               80          OWNER OCC                 8.375
     122514905                 272000     2/1/2006    2139.83               80          OWNER OCC                  8.75
     121749084              272002.71     1/1/2006    1629.03               80          OWNER OCC                  5.99
     121732518              272143.75    10/1/2005    1908.86             54.6          OWNER OCC                   7.5
     122583831                 273992     2/1/2006    1769.53               80          OWNER OCC                  7.75
     122383383              274291.13     1/1/2006    1895.9                90          OWNER OCC                 7.375
     122464092              274332.97     2/1/2006    2135.03               90          OWNER OCC                 8.625
     122345839                 274400     2/1/2006    1743.58               80          OWNER OCC                 7.625
     122390168                 274500     1/1/2006    1486.88               90          OWNER OCC                   6.5
     122536612                 274500     2/1/2006    2062.23               90          OWNER OCC                  8.25
     121929743              274742.37    12/1/2005    2362.67              100          OWNER OCC                  9.75
     122536659              274795.49     2/1/2006    2017.71            78.57          OWNER OCC                     8
     122366315              274810.75     1/1/2006    1993.94               55          OWNER OCC                 7.875
     121740485                 275400     9/1/2005    1858.95               90          OWNER OCC                   8.1
     122209636              275485.11    11/1/2005    1381.25               65          NON-OWNER                     6
     122464255               275805.2     2/1/2006    1977.3                80          OWNER OCC                  7.75
     122531340              275822.28     2/1/2006    1954.43               80          OWNER OCC                   8.5
     122278432               275998.2     1/1/2006    2041.25               80          OWNER OCC                 8.875
     122056430                 276000    11/1/2005     1495                 80          OWNER OCC                   6.5
     122579330                 276000     2/1/2006    1929.83               80          OWNER OCC                   7.5
     122617269                 276000     2/1/2006    1529.5                80          OWNER OCC                  6.65
     122650949                 276000     2/1/2006    1929.83               80          OWNER OCC                   7.5
     122494057              276059.89     2/1/2006     2003              68.21          NON-OWNER                 7.875
     122548224              276238.75     2/1/2006    2104.72               90          OWNER OCC                 8.875
     122102541                 276400     2/1/2006    1698.71               80          OWNER OCC                 7.375
     122546120              276751.68     2/1/2006    2129.89           84.991          OWNER OCC                   8.5
     121747720                 276800    12/1/2005    1614.67               80          OWNER OCC                     7
     122354707                 277000     2/1/2006    1960.59           74.865          OWNER OCC                 7.625
     121749040              277241.34    11/1/2005    1757.15            52.95          OWNER OCC                   6.5
     121765288              277302.82     9/1/2005    1627.5                90          OWNER OCC                     7
     122483388              277323.37     1/1/2006    1954.86               95          OWNER OCC                 8.125
     122448506                 278000     2/1/2006    2137.58           59.914          OWNER OCC                   8.5
     122374195                 278400     2/1/2006     1595                 80          OWNER OCC                 6.875
     122268460              278669.38    12/1/2005    2170.03               90          NON-OWNER                 8.625
     121725326              278760.36     5/1/2005    1906.04               80          OWNER OCC                   7.2
     122474242              278889.13     1/1/2006    2552.12           63.991          OWNER OCC                  10.5
     122528736                 279000     2/1/2006    2047.2             80.87          OWNER OCC                     8
     122024258              279542.33    11/1/2005    1862.85               80          OWNER OCC                     7
     121676664              279711.48     2/1/2006    1769.79            79.32          OWNER OCC                   6.5
     122107537               279762.5     1/1/2006    1862.79               80          OWNER OCC                     7
     122614411                 279840     2/1/2006    1574.1                80          OWNER OCC                  6.75
     121747823                 280000    10/1/2005    1487.5             93.33          OWNER OCC                 6.375
     121748241                 280000    12/1/2005    2041.67              100          OWNER OCC                  8.75
     121850859                 280000     2/1/2006     1575                 80          OWNER OCC                  6.75
     121989723                 280000    12/1/2005    1516.67               80          OWNER OCC                   6.5
     122386762                 280000     2/1/2006    1516.67               80          OWNER OCC                   6.5
     122494597                 280000     2/1/2006    1946.87           75.472          OWNER OCC                     8
     122530552                 280000     2/1/2006    1779.17               80          OWNER OCC                 7.625
     122595435                 280000     2/1/2006    1720.83               80          OWNER OCC                 7.375
     122602381                 280000     2/1/2006    1779.17               80          OWNER OCC                 7.625
     122266324              280535.94     1/1/2006    2360.06               90          2ND HOME                    9.5
     122233343                 280800    12/1/2005    1579.5             74.88          OWNER OCC                  6.75
     122261364              281090.81     1/1/2006    2495.44           23.596          OWNER OCC                  6.75
     121598527                 281595    11/1/2005     1760                 80          OWNER OCC                   7.5
     122483613                 281900     2/1/2006    1908.7             79.99          OWNER OCC                 8.125
     122353014                 282000     2/1/2006    2020.28           74.149          OWNER OCC                  7.75
     122575842                 282400     2/1/2006    1559.08               80          OWNER OCC                 6.625
     122070438              282400.66     8/1/2005    1771.79               80          OWNER OCC                 6.375
     121725004              282404.68     3/1/2005    1915.29            71.25          OWNER OCC                   7.1
     122524851              282891.32     2/1/2006    2252.07               85          NON-OWNER                 8.875
     122056073                 282898    12/1/2005    1355.55               80          OWNER OCC                  5.75
     122580984              283767.21     2/1/2006    1889.46               80          OWNER OCC                     7
     121812240                 284000    10/1/2005    1686.25               80          OWNER OCC                 7.125
     121825542                 284000     1/1/2006    1715.83           78.889          OWNER OCC                  7.25
     122595901                 284000     2/1/2006    1804.58               80          OWNER OCC                 7.625
     122613954                 284000     2/1/2006    1745.42               80          OWNER OCC                 7.375
     122281621                 284400     2/1/2006    1866.38               90          OWNER OCC                 7.875
     122371322                 284400     2/1/2006    1807.13               80          OWNER OCC                 7.625
     122496098              284573.01     2/1/2006    2164.31            78.66          OWNER OCC                 8.375
     122331685              284718.42     2/1/2006    1980.25               80          OWNER OCC                     8
     122107115              284793.73     2/1/2006    2017.21            70.37          OWNER OCC                 7.625
     122592145              284993.58     2/1/2006    2018.63           89.973          OWNER OCC                 7.625
     121747606                 285000    10/1/2005    1454.69               95          OWNER OCC                 6.125
     122585087                 285000     2/1/2006    2191.4            89.063          NON-OWNER                   8.5
     122632434                 286150     2/1/2006    2074.79           89.996          OWNER OCC                 7.875
     122171493              286280.88     1/1/2006    2227.98           84.874          OWNER OCC                 8.625
     122479228              286399.42     1/1/2006    1879.5                80          OWNER OCC                 7.875
     122554543                 286800     2/1/2006    2650.31            35.85          OWNER OCC                10.625
     121733114              287130.21    10/1/2005    1717.46               80          OWNER OCC                  5.95
     122363389                 287300     2/1/2006    2133.19            83.27          OWNER OCC                 8.125
     122522888                 287600     2/1/2006    2007.21               80          OWNER OCC                 8.375
     122575286                 287745     2/1/2006    1844.1                80          OWNER OCC                 6.625
     122455938              287786.26     2/1/2006    2013.74               80          OWNER OCC                   7.5
     122371864                 287960     1/1/2006    1799.75               80          OWNER OCC                   7.5
     121748350                 288000    12/1/2005     1470                 80          OWNER OCC                 6.125
     122012729                 288000    12/1/2005     1650                 80          OWNER OCC                 6.875
     122028107                 288000     1/1/2006     1650                 80          OWNER OCC                 6.875
     122041008                 288000    12/1/2005     1200                 80          OWNER OCC                     5
     122103626                 288000    12/1/2005     1500                 80          OWNER OCC                  6.25
     122455336                 288000     2/1/2006     1770                 80          OWNER OCC                 7.375
     122537294                 288000     2/1/2006    2073.23             57.6          OWNER OCC                   7.8
     122551166                 288000     2/1/2006     1710                 80          OWNER OCC                 7.125
     122592765                 288000     2/1/2006    2317.31               90          NON-OWNER                     9
     122074873                 288150    10/1/2005    1512.79               85          OWNER OCC                   6.3
     122119762                 288400     1/1/2006    1862.58               80          OWNER OCC                  7.75
     122485307                 288400     2/1/2006    1799.24               80          OWNER OCC                 6.375
     122325596                 289320     1/1/2006    1681.67               80          OWNER OCC                 6.975
     122268051                 289600    12/1/2005     1810                 80          OWNER OCC                   7.5
     121984301                 290044    12/1/2005    1842.99               80          OWNER OCC                 7.625
     121770714              290695.75    10/1/2005    1695.75               95          OWNER OCC                     7
     122468374              290909.69     1/1/2006    1996.11           89.815          OWNER OCC                 7.875
     122518145              290936.74     1/1/2006    1840.59               80          OWNER OCC                   6.5
     121791817              291783.65    10/1/2005    2249.07               90          NON-OWNER                   8.5
     121745848                 292000    12/1/2005    1703.33               80          OWNER OCC                     7
     122039835                 292000    12/1/2005    1642.5                80          OWNER OCC                  6.75
     122091652                 292000    12/1/2005    1672.92               80          OWNER OCC                 6.875
     122192661                 292000     1/1/2006    1672.92               80          OWNER OCC                 6.875
     122205253                 292000     2/1/2006    1703.33               80          OWNER OCC                     7
     122321436                 292000     2/1/2006    2323.28               80          OWNER OCC                 8.875
     122505436                 292000     2/1/2006    2562.51           69.856          OWNER OCC                    10
     122544067                 292000     2/1/2006    2129.17               80          OWNER OCC                  8.75
     122545370                 292000     2/1/2006    1794.58               80          OWNER OCC                 7.375
     122635832                 292000     2/1/2006    1794.58               80          OWNER OCC                 7.375
     122154857              292153.37    12/1/2005    2275.03               90          NON-OWNER                 8.625
     121760176              292418.88     9/1/2005    1523.05               75          OWNER OCC                  6.25
     122000739              292490.11    12/1/2005    1919.53               90          OWNER OCC                 7.875
     121733032                 292500    10/1/2005    1486.88               90          OWNER OCC                   6.1
     121733376                 292500    10/1/2005    1767.19               90          OWNER OCC                  7.25
     121733158                 293592    10/1/2005    1620.87               80          OWNER OCC                 6.625
     121749069              293707.32     1/1/2006    1762.68            79.73          OWNER OCC                     6
     121749028              294135.43    11/1/2005    1792.45             68.6          OWNER OCC                 6.125
     122327722                 294150     1/1/2006     1850                 80          OWNER OCC                   7.5
     122239663              294313.46     1/1/2006    2442.61               90          NON-OWNER                  9.25
     121749082              294664.83    12/1/2005    1865.86               80          OWNER OCC                   6.5
     122428984                 294720     2/1/2006    1688.5                80          OWNER OCC                 6.875
     122353237              294869.49     1/1/2006    2588.84              100          OWNER OCC                    10
     121748139              295026.57    10/1/2005    1680.66               80          OWNER OCC                   5.5
     122629887                 295200     2/1/2006    1506.75               80          OWNER OCC                 6.125
     122527035                 295332     2/1/2006    2349.8                85          2ND HOME                  8.875
     122448288              295791.09     2/1/2006    2120.58               80          OWNER OCC                  7.75
     122284487                 295850     1/1/2006    1572.5                80          OWNER OCC                 6.375
     122186069                 296000    12/1/2005     1665                 80          OWNER OCC                  6.75
     122269122                 296000     1/1/2006    1880.83               80          OWNER OCC                 7.625
     122293194                 296000     1/1/2006    2127.5                80          OWNER OCC                 8.625
     122527970                 296000     2/1/2006    1759.38               80          OWNER OCC                 6.625
     122563476                 296000     2/1/2006     1665                 80          OWNER OCC                  6.75
     122391696                 296653     2/1/2006    2333.77               95          OWNER OCC                  8.75
     122075017              296743.24    10/1/2005    1822.71               80          OWNER OCC                   6.2
     122525862                 297000     2/1/2006    1954.47               90          OWNER OCC                   7.5
     122129308               297147.4    12/1/2005    2313.95               85          OWNER OCC                 8.625
     122075007              297331.45    10/1/2005    2081.45               95          OWNER OCC                   8.4
     121935576                 297600    11/1/2005     1705                 80          OWNER OCC                 6.875
     122524086              297741.82     2/1/2006    1970.79           83.333          OWNER OCC                 6.875
     122472116                 298400     2/1/2006    2082.58               80          OWNER OCC                 8.375
     121717948              298699.98    10/1/2005    1711.31           79.989          OWNER OCC                 6.875
     122318797              298925.97     2/1/2006    2191.95           79.947          OWNER OCC                   8.5
     122238701                 299000    12/1/2005    1276.98            74.75          OWNER OCC                 5.125
     121749053              299055.83    11/1/2005    1750.72            79.79          OWNER OCC                  5.75
     122048742              299377.53    11/1/2005    2227.49           28.674          OWNER OCC                 8.125
     122559088                 299424     2/1/2006    1964.97               80          OWNER OCC                 7.875
     122102791                 299432    12/1/2005    1653.11               80          OWNER OCC                 6.625
     122113135              299718.94    12/1/2005    2577.46              100          OWNER OCC                  9.75
     122437854              299782.87     2/1/2006    2123.38               80          OWNER OCC                 7.625
     122502798              299813.53     2/1/2006    2280.22           78.947          OWNER OCC                 8.375
     122361875              299841.81     2/1/2006    1973.82               80          OWNER OCC                   7.5
     122499768               299910.9     2/1/2006    2057.85           64.935          OWNER OCC                 7.875
     121738005                 300000     9/1/2005    1687.5                80          NON-OWNER                  6.75
     122049476                 300000    11/1/2005    1468.75               60          OWNER OCC                 5.875
     122107889                 300000     2/1/2006    2828.67           67.416          OWNER OCC                10.875
     122166640                 300000     1/1/2006     1750                 80          OWNER OCC                     7
     122182125                 300000     1/1/2006    1656.25           68.182          OWNER OCC                 6.625
     122242597                 300000     1/1/2006     1750              71.09          OWNER OCC                     7
     122307940                 300000     2/1/2006     1750                 80          OWNER OCC                     7
     122365154                 300000     2/1/2006    1687.5                80          OWNER OCC                  6.75
     122391068                 300000     2/1/2006    2021.16           63.158          OWNER OCC                 7.125
     122394632                 300000     2/1/2006    1970.79           57.361          OWNER OCC                 6.875
     122505608                 300000     2/1/2006    1906.25               80          OWNER OCC                 7.625
     122576263                 300000     2/1/2006    1945.79               80          OWNER OCC                  6.75
     121756645              301242.91     8/1/2005    1766.72               90          2ND HOME                   6.99
     122218105                 301500     2/1/2006    2238.63               90          OWNER OCC                 8.125
     122338992                 301500     1/1/2006     2010                 90          OWNER OCC                     8
     122496006                 301500     2/1/2006    1695.94               90          OWNER OCC                  6.75
     122508964              301681.42     2/1/2006    2137.54            85.07          OWNER OCC                 7.625
     121749081              302002.98     1/1/2006    1859.47            79.47          OWNER OCC                  6.25
     122508197              302191.89     2/1/2006    2192.61               80          OWNER OCC                 7.875
     122373459                 302400     2/1/2006     1827                 80          OWNER OCC                  7.25
     122134814                 303800     2/1/2006    2255.71           89.353          OWNER OCC                 8.125
     122443216                 303920     2/1/2006    1861.12               80          OWNER OCC                 6.875
     121747912                 304000    11/1/2005    1583.33               95          OWNER OCC                  6.25
     122371320                 304000     2/1/2006    2283.85               80          OWNER OCC                  8.25
     122627218                 304000     2/1/2006    1931.67               95          OWNER OCC                 7.625
     122063981                 304500    11/1/2005    1712.81               70          OWNER OCC                  6.75
     122074928              304847.96     9/1/2005    2137.5                90          OWNER OCC                  7.49
     122118914                 304851    12/1/2005    2222.87               80          OWNER OCC                  8.75
     121733086              304998.74    10/1/2005    1499.58            68.82          OWNER OCC                   5.9
     121749057              305262.23    12/1/2005    1859.29               60          OWNER OCC                 6.125
     122235042              305832.51     2/1/2006    2459.94               90          OWNER OCC                  8.99
     122521286                 306000     2/1/2006    1846.27               90          OWNER OCC                  6.75
     122555352                 306000     2/1/2006    2629.01               85          OWNER OCC                  9.75
     121745835              306456.78    12/1/2005    1965.76            66.74          OWNER OCC                 6.625
     122585843                 307120     2/1/2006    2239.42               80          OWNER OCC                  8.75
     122467764                 307200     2/1/2006    1804.8                80          OWNER OCC                  7.05
     122579432              307752.33     2/1/2006    2274.67           82.667          OWNER OCC                     8
     122313481              307759.73     2/1/2006    2101.1                88          OWNER OCC                  7.25
     122149962                 308000    12/1/2005    2213.75               80          OWNER OCC                 8.625
     122239361                 308000    12/1/2005     1925                 80          OWNER OCC                   7.5
     122388462                 308700     1/1/2006    2250.94               90          OWNER OCC                  8.75
     121916542                 308800    10/1/2005    1608.33               80          OWNER OCC                  6.25
     122511860                 308800     2/1/2006    1863.17               80          OWNER OCC                  6.75
     122572710                 308800     2/1/2006    2058.67               80          OWNER OCC                     8
     122217526              308828.35     1/1/2006    1620.09           67.912          OWNER OCC                 5.625
     122280279                 309520     1/1/2006    1676.57               80          OWNER OCC                   6.5
     121749056              309821.51    11/1/2005    2197.7                90          OWNER OCC                 7.625
     121808338                 310000    11/1/2005    1808.33           89.855          OWNER OCC                     7
     122276980                 310000     2/1/2006    2167.56              100          OWNER OCC                   7.5
     122387577                 310000     2/1/2006    2466.5            83.784          OWNER OCC                 8.875
     122539922                 310000     2/1/2006    2438.77              100          OWNER OCC                  8.75
     122545737                 310000     2/1/2006    1842.59           72.941          OWNER OCC                 6.625
     122582539                 310000     2/1/2006    2438.77           71.264          OWNER OCC                  8.75
     122520226                 310050     2/1/2006    2325.38               90          OWNER OCC                     9
     122386849              310066.83     2/1/2006    2413.09           83.851          OWNER OCC                 8.625
     122313520              310446.31     1/1/2006    2102.34               90          OWNER OCC                 8.125
     121988463                 310500    11/1/2005    1746.56               90          OWNER OCC                  6.75
     122495104                 310500     2/1/2006    2264.06               90          OWNER OCC                  8.75
     121862798                 310900    10/1/2005    1911.35           89.884          OWNER OCC                 7.375
     122535261                 311040     2/1/2006     1944                 80          OWNER OCC                   7.5
     122318382                 311200     1/1/2006    1880.17               80          OWNER OCC                  7.25
     122573455                 311250     2/1/2006    2222.76               83          OWNER OCC                  8.25
     122579535                 311920     2/1/2006    1949.5                80          OWNER OCC                   7.5
     121747923                 312000    12/1/2005    1982.5                80          NON-OWNER                 7.625
     122280874                 312000     1/1/2006    1982.5                80          OWNER OCC                 7.625
     122256689              312711.51     1/1/2006    2378.31              100          OWNER OCC                 8.375
     121748439              313073.01    12/1/2005    2298.17               95          OWNER OCC                  7.99
     122074709                 313500    12/1/2005    1926.72               95          OWNER OCC                 7.375
     122575904              313510.17     2/1/2006    2180.5                80          OWNER OCC                     8
     122637094                 313600     2/1/2006     1764                 80          OWNER OCC                  6.75
     121788167                 313950     1/1/2006    1733.27           79.987          OWNER OCC                 6.625
     122608765                 314400     2/1/2006    1801.25               80          OWNER OCC                 6.875
     121966390              314449.35    12/1/2005    2227.35               95          OWNER OCC                   8.5
     122585344              314935.17     2/1/2006    2460.14               70          OWNER OCC                 9.125
     121994860                 315000     1/1/2006    2395.31               90          OWNER OCC                 9.125
     122059925                 315000     2/1/2006    2478.11               90          OWNER OCC                  8.75
     122091366                 315000    12/1/2005    1837.5                90          OWNER OCC                     7
     122125588                 315000    12/1/2005    1837.5                90          OWNER OCC                     7
     122323022                 315000     2/1/2006    2677.47              100          OWNER OCC                 9.625
     122519477                 315000     2/1/2006    2283.97               90          OWNER OCC                 7.875
     122572104                 315000     2/1/2006    2910.91               75          NON-OWNER                10.625
     122598402                 315000     2/1/2006    1771.88               90          OWNER OCC                  6.75
     122290788                 316000     1/1/2006    1612.92               80          OWNER OCC                 6.125
     121749022               318065.1    11/1/2005    1938.28             91.4          OWNER OCC                 6.125
     122590596              318305.44     2/1/2006    2184.06               80          OWNER OCC                 7.875
     122539899               318457.5     2/1/2006    2201.18           82.995          OWNER OCC                 7.375
     121843790              318766.16    11/1/2005    2206.71               90          NON-OWNER                 7.375
     122302699              319166.95     2/1/2006    2206.09               90          NON-OWNER                 7.375
     122296800                 319200     2/1/2006    1928.5                80          OWNER OCC                  7.25
     121738519                 320000    10/1/2005    1866.67            73.56          NON-OWNER                     7
     122068874                 320000    11/1/2005    1733.33           69.565          OWNER OCC                   6.5
     122110407                 320000    12/1/2005     1800                 80          OWNER OCC                  6.75
     122197180                 320000     1/1/2006     2100                 80          OWNER OCC                 7.875
     122448392                 320000     1/1/2006    2033.33               80          OWNER OCC                 7.625
     122515817                 320000     2/1/2006    2102.17           51.613          OWNER OCC                 6.875
     122527897                 320000     2/1/2006    2320.22            84.21          OWNER OCC                 7.875
     122556342                 320000     2/1/2006    2165.18               80          OWNER OCC                  7.75
     122570214                 320000     2/1/2006    2404.05               80          OWNER OCC                  8.25
     122552441                 320450     2/1/2006    2407.43               85          OWNER OCC                  8.25
     122558827              320796.58     2/1/2006    1470.33               80          OWNER OCC                   5.5
     122332702              322498.96     1/1/2006    1982.03           84.646          OWNER OCC                 7.375
     122154678                 322880    12/1/2005    1715.3                80          OWNER OCC                 6.375
     121733051              322999.99    10/1/2005    1890.9                95          OWNER OCC                 7.025
     121747622                 323000    11/1/2005    1917.81               95          2ND HOME                  7.125
     122485150                 323000     2/1/2006    2367.81               95          OWNER OCC                  7.99
     122580359                 323000     2/1/2006    2686.55               85          OWNER OCC                 9.375
     121960014               323658.8     2/1/2006    2518.87               85          OWNER OCC                 8.625
     122339377               323707.1     2/1/2006    2047.9                80          OWNER OCC                   6.5
     122539867              323903.78     2/1/2006    2222.47               60          OWNER OCC                 7.875
     122392418              323936.63     1/1/2006     1890                 80          OWNER OCC                     7
     121738904                 324000    11/1/2005    1687.5                80          OWNER OCC                  6.25
     122130372                 324000    12/1/2005    1856.25               80          OWNER OCC                 6.875
     122581812                 324000     2/1/2006    2724.37               80          NON-OWNER                   9.5
     122587064                 324000     2/1/2006    2903.37               80          NON-OWNER                 10.25
     122587175                 324000     2/1/2006    2903.37               80          NON-OWNER                 10.25
     122611006                 324000     2/1/2006    2577.89               90          OWNER OCC                 8.875
     122674747                 324000     2/1/2006    1788.75               80          OWNER OCC                 6.625
     122391260                 324800     2/1/2006    2910.54               80          OWNER OCC                 10.25
     122574925                 324800     2/1/2006    2199.17               80          OWNER OCC                 8.125
     121708632                 325000    10/1/2005    1828.13           83.333          OWNER OCC                  6.75
     122554696              325003.21     1/1/2006    2001.09           55.556          OWNER OCC                  6.25
     122004733                 325600    11/1/2005    1933.25               80          OWNER OCC                 7.125
     122428958                 326160     1/1/2006    2072.48               80          OWNER OCC                 7.625
     122473262              327051.75     1/1/2006    2516.27               85          OWNER OCC                   8.5
     122686264              327252.66     1/1/2006    2656.71               85          OWNER OCC                   9.1
     122303699                 327750     1/1/2006    1809.45               75          OWNER OCC                 6.625
     122580487               327768.5     2/1/2006    2349.83               80          OWNER OCC                  7.75
     122488762              327899.85     2/1/2006    2015.22           79.995          OWNER OCC                 7.375
     122049227                 328000    11/1/2005    1742.5                80          OWNER OCC                 6.375
     122143630                 328000    12/1/2005    1674.17               80          OWNER OCC                 6.125
     122271468                 328000     2/1/2006    2220.83               80          OWNER OCC                 8.125
     122444453                 328000     2/1/2006    1879.17               80          OWNER OCC                 6.875
     122478203                 328000     2/1/2006    2015.83               80          OWNER OCC                 7.375
     122358513                 328700     1/1/2006    2260.5                80          OWNER OCC                  8.25
     121767250              328715.41     8/1/2005    2173.81               80          OWNER OCC                  6.89
     121645560                 328740     2/1/2006    1746.43           79.998          OWNER OCC                 6.375
     122591736              329805.17     2/1/2006    2566.71           80.097          OWNER OCC                 8.625
     121788075                 330850    10/1/2005    1586.04           77.882          OWNER OCC                  5.75
     122077184                 332000    12/1/2005    2213.33               80          OWNER OCC                     8
     122442379                 332000     1/1/2006     2075                 80          OWNER OCC                   7.5
     121935680                 332065     9/1/2005    1934.28           79.999          OWNER OCC                  6.99
     122258691               332377.7     1/1/2006    2096.52               95          OWNER OCC                 7.125
     122514979              332559.13     2/1/2006    2355.54               80          OWNER OCC                 7.625
     121740496                 333000     9/1/2005    2095.13               90          OWNER OCC                  7.55
     122325369                 333000     2/1/2006    2497.5                90          OWNER OCC                     9
     122395089                 333178     2/1/2006    2537.99               80          OWNER OCC                 8.875
     122585751                 333636     2/1/2006    1953.29               80          OWNER OCC                   6.5
     121747769              333722.29    10/1/2005    1903.23               80          OWNER OCC                   5.5
     122493477                 334896     2/1/2006    1848.91               80          OWNER OCC                 6.625
     122492794                 335000     2/1/2006    2847.46              100          OWNER OCC                 9.625
     122631727                 335200     2/1/2006     1676                 80          OWNER OCC                     6
     122074920                 336000    10/1/2005     1750             84.848          OWNER OCC                  6.25
     121733138                 337000    10/1/2005    1727.13            89.87          OWNER OCC                  6.15
     122509180                 337200     2/1/2006    1791.38               80          OWNER OCC                 6.375
     121587267               337473.9     7/1/2005    2173.89               90          OWNER OCC                  7.73
     121747591                 337500    12/1/2005    1722.66               75          OWNER OCC                 6.125
     122503177                 337500     2/1/2006    2715.6                90          OWNER OCC                     9
     122550631                 337500     2/1/2006    2868.72               75          OWNER OCC                 9.625
     122150112                 338400    12/1/2005     2115                 80          OWNER OCC                   7.5
     122042093                 338800    11/1/2005    1870.46               80          OWNER OCC                 6.625
     122332701              338815.49     1/1/2006    2313.12           81.314          OWNER OCC                  7.25
     121732515              339141.43    10/1/2005    2578.25            75.56          OWNER OCC                  8.35
     122393249                 339200     2/1/2006    2313.94               80          OWNER OCC                  7.25
     122533412                 339200     2/1/2006    2232.18               80          OWNER OCC                   7.5
     122203433                 339711    12/1/2005    1946.26               80          OWNER OCC                 6.875
     121993886                 339920    11/1/2005    1805.83               80          OWNER OCC                 6.375
     121745808                 340000    11/1/2005     2125                 80          OWNER OCC                   7.5
     121747571                 340000    10/1/2005    1806.25               85          OWNER OCC                 6.375
     121961521                 340000    11/1/2005     1700                 80          OWNER OCC                     6
     122055542                 340000    10/1/2005    1912.5                80          OWNER OCC                  6.75
     122437609                 340000     2/1/2006    2674.78               80          OWNER OCC                  8.75
     122452602                 340000     2/1/2006    2177.06           62.963          OWNER OCC                 6.625
     122478977                 340000     2/1/2006    2735.72               80          OWNER OCC                     9
     122533360                 340000     2/1/2006    2174.88           65.385          OWNER OCC                  7.25
     122310041               340003.2     1/1/2006    2319.4            83.951          OWNER OCC                  7.25
     122161062                 340200     1/1/2006    2516.06               90          OWNER OCC                 8.875
     122475246                 340400     2/1/2006    1950.21               80          OWNER OCC                 6.875
     122013119               340559.6     1/1/2006    1992.67               80          OWNER OCC                     7
     122172225              340752.52    12/1/2005    2299.4            79.995          OWNER OCC                 7.125
     121885050               340975.2    10/1/2005    2391.31               90          NON-OWNER                   7.5
     122507291              341746.19     2/1/2006    2391.31           74.348          OWNER OCC                   7.5
     122604632               341822.7     2/1/2006    2813.55               95          OWNER OCC                  9.25
     122088953                 342000    12/1/2005    2422.5                95          OWNER OCC                   8.5
     122554907                 342046     2/1/2006    2482.28           89.997          OWNER OCC                 7.875
     122395182              342745.44     2/1/2006    2398.31           84.691          OWNER OCC                   7.5
     122509823              343703.82     2/1/2006    2231.18               80          OWNER OCC                  6.75
     121738468                 344000     9/1/2005    2221.67               80          NON-OWNER                  7.75
     121961761                 344000     2/1/2006    2436.67               80          OWNER OCC                   8.5
     122238115                 344000     2/1/2006    2202.67               80          OWNER OCC                 6.625
     122221586                 344250     1/1/2006    2079.84               85          OWNER OCC                  7.25
     122428286                 345000     2/1/2006    2407.81            69.98          OWNER OCC                 8.375
     121962508              345996.86    11/1/2005    1982.84               80          OWNER OCC                 6.875
     122255246                 346000    12/1/2005    1802.08               80          OWNER OCC                  6.25
     122285387                 346480     1/1/2006    1876.77               80          OWNER OCC                   6.5
     122620330                 346500     2/1/2006    2218.68               90          OWNER OCC                 6.625
     121884972                 348000    11/1/2005    1776.25           77.333          OWNER OCC                 6.125
     122202294                 348000    12/1/2005    1993.75               80          OWNER OCC                 6.875
     122495812                 348000     2/1/2006    2286.11               80          OWNER OCC                 6.875
     122635478                 348000     2/1/2006     2030                 80          OWNER OCC                     7
     122355314                 348800     1/1/2006     2071                 80          OWNER OCC                 7.125
     122103176                 349192    12/1/2005    2000.58               80          OWNER OCC                 6.875
     122126108                 349500     1/1/2006     2330             79.995          OWNER OCC                     8
     122505200                 349600     2/1/2006    2148.58               80          OWNER OCC                 7.375
     122504551              349713.06     2/1/2006    2328.32           62.167          OWNER OCC                 6.999
     121733002                 350000    10/1/2005     1750              63.64          OWNER OCC                     6
     121928690                 350000     2/1/2006    2387.62           74.468          OWNER OCC                  7.25
     122536542                 350000     2/1/2006    2417.36               70          NON-OWNER                 7.375
     122273277               350003.1     1/1/2006    2598.75               70          OWNER OCC                 8.125
     121975400                 350520    12/1/2005    2665.41               80          OWNER OCC                 9.125
     122095168                 351000    12/1/2005    2047.5                90          OWNER OCC                     7
     122436455               351124.4     2/1/2006    2516.04               80          OWNER OCC                  7.75
     122383460                 351920     2/1/2006    2016.21               80          OWNER OCC                 6.875
     122213648              351999.67    12/1/2005    2126.67               80          OWNER OCC                  7.25
     122262885                 352000     2/1/2006    2491.43           74.894          OWNER OCC                 7.625
     122332662                 352000     1/1/2006    2236.67               80          OWNER OCC                 7.625
     122349831                 352000     2/1/2006     2310                 80          OWNER OCC                 7.875
     122503103                 352000     2/1/2006    2513.77               80          OWNER OCC                  8.25
     122552092                 352000     2/1/2006    1943.33               80          OWNER OCC                 6.625
     122627775                 352000     2/1/2006     2090                 80          OWNER OCC                 7.125
     122444558              352454.69     2/1/2006    2466.48               85          OWNER OCC                   7.5
     121506515              352985.02    11/1/2005    2059.68               80          OWNER OCC                     7
     122474174                 353000     2/1/2006    2322.99            65.37          OWNER OCC                   7.5
     122662687                 354000     2/1/2006    2912.27              100          OWNER OCC                  9.25
     121643032               354745.7    10/1/2005    2546.85               90          NON-OWNER                  7.75
     122470457                 355000     2/1/2006    2173.92           59.167          OWNER OCC                 6.875
     122350769                 355200     2/1/2006     2405                 80          OWNER OCC                 8.125
     122272376               355502.8     1/1/2006    2956.87               90          NON-OWNER                 9.375
     122198927                 356000     2/1/2006    2299.17               80          OWNER OCC                  7.75
     122249561                 356000     1/1/2006    1854.17               80          OWNER OCC                  6.25
     122358701                 356000     1/1/2006    2076.67               80          OWNER OCC                     7
     122290844              356235.37     1/1/2006    2490.95               95          OWNER OCC                   7.5
     122456247                 357000     2/1/2006    2169.17           66.111          OWNER OCC                 6.125
     122214586              357304.96    12/1/2005    2383.48               90          OWNER OCC                     8
     121635896              358142.29    10/1/2005    2822.39               90          NON-OWNER                  8.75
     122237340                 358796     2/1/2006    2447.62               80          OWNER OCC                  7.25
     122517746              358914.84    12/1/2005    2127.47           45.211          OWNER OCC                 5.875
     122529892                 359000     2/1/2006    2700.29           72.525          OWNER OCC                  8.75
     122080179                 359200     1/1/2006    2092.34           79.259          OWNER OCC                  6.99
     122528704                 359200     2/1/2006    2207.58               80          OWNER OCC                 7.375
     121553709              359517.71     2/1/2006    2267.71           89.632          OWNER OCC                 7.125
     122616784                 359550     2/1/2006    2635.75               80          OWNER OCC                  7.99
     122265099              359750.27     2/1/2006    2610.25               80          OWNER OCC                 7.875
     122524997              359776.24     2/1/2006    2736.26               75          OWNER OCC                 8.375
     122034679                 360000     2/1/2006    1687.5                80          OWNER OCC                 5.625
     122103845                 360000     1/1/2006     2175                 80          OWNER OCC                  7.25
     122184847                 360000     1/1/2006     1950             68.571          OWNER OCC                   6.5
     122206840                 360000    12/1/2005     2025                 80          OWNER OCC                  6.75
     122283043                 360000     2/1/2006     2025                 75          OWNER OCC                  6.75
     122328656                 360000     2/1/2006    2864.32               80          NON-OWNER                 8.875
     122515460                 360000     2/1/2006     2475                 80          OWNER OCC                  8.25
     122556365                 360000     2/1/2006    1837.5                80          OWNER OCC                 6.125
     122576725                 360000     2/1/2006    2486.43               80          OWNER OCC                 7.375
     122622341                 360000     2/1/2006     2250                 80          OWNER OCC                   7.5
     122230180              360807.88     1/1/2006    2937.22               95          OWNER OCC                 9.125
     121733106                 361000    10/1/2005    1850.13               95          OWNER OCC                  6.15
     121994929                 362800    11/1/2005    1625.04               80          OWNER OCC                 5.375
     122614228              363056.69     2/1/2006    2224.14               80          OWNER OCC                 6.875
     122112913              363077.32    11/1/2005    2391.22               80          OWNER OCC                 6.875
     122452108              363701.63     2/1/2006    2421.7                80          OWNER OCC                     7
     122326483                 364000     2/1/2006    2237.08               80          OWNER OCC                 7.375
     121749068              364384.96    12/1/2005    2397.79            78.49          OWNER OCC                 6.875
     122515155              364419.19     2/1/2006    2776.59               90          OWNER OCC                 8.875
     121738900                 364500    11/1/2005    2202.19               90          OWNER OCC                  7.25
     122295833                 364800    12/1/2005     2052                 80          OWNER OCC                  6.75
     122598080                 365450     1/1/2006    2360.2             79.99          OWNER OCC                  7.75
     122667251                 365500     1/1/2006    2132.08               85          OWNER OCC                     7
     121747630                 365750    11/1/2005    2130.49               95          OWNER OCC                  6.99
     121749013              366262.54     9/1/2005    2952.74            62.25          OWNER OCC                  8.99
     122398456                 367200    12/1/2005     1989                 80          OWNER OCC                   6.5
     122541009                 367500     2/1/2006    2728.68               70          OWNER OCC                 8.125
     122567051              367849.65     2/1/2006    3052.05               80          OWNER OCC                  6.75
     122284897                 367920     1/1/2006    2912.7                80          OWNER OCC                   9.5
     122467723                 368000     2/1/2006    2668.26               80          OWNER OCC                 7.875
     122510336                 368000     2/1/2006    2453.33               80          OWNER OCC                     8
     122632996                 368000     2/1/2006     1955                 80          OWNER OCC                 6.375
     122582202              369514.22     2/1/2006    2777.81               85          OWNER OCC                  8.25
     122305775                 369600     1/1/2006    2425.5                80          OWNER OCC                 7.875
     121654120              369868.42    10/1/2005    2818.35               90          NON-OWNER                 8.375
     122451676                 369900     2/1/2006    2586.39           79.548          OWNER OCC                   7.5
     121747931                 370500    12/1/2005    2238.44               95          OWNER OCC                  7.25
     122398452              371184.55    12/1/2005     2015                 80          OWNER OCC                   6.5
     122439167              371812.14     2/1/2006    3094.11               80          OWNER OCC                 9.375
     121958797                 372000    10/1/2005     1860                 80          OWNER OCC                     6
     122686258                 372000     1/1/2006     2325                 80          OWNER OCC                   7.5
     122491609              372723.18     2/1/2006    2608.07           79.946          OWNER OCC                   7.5
     122054263                 372800    11/1/2005    1708.67               80          OWNER OCC                   5.5
     122003840                 374400    11/1/2005     1833                 80          OWNER OCC                 5.875
     122177319                 374400     2/1/2006    2978.89               80          OWNER OCC                 8.875
     122584166              374735.32     2/1/2006    2686.55           50.336          OWNER OCC                  7.75
     121990655                 375000    11/1/2005    1992.19           69.188          OWNER OCC                 6.375
     122266751                 375000     2/1/2006    2749.1            82.418          OWNER OCC                   8.5
     122040449                 376000     2/1/2006    2501.54               80          OWNER OCC                     7
     122494595                 377392     2/1/2006    2398.01               80          OWNER OCC                 7.625
     122214671                 377550    12/1/2005    2163.33               80          OWNER OCC                 6.875
     122175315                 377600    12/1/2005    1966.67               80          OWNER OCC                  6.25
     122521752              377998.75     2/1/2006    2598.75               90          OWNER OCC                  8.25
     122432605                 378000     2/1/2006    2327.41           74.118          OWNER OCC                  6.25
     122510724                 378000     2/1/2006    2047.5                80          OWNER OCC                   6.5
     122519783              378003.37     2/1/2006    2696.63               90          OWNER OCC                   8.5
     122079352                 379200    11/1/2005    2804.5                80          OWNER OCC                 8.875
     120893121                 380000     2/1/2006    2592.27           64.957          OWNER OCC                  7.25
     122139001                 380000    12/1/2005     2375                 95          OWNER OCC                   7.5
     122398458                 380000    12/1/2005    2097.92               80          OWNER OCC                 6.625
     122550656                 380000     2/1/2006     2375                 80          OWNER OCC                   7.5
     122599186                 380000     2/1/2006    2177.08               80          OWNER OCC                 6.875
     122256866              380003.43     1/1/2006    2755.26               80          OWNER OCC                 7.875
     122428719              382426.11     1/1/2006    2228.06               85          OWNER OCC                  6.99
     122011309                 382500    11/1/2005    2151.56               90          OWNER OCC                  6.75
     122234215               383076.3     1/1/2006    2209.72               75          OWNER OCC                 6.375
     122101772                 384000    12/1/2005     1960                 80          OWNER OCC                 6.125
     122391811                 384000     2/1/2006    2562.54               80          OWNER OCC                 7.625
     122304080              384254.82     1/1/2006    2888.62           96.974          OWNER OCC                  8.25
     121970526                 385000    11/1/2005    2406.25           89.535          OWNER OCC                   7.5
     121749032              385970.01    11/1/2005     2478                 90          OWNER OCC                 6.625
     122014496                 386000    11/1/2005    2050.63           65.983          OWNER OCC                 6.375
     121749037              386067.94    11/1/2005    2572.72            84.99          OWNER OCC                     7
     122378256              386777.35     1/1/2006    3044.53               90          OWNER OCC                  8.75
     122526829               386953.1     2/1/2006    2908.9                80          OWNER OCC                  8.25
     121946586              386992.46    11/1/2005    2257.5                90          OWNER OCC                     7
     122535214                 387000     2/1/2006    2546.73               90          OWNER OCC                   7.5
     122337705                 388000     1/1/2006     2425                 80          OWNER OCC                   7.5
     122314285              388803.57     1/1/2006    2751.9            79.918          OWNER OCC                 7.625
     122367442                 389500     2/1/2006    2190.94               95          OWNER OCC                  6.75
     122446769                 389500     2/1/2006    2994.92               95          OWNER OCC                   8.5
     121749051               390053.5    11/1/2005    2376.97               80          OWNER OCC                 6.125
     122341065                 391600     1/1/2006    2365.92               80          OWNER OCC                  7.25
     121738537               391998.9     8/1/2005     2450                 80          NON-OWNER                   7.5
     122053311                 392000    12/1/2005     2450                 80          OWNER OCC                   7.5
     122504633                 392000     2/1/2006    2640.98               80          OWNER OCC                 7.125
     122522207                 392000     2/1/2006    2490.83               80          OWNER OCC                 7.625
     122527392                 392000     2/1/2006    2776.67               80          OWNER OCC                   8.5
     122508083                 392500     2/1/2006    2692.35           86.645          OWNER OCC                 7.875
     122201340                 393300     1/1/2006     2622                 90          OWNER OCC                     8
     122496563                 393300     2/1/2006    2703.94               90          OWNER OCC                  8.25
     121733020                 393600    10/1/2005    2033.6                80          OWNER OCC                   6.2
     122464342                 395200     1/1/2006    2387.67               80          OWNER OCC                  7.25
     121870089                 396000    11/1/2005     2640                 90          OWNER OCC                     8
     122524932                 396000     2/1/2006    2641.15               90          OWNER OCC                  7.62
     122585145                 396000     2/1/2006     2145                 80          OWNER OCC                   6.5
     122600070                 396000     2/1/2006    2227.5                80          OWNER OCC                  6.75
     122115247                 396800    12/1/2005    2190.67               80          OWNER OCC                 6.625
     122087136                 398050     1/1/2006    2778.06               95          OWNER OCC                 8.375
     122495677                 398900     2/1/2006    2857.77           73.193          OWNER OCC                  7.75
     122553460                 399200     1/1/2006    2453.42               80          OWNER OCC                 7.375
     122338858               399202.2     2/1/2006    2395.8            79.992          OWNER OCC                     6
     122526476                 399500     2/1/2006    3322.84               85          OWNER OCC                 9.375
     122464808              399757.68     2/1/2006    3075.65           78.431          OWNER OCC                   8.5
     122180777              399954.42     1/1/2006    2627.72           32.869          OWNER OCC                 6.875
     122246840                 400000     1/1/2006    2291.67               80          OWNER OCC                 6.875
     122289636                 400000     2/1/2006    2398.2             77.67          OWNER OCC                     6
     122321993                 400000     2/1/2006    3290.7                80          OWNER OCC                  9.25
     122437069                 400000     2/1/2006    2583.33           84.211          OWNER OCC                  7.75
     122444841                 400000     2/1/2006    3005.07               80          OWNER OCC                  8.25
     122478881                 400000     2/1/2006    3182.58               80          OWNER OCC                 8.875
     122558534                 400000     2/1/2006    2796.86           75.472          OWNER OCC                   7.5
     122132634                 400704    12/1/2005    2462.66               80          OWNER OCC                 7.375
     122572156                 400814     2/1/2006    2755.6                80          OWNER OCC                  8.25
     122236394                 401000     2/1/2006     2005             74.953          OWNER OCC                     6
     121738631                 401779    11/1/2005    1590.38               80          NON-OWNER                  4.75
     122628250                 402868     2/1/2006    2559.89               80          OWNER OCC                 7.625
     122147278              403593.37    10/1/2005    2626.83           71.681          OWNER OCC                  6.75
     122114114              403974.98    12/1/2005    2489.06               90          OWNER OCC                 7.375
     122335769              404421.18     1/1/2006    3513.38               95          OWNER OCC                 9.875
     121747858                 405000    11/1/2005    2151.56               90          OWNER OCC                 6.375
     122072217                 405000    12/1/2005    2235.94               90          OWNER OCC                 6.625
     122442793              406066.88     2/1/2006    2703.79               80          OWNER OCC                     7
     122398454              406479.48    12/1/2005    2607.35               80          OWNER OCC                 6.625
     122635680                 406800     2/1/2006    2542.5            79.999          OWNER OCC                   7.5
     122300325                 407000     1/1/2006    2119.79           54.267          OWNER OCC                  6.25
     122503436                 407120     2/1/2006    2586.91               80          OWNER OCC                 7.625
     122398019                 407200     2/1/2006    2290.5                80          OWNER OCC                  6.75
     122275341              407865.07     1/1/2006    2684.93               80          OWNER OCC                   7.5
     122472615              407878.83     2/1/2006    2798.67               80          OWNER OCC                 7.875
     121879856                 408000    11/1/2005     2890                 80          OWNER OCC                   8.5
     122568906                 408000     2/1/2006     2295                 80          OWNER OCC                  6.75
     121802923                 408566    10/1/2005    2340.74               95          OWNER OCC                 6.875
     122296751                 408850     1/1/2006    2640.49               85          OWNER OCC                  7.75
     121738610                 411177    11/1/2005    2098.72               80          OWNER OCC                 6.125
     121991798                 411847    12/1/2005    2831.45               80          OWNER OCC                  8.25
     122580058              411919.23     2/1/2006    2703.23               80          OWNER OCC                 7.875
     122341019                 411992     2/1/2006    2673.22               80          OWNER OCC                 7.375
     121736740                 412000    11/1/2005    2403.33               80          NON-OWNER                     7
     122067204                 412000    11/1/2005    2360.42               80          OWNER OCC                 6.875
     122603136                 412000     2/1/2006    2532.08               80          OWNER OCC                 7.375
     121747939              412490.39     9/1/2005    2288.33               80          OWNER OCC                  5.25
     122558714                 412500     2/1/2006    3544.01               75          NON-OWNER                  9.75
     122617468                 412800     2/1/2006     2279                 80          OWNER OCC                 6.625
     122588102                 415200     2/1/2006     2076                 80          OWNER OCC                     6
     121747567                 415900    10/1/2005    1906.21               80          OWNER OCC                   5.5
     122095738                 416000     1/1/2006    2166.67               80          OWNER OCC                  6.25
     122270064                 416000     2/1/2006    3309.88               80          OWNER OCC                 8.875
     122310897                 416000     2/1/2006    2556.67               80          OWNER OCC                 7.375
     122437418                 416000     2/1/2006    2737.57               80          OWNER OCC                   7.5
     122635163                 416000     2/1/2006    2426.67               80          OWNER OCC                     7
     122534083                 417750     2/1/2006    2865.55           89.839          OWNER OCC                 7.875
     122094636                 418500     1/1/2006    2615.63               90          OWNER OCC                   7.5
     122441185              419620.31     2/1/2006    2654.69               80          OWNER OCC                   6.5
     122490195              419809.64     2/1/2006    2421.61               70          OWNER OCC                 6.375
     122585248                 419845     2/1/2006    2580.3                80          OWNER OCC                 7.375
     122045900              419973.33     1/1/2006    2406.25           68.293          OWNER OCC                 6.875
     122484047                 420000     2/1/2006    2887.5                80          OWNER OCC                  8.25
     121823293                 423200    12/1/2005    2689.08           79.864          OWNER OCC                 7.625
     122454365                 423200     1/1/2006    2424.58               80          OWNER OCC                 6.875
     122174842                 423243    12/1/2005    2777.53               80          OWNER OCC                 7.875
     122369319              423973.33     2/1/2006    2473.33               80          OWNER OCC                     7
     121738623                 424000    11/1/2005    2075.84               80          OWNER OCC                 5.875
     122139142                 424000     1/1/2006    2031.67               80          OWNER OCC                  5.75
     122311631                 424000     1/1/2006     2385                 80          OWNER OCC                  6.75
     122667252                 424000    11/1/2005    2738.33               80          OWNER OCC                  7.75
     122579031              424663.59     2/1/2006    2971.66               85          OWNER OCC                   7.5
     122636140                 428000     2/1/2006    2496.67               80          OWNER OCC                     7
     122356182                 430400     2/1/2006    2869.33               80          OWNER OCC                     8
     121747792                 431200    12/1/2005    2290.75               80          OWNER OCC                 6.375
     121747585              431598.81    11/1/2005     2565                 80          NON-OWNER                 7.125
     122526659                 435000     2/1/2006    2446.88           74.359          OWNER OCC                  6.75
     122230593                 436000     1/1/2006    2770.42               80          OWNER OCC                 7.625
     122385892                 436000     1/1/2006    3088.33               80          OWNER OCC                   8.5
     122494317                 436000     2/1/2006    3048.58               80          OWNER OCC                   7.5
     121784587                 436905     9/1/2005    2321.06               95          OWNER OCC                 6.375
     122667819              439663.52     1/1/2006     2695                 80          OWNER OCC                  7.35
     122310182               439887.5     1/1/2006    2887.5                80          OWNER OCC                 7.875
     122126878                 440000    12/1/2005    2979.17               80          OWNER OCC                 8.125
     122565897                 440000     2/1/2006    2658.33               80          OWNER OCC                  7.25
     122465362                 440100     1/1/2006    2154.66               90          NON-OWNER                 5.875
     122537854                 446400     2/1/2006     2697                 80          OWNER OCC                  7.25
     122395951                 447200     2/1/2006    2888.17               80          OWNER OCC                  7.75
     122206118                 448000    12/1/2005     2380                 80          OWNER OCC                 6.375
     121674021                 449200    10/1/2005    2203.13           89.641          OWNER OCC                 5.875
     121747882              449240.93    10/1/2005    2531.25            84.59          2ND HOME                   6.75
     121748431              449329.97    12/1/2005    3146.47            71.89          OWNER OCC                   7.5
     121747843                 450000    10/1/2005    1968.75            74.38          OWNER OCC                  5.25
     122362005                 450900     1/1/2006    2630.25               90          OWNER OCC                     7
     122366261              451620.26     2/1/2006    2969.32               80          OWNER OCC                 6.875
     122074882                 451800    10/1/2005    2447.25           79.994          OWNER OCC                   6.5
     121863824               451909.6    10/1/2005    1977.5                80          OWNER OCC                  5.25
     122094136                 452000     1/1/2006    2495.42           79.298          OWNER OCC                 6.625
     122172204                 452000     1/1/2006     2260                 80          OWNER OCC                     6
     121748276                 453150    10/1/2005    2596.17               95          2ND HOME                  6.875
     122275467                 456000     2/1/2006    2042.5                80          OWNER OCC                 5.375
     121747848              458390.01    10/1/2005    2530.75               80          OWNER OCC                 6.625
     122255277              459198.66    12/1/2005    2774.33               80          OWNER OCC                  7.25
     122555148                 460000     2/1/2006    2827.08               80          OWNER OCC                 7.375
     121738487                 462000    10/1/2005    2887.5                80          NON-OWNER                   7.5
     122353371                 462000     2/1/2006    3031.88           84.307          OWNER OCC                 7.875
     122510977                 463200     2/1/2006    3377.5                80          OWNER OCC                  8.75
     122033420                 463300    12/1/2005    2654.32               82          OWNER OCC                 6.875
     121982492                 464000    10/1/2005    2416.67               80          OWNER OCC                  6.25
     122053823                 464000    12/1/2005     2465                 80          OWNER OCC                 6.375
     122332727                 464000     1/1/2006    2513.33               80          OWNER OCC                   6.5
     121723176                 468000     7/1/2005     2340                 80          OWNER OCC                     6
     122528544                 468000     2/1/2006    3113.62               80          OWNER OCC                     7
     122473964                 470800     2/1/2006    2893.46               80          OWNER OCC                 7.375
     121731071                 471800    10/1/2005     2242                 80          OWNER OCC                   5.7
     122074979                 472500    10/1/2005    3425.63               90          NON-OWNER                   8.7
     122065524                 472900    11/1/2005    2167.46            64.87          OWNER OCC                   5.5
     122455189                 475000     2/1/2006    3362.02           74.803          OWNER OCC                 7.625
     121747639                 475200    11/1/2005     2475                 80          OWNER OCC                  6.25
     121747648                 476000    12/1/2005    2578.33               80          OWNER OCC                   6.5
     121747699                 476000    11/1/2005    2231.25               80          OWNER OCC                 5.625
     122503590                 476000     2/1/2006    2875.83               80          OWNER OCC                  7.25
     122524815                 476000     2/1/2006    3328.26               80          OWNER OCC                   7.5
     121912074                 476250    10/1/2005    3274.22           79.941          OWNER OCC                  8.25
     122244385                 477000     2/1/2006    3428.44           62.763          OWNER OCC                 8.625
     122398465               477551.2    12/1/2005    2943.13               80          OWNER OCC                  6.25
     121973494                 479200    11/1/2005    2795.33               80          OWNER OCC                     7
     122396206                 479200     2/1/2006    2945.08               80          OWNER OCC                 7.375
     122483226              479643.77     2/1/2006    3356.23           82.051          OWNER OCC                   7.5
     121733373                 479700    10/1/2005    2598.38               90          OWNER OCC                   6.5
     122341275              479841.26     2/1/2006    3158.74               75          OWNER OCC                   7.5
     121569352                 480000    10/1/2005     2800             71.111          OWNER OCC                     7
     122259210                 480000     1/1/2006     2500              89.72          OWNER OCC                  6.25
     122588380                 480000     2/1/2006    3382.6                80          OWNER OCC                 8.125
     122591866                 480000     2/1/2006     2800                 80          OWNER OCC                     7
     122634193                 480000     2/1/2006    2955.44               80          OWNER OCC                  6.25
     122548147                 483200     2/1/2006    3135.25               80          OWNER OCC                 7.375
     122489092              484072.53     2/1/2006    3102.31               85          OWNER OCC                 6.625
     121747936                 484500    12/1/2005    2775.78            92.29          OWNER OCC                 6.875
     121896536                 485600    10/1/2005    2225.67               80          OWNER OCC                   5.5
     122449791                 487000     2/1/2006    2765.13           64.933          OWNER OCC                   5.5
     122393177                 487200     2/1/2006     2842                 80          OWNER OCC                     7
     122398463                 488000     1/1/2006    2643.33               80          OWNER OCC                   6.5
     122482791                 488000     2/1/2006    2948.33               80          OWNER OCC                  7.25
     121971182                 488750    11/1/2005    3054.69               85          2ND HOME                    7.5
     121940525                 488800    11/1/2005    2393.08               80          OWNER OCC                 5.875
     122019741                 490500     2/1/2006    3065.63               90          OWNER OCC                   7.5
     122398446              491106.31    12/1/2005    3106.54               80          OWNER OCC                  6.49
     121736762                 492000    11/1/2005     2665                 80          OWNER OCC                   6.5
     122482038                 492000     2/1/2006    2921.25               80          OWNER OCC                 7.125
     122600657                 493200     2/1/2006    3448.53               80          OWNER OCC                   7.5
     121733000              494900.88    10/1/2005    3196.88               90          OWNER OCC                  7.75
     122273146              494989.44     1/1/2006    3248.44               90          OWNER OCC                 7.875
     122132398                 495000    11/1/2005    3506.25               90          2ND HOME                    8.5
     122240599                 495000    11/1/2005    2681.25               75          NON-OWNER                   6.5
     121747661               495899.9     8/1/2005    2221.22               80          OWNER OCC                 5.375
     121749079              497004.93     1/1/2006    3019.82               70          OWNER OCC                 6.125
     121749071              499071.34    12/1/2005    3119.35            45.45          OWNER OCC                 6.375
     122349372              499600.16     1/1/2006    3368.59           88.511          OWNER OCC                 7.125
     122107660              499661.02     1/1/2006    3888.95           64.516          OWNER OCC                 8.625
     122392654              499880.66     1/1/2006    3713.09           34.483          OWNER OCC                 8.625
     121738888                 499998    11/1/2005    2812.5             68.97          OWNER OCC                  6.75
     122074911                 500000    10/1/2005    2958.33           76.923          OWNER OCC                   7.1
     122108843                 500000     2/1/2006    2760.42           67.659          OWNER OCC                 6.625
     122398449                 500000    12/1/2005    2708.33               80          OWNER OCC                   6.5
     122447346                 500000     2/1/2006    3697.92           65.617          OWNER OCC                 8.875
     122459200                 504000     2/1/2006     3150                 80          OWNER OCC                   7.5
     122190866                 508000     1/1/2006    2751.67               80          OWNER OCC                   6.5
     121939279                 510000    11/1/2005    3081.25               85          OWNER OCC                  7.25
     122031546                 511200    10/1/2005     2556                 80          OWNER OCC                     6
     122472730              511525.79     2/1/2006    3194.21               80          OWNER OCC                 6.375
     122604538                 514000     2/1/2006    3525.77           84.959          OWNER OCC                 7.875
     122062320              515788.89    12/1/2005     2795                 80          OWNER OCC                   6.5
     122562905                 520000     2/1/2006    2491.67               80          OWNER OCC                  5.75
     121738596              523062.01    11/1/2005    2833.27               80          OWNER OCC                   6.5
     122087476                 524000    12/1/2005     2620                 80          OWNER OCC                     6
     122453305                 526000     2/1/2006    3725.83           78.507          OWNER OCC                   8.5
     121747587                 532000    12/1/2005    2992.5                80          OWNER OCC                  6.75
     121747788                 532000    12/1/2005    3214.17               95          OWNER OCC                  7.25
     122369741                 536000     1/1/2006     3685                 80          OWNER OCC                  8.25
     122290816              536570.57     2/1/2006    3617.87            89.95          OWNER OCC                 7.125
     122034862              538773.41     2/1/2006    4145.21               90          OWNER OCC                   8.5
     122310666                 540000     1/1/2006    2868.75           79.412          OWNER OCC                 6.375
     122569152                 540800     2/1/2006    3913.23               80          OWNER OCC                 8.375
     121748436              544808.03    11/1/2005    3186.31            83.61          OWNER OCC                  5.75
     121730933                 549000    10/1/2005    2882.25               90          OWNER OCC                   6.3
     121704521                 550000    12/1/2005    3437.5             68.75          OWNER OCC                   7.5
     122207153                 560000    12/1/2005    3033.33               80          OWNER OCC                   6.5
     122476129                 564000     2/1/2006    3407.5                80          OWNER OCC                  7.25
     121852034                 565250    11/1/2005    3061.77               95          OWNER OCC                   6.5
     121780688              569456.97     9/1/2005    4094.3                90          2ND HOME                   7.75
     121804096              583751.79    10/1/2005    3164.69               95          OWNER OCC                   6.5
     122667253                 586000     1/1/2006     3809             77.616          OWNER OCC                   7.8
     122317855                 591200     1/1/2006    3325.5                80          OWNER OCC                  6.75
     121571219                 600000    10/1/2005     3250                 80          OWNER OCC                   6.5
     122064522                 600000    11/1/2005    3187.5            79.893          OWNER OCC                 6.375
     122243132                 608000     2/1/2006    2976.67               80          OWNER OCC                 5.875
     121748442              617389.84    12/1/2005    3509.31               75          OWNER OCC                  5.49
     122470799                 619200     2/1/2006     3870                 80          OWNER OCC                   7.5
     122626154                 620000     2/1/2006    4335.13               80          OWNER OCC                   7.5
     122482616                 636000     2/1/2006    3915.96               80          OWNER OCC                  6.25
     122206520                 640000     1/1/2006    3133.33           73.733          OWNER OCC                 5.875
     122079981              646358.76    11/1/2005     4040                 80          OWNER OCC                   7.5
     122097834                 648400    11/1/2005    4660.38               80          OWNER OCC                 8.625
     121747672              668041.97    10/1/2005    3809.86            84.94          OWNER OCC                   5.5
     121747840                 674900    10/1/2005    3444.8                90          OWNER OCC                 6.125
     122192401              689676.35     1/1/2006    3917.4                75          OWNER OCC                  6.25
     122604579              694929.99     2/1/2006    5657.19           83.369          OWNER OCC                 9.125
     121747869                 700000    12/1/2005    4010.42               70          OWNER OCC                 6.875
     122248370                 720000    12/1/2005     4425                 80          OWNER OCC                 7.375
     121736728                 724000    11/1/2005    4223.33            79.99          NON-OWNER                     7
     122542732                 725000     2/1/2006    5109.14           74.359          OWNER OCC                 8.125
     121906393                 750000    11/1/2005    4140.63               50          OWNER OCC                 6.625
     122268682                 756000     1/1/2006    5197.5                80          OWNER OCC                  8.25
     121736697                 806600    10/1/2005    4873.21               80          NON-OWNER                  7.25
     122058747                 840000     2/1/2006    5761.97               80          OWNER OCC                 7.875
     121732594              118444.82    10/1/2005    883.81             93.31          OWNER OCC                  8.95
     122658183              325907.82     2/1/2006    2252.68               80          OWNER OCC                 7.375

                        Loan Note      Max     Periodic        Adjustment                                Performance
    Loan Number            Rate        Rate      Rate             Date          Margin      Index           Loan
---------------------------------------------------------------------------------------------------------------------
     122456100             10.25        0          0           00/00/0000          0          F            30/15
     121510834            11.375        0          0           00/00/0000          0          F            30/15
     121724727               7.6        0          0           00/00/0000          0          F           FIXED30
     121690576              7.75        0          0           00/00/0000          0          F            30/15
     121846358              9.25        0          0           00/00/0000          0          F            30/15
     121525121             11.25        0          0           00/00/0000          0          F            30/15
     121128748             8.875        0          0           00/00/0000          0          F            30/15
     122430931              9.75        0          0           00/00/0000          0          F            30/15
     122045490            10.875        0          0           00/00/0000          0          F            30/15
     121929816                13        0          0           00/00/0000          0          F           FIXED30
     121872535                 9        0          0           00/00/0000          0          F            30/15
     121648712            11.875        0          0           00/00/0000          0          F            30/15
     122501681             8.875        0          0           00/00/0000          0          F            30/15
     121479604               9.5        0          0           00/00/0000          0          F            30/15
     121396008                 8        0          0           00/00/0000          0          F            30/15
     121369553                 9        0          0           00/00/0000          0          F            30/15
     121537866               6.5        0          0           00/00/0000          0          F           FIXED15
     121569719              8.75        0          0           00/00/0000          0          F           FIXED15
     121963601                 8        0          0           00/00/0000          0          F            30/15
     122005906              9.75        0          0           00/00/0000          0          F            30/15
     121972971            10.125        0          0           00/00/0000          0          F           FIXED30
     122511357            10.375        0          0           00/00/0000          0          F           FIXED30
     121351010               9.5        0          0           00/00/0000          0          F            30/15
     122532206              8.75        0          0           00/00/0000          0          F            30/15
     121174079                 9        0          0           00/00/0000          0          F            30/15
     121605482             7.625        0          0           00/00/0000          0          F            30/15
     121753233             7.625        0          0           00/00/0000          0          F            30/15
     121759642             9.625      15.625       6           11/1/2007         6.75         6L         2/6 LIBOR
     121958541              10.5        0          0           00/00/0000          0          F           FIXED30
     121549893              8.25        0          0           00/00/0000          0          F            30/15
     122067513            10.375        0          0           00/00/0000          0          F           FIXED30
     122255188               8.5        0          0           00/00/0000          0          F            30/15
     121419278             8.875        0          0           00/00/0000          0          F            30/15
     121958688              8.75        0          0           00/00/0000          0          F           FIXED30
     122472590             11.75        0          0           00/00/0000          0          F           FIXED30
     121631789             9.375        0          0           00/00/0000          0          F            30/15
     122537709                10        16         6            1/1/2008         5.75         6L         2/6 LIBOR
     121348417             8.875        0          0           00/00/0000          0          F            30/15
     121905995             9.875        0          0           00/00/0000          0          F            30/15
     122212580              10.5        0          0           00/00/0000          0          F            30/15
     122309841             8.625        0          0           00/00/0000          0          F            30/15
     122575193            10.375        0          0           00/00/0000          0          F            30/15
     122063877            11.875        0          0           00/00/0000          0          F            30/15
     122147585               9.5        0          0           00/00/0000          0          F            30/15
     122358980            11.625        0          0           00/00/0000          0          F           FIXED15
     121298503              6.75        0          0           00/00/0000          0          F           FIXED15
     121692754                 9        0          0           00/00/0000          0          F            30/15
     121426503              8.75        0          0           00/00/0000          0          F            30/15
     122143268             12.25        0          0           00/00/0000          0          F            30/15
     121465117                 9        0          0           00/00/0000          0          F           FIXED15
     121609782              8.75        0          0           00/00/0000          0          F            30/15
     122366845              8.75      14.75        6            1/1/2009          6.5         1T          3/1 ARM
     121921027             7.625        0          0           00/00/0000          0          F            30/15
     121725457              7.25        0          0           00/00/0000          0          F           FIXED30
     121955103               8.5       14.5        6           10/1/2007         6.75         6L         2/6 LIBOR
     121983752             12.25        0          0           00/00/0000          0          F           FIXED30
     121766047             6.875        0          0           00/00/0000          0          F           FIXED15
     122494351               8.5       14.5        6            1/1/2009         5.75         6L         3/6 LIBOR
     121599481              7.75        0          0           00/00/0000          0          F            30/15
     122583291                10        16         6            1/1/2008          6.5         6L         2/6 LIBOR
     121926571              10.5        0          0           00/00/0000          0          F            30/15
     121933993                 7        0          0           00/00/0000          0          F           FIXED15
     122518591            10.125        0          0           00/00/0000          0          F           FIXED15
     121543503             8.625        0          0           00/00/0000          0          F            30/15
     122184043             9.875        0          0           00/00/0000          0          F           FIXED30
     122362860            10.375      16.375       6            1/1/2008         7.75         6L         2/6 LIBOR
     121712435              8.75        0          0           00/00/0000          0          F           FIXED15
     121528215                 8        0          0           00/00/0000          0          F            30/15
     122152282               8.5       14.5        6           11/1/2007         6.75         6L         2/6 LIBOR
     122331117             6.625        0          0           00/00/0000          0          F           FIXED15
     122598298             8.875        0          0           00/00/0000          0          F           FIXED30
     121283477             11.75        0          0           00/00/0000          0          F            30/15
     122292815              6.25        0          0           00/00/0000          0          F           FIXED15
     122109646             9.875        0          0           00/00/0000          0          F            30/15
     121450008                10        0          0           00/00/0000          0          F            30/15
     121076525            11.875        0          0           00/00/0000          0          F            30/15
     121841744              8.25        0          0           00/00/0000          0          F            30/15
     122280428              6.75        0          0           00/00/0000          0          F            30/15
     122479977              9.75        0          0           00/00/0000          0          F            30/15
     121803698               9.5        0          0           00/00/0000          0          F            30/15
     122062717                10        0          0           00/00/0000          0          F            30/15
     122196880             6.375        0          0           00/00/0000          0          F            30/15
     121374878             8.375        0          0           00/00/0000          0          F            30/15
     121445603                 9        0          0           00/00/0000          0          F            30/15
     121462486             8.875        0          0           00/00/0000          0          F            30/15
     122545993             9.625        0          0           00/00/0000          0          F            30/15
     122494484               8.5        0          0           00/00/0000          0          F            30/15
     121801923             10.25        0          0           00/00/0000          0          F            30/15
     122354392                 7        0          0           00/00/0000          0          F           FIXED15
     121099832            10.875        0          0           00/00/0000          0          F            30/15
     122053051             9.875        0          0           00/00/0000          0          F           FIXED15
     122185581              9.75      15.75        6            1/1/2008          6.5         6L         2/6 LIBOR
     122597630             7.625      12.625       5            1/1/2011         3.25         6L         5/6 LIBOR
     122386893             9.875      15.875       6           12/1/2008          6.5         6L         2/6 LIBOR
     121803961             9.125        0          0           00/00/0000          0          F            30/15
     121814589             7.875        0          0           00/00/0000          0          F            30/15
     121725214              8.15        0          0           00/00/0000          0          F           FIXED30
     121262529               9.5        0          0           00/00/0000          0          F            30/15
     121235052            10.125        0          0           00/00/0000          0          F            30/15
     121647327             10.25        0          0           00/00/0000          0          F            30/15
     122223243                 8        0          0           00/00/0000          0          F            30/15
     122184621                10        0          0           00/00/0000          0          F           FIXED30
     121939538             8.625      14.625       6           11/1/2007          6.5         6L         2/6 LIBOR
     122277660              10.5        0          0           00/00/0000          0          F           FIXED30
     121425184             9.875        0          0           00/00/0000          0          F            30/15
     122383660                10        16         6           12/1/2007          6.5         6L         2/6 LIBOR
     122092895              10.5       16.5        6            1/1/2008         5.75         6L         2/6 LIBOR
     121822524              7.75        0          0           00/00/0000          0          F            30/15
     122428862                11        0          0           00/00/0000          0          F            30/15
     121695564             7.375        0          0           00/00/0000          0          F            30/15
     122394720             8.625      14.625       6            1/1/2008          6.5         6L         2/6 LIBOR
     122430776             8.875      14.875       6            1/1/2008          6.5         6L         2/6 LIBOR
     121591917             7.625        0          0           00/00/0000          0          F           FIXED15
     121511985             9.625        0          0           00/00/0000          0          F            30/15
     121872880             9.375        0          0           00/00/0000          0          F            30/15
     121888724             6.625        0          0           00/00/0000          0          F            30/15
     122059207             8.875      14.875       6           11/1/2007          6.5         6L         2/6 LIBOR
     122360713                 9        15         6            1/1/2008          6.5         6L         2/6 LIBOR
     122358836            10.125        0          0           00/00/0000          0          F           FIXED30
     122348317              10.5       16.5        6            1/1/2008           7          6L         2/6 LIBOR
     121511644              7.25        0          0           00/00/0000          0          F           FIXED15
     121852850             8.125        0          0           00/00/0000          0          F           FIXED15
     121943025             8.925      14.925       6           10/1/2007          6.5         6L         2/6 LIBOR
     121725184              8.05        0          0           00/00/0000          0          F           FIXED30
     121521150               9.5        0          0           00/00/0000          0          F            30/15
     122012466              7.25        0          0           00/00/0000          0          F            30/15
     122522542             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121570916             9.375        0          0           00/00/0000          0          F            30/15
     121843866              9.75        0          0           00/00/0000          0          F            30/15
     122542876               8.8        0          0           00/00/0000          0          F           FIXED30
     122570741             11.25        0          0           00/00/0000          0          F           FIXED30
     122269913             8.875        0          0           00/00/0000          0          F         FIXED40/30
     122372619               9.5       15.5        6            1/1/2008         6.375        6L         2/6 LIBOR
     122389022               7.5        0          0           00/00/0000          0          F           FIXED15
     122512573              6.75        0          0           00/00/0000          0          F            30/15
     122544838              9.75      15.75        6            1/1/2008          6.5         6L         2/6 LIBOR
     122451994                 9        15         6            1/1/2008         5.75         6L         2/6 LIBOR
     121565865                 7        0          0           00/00/0000          0          F           FIXED15
     122096436                11        0          0           00/00/0000          0          F            30/15
     121667766             7.375        0          0           00/00/0000          0          F            30/15
     121782881               9.5        0          0           00/00/0000          0          F           FIXED30
     122086309              9.75      15.75        6           11/1/2007         7.125        6L         2/6 LIBOR
     122119072              8.25      14.25        6           12/1/2007         5.75         6L         2/6 LIBOR
     122274140             9.375      15.375       6            1/1/2008         6.75         6L         2/6 LIBOR
     122454827              9.75      15.75        6           12/1/2007         5.75         6L         2/6 LIBOR
     122429356             8.625      14.625       6            1/1/2008          6.5         6L         2/6 LIBOR
     121724717               9.4        0          0           00/00/0000          0          F           FIXED30
     122074953              10.4        0          0           00/00/0000          0          F            30/15
     121374852             7.625        0          0           00/00/0000          0          F            30/15
     121525110              10.5        0          0           00/00/0000          0          F            30/15
     121822633               9.5       15.5        6           10/1/2007          6.5         6L         2/6 LIBOR
     121388655               9.5       15.5        6            9/1/2007          6.5         6L         2/6 LIBOR
     122477647             9.875      15.875       6            1/1/2008         5.25         6L        2/6P LIBOR
     122378713             7.625      13.625       6            1/1/2008           6          6L         2/6 LIBOR
     122439397             8.625      14.625       6            1/1/2008         6.75         6L         2/6 LIBOR
     122391263             9.375      15.375       6            1/1/2009         5.75         1T          3/1 ARM
     122436029              7.75      13.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     122611165             11.75      17.75        6            1/1/2008          6.5         6L         2/6 LIBOR
     122654502                 8        0          0           00/00/0000          0          F           FIXED30
     122522727                12        0          0           00/00/0000          0          F           FIXED30
     122463076             10.25        0          0           00/00/0000          0          F         FIXED40/30
     122329071             9.625      15.625       6            1/1/2008          6.5         6L         2/6 LIBOR
     121671616               8.5        0          0           00/00/0000          0          F            30/15
     121724729              7.25        0          0           00/00/0000          0          F           FIXED20
     121768513             8.875        0          0           00/00/0000          0          F            30/15
     122020905             8.375      14.375       6           10/1/2007          6.5         6L         2/6 LIBOR
     122445455                 7        0          0           00/00/0000          0          F            30/15
     122218222             10.25        0          0           00/00/0000          0          F           FIXED30
     122392183            10.875        0          0           00/00/0000          0          F           FIXED30
     122381956             9.625      15.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     122667248              12.5        0          0           00/00/0000          0          F            30/15
     122309326              9.25        0          0           00/00/0000          0          F            30/15
     121961968               9.5       15.5        6           11/1/2007          6.5         6L         2/6 LIBOR
     122256518              11.5       17.5        6            1/1/2008         7.75         6L         2/6 LIBOR
     122044108              9.25      15.25        6           11/1/2007         6.75         6L         2/6 LIBOR
     122051649              9.25      15.25        6           11/1/2007         6.75         6L         2/6 LIBOR
     122376623             9.625        0          0           00/00/0000          0          F           FIXED30
     122606446             7.875      13.875       6            1/1/2009         5.25         6L         3/6 LIBOR
     122482795              8.25        0          0           00/00/0000          0          F            30/15
     122202553              9.25      15.25        6           12/1/2007          7.5         6L         2/6 LIBOR
     122056882              10.5        0          0           00/00/0000          0          F            30/15
     121830229               9.5       15.5        6           10/1/2007          6.5         6L         2/6 LIBOR
     121466685               8.5        0          0           00/00/0000          0          F            30/15
     122580612               7.5       13.5        6            1/1/2008         5.75         6L         2/6 LIBOR
     121724599               8.5        0          0           00/00/0000          0          F           FIXED15
     122558082              9.25      15.25        6            1/1/2008         5.75         6L         2/6 LIBOR
     122184075            12.375      18.375       6           12/1/2007         5.75         6L         2/6 LIBOR
     121313145             7.125        0          0           00/00/0000          0          F           FIXED15
     121543130                10        0          0           00/00/0000          0          F            30/15
     122329326             9.375      15.375       6            1/1/2008          6.5         6L         2/6 LIBOR
     121770826             9.875        0          0           00/00/0000          0          F            30/15
     121805254             8.375      14.375       6            9/1/2007         6.125        6F        IO 2/6 LIB
     122121108              8.75      14.75        6           11/1/2007          6.5         6L         2/6 LIBOR
     121447896             9.625        0          0           00/00/0000          0          F            30/15
     121505677             8.625        0          0           00/00/0000          0          F            30/15
     121575866              9.25        0          0           00/00/0000          0          F            30/15
     121481920              9.25        0          0           00/00/0000          0          F            30/15
     122430932              7.25        0          0           00/00/0000          0          F           FIXED15
     121655063              8.75        0          0           00/00/0000          0          F            30/15
     121710087              8.75        0          0           00/00/0000          0          F            30/15
     122438719             7.875      13.875       6           12/1/2007         6.75         6L         2/6 LIBOR
     121862584             10.25        0          0           00/00/0000          0          F            30/15
     122279725            10.375        0          0           00/00/0000          0          F            30/15
     121748428              10.7       17.7        7           11/1/2007         6.99         6L         2/6 LIBOR
     122264438              6.75        0          0           00/00/0000          0          F           FIXED15
     122435697               7.5        0          0           00/00/0000          0          F            30/15
     122483616              7.75        0          0           00/00/0000          0          F           FIXED30
     122497396             8.625        0          0           00/00/0000          0          F            30/15
     122558185             8.875        0          0           00/00/0000          0          F           FIXED15
     122590872                 7        0          0           00/00/0000          0          F            30/15
     121748435               8.8       15.8        7           11/1/2007          4.6         6L         2/6 LIBOR
     122021258             9.875      15.875       6           10/1/2007         6.25         6L         2/6 LIBOR
     121748268              8.75      14.75        6           11/1/2007         7.75         6L         2/6 LIBOR
     122486068             9.625        0          0           00/00/0000          0          F           FIXED30
     122508320             8.375      14.375       6            1/1/2008         5.875        6F        IO 2/6 LIB
     121748138             6.875      12.875       6            8/1/2007         5.875        6L         2/6 LIBOR
     121725030              8.55        0          0           00/00/0000          0          F           FIXED30
     121625682             7.375        0          0           00/00/0000          0          F            30/15
     122390138             7.125        0          0           00/00/0000          0          F            30/15
     122459712                 9        15         6            1/1/2008         7.25         6L         2/6 LIBOR
     122446004             8.375      14.375       6            1/1/2008         6.125        6L         2/6 LIBOR
     122008901             8.375        0          0           00/00/0000          0          F            30/15
     121685896             9.125        0          0           00/00/0000          0          F            30/15
     121960517             7.625        0          0           00/00/0000          0          F            30/15
     122452353             9.375      15.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122335941              10.5       16.5        6           12/1/2007         6.875        6L         2/6 LIBOR
     122447713               9.5       15.5        6            1/1/2008          6.5         6L         2/6 LIBOR
     122555842            10.125      16.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     121749049             7.375      13.375       6           10/1/2007         6.375        6L          2/6 LIB
     122474312               6.5        0          0           00/00/0000          0          F           FIXED15
     122381994             7.875      13.875       6            1/1/2009          5.5         6L         3/6 LIBOR
     121984928             6.875        0          0           00/00/0000          0          F            30/15
     121307361                 7        0          0           00/00/0000          0          F            30/15
     121748311                 8        14         6           10/1/2007           7          6L         2/6 LIBOR
     122571454             8.875      14.875       6            1/1/2008         6.25         6L         2/6 LIBOR
     121748218              7.25      13.25        6           10/1/2007         6.25         6L         2/6 LIBOR
     121863819             9.625        0          0           00/00/0000          0          F            30/15
     122511737              11.5       17.5        6            1/1/2008         6.75         6L         2/6 LIBOR
     122509048             9.625        0          0           00/00/0000          0          F         FIXED40/30
     121725463              7.88        0          0           00/00/0000          0          F           FIXED30
     121856395                 8        14         6            9/1/2007         6.25         6L         2/6 LIBOR
     122083505              9.25      15.25        6           10/1/2007         6.25         6L         2/6 LIBOR
     122254074             9.875        0          0           00/00/0000          0          F           FIXED30
     122169453             8.625        0          0           00/00/0000          0          F           FIXED30
     122537395             9.375      15.375       6            1/1/2009         6.25         6L         3/6 LIBOR
     122381324              11.5        0          0           00/00/0000          0          F           FIXED30
     121754841             8.375        0          0           00/00/0000          0          F            30/15
     121857581             8.625        0          0           00/00/0000          0          F            30/15
     121748199              7.25      13.25        6           10/1/2007         6.25         6L         2/6 LIBOR
     121951985                 9        0          0           00/00/0000          0          F            30/15
     122393891               8.5        0          0           00/00/0000          0          F           FIXED30
     122510128              6.75        0          0           00/00/0000          0          F            30/15
     122134638              8.75        0          0           00/00/0000          0          F           FIXED30
     122067676             9.625        0          0           00/00/0000          0          F           FIXED30
     122518150             6.875        0          0           00/00/0000          0          F           FIXED30
     122063761             8.375      14.375       6           11/1/2007         6.25         6L         2/6 LIBOR
     122079574             8.375      14.375       6           11/1/2007         6.25         6L         2/6 LIBOR
     122282235             8.875      14.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     122491526             8.875        0          0           00/00/0000          0          F           FIXED30
     121724713               8.8        0          0           00/00/0000          0          F           FIXED30
     121846498             7.875        0          0           00/00/0000          0          F           FIXED15
     122609795              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122543123             9.875        0          0           00/00/0000          0          F           FIXED30
     121748213              8.25      14.25        6           10/1/2007         7.25         6L         2/6 LIBOR
     122488747             8.375      14.375       6            1/1/2009          5.5         6L         3/6 LIBOR
     121748237              8.75        0          0           00/00/0000          0          F           FIXED30
     121839326              8.75      14.75        6           10/1/2010         6.75         6L         5/6 LIBOR
     122391640              7.25        0          0           00/00/0000          0          F         IO F30/120
     122344736            11.125        0          0           00/00/0000          0          F           FIXED30
     122370814            10.125      16.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122508060              9.75      15.75        6            1/1/2008         5.875        6L         2/6 LIBOR
     122484227              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122596521             11.25        0          0           00/00/0000          0          F           FIXED30
     122510800             8.625      14.625       6            1/1/2008         6.25         6L         2/6 LIBOR
     121968568             9.625        0          0           00/00/0000          0          F            30/15
     122370207              9.25      15.25        6           12/1/2007          5.5         6L         2/6 LIBOR
     122464914             8.625      14.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     122539813               9.5        0          0           00/00/0000          0          F           FIXED30
     121743904                 6        0          0           00/00/0000          0          F           FIXED15
     122501077               7.5       13.5        6            1/1/2008         5.875        6F        IO 2/6 LIB
     121601622              6.75        0          0           00/00/0000          0          F           FIXED15
     122332868            11.375      17.375       6            1/1/2008         7.625        6L         2/6 LIBOR
     122391420              7.25      12.25        5            1/1/2011         5.25         6L         5/6 LIBOR
     121619989             8.375        0          0           00/00/0000          0          F            30/15
     121141491                 8        0          0           00/00/0000          0          F            30/15
     122091985               7.5       13.5        6           10/1/2007         6.25         6L         2/6 LIBOR
     121576358             6.875        0          0           00/00/0000          0          F            30/15
     122479576              6.75        0          0           00/00/0000          0          F           FIXED15
     121748265             7.875      13.875       6           11/1/2007         6.875        6L         2/6 LIBOR
     121892459             9.125        0          0           00/00/0000          0          F            30/15
     121748309             7.375      13.375       6           10/1/2008         6.375        6L         3/6 LIBOR
     122155928              8.25      14.25        6           10/1/2007         6.25         6L         2/6 LIBOR
     121977502             7.625        0          0           00/00/0000          0          F            30/15
     122368191             7.875      13.875       6            1/1/2008         4.25         6L        2/6P LIBOR
     121947931            10.875        0          0           00/00/0000          0          F           FIXED30
     122498745              9.25      15.25        6            1/1/2008          6.5         6L        2/6P LIBOR
     122113650                11        17         6           12/1/2007         5.75         6L         2/6 LIBOR
     122321797               8.5       14.5        6           12/1/2007         5.875        6F        IO 2/6 LIB
     122494394              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122587549             7.625        0          0           00/00/0000          0          F            30/15
     122616687                10        16         6            1/1/2008          5.5         6L         2/6 LIBOR
     122583676            10.375        0          0           00/00/0000          0          F           FIXED30
     122287398             11.56      17.56        6            1/1/2008          7.5         6L         2/6 LIBOR
     122056780             9.625      15.625       6           11/1/2007         6.625        6F        IO 2/6 LIB
     122302390              8.75      14.75        6           12/1/2007          5.5         6L         2/6 LIBOR
     122225406             10.25      16.25        6            1/1/2008         6.25         6L         2/6 LIBOR
     121748242             8.875      14.875       6           11/1/2007         7.875        6L         2/6 LIBOR
     122157978              6.75        0          0           00/00/0000          0          F           FIXED15
     122139937                 7        0          0           00/00/0000          0          F           FIXED15
     121998003             6.375        0          0           00/00/0000          0          F           FIXED30
     121748999              5.75      11.75        6            6/1/2007         4.75         6L         2/6 LIBOR
     122314008             9.375        0          0           00/00/0000          0          F            30/15
     122439298              10.5       16.5        6            1/1/2008         6.25         6L         2/6 LIBOR
     122354139               8.5        0          0           00/00/0000          0          F           FIXED30
     121359480             6.375        0          0           00/00/0000          0          F            30/15
     122503977              7.25      13.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122607060              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122615954              9.25        0          0           00/00/0000          0          F           FIXED30
     121748263             9.625      15.625       6           11/1/2007         8.625        6L         2/6 LIBOR
     122310798             9.875        0          0           00/00/0000          0          F           FIXED15
     122468274             8.325      14.325       6            1/1/2009         5.875        1T          3/1 ARM
     121748289             8.625      14.625       6           11/1/2008         7.625        6L         3/6 LIBOR
     122535037              9.75      15.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122452951              9.25      15.25        6            1/1/2008          6.5         6L         2/6 LIBOR
     122471060             11.75      17.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     122118219              8.75        0          0           00/00/0000          0          F           FIXED30
     121724698               7.7        0          0           00/00/0000          0          F           FIXED30
     122594883              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122372976               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122394320             11.25      17.25        6            1/1/2008         6.25         6L         2/6 LIBOR
     122547985             8.125      14.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122636775              7.75        0          0           00/00/0000          0          F           FIXED30
     122351940                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     121335452              7.75        0          0           00/00/0000          0          F            30/15
     121747609                 6        12         6            9/1/2008           5          6L         3/6 LIBOR
     121725006               6.8        0          0           00/00/0000          0          F           FIXED15
     122149877                10        0          0           00/00/0000          0          F            30/15
     121724886              6.65        0          0           00/00/0000          0          F           FIXED30
     122527432             8.625      14.625       6            1/1/2008          5.5         6L         2/6 LIBOR
     122500513               7.5       13.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122216679              8.25        0          0           00/00/0000          0          F            30/15
     122485401            10.125      16.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     121671748             8.375        0          0           00/00/0000          0          F            30/15
     122480629                 7        0          0           00/00/0000          0          F            30/15
     121724839              7.15        0          0           00/00/0000          0          F           FIXED30
     122451497             8.875      14.875       6           12/1/2007          5.5         6L         2/6 LIBOR
     122370515             11.75      17.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     121859380              10.5        0          0           00/00/0000          0          F            30/15
     121748294             6.625      12.625       6            8/1/2008         5.625        6L         3/6 LIBOR
     122563524             9.875      15.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122116599             7.625      13.625       6           11/1/2007         5.75         6F        IO 2/6 LIB
     122580999             7.375        0          0           00/00/0000          0          F           FIXED30
     122459389               6.5        0          0           00/00/0000          0          F            30/15
     121724794                 7        0          0           00/00/0000          0          F           FIXED30
     122076068               7.5       13.5        6           10/1/2007         6.25         6L         2/6 LIBOR
     122634400             9.875      15.875       6            1/1/2008         5.875        6L         2/6 LIBOR
     121874904             9.125      15.125       6           10/1/2010         6.75         6L        IO 5/6 LIB
     122370386             7.625      13.625       6            1/1/2008         5.875        6L         2/6 LIBOR
     122192483              8.25      14.25        6           11/1/2007         6.25         6L         2/6 LIBOR
     122192907              8.25      14.25        6           11/1/2007         6.25         6L         2/6 LIBOR
     121877869                10        0          0           00/00/0000          0          F           FIXED30
     121748173              7.75      13.75        6            9/1/2008         6.75         6L         3/6 LIBOR
     121747979             6.375      12.375       6           11/1/2007         5.375        6L         2/6 LIBOR
     122067249                10        16         6           11/1/2007          5.5         6L         2/6 LIBOR
     121937408             8.875      14.875       6            1/1/2009          5.5         6L         3/6 LIBOR
     121969468             8.375      14.375       6           10/1/2007         6.125        6F        IO 2/6 LIB
     122382127             8.125      14.125       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122267636             7.875      13.875       6           12/1/2007          5.5         6L        2/6LI40/30
     122281488              9.25        0          0           00/00/0000          0          F           FIXED30
     121725292                 7        0          0           00/00/0000          0          F           FIXED30
     121748347                 9        15         6           11/1/2008           8          6L         3/6 LIBOR
     121329912             8.125        0          0           00/00/0000          0          F            30/15
     121748325                 9        15         6           11/1/2007           8          6L         2/6 LIBOR
     121747959             7.625      13.625       6           11/1/2007         6.625        6L         2/6 LIBOR
     121971319              6.75        0          0           00/00/0000          0          F           FIXED15
     122160580             10.75      16.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     121701531              7.75        0          0           00/00/0000          0          F            30/15
     121545224                 9        0          0           00/00/0000          0          F            30/15
     121659943             9.875        0          0           00/00/0000          0          F            30/15
     122493447              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122531197              9.75        0          0           00/00/0000          0          F           FIXED30
     122535079            10.375      16.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122535644             9.625      15.625       6            1/1/2009         7.25         6L         3/6 LIBOR
     122568341             11.75      17.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     122460352             8.375      14.375       6            1/1/2009         5.875        6L         3/6 LIBOR
     121725270              7.35        0          0           00/00/0000          0          F           FIXED30
     121748304             7.875      13.875       6            9/1/2008         6.875        6L         3/6 LIBOR
     121725455               7.7        0          0           00/00/0000          0          F           FIXED30
     122559016               8.5       14.5        6            1/1/2008         5.875        6L         2/6 LIBOR
     122464641             12.25      18.25        6            1/1/2008          7.5         6L         2/6 LIBOR
     121740708             6.875        0          0           00/00/0000          0          F           FIXED30
     122621972               8.5       14.5        6            1/1/2009          5.5         6L         3/6 LIBOR
     122267322              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122084732              7.75      13.75        6           11/1/2007         5.75         6F        IO 2/6 LIB
     122174318             8.625      14.625       6            1/1/2008         5.875        6F        IO 2/6 LIB
     121748331               8.5       14.5        6           10/1/2007          7.5         6L         2/6 LIBOR
     122101827             9.625      15.625       6           11/1/2007         6.25         6F        IO 2/6 LIB
     122657047              6.75        0          0           00/00/0000          0          F           FIXED15
     121732602              7.35      14.35        7            9/1/2008          5.6         6L          3/6 LIB
     121748252              9.25      15.25        6           11/1/2007         8.25         6L         2/6 LIBOR
     122563989              9.25        0          0           00/00/0000          0          F           FIXED30
     122573900                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     122241430              9.75      15.75        6           11/1/2007         6.25         6L         2/6 LIBOR
     122437700             7.875        0          0           00/00/0000          0          F           FIXED30
     122546151            10.125      16.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122336420            10.625      16.625       6            1/1/2008          5.5         6L         2/6 LIBOR
     122564359             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122391789               7.5       13.5        6            1/1/2008         3.25         6L         2/6 LIBOR
     121725333               6.2        0          0           00/00/0000          0          F           FIXED30
     122190375               8.5       14.5        6           11/1/2008         6.25         6L        IO 3/6 LIB
     121782036             8.375        0          0           00/00/0000          0          F            30/15
     121748258             8.875      14.875       6           11/1/2007         7.875        6L         2/6 LIBOR
     122355927               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122485102              8.25      14.25        6           12/1/2007          5.5         6L         2/6 LIBOR
     121732500               7.3       14.3        7            9/1/2008         5.55         6L          3/6 LIB
     121640959             6.125        0          0           00/00/0000          0          F            30/15
     122428772              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122597267               7.5        0          0           00/00/0000          0          F           FIXED30
     122616325                 8        14         6            1/1/2009         5.25         1T          3/1 ARM
     121292560             9.875        0          0           00/00/0000          0          F            30/15
     122345284             8.375      14.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     121748308             7.625      13.625       6           10/1/2008         6.625        6L         3/6 LIBOR
     121748285             7.875      13.875       6           10/1/2007         6.875        6L         2/6 LIBOR
     122075005               7.7       13.7        6            9/1/2007          6.7         6L         2/6 LIBOR
     121325628              6.25        0          0           00/00/0000          0          F            30/15
     121732527             9.375      16.375       7            9/1/2008           7          6L          3/6 LIB
     122428196             7.625        0          0           00/00/0000          0          F         IO F30/120
     122491574             7.875        0          0           00/00/0000          0          F            30/15
     122521504             5.875        0          0           00/00/0000          0          F           FIXED15
     122574378              6.25        0          0           00/00/0000          0          F            30/15
     122597907               9.5       15.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122366714              10.5       16.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122504808             8.625      14.625       6            1/1/2009          5.5         6L         3/6 LIBOR
     121638732              6.25        0          0           00/00/0000          0          F            30/15
     121748166              7.75      13.75        6            9/1/2007         6.75         6L         2/6 LIBOR
     122472726             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122570389               8.5       14.5        6            1/1/2008         5.75         6L         2/6 LIBOR
     122549470              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122506643             10.75        0          0           00/00/0000          0          F            30/15
     121828259              8.25      14.25        6            9/1/2007          6.5         6L         2/6 LIBOR
     121730936              5.45      11.45        6            9/1/2007         4.95         6L         2/6 LIBOR
     122506984             9.625      15.625       6            1/1/2008         5.875        6L         2/6 LIBOR
     122264526               9.5        0          0           00/00/0000          0          F           FIXED30
     122471717            10.375      16.375       6            1/1/2008          7.5         6L         2/6 LIBOR
     122617138             7.125        0          0           00/00/0000          0          F           FIXED30
     122558504             7.875      13.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122565676              9.25      15.25        6            1/1/2008          6.5         6L         2/6 LIBOR
     121725332               7.5        0          0           00/00/0000          0          F           FIXED30
     121914126              7.75        0          0           00/00/0000          0          F            30/15
     122490804             8.875      14.875       6            1/1/2008         6.25         6L         2/6 LIBOR
     122596728               9.5       15.5        6            1/1/2008         6.25         6L         2/6 LIBOR
     121748239               7.5       13.5        6           11/1/2008          6.5         6L         3/6 LIBOR
     122264933            10.625      16.625       6            1/1/2009          5.5         6L        3/6LI40/30
     121748245              8.25      14.25        6           11/1/2007         7.25         6L        IO 2/6 LIB
     121732556                 8        15         7            9/1/2008         6.25         6L        IO 3/6 LIB
     121748229               6.5       12.5        6           11/1/2007          5.5         6L        IO 2/6 LIB
     122272302              9.75      15.75        6            1/1/2008         6.25         6L         2/6 LIBOR
     122080444                 7        0          0           00/00/0000          0          F           FIXED30
     122509148             7.875        0          0           00/00/0000          0          F           FIXED30
     122454813              11.5       17.5        6            1/1/2009         7.25         6L         3/6 LIBOR
     122198526              8.75      14.75        6            1/1/2008         5.875        6F        IO 2/6 LIB
     122531612             11.75      17.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     122542573            10.375        0          0           00/00/0000          0          F         FIXED40/30
     122121419             7.125        0          0           00/00/0000          0          F           FIXED30
     122065238              6.75        0          0           00/00/0000          0          F            30/15
     122336279             7.375        0          0           00/00/0000          0          F            30/15
     121748333               7.5       13.5        6           11/1/2007          6.5         6L         2/6 LIBOR
     122554960               6.4       12.4        6            1/1/2008         5.875        6F        IO 2/6 LIB
     122360249             7.875        0          0           00/00/0000          0          F           FIXED30
     122500276                 9        15         6           12/1/2007         6.25         6L         2/6 LIBOR
     122324378              8.75      14.75        6            1/1/2008         6.25         6L         2/6 LIBOR
     122597156              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     121748323               7.5       13.5        6           10/1/2007          6.5         6L         2/6 LIBOR
     121725119               7.4        0          0           00/00/0000          0          F           FIXED30
     122611482              7.75      13.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122040930               6.5        0          0           00/00/0000          0          F           FIXED15
     121748326               7.5       13.5        6           10/1/2007          6.5         6L         2/6 LIBOR
     121740494               7.8       13.8        6            9/1/2007         5.99         6L         2/6 LIBOR
     122532180             9.125      15.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122514179               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     121732582              7.05      14.05        7            9/1/2008          5.7         6L        IO 3/6 LIB
     122508844             8.625      14.625       6            1/1/2009          5.5         6L         3/6 LIBOR
     122280332                 7        13         6           12/1/2007          6.5         6L         2/6 LIBOR
     122547735               6.5        0          0           00/00/0000          0          F            30/15
     122569630             7.625      13.625       6            1/1/2008         4.25         6L         2/6 LIBOR
     122501708             8.125      14.125       6           12/1/2008          5.5         6L        3/6LI40/30
     122284213            11.375        0          0           00/00/0000          0          F           FIXED15
     122430450              8.75        0          0           00/00/0000          0          F            30/15
     122440259              6.75      12.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122441119             8.375        0          0           00/00/0000          0          F            30/15
     121725358               5.6        0          0           00/00/0000          0          F           FIXED15
     122478740             7.375      13.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122446722             9.375      15.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     121748337              6.75      12.75        6           11/1/2008         5.75         6L         3/6 LIBOR
     122431157                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     122465901             7.625      13.625       6           12/1/2007         5.875        6L         2/6 LIBOR
     122085453              9.25      15.25        6           11/1/2007         5.75         6F        IO 2/6 LIB
     121748243              7.25      13.25        6           11/1/2007         6.25         6L         2/6 LIBOR
     122536481               7.5       13.5        6            1/1/2009          5.5         6L         3/6 LIBOR
     122053007              9.25      15.25        6           10/1/2007          6.5         6L         2/6 LIBOR
     122558924               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122366911             7.875      13.875       6           12/1/2007         5.875        6F        IO 2/6 LIB
     121732532               9.2       16.2        7            9/1/2008         7.45         6L          3/6 LIB
     121748187             7.625      13.625       6           10/1/2007         6.625        6L        IO 2/6 LIB
     122017859              6.25        0          0           00/00/0000          0          F           FIXED15
     122299751             7.625      13.625       6            1/1/2008         6.25         6L         2/6 LIBOR
     122163991               7.5        0          0           00/00/0000          0          F           FIXED30
     121748339              7.25      13.25        6           11/1/2008         6.25         6L         3/6 LIBOR
     122197391                 9        15         6            1/1/2008         5.875        6F        IO 2/6 LIB
     122319151            11.125      17.125       6            1/1/2008         6.625        6L        2/6P LIBOR
     122372990              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     121732499             8.925      15.925       7            9/1/2008         6.55         6L          3/6 LIB
     122360356              6.75        0          0           00/00/0000          0          F            30/15
     121748170             6.875      12.875       6           11/1/2007         5.875        6L        IO 2/6 LIB
     122436307             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122436906             9.375        0          0           00/00/0000          0          F           FIXED30
     122453866              9.25      15.25        6            1/1/2008         6.125        6L        2/6P LIBOR
     122374599                11        0          0           00/00/0000          0          F           FIXED30
     121710079              8.25        0          0           00/00/0000          0          F            30/15
     121559934               6.5        0          0           00/00/0000          0          F            30/15
     122450085                 8        14         6            1/1/2009         5.75         6L         3/6 LIBOR
     122228078              9.75        0          0           00/00/0000          0          F           FIXED30
     122013774             8.375        0          0           00/00/0000          0          F           FIXED30
     122629811               7.5        0          0           00/00/0000          0          F           FIXED30
     121732495              8.35      15.35        7            7/1/2008         7.25         6L          3/6 LIB
     122479744              7.25        0          0           00/00/0000          0          F           FIXED30
     122017287              9.99        0          0           00/00/0000          0          F           FIXED30
     121748312             7.875      13.875       6           10/1/2007         6.875        6L         2/6 LIBOR
     122327812             6.875      12.875       6           12/1/2007          5.5         6L         2/6 LIBOR
     122603483                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     122441240             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122644471               8.9       14.9        6           12/1/2008          7.9         6L         3/6 LIBOR
     122272830             9.375      15.375       6           12/1/2007          5.5         6L         2/6 LIBOR
     122096984              7.25        0          0           00/00/0000          0          F           FIXED15
     122474474                 9        15         6            1/1/2008          5.5         6L         2/6 LIBOR
     121745861                 7        13         6           11/1/2007           6          6L         2/6 LIBOR
     122493522             10.25      16.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122436690              8.25      14.25        6            1/1/2009          5.5         6L         3/6 LIBOR
     122288934                10        0          0           00/00/0000          0          F            30/15
     122436180             7.125        0          0           00/00/0000          0          F            30/15
     122544574                 9        15         6            1/1/2008         6.25         6L         2/6 LIBOR
     122090477              9.25      15.25        6           11/1/2007          5.5         6L         2/6 LIBOR
     122474484             7.125        0          0           00/00/0000          0          F           FIXED30
     121821105             8.375      14.375       6            9/1/2007         6.25         6L         2/6 LIBOR
     121748332              8.75      14.75        6           10/1/2008         7.75         6L         3/6 LIBOR
     121725240               5.8        0          0           00/00/0000          0          F           FIXED20
     121748253             8.375      14.375       6           11/1/2007         7.375        6L        IO 2/6 LIB
     122113028               8.5       14.5        6           11/1/2007         5.75         6F        IO 2/6 LIB
     122516220                 9        15         6            1/1/2008         6.375        6F        IO 2/6 LIB
     122300803               8.5        0          0           00/00/0000          0          F           FIXED30
     121748267              7.25      13.25        6           11/1/2010         6.25         6L        IO 5/6 LIB
     122392799             7.375      13.375       6            1/1/2008         5.75         6L         2/6 LIBOR
     121990022                12        18         6           10/1/2008         7.75         6L         3/6 LIBOR
     121747956             7.625      13.625       6           10/1/2007         6.625        6L         2/6 LIBOR
     122344976             9.875        0          0           00/00/0000          0          F           FIXED30
     122193037             11.25        0          0           00/00/0000          0          F           FIXED30
     121748158             7.875      13.875       6            9/1/2007         6.875        6L        IO 2/6 LIB
     122061381              7.75        0          0           00/00/0000          0          F         IO F30/120
     121858830             8.875      14.875       6            9/1/2007         6.25         6L         2/6 LIBOR
     122501994             8.625      14.625       6            1/1/2008          5.5         6L         2/6 LIBOR
     122442439              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     121748037             6.375      12.375       6           11/1/2008         5.375        6L         3/6 LIBOR
     121748261             7.875        0          0           00/00/0000          0          F           FIXED30
     121946715              9.25      15.25        6           10/1/2007          5.5         6L         2/6 LIBOR
     122330055             8.125      14.125       6            1/1/2008         5.75         6L        2/6LI40/30
     122329123               9.5       15.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     122461729              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     121749043             5.625      11.625       6           11/1/2007         4.625        6L          2/6 LIB
     122393758              8.75      14.75        6            1/1/2008           6          6F        IO 2/6 LIB
     121749027              7.75      13.75        6            9/1/2007         6.75         6L          2/6 LIB
     121748327               7.5       13.5        6           11/1/2007          6.5         6L         2/6 LIBOR
     121732533              7.95      14.95        7            9/1/2008          6.2         6L        IO 3/6 LIB
     122194786             8.875      14.875       6           12/1/2007          5.5         6L         2/6 LIBOR
     122368091               8.5       14.5        6            1/1/2008          5.5         6L        2/6P LIBOR
     121934676             9.625      15.625       6           10/1/2007         6.25         6L         2/6 LIBOR
     122575855              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     121426136             6.875        0          0           00/00/0000          0          F            30/15
     121748341              7.75      13.75        6           11/1/2007         6.75         6L         2/6 LIBOR
     122383871               7.5       13.5        6            1/1/2008         6.25         6L         2/6 LIBOR
     121997272              7.25        0          0           00/00/0000          0          F            30/15
     122023469                 8        14         6           11/1/2007         6.125        6L         2/6 LIBOR
     122344024              9.25      15.25        6            1/1/2008          6.5         6L         2/6 LIBOR
     122537429              7.25        0          0           00/00/0000          0          F            30/15
     121546134             8.125        0          0           00/00/0000          0          F            30/15
     121847654               8.5       14.5        6           10/1/2007         5.25         6L         2/6 LIBOR
     121725315              5.95        0          0           00/00/0000          0          F           FIXED20
     122249154             8.125        0          0           00/00/0000          0          F           FIXED30
     122213231              8.25        0          0           00/00/0000          0          F           FIXED30
     121301263             7.875        0          0           00/00/0000          0          F            30/15
     121748207              7.25      13.25        6           10/1/2007         6.25         6L         2/6 LIBOR
     122294361              7.25      13.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     121733324              5.85      11.85        6            9/1/2008         4.95         6L         3/6 LIBOR
     122185331             9.875      15.875       6           11/1/2007         6.25         6L         2/6 LIBOR
     121748269               6.5        0          0           00/00/0000          0          F          IOFIXED30
     122089135             6.675      12.675       6           11/1/2007           6          6F        IO 2/6 LIB
     122219053              8.25      14.25        6            1/1/2008         5.875        6L         2/6 LIBOR
     122544090              7.25      13.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122596984                 7        0          0           00/00/0000          0          F            30/15
     122581251             6.875      12.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122567132             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122521707             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122541107             7.875      13.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122447233             9.625        0          0           00/00/0000          0          F           FIXED30
     121747989             7.125      13.125       6           11/1/2007         6.125        6L        IO 2/6 LIB
     121747967              6.99      12.99        6           11/1/2010         5.99         6L         5/6 LIBOR
     122152279             7.875      13.875       6           11/1/2007         6.25         6L         2/6 LIBOR
     122568826             8.625      14.625       6            1/1/2008          5.5         6L        2/6LI40/30
     122686263              7.13        0          0           00/00/0000          0          F           FIXED30
     122393974                 8        14         6           12/1/2007          5.5         6L         2/6 LIBOR
     121748329             7.625      13.625       6           11/1/2007         6.625        6L         2/6 LIBOR
     122485987             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122166545               8.5       14.5        6            1/1/2009          5.5         1T          3/1 ARM
     121854536             9.875        0          0           00/00/0000          0          F           FIXED30
     121522682              9.75        0          0           00/00/0000          0          F            30/15
     122182483             6.625        0          0           00/00/0000          0          F            30/15
     122147582             8.125      14.125       6           11/1/2007         5.75         6F        IO 2/6 LIB
     121748346             7.625        0          0           00/00/0000          0          F           FIXED30
     122287775               7.5       13.5        6            1/1/2008         5.875        6L         2/6 LIBOR
     121748178              7.75      13.75        6           10/1/2007         6.75         6L        IO 2/6 LIB
     121748182             7.375      13.375       6           10/1/2007         6.375        6L        IO 2/6 LIB
     122534471              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122464682             9.125        0          0           00/00/0000          0          F           FIXED30
     121748154              5.65      11.65        6            8/1/2007         4.65         6L        IO 2/6 LIB
     122563199             8.125        0          0           00/00/0000          0          F           FIXED30
     121748247             6.375        0          0           00/00/0000          0          F           FIXED30
     121748224              6.25      12.625     6.375         10/1/2007         5.625        6L        IO 2/6 LIB
     121732479                 8        15         7            9/1/2008         6.25         6L        IO 3/6 LIB
     122342826               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122608127                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     122617858              7.25      12.25        5            1/1/2011         3.25         6L        IO 5/6 LIB
     122543028              7.38      13.38        6            1/1/2008          5.5         6L        2/6LI40/30
     121732601             10.35      17.35        7            9/1/2008          8.6         6L          3/6 LIB
     122211109             8.125        0          0           00/00/0000          0          F           FIXED30
     121748441              11.5        0          0           00/00/0000          0          F           FIXED30
     122552068             8.375      14.375       6            1/1/2008         6.25         6L         2/6 LIBOR
     121732546                 9        16         7            9/1/2008         7.25         6L          3/6 LIB
     122275192             7.125      13.125       6           12/1/2007         5.875        6F        IO 2/6 LIB
     122295122             7.375        0          0           00/00/0000          0          F           FIXED30
     122573526             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     121767452             6.125      12.125       6            9/1/2007           6          6F        IO 2/6 LIB
     122619086             9.375      15.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122434525             8.875      14.875       6            1/1/2009          5.5         6L        3/6LI40/30
     122083218                 7        13         6           11/1/2007         5.75         6F        IO 2/6 LIB
     121973509               8.5       14.5        6           12/1/2007          5.5         6L         2/6 LIBOR
     122584309             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122128868             7.375      13.375       6           11/1/2007         5.75         6F        IO 2/6 LIB
     122566477              7.75      13.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     121894780               6.5       12.5        6           10/1/2007           6          6F        IO 2/6 LIB
     122524468               9.5       15.5        6            1/1/2008         6.25         6F        IO 2/6 LIB
     121836596               7.5       13.5        6           12/1/2007         5.875        6F        IO 2/6 LIB
     122371454             7.875      13.875       6           12/1/2007          5.5         6L        2/6LI40/30
     122520594             6.125        0          0           00/00/0000          0          F           FIXED15
     122480983               9.5       15.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122661357             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122448547                 8        14         6            1/1/2009          5.5         6L         3/6 LIBOR
     122553674              9.75      15.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122017945             7.875      13.875       6           10/1/2007         5.75         6F        IO 2/6 LIB
     122040949              8.25        0          0           00/00/0000          0          F           FIXED30
     122554695             6.875        0          0           00/00/0000          0          F           FIXED30
     122559713             9.375      15.375       6            1/1/2008         6.625        6L         2/6 LIBOR
     122519108             11.75      17.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     121776548              6.75        0          0           00/00/0000          0          F            30/15
     122354453             6.625        0          0           00/00/0000          0          F            30/15
     121748314             7.625      13.625       6           11/1/2010         6.625        6L         5/6 LIBOR
     122056986             6.125        0          0           00/00/0000          0          F           FIXED15
     122576776             6.125        0          0           00/00/0000          0          F           FIXED15
     121596096              8.75        0          0           00/00/0000          0          F            30/15
     121634332               8.5        0          0           00/00/0000          0          F            30/15
     121744576              6.25        0          0           00/00/0000          0          F           FIXED30
     121801663               8.5        0          0           00/00/0000          0          F            30/15
     122502417              6.75        0          0           00/00/0000          0          F            30/15
     122032358                 7        0          0           00/00/0000          0          F            30/15
     122251113               7.5        0          0           00/00/0000          0          F            30/15
     121748437             10.85      17.85        7           11/1/2007         6.75         6L         2/6 LIBOR
     122444860              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122569762             8.875      14.875       6            1/1/2008         5.875        6L         2/6 LIBOR
     122299510            10.875      16.875       6            1/1/2008           7          6L        2/6P LIBOR
     122162203             8.375      14.375       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122250274              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122347441             8.125      14.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122520684                10        16         6            1/1/2008           6          6L         2/6 LIBOR
     122590741              7.25        0          0           00/00/0000          0          F            30/15
     122531484               9.3       15.3        6            1/1/2008          6.5         6L         2/6 LIBOR
     122548313             7.875      13.875       6            1/1/2009          5.5         6L         3/6 LIBOR
     122583363                 8        14         6            1/1/2008         4.25         6F        IO 2/6 LIB
     122599535             8.875        0          0           00/00/0000          0          F           FIXED30
     121891827             5.625      11.625       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122551495               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122589935              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122560444              8.25      14.25        6            1/1/2011         6.125        6L        IO 5/6 LIB
     122540811              7.99      13.99        6            1/1/2008         5.25         6L         2/6 LIBOR
     122586647              12.4       18.4        6            1/1/2008         7.25         6L         2/6 LIBOR
     121748316              8.25      14.25        6           10/1/2008         7.25         6L         3/6 LIBOR
     122533300               6.5       12.5        6            1/1/2008         5.625        6L         2/6 LIBOR
     122568942              7.75        0          0           00/00/0000          0          F           FIXED30
     122448964              8.25      14.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     122612902               8.5       14.5        6            1/1/2008         4.25         6F        IO 2/6 LIB
     122013031            10.375      16.375       6           12/1/2007         6.875        6L         2/6 LIBOR
     121749074               6.5       12.5        6           11/1/2007          5.5         6L          2/6 LIB
     122274566             8.125        0          0           00/00/0000          0          F           FIXED30
     122471239             9.375      15.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122571156             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122452060             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122354173             11.75        0          0           00/00/0000          0          F            30/15
     122476792             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122584700             8.125      14.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     122329110             7.875      13.875       6            1/1/2008         6.25         6L         2/6 LIBOR
     122300499               7.5        0          0           00/00/0000          0          F           FIXED30
     122391681             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122061336             7.875      13.875       6           10/1/2007         6.25         6L         2/6 LIBOR
     121880454             8.875      14.875       6            9/1/2007           6          6L         2/6 LIBOR
     121694409             7.875      13.875       6            9/1/2007         6.25         6L         2/6 LIBOR
     122603926             8.875      14.875       6            1/1/2008           6          6L         2/6 LIBOR
     121732494             8.825      15.825       7            9/1/2008         6.45         6L          3/6 LIB
     122507528             8.875      14.875       6            1/1/2008           6          6L         2/6 LIBOR
     122453172              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122371611               8.5       14.5        6            1/1/2008         5.25         6L        2/6LI40/30
     121818189                 8        14         6            9/1/2007           6          6L         2/6 LIBOR
     122106084             8.375      14.375       6           10/1/2007           6          6L         2/6 LIBOR
     122356006             7.875      13.875       6           12/1/2008           6          6L        IO 3/6 LIB
     122591034              7.25      12.25        5            1/1/2011           3          6L        IO 5/6 LIB
     122386227             8.125      14.125       6            1/1/2009         5.25         6L         3/6 LIBOR
     122603891              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     121748051             6.125      12.125       6            9/1/2007         5.125        6L        IO 2/6 LIB
     122089529             7.125      13.125       6           10/1/2007         5.25         6L         2/6 LIBOR
     122533113               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     121748030             6.999      12.999       6           10/1/2007         5.999        6L        IO 2/6 LIB
     121748068             7.625        0          0           00/00/0000          0          F           FIXED30
     122101713               7.5       13.5        6           10/1/2007         5.625        6L         2/6 LIBOR
     122435363              7.75      13.75        6            1/1/2009         5.875        6L        IO 3/6 LIB
     122535612              7.25      13.25        6            1/1/2009          5.5         1T          3/1 ARM
     122297863              9.75      15.75        6           12/1/2007         5.25         6L         2/6 LIBOR
     122558571             8.125      14.125       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122279679             8.875      14.875       6           11/1/2008         5.625        6L        IO 3/6 LIB
     122429142             7.875      13.875       6            1/1/2008         5.625        6L         2/6 LIBOR
     122450755             9.375        0          0           00/00/0000          0          F           FIXED30
     122515600            10.625      16.625       6            1/1/2008           6          6L        2/6P LIBOR
     122452411             9.125      15.125       6            1/1/2011         5.75         6L         5/6 LIBOR
     121748274               6.5       12.5        6           11/1/2007          5.5         6L        IO 2/6 LIB
     122491778             7.375        0          0           00/00/0000          0          F           FIXED30
     122494533               7.5       13.5        6            1/1/2008         5.25         6L        2/6LI40/30
     121732579             9.425      16.425       7            8/1/2008         8.325        6L          3/6 LIB
     122355236              7.25      13.25        6            1/1/2008          5.5         6L         2/6 LIBOR
     121996427             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122442827             10.25      16.25        6           12/1/2007         7.25         6L         2/6 LIBOR
     121732529                 8        15         7            9/1/2008         6.25         6L        IO 3/6 LIB
     122344453            10.125        0          0           00/00/0000          0          F           FIXED30
     122552702             7.125      13.125       6            1/1/2008         5.625        6L         2/6 LIBOR
     122598079              7.25        0          0           00/00/0000          0          F           FIXED30
     121740497               6.6       12.6        6            8/1/2007         6.25         6L        IO 2/6 LIB
     122097905              6.25      12.25        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122550332              8.75      14.75        6            1/1/2009         5.25         6L         3/6 LIBOR
     121732475              7.75      14.75        7            9/1/2008           6          6L          3/6 LIB
     122079703             7.625        0          0           00/00/0000          0          F            30/15
     122505784              11.5       17.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     122197435              8.75        0          0           00/00/0000          0          F           FIXED30
     122588153             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122495327               8.5        0          0           00/00/0000          0          F           FIXED30
     122369800             8.625      14.625       6            1/1/2008          5.5         6L         2/6 LIBOR
     121732585                 8        15         7            9/1/2008         6.25         6L        IO 3/6 LIB
     122428757              7.75      13.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122514561             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122547090              6.25      12.25        6            1/1/2009         5.25         6L         3/6 LIBOR
     122624766              7.25      13.25        6            1/1/2008         3.75         6F        IO 2/6 LIB
     122507085              7.25        0          0           00/00/0000          0          F            30/15
     122008515              8.75      14.75        6           11/1/2007         5.875        6F        IO 2/6 LIB
     122498629              9.25        0          0           00/00/0000          0          F         FIXED40/30
     122452713             8.375        0          0           00/00/0000          0          F           FIXED30
     122464207             10.75      16.75        6            1/1/2008           7          6L         2/6 LIBOR
     122322385            10.625        0          0           00/00/0000          0          F           FIXED30
     121652407              6.25        0          0           00/00/0000          0          F           FIXED15
     122545671             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121725339               7.7        0          0           00/00/0000          0          F           FIXED30
     122392301             9.875      15.875       6           12/1/2007          5.5         6L         2/6 LIBOR
     121748203              6.99        0          0           00/00/0000          0          F           FIXED30
     121747950              7.75      13.75        6           10/1/2007         6.75         6L        IO 2/6 LIB
     122307515             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     121725079               6.8        0          0           00/00/0000          0          F           FIXED30
     122309964             6.125        0          0           00/00/0000          0          F           FIXED15
     122493802             9.375      15.375       6            1/1/2008           6          6L         2/6 LIBOR
     121915374             8.375        0          0           00/00/0000          0          F            30/15
     121749025              6.99      12.99        6           10/1/2007         5.99         6L          2/6 LIB
     122430839             6.625        0          0           00/00/0000          0          F            30/15
     122580266             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122456019              6.25        0          0           00/00/0000          0          F           FIXED15
     122478093              8.25      14.25        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122451331             7.875      13.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     121748155               8.5       14.5        6           11/1/2007          7.5         6L         2/6 LIBOR
     122606954              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122397009             7.875      13.875       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122361072             9.125      15.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     122113985             8.625      14.625       6           12/1/2007           6          6F        IO 2/6 LIB
     121977150              7.25      13.25        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122351510              7.25        0          0           00/00/0000          0          F         IO F30/120
     122532463            10.375        0          0           00/00/0000          0          F           FIXED30
     122618750             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122596316             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     121749041               6.5        0          0           00/00/0000          0          F           FIXED30
     122151748              7.25      13.25        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122557999              6.25        0          0           00/00/0000          0          F            30/15
     122477213             8.875      14.875       6            1/1/2008          5.5         6L        2/6LI40/30
     122286859             8.125        0          0           00/00/0000          0          F           FIXED30
     121732526                 8        15         7            9/1/2008         6.25         6L        IO 3/6 LIB
     121947514             7.375      13.375       6           10/1/2007         5.625        6F        IO 2/6 LIB
     122184537             7.625      13.625       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122531790             9.625      15.625       6            1/1/2008         6.375        6L         2/6 LIBOR
     122584646              9.75      15.75        6            1/1/2008         6.125        6F        IO 2/6 LIB
     121860342             7.875      13.875       6            9/1/2007           6          6L         2/6 LIBOR
     121637806               8.5       14.5        6            9/1/2007           6          6L         2/6 LIBOR
     121748020              6.75      12.75        6           10/1/2008         5.75         6L         3/6 LIBOR
     121884969              8.75      14.75        6           11/1/2007         6.25         6L         2/6 LIBOR
     122075014                 7        13         6            9/1/2010           6          6L        IO 5/6 LIB
     122204364             7.875      13.875       6           12/1/2007         5.75         6L        2/6P LIBOR
     122331231              9.75      15.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122583572               7.5        0          0           00/00/0000          0          F           FIXED30
     122507977               8.5       14.5        6            1/1/2008         5.25         6L        2/6LI40/30
     121740529               8.5        0          0           00/00/0000          0          F            30/15
     122395155              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122391699             8.625      14.625       6            1/1/2009         5.25         6L         3/6 LIBOR
     122260299             7.375      13.375       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122282957              8.75      14.75        6           12/1/2007         5.875        6F        IO 2/6 LIB
     121748184             6.125      12.125       6           10/1/2007         5.125        6L        IO 2/6 LIB
     121952336             6.875      12.875       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122394224             8.375      14.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122473444             9.375      15.375       6            1/1/2008         6.25         6L         2/6 LIBOR
     121738541              7.24      12.24        5            8/1/2007           5          6L         2/6 LIBOR
     122482966            10.125      16.125       6            1/1/2008         6.25         6L         2/6 LIBOR
     122543007             7.875      13.875       6            1/1/2008         5.75         6F        IO 2/6 LIB
     121993438               8.5       14.5        6           10/1/2008         5.875        1T        IO 3/1TREA
     122609749               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122613158               7.5       13.5        6            1/1/2008           3          6L         2/6 LIBOR
     122156490             7.875        0          0           00/00/0000          0          F           FIXED30
     121640040             9.375        0          0           00/00/0000          0          F            30/15
     122338948               9.5        0          0           00/00/0000          0          F           FIXED30
     122566712               9.5       15.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122332344             7.625      13.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122530856             9.875      15.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     121729370              14.5        0          0           00/00/0000          0          F         IO FIXED30
     121748143                 8        14         6            8/1/2008           7          6L        IO 3/6 LIB
     122245088               7.5        0          0           00/00/0000          0          F            30/15
     122550096              7.75        0          0           00/00/0000          0          F           FIXED30
     122213358             9.625        0          0           00/00/0000          0          F           FIXED30
     122483201            10.125      16.125       6            1/1/2008          6.5         6L         2/6 LIBOR
     122289994                 7        13         6            1/1/2008         5.625        6F        IO 2/6 LIB
     122632073             8.875      14.875       6            1/1/2008         5.25         6L        2/6LI40/30
     121379967             8.125        0          0           00/00/0000          0          F            30/15
     122508271             9.375      15.375       6            1/1/2008           7          6L         2/6 LIBOR
     122168769              8.25        0          0           00/00/0000          0          F           FIXED30
     122173904             6.875      12.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122574802             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122344201                10        16         6            1/1/2008         5.25         6L         2/6 LIBOR
     121732484              8.05      15.05        7            9/1/2008          6.3         6L        IO 3/6 LIB
     122608981            10.125      16.125       6            1/1/2008           7          6L         2/6 LIBOR
     121732603              9.45      16.45        7            9/1/2008          7.7         6L          3/6 LIB
     122593392             7.125      13.125       6            1/1/2009         4.375        1T        3/1TR40/30
     122031554              6.75        0          0           00/00/0000          0          F            30/15
     122567571              9.75      15.75        6            1/1/2008         6.25         6L         2/6 LIBOR
     122482777            10.125      16.125       6            1/1/2008         6.25         6L         2/6 LIBOR
     122331745              9.25      15.25        6           12/1/2007         5.625        6F        IO 2/6 LIB
     121749001             6.875      12.875       6            8/1/2007         5.625        6L         2/6 LIBOR
     122560009             8.375      14.375       6            1/1/2009         5.375        1T        3/1TR40/30
     121923065               8.5       14.5        6           10/1/2007         5.75         6F        IO 2/6 LIB
     121747987              7.25      13.25        6           11/1/2007         6.25         6L         2/6 LIBOR
     122035487             7.875      13.875       6           10/1/2007           6          6L         2/6 LIBOR
     121745858             8.125      14.125       6           11/1/2007         7.125        6L         2/6 LIBOR
     122213753             9.125        0          0           00/00/0000          0          F           FIXED30
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     122211104            10.625        0          0           00/00/0000          0          F           FIXED30
     121748216              6.99      12.99        6           10/1/2007         5.99         6L        IO 2/6 LIB
     122226699             7.875      13.875       6            1/1/2008           6          6L         2/6 LIBOR
     121989764             7.875      13.875       6           10/1/2008           6          6L         3/6 LIBOR
     122082357               8.5       14.5        6           10/1/2007         5.25         6L         2/6 LIBOR
     122483097            10.125      16.125       6            1/1/2008         6.25         6L         2/6 LIBOR
     122491615             10.25      16.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     121831088              7.75        0          0           00/00/0000          0          F           FIXED30
     122272457             8.375        0          0           00/00/0000          0          F           FIXED30
     122483646               7.5       13.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     121970625             9.125      15.125       6           10/1/2007           6          6F        IO 2/6 LIB
     122140831             7.125      13.125       6           11/1/2008           6          1T          3/1 ARM
     122555756            10.125      16.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     121732512               9.6       16.6        7            9/1/2008         7.85         6L          3/6 LIB
     122543349             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122435069             7.875        0          0           00/00/0000          0          F           FIXED15
     121749026             5.625      11.625       6           12/1/2008         4.625        6L         3/6 LIBOR
     122316212              6.75        0          0           00/00/0000          0          F           FIXED30
     122151916               7.5        0          0           00/00/0000          0          F           FIXED30
     122482483            10.125      16.125       6            1/1/2008         6.25         6L         2/6 LIBOR
     121748298             6.125      12.125       6            9/1/2007         5.125        6L         2/6 LIBOR
     121732610              9.05      16.05        7            9/1/2008          7.3         6L          3/6 LIB
     122230032                 8        14         6           11/1/2007           6          6L         2/6 LIBOR
     121748156             7.375      13.375       6            9/1/2007         6.375        6L         2/6 LIBOR
     121732536             10.05      17.05        7            9/1/2008          8.3         6L          3/6 LIB
     121748429              9.85      16.85        7           11/1/2007         5.99         6L         2/6 LIBOR
     121749087              6.75        0          0           00/00/0000          0          F           FIXED30
     122630848               7.5        0          0           00/00/0000          0          F           FIXED30
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     122508175                 9        15         6            1/1/2008         5.25         6L         2/6 LIBOR
     122041029              9.75        0          0           00/00/0000          0          F            30/15
     122067498             7.875      13.875       6           10/1/2007         5.625        6F        IO 2/6 LIB
     122347144              7.25      13.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122363555               8.5       14.5        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122381938             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122456137                10        16         6            1/1/2008         5.25         6L         2/6 LIBOR
     121732478              8.95      15.95        7            8/1/2008          7.2         6L          3/6 LIB
     122236993             9.375      15.375       6            1/1/2009         5.25         6L        3/6LI40/30
     121748315              7.75      13.75        6           10/1/2008         6.75         6L         3/6 LIBOR
     122162748              8.25      14.25        6           11/1/2007          5.5         6F        IO 2/6 LIB
     121732513              7.25      14.25        7            9/1/2008          5.5         6L        IO 3/6 LIB
     122493140               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122386821             6.625      12.625       6           12/1/2010         6.875        6L        IO 5/6 LIB
     122318219               8.5        0          0           00/00/0000          0          F           FIXED30
     121732485               7.6       14.6        7            9/1/2008         5.85         6L          3/6 LIB
     122589456               8.5       14.5        6            1/1/2009         5.25         1T          3/1 ARM
     122386486               9.5        0          0           00/00/0000          0          F           FIXED30
     122122166             8.375      14.375       6           12/1/2007         6.25         6L         2/6 LIBOR
     122306986             8.375      14.375       6           12/1/2007         6.375        6F        IO 2/6 LIB
     122605754                 9        15         6            1/1/2008         5.25         6L        2/6LI40/30
     122132494             7.625      13.625       6           10/1/2007           6          6F        IO 2/6 LIB
     122063377             7.125      13.125       6           10/1/2007         5.25         6L         2/6 LIBOR
     122220676              9.75      15.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122518977             9.875        0          0           00/00/0000          0          F           FIXED30
     122247003             7.375        0          0           00/00/0000          0          F         IO F30/120
     121709203             6.875      12.875       6            9/1/2010           6          6L        IO 5/6 LIB
     121748044              6.75      12.75        6           11/1/2008         5.75         6L        IO 3/6 LIB
     121747946                 6        12         6            9/1/2007           5          6L        IO 2/6 LIB
     122568129               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122654448               7.5        0          0           00/00/0000          0          F           FIXED30
     122548532               7.5       13.5        6            1/1/2008         3.75         6L         2/6 LIBOR
     122507999             7.125        0          0           00/00/0000          0          F           FIXED30
     122572083             7.875      13.875       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122215634             7.375      13.375       6           11/1/2007          5.5         6F        IO 2/6 LIB
     121289942              10.5        0          0           00/00/0000          0          F            30/15
     121146359             9.625        0          0           00/00/0000          0          F            30/15
     121942680                 7        13         6           12/1/2010         2.75         1T          5/1 ARM
     122621451             7.875        0          0           00/00/0000          0          F           FIXED30
     121749070               5.5       11.5        6           11/1/2007          4.5         6L          2/6 LIB
     121771056              9.75        0          0           00/00/0000          0          F            30/15
     121745805             6.875        0          0           00/00/0000          0          F           FIXED30
     122194540                 7        13         6           11/1/2008         2.75         1T        IO 3/1TREA
     122548084              7.25      13.25        6            1/1/2008         5.25         6L        2/6LI40/30
     122289203             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     121749073               6.5       12.5        6           12/1/2007          5.5         6L          2/6 LIB
     122220893               8.5       14.5        6           12/1/2007         5.25         6L         2/6 LIBOR
     122464709               7.5        0          0           00/00/0000          0          F         IO F30/120
     122611670             9.875      15.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122152150               7.5       13.5        6           12/1/2007         5.75         6F        IO 2/6 LIB
     122577964               9.5       15.5        6            1/1/2008         6.375        6L         2/6 LIBOR
     122625379               7.5       12.5        5            1/1/2011          3.5         6L        IO 5/6 LIB
     121888864              9.75        0          0           00/00/0000          0          F           FIXED30
     122472453                 9        15         6           12/1/2007         5.25         6L         2/6 LIBOR
     122374864              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122203980             8.875      14.875       6           11/1/2007           6          6L         2/6 LIBOR
     121926455               9.5        0          0           00/00/0000          0          F            30/15
     121933978              7.75      13.75        6           10/1/2008         5.625        6L        IO 3/6 LIB
     121732543               9.8       16.8        7            9/1/2008         8.05         6L          3/6 LIB
     121732521               7.9       14.9        7            9/1/2008         6.15         6L        IO 3/6 LIB
     122393421             7.375      13.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122544177                 8        14         6            1/1/2008          5.5         6L         2/6 LIBOR
     122321514             8.875      14.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122440478            10.125        0          0           00/00/0000          0          F           FIXED30
     122438085             8.125      14.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122329105             9.375        0          0           00/00/0000          0          F           FIXED30
     122496195             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122340086             6.625        0          0           00/00/0000          0          F            30/15
     122541058             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121732552              6.95      13.95        7            9/1/2008          5.2         6L          3/6 LIB
     122489204                 7        13         6            1/1/2008         5.625        6F        IO 2/6 LIB
     122167656             7.125      13.125       6           11/1/2008         5.75         6L        IO 3/6 LIB
     122582392             8.125      14.125       6            1/1/2008         5.625        6L         2/6 LIBOR
     122314815             7.125      13.125       6            1/1/2008         5.25         6L        2/6LI40/30
     122454321             7.625      13.625       6            1/1/2008         6.125        6F        IO 2/6 LIB
     122657070              6.75      11.75        5            1/1/2011           3          6L        IO 5/6 LIB
     121748254              6.25        0          0           00/00/0000          0          F          IOFIXED30
     121811617              6.25      12.25        6            9/1/2007         5.75         6F        IO 2/6 LIB
     122289046               7.5       13.5        6           12/1/2007         5.875        6F        IO 2/6 LIB
     122578896             7.125      13.125       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122603573             8.625      14.625       6            1/1/2008         5.25         6L        2/6LI40/30
     122312381             7.875        0          0           00/00/0000          0          F         IO F30/120
     122452201             7.875        0          0           00/00/0000          0          F           FIXED30
     122655287               7.5       13.5        6            1/1/2009         5.25         1T          3/1 ARM
     122138609             7.875      13.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122500761             12.75      18.75        6            1/1/2008         7.25         6L         2/6 LIBOR
     122495852               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122213180                 8        14         6           12/1/2007         5.625        6F        IO 2/6 LIB
     122484992                 8        13         5            1/1/2011         4.25         6L        IO 5/6 LIB
     121748162               7.5       13.5        6            9/1/2007          6.5         6L         2/6 LIBOR
     121732531               9.4       16.4        7            9/1/2008         7.65         6L          3/6 LIB
     121802428             7.375        0          0           00/00/0000          0          F            30/15
     122137751             9.625      15.625       6           11/1/2007           6          6L         2/6 LIBOR
     122438334             8.625        0          0           00/00/0000          0          F           FIXED30
     122156685                10        16         6            1/1/2008           6          6L         2/6 LIBOR
     121727523              5.25      11.25        6            6/1/2008         2.25         7L        IO 3/6 LIB
     122328125            12.125      18.125       6            1/1/2008         7.25         6L         2/6 LIBOR
     121747948              7.75      13.75        6            9/1/2007         6.75         6L        IO 2/6 LIB
     122452561              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122528124                 9        0          0           00/00/0000          0          F         IO F30/120
     122557186               9.5       15.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122634489             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122518190             5.625        0          0           00/00/0000          0          F           FIXED30
     121779779             8.625      14.625       6            9/1/2007           6          6L         2/6 LIBOR
     122478896             7.875      12.875       5            1/1/2011         5.25         6L        IO 5/6 LIB
     122235011               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122378188             9.875      15.875       6            1/1/2008           6          6L         2/6 LIBOR
     122463560             9.625      15.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     122113221               9.5       15.5        6           11/1/2007         5.25         6L         2/6 LIBOR
     121988953             7.875      13.875       6           10/1/2007         5.875        6F        IO 2/6 LIB
     121637050             8.375      14.375       6            9/1/2007           6          6L        2/6P LIBOR
     122294844               7.5       13.5        6           12/1/2008         5.875        6L        IO 3/6 LIB
     122435238             8.875      14.875       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122627287              7.75      13.75        6            1/1/2008         4.25         6L         2/6 LIBOR
     122518403               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122606881             8.625      14.625       6            1/1/2008          5.5         6L         2/6 LIBOR
     121791710             8.375        0          0           00/00/0000          0          F           FIXED30
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     122626027                 8        14         6            1/1/2008         5.25         6L         2/6 LIBOR
     122544506             8.125        0          0           00/00/0000          0          F           FIXED30
     121745824             7.875      13.875       6           11/1/2007         6.875        7L        IO 2/6 LIB
     122531947               6.5        0          0           00/00/0000          0          F            30/15
     122534955             6.875        0          0           00/00/0000          0          F            30/15
     122587371              7.75      13.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122470176              6.75        0          0           00/00/0000          0          F         IO F30/120
     122485325            10.125      16.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     122461050            12.125      18.125       6            1/1/2008         7.25         6L         2/6 LIBOR
     122339618             8.625      14.625       6           12/1/2007         5.625        6L         2/6 LIBOR
     122443495              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122302421              10.5        0          0           00/00/0000          0          F           FIXED20
     122460136             8.375      14.375       6            1/1/2009           6          6L         3/6 LIBOR
     122219767             9.125      15.125       6           12/1/2007         5.25         6L         2/6 LIBOR
     122354206             9.875      15.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122357073                 9        0          0           00/00/0000          0          F            30/15
     122228841               7.5       13.5        6           11/1/2007         5.75         6L         2/6 LIBOR
     122079135                 8        14         6           11/1/2007           6          6L         2/6 LIBOR
     122542445             8.375      14.375       6            1/1/2008          6.5         6L        2/6LI40/30
     122532768              6.75      12.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122099348               6.5        0          0           00/00/0000          0          F         IO F30/120
     122143933             8.125      14.125       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122377242              7.75      13.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122484817             8.375      14.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     121782367                 8        14         6            9/1/2007           6          6L         2/6 LIBOR
     122132264              7.25      13.25        6           11/1/2007         5.25         6L         2/6 LIBOR
     122281633              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122355741              7.75        0          0           00/00/0000          0          F           FIXED30
     122199715                 9        15         6           12/1/2008         7.125        LL         3/1 LIBOR
     122218183                 9        15         6           12/1/2008         7.125        LL         3/1 LIBOR
     122360482               9.6       15.6        6            1/1/2008         6.25         6L         2/6 LIBOR
     122360989               9.6       15.6        6            1/1/2008         6.25         6L         2/6 LIBOR
     122492202             9.375      15.375       6            1/1/2008           6          6L         2/6 LIBOR
     122593443             11.75      17.75        6            1/1/2008         6.25         6L         2/6 LIBOR
     122454561             6.875      12.875       6           12/1/2007          5.5         6L         2/6 LIBOR
     121993843             6.375      12.375       6           10/1/2007         5.75         6F        IO 2/6 LIB
     122593404              9.75      15.75        6            1/1/2008           7          6L         2/6 LIBOR
     121764780             6.375      12.375       6            9/1/2010         2.75         6L        IO 5/6 LIB
     122434570            12.625      18.625       6            1/1/2008         7.25         6L         2/6 LIBOR
     122552283              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122276177               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122117693              7.25      13.25        6           11/1/2007          5.5         6F        IO 2/6 LIB
     121748095             6.999        0          0           00/00/0000          0          F          IOFIXED30
     122204104             8.375      14.375       6            1/1/2008         5.25         6L        2/6P LIBOR
     122333169              8.75      14.75        6            1/1/2008           6          6L         2/6 LIBOR
     121745831                 7        0          0           00/00/0000          0          F           FIXED30
     121732528               7.6       14.6        7            9/1/2008         5.85         6L          3/6 LIB
     121748296              6.25      12.25        6            9/1/2007         5.25         6L         2/6 LIBOR
     122616783              8.49      14.49        6           12/1/2007          5.5         6L         2/6 LIBOR
     122117075              7.25      13.25        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122210523               7.5       13.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122514643             7.375      13.375       6            1/1/2008         5.25         6L        2/6LI40/30
     122297542             6.875      12.875       6           12/1/2007         5.25         6L         2/6 LIBOR
     122245093             8.875        0          0           00/00/0000          0          F           FIXED30
     122445702              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122626879             8.375        0          0           00/00/0000          0          F           FIXED30
     122477414             8.625      14.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122008564              7.25      13.25        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122549167              7.25      13.25        6            1/1/2008           3          6L         2/6 LIBOR
     122383314            10.875      16.875       6            1/1/2008           7          6L         2/6 LIBOR
     122454926              6.75        0          0           00/00/0000          0          F            30/15
     122099445              8.75      14.75        6           11/1/2007           6          6L         2/6 LIBOR
     122459493             6.875      12.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     121857733                 6        12         6           10/1/2008           6          6L        IO 3/6 LIB
     122314849               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122085149                 9        15         6           10/1/2007         6.25         6L         2/6 LIBOR
     122162027               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     121820488             8.375        0          0           00/00/0000          0          F            30/15
     122573103             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     121986863              6.25      12.25        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122624189                 7        13         6            1/1/2008         5.25         6L         2/6 LIBOR
     122148407              8.25      14.25        6           11/1/2008         5.75         6L        IO 3/6 LIB
     122440190             8.875        0          0           00/00/0000          0          F           FIXED30
     121748152             5.625      11.625       6            9/1/2008         4.625        6L        IO 3/6 LIB
     121740471              6.45      12.45        6            8/1/2007         5.25         6L        IO 2/6 LIB
     122192262               6.5       12.5        6            1/1/2009          5.5         6L         3/6 LIBOR
     122395782              9.75        0          0           00/00/0000          0          F           FIXED30
     122466142             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122473040             8.125      14.125       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122581167             8.125      14.125       6            1/1/2009         5.25         1T          3/1 ARM
     122086900              8.75      14.75        6           11/1/2007           6          6L         2/6 LIBOR
     122615679             7.125      13.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     122556358              9.25      15.25        6            1/1/2009         5.75         6L         3/6 LIBOR
     122509483                 8        14         6            1/1/2008         5.25         6L         2/6 LIBOR
     121920403              7.25      13.25        6           11/1/2007         6.125        6F        IO 2/6 LIB
     122339658              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122264631               7.5       13.5        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122497360               7.5       13.5        6            1/1/2009         2.75         6L        IO 3/6 LIB
     122513154             7.625      13.625       6            1/1/2008         6.125        6F        IO 2/6 LIB
     122454409            10.625        0          0           00/00/0000          0          F           FIXED30
     122091610             10.25        0          0           00/00/0000          0          F           FIXED30
     122277372             8.125      14.125       6            1/1/2008           6          6L         2/6 LIBOR
     122326985             8.625      14.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122561583             6.375      12.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122113611                 9        15         6           12/1/2007         5.25         6L         2/6 LIBOR
     122437926             9.875      15.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122382978              11.5       17.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     121748050               5.5       11.5        6            9/1/2007          4.5         6L        IO 2/6 LIB
     122580551             7.875      13.875       6            1/1/2009         5.875        1T          3/1 ARM
     122392147            10.625      16.625       6            1/1/2008         7.25         6L         2/6 LIBOR
     122515110               9.5       15.5        6            1/1/2008         6.25         6L        2/6P LIBOR
     122346953             9.125      15.125       6           12/1/2007         5.625        6L         2/6 LIBOR
     122242046             7.375      13.375       6            1/1/2008         5.875        6F        IO 2/6 LIB
     121748011               6.5       12.5        6           10/1/2007          5.5         6L        IO 2/6 LIB
     121748348             6.875      12.875       6           12/1/2008         5.875        6L         3/6 LIBOR
     121398782             5.375      10.375       5            5/1/2010         2.25         LL        IO 5/1TREA
     121714341              7.75      13.75        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122581524             8.375      14.375       6            1/1/2008         4.25         6L         2/6 LIBOR
     122246811             7.875      13.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122496890               7.5        0          0           00/00/0000          0          F           FIXED30
     122609939             7.625        0          0           00/00/0000          0          F           FIXED30
     122195076              7.75      13.75        6           12/1/2007         5.75         6F        IO 2/6 LIB
     122218838             8.875      14.875       6           11/1/2007         5.875        6F        IO 2/6 LIB
     121732493              7.85      14.85        7            9/1/2008          6.1         6L        IO 3/6 LIB
     122060553              8.25      14.25        6            1/1/2008           6          6L         2/6 LIBOR
     122084149             7.375      13.375       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122186003              6.75      12.75        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122308368              8.75      14.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122468044              9.25      15.25        6            1/1/2008           6          6L         2/6 LIBOR
     122509441              8.75      14.75        6            1/1/2008         5.875        6F        IO 2/6 LIB
     122578632             9.875      15.875       6            1/1/2008         6.25         6L         2/6 LIBOR
     122112845               7.5       13.5        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122613188             8.125      14.125       6            1/1/2008         6.375        6L         2/6 LIBOR
     122285674               7.5       13.5        6           12/1/2007         5.25         6L         2/6 LIBOR
     122188795             9.125      15.125       6           11/1/2007           6          6L         2/6 LIBOR
     121748215             7.625      13.625       6           11/1/2008         6.625        6L         3/6 LIBOR
     122435107                 8        14         6            1/1/2008         5.625        6F        IO 2/6 LIB
     122281582                 9        15         6           11/1/2007         5.25         6L         2/6 LIBOR
     122033967               8.5       14.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122248746             11.25      17.25        6            1/1/2008         7.25         6L         2/6 LIBOR
     122519920             7.875        0          0           00/00/0000          0          F            30/15
     122571240             8.875      14.875       6            1/1/2008           6          6F        IO 2/6 LIB
     122099879              8.75      14.75        6            1/1/2008         6.25         6L         2/6 LIBOR
     121892053             6.875      12.875       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122269930             7.125        0          0           00/00/0000          0          F         IO F30/120
     121732596              9.55      16.55        7            9/1/2008          7.8         6L          3/6 LIB
     122577032             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122141779             7.125      13.125       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122533391              9.75      15.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122513686              7.75      13.75        6            1/1/2008           6          6L         2/6 LIBOR
     121732600               7.6       14.6        7            8/1/2008         5.85         6L        IO 3/6 LIB
     122670618             6.875      12.875       6            1/1/2009         3.75         6L        IO 3/6 LIB
     121749018             7.125      13.125       6            9/1/2007         6.125        6L          2/6 LIB
     121748002             6.375      12.375       6            8/1/2007         5.375        6L        IO 2/6 LIB
     122480205             9.625      15.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     122275664               7.5       13.5        6           12/1/2007          5.5         6F        IO 2/6 LIB
     121745840             6.625      12.625       6           11/1/2007         5.625        6L         2/6 LIBOR
     122457067               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     121748220               8.5       14.5        6           10/1/2007          7.5         6L        IO 2/6 LIB
     122234404                 9        0          0           00/00/0000          0          F           FIXED30
     122571063               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122108066             6.375      12.375       6            1/1/2008           4          6L         2/6 LIBOR
     122517831             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122465361             8.375      14.375       6           12/1/2007         5.75         6F        IO 2/6 LIB
     121748183               5.5       11.5        6            9/1/2007          4.5         6L        IO 2/6 LIB
     122216729             7.125      13.125       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122527318              7.25      13.25        6            1/1/2008          5.5         6L        2/6LI40/30
     122631873             6.375        0          0           00/00/0000          0          F           FIXED30
     122363034             8.875      14.875       6           12/1/2007         5.25         6L         2/6 LIBOR
     121732480              8.35      15.35        7            9/1/2008          6.6         6L          3/6 LIB
     122261437             7.625      13.625       6            1/1/2008          3.5         6F        IO 2/6 LIB
     122371332             9.875      15.875       6            1/1/2008         7.25         6L         2/6 LIBOR
     122360302               8.5       14.5        6            1/1/2008           6          6F        IO 2/6 LIB
     122450664               8.5        0          0           00/00/0000          0          F           FIXED30
     122559972              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122590537             8.125      14.125       6            1/1/2008         5.25         6L        2/6LI40/30
     122347201             6.875      12.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122349492             7.875      13.875       6           12/1/2007         7.375        6F        IO 2/6 LIB
     122527172             7.375        0          0           00/00/0000          0          F            30/15
     122555278             7.625      13.625       6            1/1/2008          5.5         6L        2/6LI40/30
     121749005               5.5       11.5        6            6/1/2007          4.5         6L          2/6 LIB
     122450809            11.875      17.875       6            1/1/2008         7.25         6L         2/6 LIBOR
     122486265            11.625        0          0           00/00/0000          0          F           FIXED30
     121524593              7.75        0          0           00/00/0000          0          F            30/15
     122383038              6.75        0          0           00/00/0000          0          F           FIXED15
     122271052             8.375      14.375       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122497432               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122218087             7.125        0          0           00/00/0000          0          F            30/15
     122526929               6.5        0          0           00/00/0000          0          F            30/15
     122531748             6.625      12.625       6            1/1/2008           6          6L         2/6 LIBOR
     122106342             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     121877667             6.375      12.375       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122519831              6.75        0          0           00/00/0000          0          F            30/15
     122541295              7.75      13.75        6            1/1/2009         5.625        6L        3/6LI40/30
     122236880              7.75      13.75        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122502243             7.875      13.875       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122474789              7.25      13.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122569561              12.5       18.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     122597549             6.375      12.375       6            1/1/2008         5.375        6L        2/6LI40/30
     122449967              9.25        0          0           00/00/0000          0          F           FIXED30
     121880162                 7        13         6           10/1/2010         6.25         6L        IO 5/6 LIB
     122263564             7.875      13.875       6           12/1/2007         5.75         6F        IO 2/6 LIB
     121732511               9.5       16.5        7            7/1/2008          8.4         6L          3/6 LIB
     121745851             7.875      13.875       6           11/1/2007         6.875        7L        IO 2/6 LIB
     122346690             9.625      15.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     121732606               7.7       14.7        7            9/1/2008         5.95         6L        IO 3/6 LIB
     122267507             7.875      13.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122272723              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122293627               7.5       13.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122375909                 7        13         6           12/1/2007         5.625        6F        IO 2/6 LIB
     122439213              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122220263             7.625      13.625       6           11/1/2008          5.5         6L        IO 3/6 LIB
     121952839              7.75      13.75        6            9/1/2007           6          6L         2/6 LIBOR
     122079918              6.99      12.99        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122100946             9.375      15.375       6           11/1/2007           6          6F        IO 2/6 LIB
     121767841              5.99      11.99        6            8/1/2010         2.75         6L        IO 5/6 LIB
     122215867              6.75      12.75        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122134208             9.625      15.625       6            1/1/2008         7.25         6L         2/6 LIBOR
     121745809               7.5       13.5        6           10/1/2007          6.5         6L         2/6 LIBOR
     122055287             7.375      13.375       6           11/1/2008         5.875        1T          3/1 ARM
     121748335             8.375      14.375       6           11/1/2008         7.375        6L        IO 3/6 LIB
     122152580              7.25      13.25        6           10/1/2007         7.25         6F        IO 2/6 LIB
     121882353             6.875        0          0           00/00/0000          0          F           FIXED30
     122103976             10.25      16.25        6           11/1/2007          5.5         6L         2/6 LIBOR
     122486306             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122359326              8.75      14.75        6           12/1/2008          5.5         1T          3/1 ARM
     122537138               9.5       15.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122255671              7.75      13.75        6           12/1/2007           6          6F        IO 2/6 LIB
     122481841             6.875        0          0           00/00/0000          0          F         IO F30/120
     122279098             6.875      12.875       6           12/1/2007         5.25         6L        2/6LI40/30
     122525399             7.875        0          0           00/00/0000          0          F           FIXED30
     121745803                 7        0          0           00/00/0000          0          F           FIXED30
     121740481               6.1       12.1        6            9/1/2008         5.25         6L        IO 3/6 LIB
     122056906               6.5       12.5        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122240091             6.875      12.875       6            1/1/2008         5.25         6L        2/6LI40/30
     122363433              8.75      14.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122454276                 8        14         6            1/1/2008         5.25         6L         2/6 LIBOR
     122589799             6.375      12.375       6            1/1/2009           3          6L        IO 3/6 LIB
     122604658             7.625      12.625       5            1/1/2011         3.75         6L        IO 5/6 LIB
     122394722             9.375        0          0           00/00/0000          0          F           FIXED30
     122336472              11.5       17.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     122057533             9.125        0          0           00/00/0000          0          F           FIXED30
     122125313                 6        0          0           00/00/0000          0          F           FIXED15
     121749008             6.875      12.875       6            8/1/2007          5.5         6L          2/6 LIB
     121748345              7.99      13.99        6           11/1/2007         6.99         6L        IO 2/6 LIB
     121732598               7.7       14.7        7            9/1/2008          6.6         6L          3/6 LIB
     122290613             9.875      15.875       6           11/1/2008         5.25         6L         3/6 LIBOR
     122236382             8.875      14.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122373991             7.875      13.875       6           12/1/2007         5.25         6L         2/6 LIBOR
     122439913              9.25      15.25        6           12/1/2007         5.25         6L         2/6 LIBOR
     122126378             6.875      12.875       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122603018             8.125      14.125       6            1/1/2008         5.25         6L        2/6LI40/30
     122482681             8.125        0          0           00/00/0000          0          F         IO F30/120
     122313137             6.375      12.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     121723181               6.5       12.5        6            7/1/2008          5.5         7L        IO 3/6 LIB
     122010730               9.5       15.5        6            1/1/2009         6.75         6L         3/6 LIBOR
     122259790               7.5       13.5        6           11/1/2007         6.375        6F        IO 2/6 LIB
     122507890              7.25      13.25        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122518361              8.75      14.75        6            1/1/2008          5.5         6L         2/6 LIBOR
     122588385              8.75      14.75        6            1/1/2011         6.375        6L        IO 5/6 LIB
     121794398             6.375      12.375       6            8/1/2007          5.5         6F        IO 2/6 LIB
     121732539               9.4       16.4        7            9/1/2008         7.65         6L          3/6 LIB
     122165740             9.625      15.625       6           11/1/2008           5          6L         3/6 LIBOR
     121937019              6.75        0          0           00/00/0000          0          F            30/15
     122657122               6.5       12.5        6            2/1/2016           3          6L        IO 5/6 LIB
     122545369              8.75      14.75        6            1/1/2008           5          6L        2/6LI40/30
     122351340              8.25      14.25        6           12/1/2007           6          6F        IO 2/6 LIB
     122243835             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     121748998             6.125      12.125       6            3/1/2007         5.125        6L          2/6 LIB
     122012173              8.75      14.75        6           11/1/2007         6.25         6F        IO 2/6 LIB
     122003049             7.125        0          0           00/00/0000          0          F            30/15
     122524908             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122252846               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122438237              9.25      15.25        6            1/1/2008         6.25         6L         2/6 LIBOR
     122567528             9.375      15.375       6            1/1/2009           7          1T          3/1 ARM
     122060505             8.125      14.125       6           10/1/2007           6          6F        IO 2/6 LIB
     122544139             7.875      13.875       6            1/1/2008           6          6L        2/6LI40/30
     122471990             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121735724                 6        0          0           00/00/0000          0          F          IOFIXED30
     122524920             9.125      15.125       6            1/1/2008         5.25         6L        2/6P LIBOR
     122525926             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122527844             8.125      14.125       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122552140             7.875      13.875       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122576415             7.125      13.125       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122521657             8.375      14.375       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122025395             8.875      14.875       6           10/1/2007         5.875        6F        IO 2/6 LIB
     122245529              9.25      15.25        6           11/1/2007           6          6L         2/6 LIBOR
     121738503              7.25      13.25        6            9/1/2007         3.375        7L        IO 2/6 LIB
     121941294             6.625        0          0           00/00/0000          0          F           FIXED30
     122203579             7.625      13.625       6            1/1/2008          3.5         6F        IO 2/6 LIB
     122624312                 7        12         5            1/1/2011         5.25         6L        IO 5/6 LIB
     122360625              6.99      12.99        6            1/1/2008         5.25         6L         2/6 LIBOR
     122200955              8.75      14.75        6            1/1/2009         5.25         6L         3/6 LIBOR
     122534648               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     121738560              7.55      13.55        6            9/1/2007         5.25         6L         2/6 LIBOR
     122616777              7.99      13.99        6           12/1/2007         5.65         6L         2/6 LIBOR
     122283113             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     121747627               7.5       13.5        6           10/1/2007          6.5         6L        IO 2/6 LIB
     122076460             7.375      13.375       6            1/1/2008         5.625        6L        2/6P LIBOR
     121748340               7.5       13.5        6           11/1/2008          6.5         6L        IO 3/6 LIB
     122445887               9.5       15.5        6            1/1/2008           6          6L         2/6 LIBOR
     121745846             6.875      12.875       6           11/1/2007         5.875        7L        IO 2/6 LIB
     122045296              6.75      12.75        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122432529             7.525      13.525       6            1/1/2008         5.25         6L         2/6 LIBOR
     122433726              6.25      12.25        6            1/1/2008         5.625        6L         2/6 LIBOR
     121846667             7.375      13.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122523510             6.875      12.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122515400               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122395832              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122081704              6.25      12.25        6           11/1/2007         5.25         6L         2/6 LIBOR
     122593722             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121982408              6.25      12.25        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122273031                 7        13         6           11/1/2007         5.625        6F        IO 2/6 LIB
     122481676                 8        0          0           00/00/0000          0          F         FIXED40/30
     122347881             8.625      14.625       6           12/1/2007           6          6F        IO 2/6 LIB
     122461576             7.625      13.625       6            1/1/2008           6          6L         2/6 LIBOR
     122074976              6.25        0          0           00/00/0000          0          F           FIXED30
     122326772                 8        14         6            1/1/2011         5.75         6L         5/6 LIBOR
     121749060               6.5       12.5        6           11/1/2007          5.5         6L          2/6 LIB
     121749080             6.375      12.375       6           12/1/2007         5.375        6L          2/6 LIB
     121745836             6.375      12.375       6           11/1/2007         5.375        7L        IO 2/6 LIB
     122492667             9.375      15.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122549578              11.5        0          0           00/00/0000          0          F           FIXED30
     121745801              6.75      12.75        6           10/1/2007         5.75         7L        IO 2/6 LIB
     122510391             8.875      14.875       6            1/1/2009         5.25         1T          3/1 ARM
     122555556             10.25      16.25        6            1/1/2008         7.25         6L         2/6 LIBOR
     122610100             7.875      13.875       6            1/1/2008         3.75         6F        IO 2/6 LIB
     122483966             7.375      12.375       5            1/1/2011         4.25         6L        IO 5/6 LIB
     122618626            12.625      18.625       6            1/1/2008         7.25         6L         2/6 LIBOR
     122443183                 8        14         6            1/1/2008         5.25         6L         2/6 LIBOR
     122198075               6.5       12.5        6           12/1/2008          5.5         6L        IO 3/6 LIB
     121732537             8.925      15.925       7            9/1/2008         6.55         6L          3/6 LIB
     122519411             8.625        0          0           00/00/0000          0          F           FIXED30
     121724854             6.675        0          0           00/00/0000          0          F           FIXED15
     122094616               7.5       13.5        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122533029              8.25      14.25        6            1/1/2008         5.625        6F        IO 2/6 LIB
     121939165            11.125      17.125       6            1/1/2008         7.25         6L         2/6 LIBOR
     122459702                 7        13         6            1/1/2008          5.5         6L         2/6 LIBOR
     122528230             8.375      14.375       6            1/1/2008          5.5         6L         2/6 LIBOR
     122131889             6.875      12.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122075284             5.125      11.125       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122095418             6.125      12.125       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122260429             7.875      13.875       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122338794             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122293106                10        0          0           00/00/0000          0          F           FIXED30
     122515356             9.125      15.125       6            1/1/2009          5.5         6L         3/6 LIBOR
     122176974             7.875      13.875       6           11/1/2007           6          6L         2/6 LIBOR
     121748049                 5        11         6            9/1/2008           4          6L        IO 3/6 LIB
     121775901              6.25      12.25        6           10/1/2007          5.5         6L         2/6 LIBOR
     122523801              7.99      13.99        6            1/1/2008         5.25         6L        2/6LI40/30
     122559967             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     121747657              6.25      12.25        6           11/1/2008         5.25         6L        IO 3/6 LIB
     122021769                 7        13         6           10/1/2007         5.875        6F        IO 2/6 LIB
     122301713             6.625      12.625       6           12/1/2007         5.875        6F        IO 2/6 LIB
     121935670               6.2       12.2        6            8/1/2007          5.2         6F        IO 2/6 LIB
     122361780              8.25      14.25        6            1/1/2009         5.625        6L        IO 3/6 LIB
     121748021                 6        12         6           10/1/2007           5          6L        IO 2/6 LIB
     122368212             9.125      15.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     121733011             8.675      14.675       6            9/1/2007         6.95         6L        IO 2/6 LIB
     121987864             7.625      13.625       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122391952              7.25        0          0           00/00/0000          0          F           FIXED30
     122439912             7.625      13.625       6            1/1/2008         5.25         6L        2/6LI40/30
     122507809              7.25      12.25        5            1/1/2011         3.25         LL         5/1 LIBOR
     122548289             8.625      14.625       6            1/1/2009         5.25         6L        IO 3/6 LIB
     121732522              7.15      14.15        7            9/1/2008          5.4         6L          3/6 LIB
     122262658             7.375      13.375       6           12/1/2007          5.5         6F        IO 2/6 LIB
     122322341             7.875        0          0           00/00/0000          0          F           FIXED30
     122398448             5.625      11.625       6           11/1/2007         5.75         7L         2/6 LIBOR
     122036481                 7        13         6           10/1/2007          5.5         6F        IO 2/6 LIB
     122293478               6.5       12.5        6           12/1/2007          5.5         6F        IO 2/6 LIB
     122487605             6.625      12.625       6            1/1/2008         5.625        6L         2/6 LIBOR
     122519458               7.5       13.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122527456            10.625        0          0           00/00/0000          0          F           FIXED30
     122478112               9.5       15.5        6            1/1/2008           6          6L         2/6 LIBOR
     122156491              6.25      12.25        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122214497              8.75      14.75        6           12/1/2007           6          6L         2/6 LIBOR
     122506374              7.75      13.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122452553             9.125      15.125       6            1/1/2011         6.125        6L        IO 5/6 LIB
     122448099             9.125      15.125       6           12/1/2007         5.875        6F        IO 2/6 LIB
     122540996             8.125      14.125       6            1/1/2008         5.875        6F        IO 2/6 LIB
     121748053               5.5       11.5        6            8/1/2008          4.5         6L        IO 3/6 LIB
     122478666             8.375      14.375       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122559786              8.75        0          0           00/00/0000          0          F           FIXED30
     121825366             6.875      12.875       6            9/1/2008          5.5         6L        IO 3/6 LIB
     122114240             6.875      12.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122618925              7.25      12.25        5            1/1/2011         5.25         6L        IO 5/6 LIB
     121747998               6.5       12.5        6            9/1/2007          5.5         6L        IO 2/6 LIB
     121740385             5.875      11.875       6           10/1/2010         2.25         6L        IO 5/6 LIB
     122495550             6.875      12.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122259057             9.875      15.875       6            1/1/2008         7.25         6L         2/6 LIBOR
     122513051             8.375      14.375       6            1/1/2008         5.875        6F        IO 2/6 LIB
     121627802                 8        0          0           00/00/0000          0          F            30/15
     122616774              6.93      12.93        6           12/1/2007          6.1         6L         2/6 LIBOR
     122366040              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122532324             9.125      15.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122667955             10.75      16.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     122161718               7.5       13.5        6           11/1/2007           5          6L         2/6 LIBOR
     121745813              6.75      12.75        6           10/1/2007         5.75         7L        IO 2/6 LIB
     122268982              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122347273            10.875      16.875       6            1/1/2008           5          6L        2/6P LIBOR
     122479553             6.875        0          0           00/00/0000          0          F           FIXED15
     122496579              11.5       17.5        6            1/1/2008           7          6L         2/6 LIBOR
     122571780              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122371701             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122076446              8.25      14.25        6           10/1/2007         5.75         6L         2/6 LIBOR
     122541074             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122377415            10.125      16.125       6            1/1/2008           6          6L         2/6 LIBOR
     122137640             7.375      13.375       6           12/1/2007         5.75         6F        IO 2/6 LIB
     122460870             8.625      14.625       6            1/1/2009           5          6L         3/6 LIBOR
     121870582             6.875      12.875       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122550184              8.25      14.25        6            1/1/2008         5.25         6L        2/6LI40/30
     122297147                 7        13         6            1/1/2008           5          6L         2/6 LIBOR
     121747977               6.5       12.5        6           11/1/2008          5.5         6L        IO 3/6 LIB
     122122041             7.625      13.625       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122491535             7.975      13.975       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122339909              5.75      11.75        6           12/1/2007           5          6L        2/6LI40/30
     121732548              8.75      15.75        7            9/1/2008           7          6L          3/6 LIB
     122143962            11.875      17.875       6            1/1/2008         7.25         6L         2/6 LIBOR
     122332650             6.875        0          0           00/00/0000          0          F            30/15
     122592916               7.5       13.5        6            1/1/2008         4.25         6L         2/6 LIBOR
     121445784               7.5        0          0           00/00/0000          0          F           FIXED15
     122183997             6.875      12.875       6           11/1/2010         5.75         6L        IO 5/6 LIB
     122470904             8.375      14.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122589371            11.625      17.625       6            1/1/2008           7          6L         2/6 LIBOR
     121890858             5.625      11.625       6            9/1/2007           5          6F        IO 2/6 LIB
     122274554             7.125      13.125       6           12/1/2007         5.25         6F        IO 2/6 LIB
     121749036             6.125        0          0           00/00/0000          0          F           FIXED30
     122074989             7.125      13.125       6            9/1/2008         6.125        6L        IO 3/6 LIB
     122553841             8.375      14.375       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122558555               7.5       13.5        6            1/1/2008         5.25         6L        2/6LI40/30
     122159102             5.875        0          0           00/00/0000          0          F           FIXED30
     122625447             5.875        0          0           00/00/0000          0          F           FIXED15
     121732524             8.425      15.425       7            9/1/2008         6.05         6L          3/6 LIB
     122589634                 9        15         6            1/1/2008           5          6L         2/6 LIBOR
     122173898              8.75      14.75        6           11/1/2007         5.75         6L         2/6 LIBOR
     122033632             8.125      14.125       6           10/1/2007         5.75         6L         2/6 LIBOR
     122392027               7.5       13.5        6            1/1/2008         5.625        6L         2/6 LIBOR
     122516261              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122329169             8.625      14.625       6            1/1/2008         5.625        6L         2/6 LIBOR
     122298810              9.25      15.25        6           12/1/2007           5          6L         2/6 LIBOR
     122540249              9.75      15.75        6            1/1/2008           7          6L        2/6P LIBOR
     122602640             7.375      13.375       6            1/1/2008           5          6L        2/6LI40/30
     122524330             11.75      17.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     121958367                 7        13         6           10/1/2007          5.5         6F        IO 2/6 LIB
     122331300              6.75      12.75        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122533608              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122569424                 8        14         6            1/1/2008         5.625        6L        2/6LI40/30
     122571699                10        16         6            1/1/2008           6          6L         2/6 LIBOR
     122616781              8.85      14.85        6            1/1/2008         5.65         6L         2/6 LIBOR
     122076638              7.25      13.25        6           11/1/2007           5          6L         2/6 LIBOR
     122497242                 8        14         6            1/1/2008         5.625        6F        IO 2/6 LIB
     122076826              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122340231              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121636592               7.5       13.5        6            9/1/2007         5.25         6F        IO 2/6 LIB
     122024423             5.875      11.875       6           10/1/2007         5.25         6F        IO 2/6 LIB
     121748019               5.5       11.5        6           10/1/2008          4.5         6L        IO 3/6 LIB
     122563176              9.25      15.25        6            1/1/2008           6          6L         2/6 LIBOR
     122357958            11.125      17.125       6            1/1/2008           7          6L        2/6P LIBOR
     122052033              12.5       18.5        6            1/1/2008         7.25         6L         2/6 LIBOR
     122212234              7.25      13.25        6           11/1/2007         5.125        6F        IO 2/6 LIB
     121747714               6.5       12.5        6           10/1/2010          5.5         6L        IO 5/6 LIB
     122464556             7.875      13.875       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122345970              7.75      13.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122021218              11.5       17.5        6           11/1/2007         7.25         6L         2/6 LIBOR
     122606576              7.75      13.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     122443775                 9        15         6            1/1/2008         5.25         6L         2/6 LIBOR
     122298679              8.25      14.25        6           11/1/2007         5.25         6F        IO 2/6 LIB
     121732584               7.5       14.5        7            9/1/2008         5.75         6L        IO 3/6 LIB
     121976999             6.625      12.625       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122467700             8.125      14.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122488911             7.875      13.875       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122257594               6.5        0          0           00/00/0000          0          F           FIXED30
     122263762             11.75      17.75        6            1/1/2008           7          6L         2/6 LIBOR
     122240121             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122504111              7.88      13.88        6            1/1/2008           5          6L         2/6 LIBOR
     121748026             6.875      12.875       6           10/1/2007         5.875        6L        IO 2/6 LIB
     121740531              6.15      12.15        6            8/1/2007         5.25         6L        IO 2/6 LIB
     122561404             6.875      12.875       6            1/1/2008           5          6L         2/6 LIBOR
     121936843             6.875      12.875       6           10/1/2008          5.5         6L        IO 3/6 LIB
     121967866             7.875      13.875       6           11/1/2007         5.75         6F        IO 2/6 LIB
     122012941              7.25      13.25        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122058828             6.375      12.375       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122560383             7.875      13.875       6            1/1/2008         5.625        6L         2/6 LIBOR
     122566692              7.75      13.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122575283             8.125      14.125       6            1/1/2008           5          6L         2/6 LIBOR
     122391469                 7        13         6           12/1/2007           5          6L         2/6 LIBOR
     122137711               8.5       14.5        6            1/1/2009          5.5         1T          3/1 ARM
     121747752               7.5       13.5        6            8/1/2007          6.5         6L        IO 2/6 LIB
     122550955             8.625      14.625       6            1/1/2008           5          6L        2/6LI40/30
     121747654             7.125      13.125       6           11/1/2007         6.125        6L         2/6 LIBOR
     121749011             7.875      13.875       6            8/1/2007         6.875        6L         2/6 LIBOR
     122249363             8.875      14.875       6           12/1/2007           5          6L         2/6 LIBOR
     122235669              9.75      15.75        6           12/1/2007         5.25         6L         2/6 LIBOR
     121982068              7.75      13.75        6           11/1/2007         5.75         6F        IO 2/6 LIB
     122078331             8.375      14.375       6           10/1/2007           5          6L         2/6 LIBOR
     121732507              7.95      14.95        7            9/1/2008          6.2         6L        IO 3/6 LIB
     122123697              7.25      13.25        6           12/1/2008         5.375        6L        IO 3/6 LIB
     122645210               7.5       13.5        6            1/1/2009         4.25         6L         3/6 LIBOR
     122386950              7.95      13.95        6            1/1/2009         6.375        6L        IO 3/6 LIB
     122349525             9.375      15.375       6            1/1/2008           6          6L         2/6 LIBOR
     122331960              7.75        0          0           00/00/0000          0          F         FIXED40/30
     121732497             8.175      15.175       7            9/1/2008          5.8         6L          3/6 LIB
     121748226               6.5       12.5        6           10/1/2007          5.5         6L         2/6 LIBOR
     122260152             7.375      13.375       6           12/1/2007         5.75         6F        IO 2/6 LIB
     121983663              8.75      14.75        6           10/1/2007         5.75         6F        IO 2/6 LIB
     122518098               6.5        0          0           00/00/0000          0          F           FIXED30
     122526750             7.875      13.875       6            1/1/2008           5          6L         2/6 LIBOR
     122321138              7.25      13.25        6           12/1/2007         5.75         6L         2/6 LIBOR
     121747852             5.625      11.625       6           10/1/2007         4.625        6L         2/6 LIBOR
     122372789             11.75      17.75        6            1/1/2008           7          6L         2/6 LIBOR
     122552472              7.25      13.25        6            1/1/2008           5          6L         2/6 LIBOR
     122563613               7.5       13.5        6            1/1/2011         2.75         6L        IO 5/6 LIB
     122107260                 7        13         6           11/1/2007         5.25         6F        IO 2/6 LIB
     122529650             8.875      14.875       6            1/1/2008           6          6F        IO 2/6 LIB
     122308169             8.625      14.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122322758              6.75      12.75        6           12/1/2010         6.125        6L        IO 5/6 LIB
     121917659              5.75      11.75        6           10/1/2008         5.25         6L        IO 3/6 LIB
     122134260             7.625      13.625       6           11/1/2010         2.75         6L        IO 5/6 LIB
     122462483              6.75      12.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122486111             8.375      14.375       6            1/1/2008         5.25         6L        2/6P LIBOR
     122525652               6.5       12.5        6            1/1/2009         5.625        6L        IO 3/6 LIB
     122581583               8.5       14.5        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122617509               7.5        0          0           00/00/0000          0          F         FIXED40/30
     122164137              7.75      13.75        6           12/1/2007           6          6L         2/6 LIBOR
     122300837            11.375      17.375       6           12/1/2007         7.25         6L         2/6 LIBOR
     122436787            12.125      18.125       6            1/1/2008           7          6L         2/6 LIBOR
     122010614             8.625      14.625       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122429481                 7        13         6            1/1/2008         5.25         6L         2/6 LIBOR
     122548299             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     121745852             7.125      13.25      6.125         11/1/2007         6.125        7L        IO 2/6 LIB
     122573116              7.25      13.25        6            1/1/2008         5.25         6L        2/6LI40/30
     122395162               8.5       14.5        6            1/1/2008           6          6L         2/6 LIBOR
     121727477             6.125      11.125       5            6/1/2010         2.25         7L        IO 5/6 LIB
     122039895               6.5       12.5        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122336956                 8        14         6            1/1/2008         5.25         6F        IO 2/6 LIB
     122440720               7.5       13.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122523797              9.25      15.25        6            1/1/2008           5          6L         2/6 LIBOR
     121745814             6.875      12.875       6           10/1/2007         5.875        6L         2/6 LIBOR
     122496754             8.125      14.125       6            1/1/2008           6          6L         2/6 LIBOR
     122529407             10.25      16.25        6            1/1/2008           5          6L         2/6 LIBOR
     122618143               7.5       13.5        6            1/1/2008           5          6L        2/6LI40/30
     122129013               7.5       13.5        6           11/1/2007         6.125        6F        IO 2/6 LIB
     122130447              7.99      13.99        6           10/1/2007           6          6L         2/6 LIBOR
     122514925             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122577681             9.125      15.125       6            1/1/2008         5.75         6L         2/6 LIBOR
     121732578               8.9       15.9        7            7/1/2008          7.8         6L        IO 3/6 LIB
     122594406               8.5       14.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122091155             8.875      14.875       6           10/1/2007           6          6F        IO 2/6 LIB
     122377656              8.25      14.25        6            1/1/2008         5.625        6F        IO 2/6 LIB
     121742714             6.875        0          0           00/00/0000          0          F           FIXED30
     121534285               6.5       12.5        6            9/1/2007          5.5         6F        IO 2/6 LIB
     122245776             8.125      14.125       6           12/1/2007         6.125        6F        IO 2/6 LIB
     121732544              8.95      15.95        7            9/1/2008          7.2         6L          3/6 LIB
     122486899              8.75      14.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     122265980             8.625      14.625       6            1/1/2008         5.375        6L        2/6LI40/30
     121859181             9.125      15.125       6            9/1/2007         6.25         6L         2/6 LIBOR
     122495709               8.5       14.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122220674             8.875      14.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     122566203             8.375        0          0           00/00/0000          0          F           FIXED30
     122570804             8.875      14.875       6            1/1/2008           5          6L         2/6 LIBOR
     122199809             6.875      12.875       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122115488             6.875      12.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122569027             6.625      12.625       6            1/1/2008           5          6L         2/6 LIBOR
     122186319             7.375      13.375       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122338471             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121598608               6.5       12.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     121772511             7.125      13.125       6            9/1/2008          5.5         6L        IO 3/6 LIB
     121956841              8.25      14.25        6            9/1/2007         5.25         6F        IO 2/6 LIB
     122064563             8.125      14.125       6           10/1/2007           6          6F        IO 2/6 LIB
     122352237              7.75      13.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122535508             7.375      12.375       5            1/1/2011         3.25         6L        IO 5/6 LIB
     122599965             7.625      13.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     121727560             5.625      10.625       5            7/1/2010         2.25         7L        IO 5/6 LIB
     122667814               8.6       15.1       6.5          10/1/2007         7.75         6L         2/6 LIBOR
     122593423              6.75      12.75        6            1/1/2011           3          6L        IO 5/6 LIB
     122117220              6.75      12.75        6           11/1/2007         5.75         6L         2/6 LIBOR
     122543742               9.5       15.5        6            1/1/2008           6          6L         2/6 LIBOR
     122460366              7.75      13.75        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122465776             8.375      14.375       6            1/1/2008         5.625        6L         2/6 LIBOR
     122594326             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     121747851               5.5       11.5        6           10/1/2008          4.5         6L         3/6 LIBOR
     121804502             7.375      13.375       6            9/1/2007         5.75         6L         2/6 LIBOR
     122107914             6.375        0          0           00/00/0000          0          F            30/15
     122108483             9.125      15.125       6           11/1/2007         5.75         6L         2/6 LIBOR
     122016277              7.48      13.48        6            9/1/2007          5.5         6L         2/6 LIBOR
     122456042             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122006975              7.75      13.75        6           10/1/2007         5.75         6F        IO 2/6 LIB
     122558261              9.75      15.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     122315395             8.375      14.375       6            1/1/2008         6.75         6L         2/6 LIBOR
     122541645            10.625      16.625       6            1/1/2008         6.75         6L         2/6 LIBOR
     122161547              7.75      13.75        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122570437              9.75      15.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     121935722               6.4       12.4        6            8/1/2007          5.4         6L         2/6 LIBOR
     122617900              6.75      12.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     121484355              8.25      14.25        6            7/1/2007           5          6L         2/6 LIBOR
     121583546               6.5        0          0           00/00/0000          0          F            30/15
     122499992              6.75        0          0           00/00/0000          0          F            30/15
     121362007             10.25        0          0           00/00/0000          0          F            30/15
     121732477             9.375      16.375       7            8/1/2008         8.275        6L          3/6 LIB
     121748131              6.75      12.75        6            9/1/2007         5.75         6L        IO 2/6 LIB
     122607233             6.375        0          0           00/00/0000          0          F           FIXED30
     122558575               6.5       12.5        6            1/1/2008         6.75         6L         2/6 LIBOR
     122467847              6.75        0          0           00/00/0000          0          F            30/15
     122515748             7.875      13.875       6            1/1/2008         6.75         6L         2/6 LIBOR
     122464838             9.125      15.125       6           12/1/2007          6.5         6L         2/6 LIBOR
     122368546             10.25      16.25        6            1/1/2008           6          6L        2/6P LIBOR
     122221326                 8        14         6           12/1/2007         5.375        6F        IO 2/6 LIB
     121732978               7.1       13.1        6            9/1/2007          6.1         6L        IO 2/6 LIB
     121745833               7.5       13.5        6           11/1/2007          6.5         7L        IO 2/6 LIB
     121875456               6.5       12.5        6           10/1/2010         5.75         6L        IO 5/6 LIB
     122123411             7.875      13.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122368782             8.375      14.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122437567             6.875      12.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122439837             7.375      13.375       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122462212               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122487519             7.125      13.125       6            1/1/2008         5.375        6L         2/6 LIBOR
     122489625             6.875        0          0           00/00/0000          0          F            30/15
     122573180             7.875      13.875       6            1/1/2008         5.375        6L         2/6 LIBOR
     122387674              10.5       16.5        6            1/1/2008           7          6L         2/6 LIBOR
     121747770             5.625      11.625       6            9/1/2007         4.625        6L        IO 2/6 LIB
     121749035             5.875        0          0           00/00/0000          0          F           FIXED30
     121836184               7.5       13.5        6            8/1/2007         5.75         6L         2/6 LIBOR
     122359039             7.125        0          0           00/00/0000          0          F           FIXED30
     122652261             5.125      11.125       6            1/1/2009         3.875        1T        3/1TR40/30
     122015359             8.875      14.875       6           10/1/2007           6          6L         2/6 LIBOR
     122087839              9.25      15.25        6           11/1/2007         5.75         6L         2/6 LIBOR
     122607016              9.75      15.75        6            1/1/2008           5          6L        2/6LI40/30
     121947788             6.625      12.625       6            9/1/2007         5.375        6F        IO 2/6 LIB
     122224051             6.875      12.875       6            1/1/2008           5          6L        2/6P LIBOR
     122451788             8.375        0          0           00/00/0000          0          F           FIXED30
     122176827               6.5       12.5        6            1/1/2008           5          6L        2/6P LIBOR
     122485394             9.875      15.875       6            1/1/2008           6          6L         2/6 LIBOR
     122581727                 8        14         6            1/1/2008         4.25         6L         2/6 LIBOR
     122278900              8.75      14.75        6           12/1/2007         5.75         6L         2/6 LIBOR
     122489798              6.25      12.25        6            1/1/2008           5          6L         2/6 LIBOR
     121732580              8.85      15.85        7            9/1/2008          7.1         6L          3/6 LIB
     122447695                 8        14         6            1/1/2008           5          6L        2/6LI40/30
     122074886              6.25      12.25        6            9/1/2007         5.25         6L         2/6 LIBOR
     121748029              6.99        0          0           00/00/0000          0          F          IOFIXED30
     121822009             7.125      13.125       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122169596             7.875      13.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122361290             7.875      13.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122387671                 8        14         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122515430             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     122546865             7.125      13.125       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122464481             10.25        0          0           00/00/0000          0          F           FIXED30
     122558336                 9        15         6            1/1/2008           5          6L         2/6 LIBOR
     121747765             5.625      11.625       6            9/1/2008         4.625        6L        IO 3/6 LIB
     121745837             7.375      13.375       6           11/1/2007         6.375        7L        IO 2/6 LIB
     122565144              8.25      14.25        6            1/1/2008         6.25         6L         2/6 LIBOR
     122616790             9.055      15.055       6           12/1/2010          6.1         6L         5/6 LIBOR
     122559595             7.375      12.375       5            1/1/2011         3.75         6L        IO 5/6 LIB
     122559636             8.875      14.875       6            1/1/2008         5.375        6L         2/6 LIBOR
     122535659            10.375      16.375       6            1/1/2008         6.75         6L         2/6 LIBOR
     122252485              9.25        0          0           00/00/0000          0          F           FIXED30
     122307258                 6        12         6            7/1/2007           5          6L         2/6 LIBOR
     122474728                 7        13         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122061314              7.35      13.35        6           11/1/2007         5.75         6L         2/6 LIBOR
     122651224             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122541774             7.875      13.875       6            1/1/2008         5.375        6L        2/6P LIBOR
     122429553             8.125      14.125       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122271976              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     122586945               8.5       14.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122524464             6.875        0          0           00/00/0000          0          F           FIXED30
     122283131             7.625      13.625       6            1/1/2008           5          6L        2/6LI40/30
     122293947              7.25      13.25        6           11/1/2007         7.25         6F        IO 2/6 LIB
     122007001             8.625      14.625       6           10/1/2007         5.75         6F        IO 2/6 LIB
     122248991             8.875      14.875       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122369040             6.875      12.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122575057              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122577217             9.875      15.875       6            1/1/2008           6          6L         2/6 LIBOR
     122464487               8.5       14.5        6            1/1/2008         5.75         6L         2/6 LIBOR
     122351031            10.375      16.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122541403               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     122102474              6.75        0          0           00/00/0000          0          F           FIXED15
     121798759              7.75      13.75        6            9/1/2010         6.375        6L        IO 5/6 LIB
     122148070              6.75      12.75        6           12/1/2007          5.5         6F        IO 2/6 LIB
     122332402             6.875      12.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122074879               6.4       12.4        6            9/1/2008          5.4         6L         3/6 LIBOR
     121888628             7.125      13.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122436438             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122169564             9.375      15.375       6           11/1/2007         5.75         6L         2/6 LIBOR
     122273716              7.75      13.75        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122456433             7.875      13.875       6            1/1/2008         5.875        6F        IO 2/6 LIB
     122127843             7.625        0          0           00/00/0000          0          F           FIXED30
     122365207              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121727657             5.875      10.875       5            8/1/2010         2.25         7L        IO 5/6 LIB
     121951228             6.875      12.875       6           12/1/2010         6.625        6L        IO 5/6 LIB
     122240583             6.375      12.375       6           10/1/2007           5          6F        IO 2/6 LIB
     122473174             7.875        0          0           00/00/0000          0          F         FIXED40/30
     122603471             6.625      12.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122446640             3.625      8.625        5            1/1/2011          3.5         6L        IO 5/6 LIB
     122052994              7.75      13.75        6           10/1/2007         5.75         6F        IO 2/6 LIB
     121747645             6.375      12.375       6           10/1/2007         5.375        6L        IO 2/6 LIB
     122440791             7.625      13.625       6            1/1/2008           5          6L         2/6 LIBOR
     121756615              5.99      11.99        6            8/1/2007           6          6L         2/6 LIBOR
     122471299             7.125      13.125       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122476692              7.25      13.25        6            1/1/2008         5.75         6F        IO 2/6 LIB
     122541040               7.5       13.5        6            1/1/2009           5          6L         3/6 LIBOR
     122508597              7.25      12.25        5            1/1/2011         3.75         6L        IO 5/6 LIB
     122272342             8.125      14.125       6           12/1/2007         6.125        6F        IO 2/6 LIB
     122667818              6.95      13.45       6.5          10/1/2007         7.125        6F        IO 2/6 LIB
     122595247               7.5       12.5        5            1/1/2011         3.75         6L        IO 5/6 LIB
     121732554              8.45      15.45        7            9/1/2008          6.7         6L          3/6 LIB
     122603669             7.875      13.875       6            1/1/2008           5          6L         2/6 LIBOR
     122145947             6.875      12.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     121748142                 6        12         6            8/1/2008           5          6L        IO 3/6 LIB
     122472061              7.75      13.75        6            1/1/2008         5.75         6F        IO 2/6 LIB
     122478585              6.75      12.75        6            1/1/2009           3          6L        IO 3/6 LIB
     122552044               8.5       14.5        6            1/1/2009           5          6L         3/6 LIBOR
     122562575             5.875      10.875       5            1/1/2011           3          6L        IO 5/6 LIB
     122274157              9.25      15.25        6            1/1/2008           5          6L         2/6 LIBOR
     122548536             9.375      15.375       6            1/1/2008           5          6L         2/6 LIBOR
     122261131             8.625      14.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122574195             6.875      12.875       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122395885             8.625      14.625       6            1/1/2009         5.75         6L        IO 3/6 LIB
     122020649               7.5       13.5        6           10/1/2007         5.75         6L         2/6 LIBOR
     122636913             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     121745802                 8        0          0           00/00/0000          0          F           FIXED30
     122537849                 9        15         6            1/1/2008           5          6L         2/6 LIBOR
     122318634              6.75      12.75        6           12/1/2008           5          6L        3/6LI40/30
     122209412              7.25      13.25        6           12/1/2007           5          6L         2/6 LIBOR
     122374767              7.75      13.75        6            1/1/2008         4.25         6L         2/6 LIBOR
     122442333              8.99      14.99        6            1/1/2008           5          6L         2/6 LIBOR
     121802263              5.75      11.75        6            9/1/2008           4          1T          3/1 ARM
     122481092             7.375      13.375       6            1/1/2008           5          6L         2/6 LIBOR
     122504202              6.75      12.75        6            1/1/2008           5          6L        2/6LI40/30
     122540840             8.125      14.125       6            1/1/2008           6          6L         2/6 LIBOR
     122276039                10        16         6            1/1/2008           7          6L         2/6 LIBOR
     122545001              6.75        0          0           00/00/0000          0          F           FIXED30
     122509154             8.875      14.875       6            1/1/2008           5          6L         2/6 LIBOR
     122536652              8.25      14.25        6            1/1/2008           6          6L         2/6 LIBOR
     122651967             9.625      15.625       6            1/1/2008           7          6L         2/6 LIBOR
     121745857               6.5       12.5        6           11/1/2007          5.5         6L         2/6 LIBOR
     121745844             6.875      12.875       6           11/1/2007         5.875        6L         2/6 LIBOR
     122563588             7.625      13.625       6            1/1/2008         5.375        6L         2/6 LIBOR
     122107286              8.75      14.75        6           11/1/2007         5.75         6L         2/6 LIBOR
     122497506             8.875      14.875       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122455635             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122464314             10.25      16.25        6           12/1/2007         5.25         6L         2/6 LIBOR
     122273362             8.125      14.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121744645             6.375        0          0           00/00/0000          0          F          IOFIXED30
     121748102             7.625        0          0           00/00/0000          0          F          IOFIXED30
     122040524             5.375      11.375       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122503377             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122578031              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     122578491              8.75      14.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122582417             7.625      13.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     121732508               8.1       15.1        7            9/1/2008         6.35         6L          3/6 LIB
     122564737             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121747631              6.75      12.75        6           10/1/2010         5.75         6L        IO 5/6 LIB
     122488892               6.5        0          0           00/00/0000          0          F           FIXED30
     122306863             7.875      13.875       6            1/1/2008         5.375        6L         2/6 LIBOR
     121749709              8.75      14.75        6           11/1/2007         2.375        6L        IO 2/6 LIB
     121724987               6.8        0          0           00/00/0000          0          F           FIXED30
     122541173               9.5       15.5        6            1/1/2008           5          6L         2/6 LIBOR
     122096910              5.99      11.99        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122159424              7.25      13.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122341895             7.625      13.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     121747789             8.125      14.125       6           11/1/2007         7.125        6L        IO 2/6 LIB
     122435487            11.125      17.125       6            1/1/2008           7          6L         2/6 LIBOR
     122086617               7.5       13.5        6            1/1/2008         5.25         6L        2/6LI40/30
     122475207              11.5       17.5        6            1/1/2008           7          6L         2/6 LIBOR
     121749072             5.875      11.875       6           12/1/2007         4.875        6L          2/6 LIB
     122430697             8.625      14.625       6            1/1/2008         5.75         6L         2/6 LIBOR
     121745812              7.25      13.25        6           11/1/2007         6.25         7L        IO 2/6 LIB
     122222723             6.375      12.375       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122545727              8.25      14.25        6            1/1/2008         6.75         6L         2/6 LIBOR
     122443903             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122568184               7.5       13.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122567889             9.875      15.875       6            1/1/2008           7          6L         2/6 LIBOR
     121745822              6.75        0          0           00/00/0000          0          F           FIXED30
     121748433              8.25      15.25        7           10/1/2007         5.99         6L         2/6 LIBOR
     122667822             6.775        0          0           00/00/0000          0          F           FIXED30
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     122579777              7.75      13.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     122508265             8.875      14.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     122503918              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121747637               7.5       13.5        6           10/1/2008          6.5         6L        IO 3/6 LIB
     121911197              8.25      14.25        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122156107             6.875      12.875       6           11/1/2008         5.375        6L        IO 3/6 LIB
     122321643               6.5       12.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122359129                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122468707             7.875        0          0           00/00/0000          0          F           FIXED30
     122584816              9.75      15.75        6            1/1/2008           6          6L         2/6 LIBOR
     122607685             7.375      13.375       6            1/1/2008           3          6F        IO 2/6 LIB
     121891688             9.375      15.375       6            9/1/2007         5.75         6L         2/6 LIBOR
     121749055             6.375      12.375       6           10/1/2007         5.375        6L          2/6 LIB
     121740513               7.5       13.5        6            8/1/2007         5.25         6L        IO 2/6 LIB
     122360904             6.875      12.875       6            1/1/2008         6.125        6L         2/6 LIBOR
     122504465             8.125      14.125       6            1/1/2008         5.75         6L         2/6 LIBOR
     122595378               6.5       11.5        5           11/1/2010         2.25         6L        IO 5/6 LIB
     122160673               6.5       12.5        6           11/1/2008           5          6L        IO 3/6 LIB
     122383005               8.5       14.5        6            1/1/2009           5          1T        3/1TR40/30
     122383721             8.875        0          0           00/00/0000          0          F           FIXED30
     122229582              8.75      14.75        6           11/1/2007         5.75         6L         2/6 LIBOR
     121749089              6.75      12.75        6           12/1/2007         5.75         6L          2/6 LIB
     122290277              8.75      14.75        6            1/1/2011         5.875        6L        IO 5/6 LIB
     122278442             8.375      14.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122441765             8.375      14.375       6            1/1/2008           5          6L        2/6LI40/30
     121723167             6.125      12.125       6            7/1/2008         5.125        7L        IO 3/6 LIB
     122572297              6.75      12.75        6            1/1/2008         6.25         6L        2/6LI40/30
     122622072             8.125      14.125       6            1/1/2008           6          6L        2/6P LIBOR
     122477192              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122315766              7.25      13.25        6           12/1/2007           5          6L         2/6 LIBOR
     122531283             7.375      13.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122522437               8.5        0          0           00/00/0000          0          F           FIXED30
     122349258             8.875      14.875       6            1/1/2008           5          6L         2/6 LIBOR
     122002936              7.75      13.75        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122337601                 8        14         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122283815             7.125      13.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122520240             7.875      13.875       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122532179             8.875      14.875       6            1/1/2009           7          1T          3/1 ARM
     122020139             7.625      13.625       6           12/1/2007           5          6L        2/6P LIBOR
     122547954             8.575      14.575       6            1/1/2009           5          6L        3/6LI40/30
     121695734              7.75      13.75        6            8/1/2007          6.5         6L        2/6P LIBOR
     122565603             6.625      12.625       6            1/1/2008           5          6L        2/6LI40/30
     122567883             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     121805581              7.75      13.75        6            9/1/2007         5.25         6F        IO 2/6 LIB
     121986251              7.75      13.75        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122086682                 8        14         6           11/1/2007         5.375        6F        IO 2/6 LIB
     122264988               5.5       11.5        6           12/1/2008         5.25         6L        IO 3/6 LIB
     122338395             7.625        0          0           00/00/0000          0          F           FIXED30
     122391163             8.625      14.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122475706             7.875      13.875       6            1/1/2008           5          6L        2/6P LIBOR
     122575116             9.125      15.125       6            1/1/2008         6.75         6L         2/6 LIBOR
     122096100            10.875      16.875       6            1/1/2008           7          6L         2/6 LIBOR
     122263140            10.685      16.685       6            1/1/2008           7          6L         2/6 LIBOR
     122463782              7.75      13.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122313843                 7        13         6            1/1/2011          5.5         6L         5/6 LIBOR
     122537233               6.5        0          0           00/00/0000          0          F           FIXED30
     122206229             7.875      13.875       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122534684              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     122594696             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     122218615               7.5       13.5        6           12/1/2007         5.75         6F        IO 2/6 LIB
     122455845              6.25      12.25        6            1/1/2008           5          6L         2/6 LIBOR
     122616788              8.23      14.23        6           12/1/2007         6.05         6L         2/6 LIBOR
     122010919              6.25      12.25        6           10/1/2008         5.25         6L        IO 3/6 LIB
     122088788              5.75      11.75        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122186025              7.99      13.99        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122434650              5.75      11.75        6            1/1/2008           5          6L         2/6 LIBOR
     122494762              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122557059              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122560196             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122225157             7.375      13.375       6           12/1/2007           5          6L        2/6P LIBOR
     121817059               7.5       13.5        6           10/1/2008         5.25         6L        IO 3/6 LIB
     122485858            10.375      16.375       6            1/1/2008           6          6L         2/6 LIBOR
     121747618             6.125      12.125       6            9/1/2007         5.125        6L        IO 2/6 LIB
     121748430             8.025      15.025       7           10/1/2007         5.99         6L         2/6 LIBOR
     121749044               6.5       12.5        6           10/1/2008          5.5         6L         3/6 LIBOR
     122230971                 7        13         6           11/1/2007         5.625        6F        IO 2/6 LIB
     122569079             9.375      15.375       6            1/1/2008         5.75         6L         2/6 LIBOR
     122318196             7.875      13.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121956299                 7        13         6           10/1/2007         5.25         6F        IO 2/6 LIB
     122645115               8.5       14.5        6            1/1/2008           5          6L        2/6LI40/30
     122171740             6.375      12.375       6           12/1/2010         5.875        6L        IO 5/6 LIB
     122241358              6.99      12.99        6            1/1/2008         5.75         6L         2/6 LIBOR
     122545167               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     122350963              9.25      15.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     121905529             8.125      14.125       6            9/1/2007         5.25         6F        IO 2/6 LIB
     122074912              6.15      12.15        6            9/1/2008         5.15         6L        IO 3/6 LIB
     122240974               9.5       15.5        6            1/1/2008           5          6L         2/6 LIBOR
     122264105              5.75      11.75        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122479411              6.25      12.25        6            1/1/2008           5          6L        2/6LI40/30
     122512897              7.75      13.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122075013               7.6       13.6        6            9/1/2008          6.6         6L        IO 3/6 LIB
     122150782                 8        14         6           11/1/2007         5.625        6F        IO 2/6 LIB
     122359866             8.875      14.875       6           12/1/2007           6          6L         2/6 LIBOR
     122571976             7.375        0          0           00/00/0000          0          F           FIXED30
     122456727             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122229660             5.875      11.875       6           11/1/2008         5.25         6L        IO 3/6 LIB
     122459148             6.625      12.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122376818             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122043743               6.5       12.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122517848             10.25      16.25        6            1/1/2008           5          6L         2/6 LIBOR
     122593376                 7        0          0           00/00/0000          0          F         IO F30/120
     122060035             8.375      14.375       6           11/1/2007         5.625        6F        IO 2/6 LIB
     121749021               5.5       11.5        6           10/1/2007          4.5         6L          2/6 LIB
     122209366             8.875      14.875       6           11/1/2007         5.75         6L         2/6 LIBOR
     122485141               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     122564918              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122509646              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122532029              8.25      14.25        6            1/1/2008         5.375        6L        2/6LI40/30
     122359810             6.875      12.875       6           12/1/2007           5          6L         2/6 LIBOR
     122179969             8.875      14.875       6           11/1/2007         5.75         6F        IO 2/6 LIB
     121960401             5.625      11.625       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122612955             7.875        0          0           00/00/0000          0          F           FIXED30
     122297227             7.125      13.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     121936507              6.45      12.45        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122471000              7.75      13.75        6            1/1/2008           5          6L        2/6LI40/30
     122393661             9.625      15.625       6            1/1/2008         5.375        6L         2/6 LIBOR
     122236470             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122277115             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121735891              5.75      11.75        6            7/1/2010         2.25         6L        IO 5/6 LIB
     122241384               7.5       13.5        6            1/1/2008         6.125        6L         2/6 LIBOR
     121748282             5.625      11.625       6            9/1/2008         4.625        6L         3/6 LIBOR
     122558638              6.75      12.75        6            1/1/2009         5.25         6L        3/6LI40/30
     121749062             5.625      11.625       6           11/1/2007         4.625        6L          2/6 LIB
     122333252             7.875      13.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     122619115             7.375      13.375       6            1/1/2008           3          6F        IO 2/6 LIB
     121740582              6.65      12.65        6            9/1/2007         6.99         6L         2/6 LIBOR
     122393567             8.875      14.875       6            1/1/2008         5.625        6L         2/6 LIBOR
     122667249              7.85      13.85        6           12/1/2007         6.85         6F        IO 2/6 LIB
     122517443             6.875      12.875       6            1/1/2011         3.75         6L        IO 5/6 LIB
     122529089              8.75      14.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122594928             8.375        0          0           00/00/0000          0          F           FIXED30
     121747693              5.25      11.25        6           10/1/2008         4.25         6L        IO 3/6 LIB
     121849355                 7        13         6           10/1/2007         5.375        6F        IO 2/6 LIB
     122098303             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122221101             8.125      14.125       6            1/1/2008           5          6L         2/6 LIBOR
     122328978              5.99      11.99        6            1/1/2008         5.375        6L         2/6 LIBOR
     122392530               7.5       13.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122436335             7.625      13.625       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122516239             7.625      13.625       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122518674              7.75      13.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122632626              8.99      14.99        6            1/1/2009         6.25         1T          3/1 ARM
     122667250               5.8       11.8        6           12/1/2007         6.75         6F        IO 2/6 LIB
     122686260               8.5       14.5        6            1/1/2008         5.65         6F        IO 2/6 LIB
     122275751             6.875      12.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122363581               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     121748047             6.125      12.125       6           11/1/2007         5.125        6L        IO 2/6 LIB
     122382794              8.25        0          0           00/00/0000          0          F         FIXED40/30
     121745826               6.5       12.5        6           10/1/2007          5.5         7L        IO 2/6 LIB
     122436425              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122209802                 7        0          0           00/00/0000          0          F         IO F30/120
     121958372                 8        0          0           00/00/0000          0          F           FIXED30
     122572461             7.125      13.125       6            1/1/2008         3.875        6L        2/6LI40/30
     121456950             6.125      12.125       6            8/1/2007          5.5         6F        IO 2/6 LIB
     121738897             6.375      12.375       6           10/1/2007         5.375        7L        IO 2/6 LIB
     121900835              7.25      13.25        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122086370              7.75      13.75        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122155667              5.75      11.75        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122622882              6.75      12.75        6            1/1/2008           5          6L         2/6 LIBOR
     122667254              7.95      13.95        6           12/1/2007         7.05         6F        IO 2/6 LIB
     122063135                 7        13         6           10/1/2007          5.5         6F        IO 2/6 LIB
     122504988              9.75      15.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     122518258             9.875      15.875       6            1/1/2008         5.375        6L         2/6 LIBOR
     122563780              8.75      14.75        6            1/1/2008          7.5         6L         2/6 LIBOR
     122436797              7.75      13.75        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122477932             8.125      14.125       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122515852             8.875      14.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     121748054             6.125      12.125       6            9/1/2007         5.125        6L        IO 2/6 LIB
     122448028              7.25      13.25        6            1/1/2008           5          6L        2/6LI40/30
     122569651             7.875      13.875       6            1/1/2008         5.625        6L        2/6P LIBOR
     122288299             7.375      13.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122377442             6.375      12.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122061743              7.25      13.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122356463              9.25      15.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122331033             9.375      15.375       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122430178              8.75      14.75        6            1/1/2008         5.75         6L         2/6 LIBOR
     122577033               8.5       14.5        6            1/1/2008           5          6L        2/6LI40/30
     122128925               6.5       12.5        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122390936               7.5       13.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122344584                 8        14         6           12/1/2007         5.375        6F        IO 2/6 LIB
     121998255             6.375      12.375       6           10/1/2008         5.75         6L        IO 3/6 LIB
     122211144                 8        14         6           11/1/2007         5.375        6F        IO 2/6 LIB
     122376586             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122568481                 7        13         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122575125             7.625      13.625       6            1/1/2008           5          6L        2/6LI40/30
     122610647             8.125      14.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     122564617              7.25      13.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     121374395               7.5        0          0           00/00/0000          0          F            30/15
     122383677               6.5       12.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122280443                 7        13         6            1/1/2008           6          6L        2/6LI40/30
     122357591               8.5       13.5        5            1/1/2008           5          6L         2/6 LIBOR
     121892839             8.625        0          0           00/00/0000          0          F            30/15
     122571226             8.125      14.125       6            1/1/2008           5          6L         2/6 LIBOR
     122009301               7.5       13.5        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122460556              7.75      13.75        6            1/1/2011         5.75         6L        IO 5/6 LIB
     122438814               7.5       13.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122623833             9.125      15.125       6            1/1/2008         6.75         6L         2/6 LIBOR
     122551243               9.5       15.5        6            1/1/2008         5.375        6L         2/6 LIBOR
     120394628             6.125        0          0           00/00/0000          0          F           FIXED30
     121736734              6.75      11.75        5            9/1/2007         2.75         6L        IO 2/6 LIB
     122464435             7.625      13.625       6            1/1/2008           5          6L        2/6LI40/30
     122572985             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122577099                11        0          0           00/00/0000          0          F           FIXED30
     122631396               8.5       14.5        6            1/1/2008         5.25         6F        IO 2/6 LIB
     122361626              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122639961              9.75      15.75        6            1/1/2008           5          6L         2/6 LIBOR
     121732534             8.325      15.325       7            9/1/2008         5.95         6L          3/6 LIB
     122135366             7.875        0          0           00/00/0000          0          F           FIXED30
     121732492              8.55      15.55        7            7/1/2008         7.45         6L          3/6 LIB
     122243402             8.625        0          0           00/00/0000          0          F           FIXED30
     122492277              7.25      13.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     121733303               5.9       11.9        6            9/1/2008         4.95         6L        IO 3/6 LIB
     121747797             6.875        0          0           00/00/0000          0          F           FIXED30
     121747586             7.375      13.375       6           10/1/2007         6.375        6L        IO 2/6 LIB
     122568026                 7        13         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122530211             7.125        0          0           00/00/0000          0          F           FIXED30
     122137154             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     122372612             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     122079314             6.625      12.625       6           11/1/2007         5.25         6F        IO 2/6 LIB
     121994116             6.625      12.625       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122386255             6.875      12.875       6            1/1/2008           5          6L        2/6LI40/30
     122527556                 7        13         6            1/1/2008         5.75         6F        IO 2/6 LIB
     122332142             8.875      14.875       6           12/1/2007           6          6L         2/6 LIBOR
     122616786              9.26      15.26        6           12/1/2007          5.5         6F        IO 2/6 LIB
     121730753             7.825      13.825       6            9/1/2007         6.825        6L        IO 2/6 LIB
     122366183             9.125      15.125       6            1/1/2009         6.875        1T          3/1 ARM
     121745815             9.125      15.125       6           11/1/2007         8.125        6L         2/6 LIBOR
     122305806               7.5       13.5        6            1/1/2011         5.875        6L        IO 5/6 LIB
     122218374              6.25      12.25        6            1/1/2008           5          6L         2/6 LIBOR
     122551623                 9        15         6            1/1/2008          5.5         6L        2/6LI40/30
     122378298              8.25      14.25        6            1/1/2008         6.125        6F        IO 2/6 LIB
     122489024              8.75      14.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122540464               9.5       15.5        6            1/1/2008           5          6L         2/6 LIBOR
     121835999             7.125      13.125       6            9/1/2007          5.5         6F        IO 2/6 LIB
     122079337             6.625      12.625       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122367986             8.375      14.375       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122429018              8.75      14.75        6            1/1/2011         6.125        6L        IO 5/6 LIB
     122481123             6.625      12.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122540862             7.875      13.875       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122544008               6.5       11.5        5            1/1/2011          3.5         6L         5/6 LIBOR
     122559324             8.725        0          0           00/00/0000          0          F         IO F30/120
     121749063             7.875      13.875       6           11/1/2007         6.875        6L          2/6 LIB
     122196466              7.25      13.25        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122512435             7.375      13.375       6            1/1/2008           5          6L        2/6LI40/30
     122350053              7.25      13.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122620371             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122472738              6.75      12.75        6            1/1/2008         5.75         6F        IO 2/6 LIB
     121745838               7.5       13.5        6           11/1/2007          6.5         7L        IO 2/6 LIB
     121736759             6.875      11.875       5            9/1/2007         2.75         6L        IO 2/6 LIB
     122522422             7.375      12.375       5            1/1/2011         3.75         6L        IO 5/6 LIB
     122300520              7.25      13.25        6           12/1/2007         5.75         6F        IO 2/6 LIB
     122248243             8.625      14.625       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122258677             7.875        0          0           00/00/0000          0          F           FIXED30
     122088202                 8        14         6            1/1/2009           5          1T          3/1 ARM
     122349788              8.25      14.25        6            1/1/2008         5.75         6L         2/6 LIBOR
     122515085             8.375      14.375       6            1/1/2008           6          6L        2/6P LIBOR
     122301814              8.75      14.75        6           12/1/2007         5.375        6L         2/6 LIBOR
     122090450               7.5       13.5        6           10/1/2007         5.375        6F        IO 2/6 LIB
     121749029             6.625      12.625       6           10/1/2007         5.375        6L          2/6 LIB
     122182920             6.875      12.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122174837                 7        13         6           12/1/2007         5.625        6F        IO 2/6 LIB
     122363075              6.75      12.75        6            1/1/2008         5.75         6F        IO 2/6 LIB
     122439295                 7        13         6            1/1/2008         5.375        6L        2/6LI40/30
     122463853             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122545022              7.75      13.75        6            1/1/2008         6.125        6F        IO 2/6 LIB
     122647294             7.625        0          0           00/00/0000          0          F           FIXED30
     122566089              6.75      12.75        6            1/1/2011         5.75         6L        IO 5/6 LIB
     122288738             7.125      13.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122290634             7.125      13.125       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122135750             7.625      13.625       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122550070               7.5       13.5        6            1/1/2009         5.25         1T        3/1TR40/30
     122567709              7.25      13.25        6            1/1/2008           5          6L        2/6LI40/30
     122354005               8.5       14.5        6           12/1/2007           7          6L         2/6 LIBOR
     122440738                 8        14         6            1/1/2008         5.625        6L        2/6P LIBOR
     122501961                 9        0          0           00/00/0000          0          F           FIXED30
     121747841             5.375      11.375       6            9/1/2008         4.375        6L         3/6 LIBOR
     122451207             7.875      13.875       6            1/1/2008         5.625        6L        2/6P LIBOR
     122548628             7.875      13.875       6            1/1/2008           5          6L         2/6 LIBOR
     122508799             6.625      12.625       6            1/1/2008           5          6L         2/6 LIBOR
     121732540              8.05      15.05        7            9/1/2008          6.3         6L          3/6 LIB
     121749033               6.5       12.5        6           10/1/2007          5.5         6L          2/6 LIB
     122561193              7.75      13.75        6            1/1/2008         5.25         6L        2/6LI40/30
     122326142               6.5       12.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122077711               7.5       13.5        6           11/1/2007          5.5         6F        IO 2/6 LIB
     121747929             5.375        0          0           00/00/0000          0          F           FIXED30
     122432363             9.375      15.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     121718981             8.125      14.125       6           10/1/2007         5.625        6F        IO 2/6 LIB
     121963470             7.875      13.875       6            1/1/2009          5.5         1T          3/1 ARM
     121747772             5.625      11.625       6            9/1/2008         4.625        6L        IO 3/6 LIB
     122149979             7.625      13.625       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122568795             8.875      14.875       6            1/1/2009         5.375        6L        IO 3/6 LIB
     122591154              8.75      14.75        6            1/1/2009         7.375        6L         3/6 LIBOR
     122484023               6.5       12.5        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122492623              8.25        0          0           00/00/0000          0          F           FIXED30
     121749064             6.875      12.875       6           11/1/2007         5.875        6L          2/6 LIB
     122463558             6.875      12.875       6            1/1/2008           5          6L        2/6LI40/30
     122501320             8.875      14.875       6            1/1/2008           5          6L        2/6P LIBOR
     122350124             8.375      14.375       6            1/1/2008         5.25         6L        2/6LI40/30
     122651570             7.375      13.375       6            1/1/2008         5.375        6L        2/6LI40/30
     122604651              6.75      12.75        6            1/1/2008         3.75         6F        IO 2/6 LIB
     121955774              6.75      12.75        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122198206             8.375      14.375       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122201799             7.125      13.125       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122269568             6.875      12.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122334581              6.75      12.75        6           12/1/2008         5.375        6L        IO 3/6 LIB
     122345229              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122472873             7.625      13.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122539872             7.625        0          0           00/00/0000          0          F         FIXED40/30
     122098260             8.625      14.625       6           10/1/2007         5.75         6L         2/6 LIBOR
     122254969             7.125      13.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121713565              6.75      12.75        6            9/1/2007         5.75         6F        IO 2/6 LIB
     121781533               6.5       12.5        6            9/1/2010         2.75         6L        IO 5/6 LIB
     122012802             6.875      12.875       6           10/1/2007         5.375        6F        IO 2/6 LIB
     122388713             9.375      15.375       6            1/1/2008         5.625        6L         2/6 LIBOR
     121749075              6.75      12.75        6           11/1/2007         5.75         6L          2/6 LIB
     122169600             7.625      13.625       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122536240             8.125      14.125       6            1/1/2008         5.375        6L        2/6LI40/30
     121732586               7.9       14.9        7            9/1/2008         6.15         6L        IO 3/6 LIB
     122491080               7.5       13.5        6            1/1/2008         6.75         6L         2/6 LIBOR
     122616779              7.85      13.85        6           11/1/2007          5.5         6F        IO 2/6 LIB
     122197484             7.875      13.875       6           11/1/2007         5.625        6F        IO 2/6 LIB
     121749065             7.125      13.125       6           11/1/2007         6.125        6L          2/6 LIB
     122053901              7.75      13.75        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122017907             7.875      13.875       6           10/1/2007         5.625        6F        IO 2/6 LIB
     122161320             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122455687                 8        14         6           12/1/2007         5.625        6F        IO 2/6 LIB
     122044727              9.25      15.25        6           10/1/2007         6.125        6F        IO 2/6 LIB
     122146171             7.125      13.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122190713             7.375      13.375       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122491628             8.375      14.375       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122514905              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     121749084              5.99      11.99        6           12/1/2007         4.99         6L          2/6 LIB
     121732518               7.5       14.5        7            9/1/2008         5.75         6L          3/6 LIB
     122583831              7.75        0          0           00/00/0000          0          F         IO F30/120
     122383383             7.375      13.375       6           12/1/2007           5          6L         2/6 LIBOR
     122464092             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122345839             7.625      13.625       6            1/1/2008         5.625        6F        IO 2/6 LIB
     122390168               6.5       12.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122536612              8.25      14.25        6            1/1/2008           5          6L        2/6P LIBOR
     121929743              9.75        0          0           00/00/0000          0          F           FIXED30
     122536659                 8        0          0           00/00/0000          0          F           FIXED30
     122366315             7.875      13.875       6           12/1/2007           5          6L         2/6 LIBOR
     121740485               8.1       14.1        6            8/1/2008         5.25         6L        IO 3/6 LIB
     122209636                 6        11         5           10/1/2010         2.75         6L        IO 5/6 LIB
     122464255              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122531340               8.5       14.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122278432             8.875      14.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122056430               6.5       12.5        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122579330               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     122617269              6.65      12.65        6            1/1/2008         4.25         6F        IO 2/6 LIB
     122650949               7.5       13.5        6            1/1/2011         3.75         6L         5/6 LIBOR
     122494057             7.875      13.875       6            1/1/2008           6          6L         2/6 LIBOR
     122548224             8.875      14.875       6            1/1/2008         5.25         6L        2/6LI40/30
     122102541             7.375      13.375       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122546120               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     121747720                 7        13         6           11/1/2007           6          6L        IO 2/6 LIB
     122354707             7.625      13.625       6            1/1/2008           5          6L         2/6 LIBOR
     121749040               6.5        0          0           00/00/0000          0          F           FIXED30
     121765288                 7        13         6            8/1/2008         5.25         6L        IO 3/6 LIB
     122483388             8.125      14.125       6           12/1/2007         5.875        6L        2/6LI40/30
     122448506               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     122374195             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122268460             8.625      14.625       6           11/1/2007         5.75         6L         2/6 LIBOR
     121725326               7.2        0          0           00/00/0000          0          F           FIXED30
     122474242              10.5       16.5        6           12/1/2007           7          6L         2/6 LIBOR
     122528736                 8        14         6            1/1/2008         5.375        6L         2/6 LIBOR
     122024258                 7        13         6           10/1/2007           5          6L         2/6 LIBOR
     121676664               6.5       12.5        6            1/1/2008          5.5         6L         2/6 LIBOR
     122107537                 7        13         6           12/1/2008         5.25         1T          3/1 ARM
     122614411              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121747823             6.375      12.375       6            9/1/2010         5.375        6L        IO 5/6 LIB
     121748241              8.75      14.75        6           11/1/2007         7.75         6L        IO 2/6 LIB
     121850859              6.75      12.75        6            1/1/2008          5.5         6F        IO 2/6 LIB
     121989723               6.5       12.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122386762               6.5       12.5        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122494597                 8        14         6            1/1/2008           5          6L        2/6LI40/30
     122530552             7.625      13.625       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122595435             7.375      13.375       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122602381             7.625      13.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122266324               9.5       15.5        6           12/1/2008          5.5         1T          3/1 ARM
     122233343              6.75      12.75        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122261364              6.75        0          0           00/00/0000          0          F           FIXED15
     121598527               7.5       13.5        6           10/1/2007          5.5         6F        IO 2/6 LIB
     122483613             8.125      14.125       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122353014              7.75      13.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122575842             6.625      11.625       5            1/1/2011           3          6L        IO 5/6 LIB
     122070438             6.375      12.375       6            7/1/2007           5          6L         2/6 LIBOR
     121725004               7.1        0          0           00/00/0000          0          F           FIXED30
     122524851             8.875      14.875       6            1/1/2008           6          6L         2/6 LIBOR
     122056073              5.75      11.75        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122580984                 7        13         6            1/1/2011         3.25         6L         5/6 LIBOR
     121812240             7.125      13.125       6            9/1/2007         5.25         6F        IO 2/6 LIB
     121825542              7.25      13.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122595901             7.625      13.625       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122613954             7.375      13.375       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122281621             7.875      13.875       6            1/1/2009         5.25         6L        IO 3/6 LIB
     122371322             7.625      13.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122496098             8.375      14.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122331685                 8        14         6            1/1/2008           5          6L        2/6LI40/30
     122107115             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     122592145             7.625      13.625       6            1/1/2008           5          6L         2/6 LIBOR
     121747606             6.125      12.125       6            9/1/2008         5.125        6L        IO 3/6 LIB
     122585087               8.5       14.5        6            1/1/2008           6          6L         2/6 LIBOR
     122632434             7.875      13.875       6            1/1/2008           5          6L         2/6 LIBOR
     122171493             8.625      14.625       6           12/1/2007           5          6L         2/6 LIBOR
     122479228             7.875      13.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122554543            10.625      16.625       6            1/1/2008           7          6L         2/6 LIBOR
     121733114              5.95      11.95        6            9/1/2007         4.95         6L         2/6 LIBOR
     122363389             8.125      14.125       6            1/1/2008           5          6L         2/6 LIBOR
     122522888             8.375      14.375       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122575286             6.625      12.625       6            1/1/2008           5          6L         2/6 LIBOR
     122455938               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     122371864               7.5       13.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121748350             6.125      12.125       6           11/1/2007         5.125        6L        IO 2/6 LIB
     122012729             6.875      12.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122028107             6.875      12.875       6           12/1/2007         5.875        6F        IO 2/6 LIB
     122041008                 5        11         6           11/1/2007          5.5         6F        IO 2/6 LIB
     122103626              6.25      12.25        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122455336             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122537294               7.8       13.8        6            1/1/2008           5          6L         2/6 LIBOR
     122551166             7.125      13.125       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122592765                 9        15         6            1/1/2008           6          6L         2/6 LIBOR
     122074873               6.3       12.3        6            9/1/2007          5.3         6F        IO 2/6 LIB
     122119762              7.75      13.75        6           12/1/2007          5.5         6F        IO 2/6 LIB
     122485307             6.375      12.375       6            1/1/2008           5          6L         2/6 LIBOR
     122325596             6.975      12.975       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122268051               7.5       13.5        6           11/1/2007         5.375        6F        IO 2/6 LIB
     121984301             7.625      13.625       6           11/1/2010         2.75         6L        IO 5/6 LIB
     121770714                 7        13         6            9/1/2007         5.25         6F        IO 2/6 LIB
     122468374             7.875      13.875       6           12/1/2007           5          6L        2/6LI40/30
     122518145               6.5        0          0           00/00/0000          0          F           FIXED30
     121791817               8.5       14.5        6            9/1/2007         5.75         6L         2/6 LIBOR
     121745848                 7        13         6           11/1/2007           6          7L        IO 2/6 LIB
     122039835              6.75      12.75        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122091652             6.875      12.875       6           11/1/2007          5.5         6F        IO 2/6 LIB
     122192661             6.875      12.875       6           12/1/2007         5.75         6F        IO 2/6 LIB
     122205253                 7        13         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122321436             8.875      14.875       6            1/1/2008           5          6L         2/6 LIBOR
     122505436                10        16         6            1/1/2008           7          6L         2/6 LIBOR
     122544067              8.75      14.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122545370             7.375      12.375       5            1/1/2011         3.75         6L        IO 5/6 LIB
     122635832             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122154857             8.625      14.625       6           11/1/2007         5.75         6L         2/6 LIBOR
     121760176              6.25      12.25        6            8/1/2010         2.75         6L        IO 5/6 LIB
     122000739             7.875      13.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     121733032               6.1       12.1        6            9/1/2008          5.1         6L        IO 3/6 LIB
     121733376              7.25      13.25        6            9/1/2007         6.25         6L        IO 2/6 LIB
     121733158             6.625      12.625       6            9/1/2007         5.625        6L        IO 2/6 LIB
     121749069                 6        12         6           12/1/2007           5          6L          2/6 LIB
     121749028             6.125      12.125       6           10/1/2007         5.125        6L          2/6 LIB
     122327722               7.5       13.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122239663              9.25      15.25        6           12/1/2007           6          6L         2/6 LIBOR
     121749082               6.5        0          0           00/00/0000          0          F           FIXED30
     122428984             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122353237                10        16         6           12/1/2007           5          6L         2/6 LIBOR
     121748139               5.5       11.5        6            9/1/2007          4.5         6L         2/6 LIBOR
     122629887             6.125      12.125       6            1/1/2011           3          6L        IO 5/6 LIB
     122527035             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122448288              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122284487             6.375      12.375       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122186069              6.75      12.75        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122269122             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122293194             8.625      14.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122527970             6.625      12.625       6            1/1/2008           5          6L        2/6LI40/30
     122563476              6.75      12.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122391696              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122075017               6.2       12.2        6            9/1/2007          5.2         6L         2/6 LIBOR
     122525862               7.5       13.5        6            1/1/2008           5          6L        2/6LI40/30
     122129308             8.625      14.625       6           11/1/2007           5          6L         2/6 LIBOR
     122075007               8.4       14.4        6            9/1/2007          7.4         6F        IO 2/6 LIB
     121935576             6.875      12.875       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122524086             6.875        0          0           00/00/0000          0          F           FIXED30
     122472116             8.375      14.375       6            1/1/2008          5.5         6F        IO 2/6 LIB
     121717948             6.875      12.875       6            9/1/2007         5.25         6F        IO 2/6 LIB
     122318797               8.5       14.5        6            1/1/2008         5.25         6L        2/6LI40/30
     122238701             5.125      11.125       6           11/1/2007         5.25         6F        IO 2/6 LIB
     121749053              5.75      11.75        6           10/1/2008         4.75         6L         3/6 LIBOR
     122048742             8.125        0          0           00/00/0000          0          F            30/15
     122559088             7.875      13.875       6            1/1/2008         4.25         6F        IO 2/6 LIB
     122102791             6.625      12.625       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122113135              9.75      15.75        6           11/1/2007         5.25         6L         2/6 LIBOR
     122437854             7.625      13.625       6            1/1/2008         4.25         6L         2/6 LIBOR
     122502798             8.375      14.375       6            1/1/2008         6.75         6L         2/6 LIBOR
     122361875               7.5       13.5        6            1/1/2011          5.5         6L        5/6LI40/30
     122499768             7.875      13.875       6            1/1/2008           6          6L        2/6LI40/30
     121738005              6.75      11.75        5            8/1/2007         2.75         6L        IO 2/6 LIB
     122049476             5.875      11.875       6           10/1/2010         6.125        6L        IO 5/6 LIB
     122107889            10.875      16.875       6            1/1/2008           7          6L         2/6 LIBOR
     122166640                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122182125             6.625        0          0           00/00/0000          0          F         IO F30/120
     122242597                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122307940                 7        13         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122365154              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122391068             7.125      13.125       6            1/1/2008           5          6L         2/6 LIBOR
     122394632             6.875      12.875       6            1/1/2009           5          6L         3/6 LIBOR
     122505608             7.625      13.625       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122576263              6.75      12.75        6            1/1/2008           5          6L         2/6 LIBOR
     121756645              6.99      12.99        6            7/1/2008           6          6L       IO 3/6 LIBOR
     122218105             8.125      14.125       6            1/1/2008           5          6L         2/6 LIBOR
     122338992                 8        14         6           12/1/2007         5.75         6F        IO 2/6 LIB
     122496006              6.75      12.75        6            1/1/2011         5.875        6L        IO 5/6 LIB
     122508964             7.625      13.625       6            1/1/2008           5          6L         2/6 LIBOR
     121749081              6.25      12.25        6           12/1/2007         5.25         6L          2/6 LIB
     122508197             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122373459              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122134814             8.125      14.125       6            1/1/2008          5.5         6L         2/6 LIBOR
     122443216             6.875      12.875       6            1/1/2008           5          6L        2/6LI40/30
     121747912              6.25      12.25        6           10/1/2007         5.625        6L        IO 2/6 LIB
     122371320              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     122627218             7.625      13.625       6            1/1/2009         5.625        6L        IO 3/6 LIB
     122063981              6.75      12.75        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122074928              7.49      13.49        6            8/1/2007         6.49         6L         2/6 LIBOR
     122118914              8.75      14.75        6           11/1/2007           6          6F        IO 2/6 LIB
     121733086               5.9       11.9        6            9/1/2007         4.95         6L        IO 2/6 LIB
     121749057             6.125      12.125       6           11/1/2008         5.125        6L         3/6 LIBOR
     122235042              8.99        0          0           00/00/0000          0          F           FIXED30
     122521286              6.75      12.75        6            1/1/2008           5          6L        2/6LI40/30
     122555352              9.75      15.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     121745835             6.625      12.625       6           11/1/2007         5.625        6L         2/6 LIBOR
     122585843              8.75      14.75        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122467764              7.05      13.05        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122579432                 8        14         6            1/1/2008         5.375        6L         2/6 LIBOR
     122313481              7.25      13.25        6            1/1/2008           5          6L         2/6 LIBOR
     122149962             8.625      14.625       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122239361               7.5       13.5        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122388462              8.75      14.75        6           12/1/2007         5.75         6F        IO 2/6 LIB
     121916542              6.25      12.25        6            9/1/2007         5.375        6F        IO 2/6 LIB
     122511860              6.75      12.75        6            1/1/2008           5          6L        2/6LI40/30
     122572710                 8        14         6            1/1/2008         5.625        6F        IO 2/6 LIB
     122217526             5.625      11.625       6           12/1/2007           5          6L        2/6LI40/30
     122280279               6.5       12.5        6           12/1/2007         5.25         6F        IO 2/6 LIB
     121749056             7.625      13.625       6           10/1/2007         6.625        6L          2/6 LIB
     121808338                 7        13         6           10/1/2007         5.75         6F        IO 2/6 LIB
     122276980               7.5       13.5        6            1/1/2008         5.625        6L         2/6 LIBOR
     122387577             8.875      14.875       6            1/1/2008         6.375        6L         2/6 LIBOR
     122539922              8.75      14.75        6            1/1/2008         5.25         6L         2/6 LIBOR
     122545737             6.625        0          0           00/00/0000          0          F         FIXED40/30
     122582539              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122520226                 9        15         6            1/1/2008         5.375        6F        IO 2/6 LIB
     122386849             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122313520             8.125      14.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121988463              6.75      12.75        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122495104              8.75      14.75        6            1/1/2008         5.75         6F        IO 2/6 LIB
     121862798             7.375      13.375       6            9/1/2007         5.75         6F        IO 2/6 LIB
     122535261               7.5       13.5        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122318382              7.25      13.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122573455              8.25      14.25        6            1/1/2008           5          6L        2/6LI40/30
     122579535               7.5       13.5        6            1/1/2008          5.5         6F        IO 2/6 LIB
     121747923             7.625      13.625       6           11/1/2007         6.875        6L        IO 2/6 LIB
     122280874             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122256689             8.375      14.375       6           12/1/2007           5          6L         2/6 LIBOR
     121748439              7.99      14.99        7           11/1/2007         5.99         6L         2/6 LIBOR
     122074709             7.375      13.375       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122575904                 8        14         6            1/1/2008           5          6L        2/6LI40/30
     122637094              6.75      11.75        5            1/1/2011          3.5         6L        IO 5/6 LIB
     121788167             6.625      12.625       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122608765             6.875      11.875       5            1/1/2011           3          6L        IO 5/6 LIB
     121966390               8.5       14.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122585344             9.125      15.125       6            1/1/2008           6          6L        2/6LI40/30
     121994860             9.125      15.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122059925              8.75      14.75        6            1/1/2008         5.375        6L         2/6 LIBOR
     122091366                 7        13         6           11/1/2007         5.25         6F        IO 2/6 LIB
     122125588                 7        13         6           11/1/2007         5.25         6F        IO 2/6 LIB
     122323022             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     122519477             7.875      13.875       6            1/1/2008         5.375        6L         2/6 LIBOR
     122572104            10.625        0          0           00/00/0000          0          F           FIXED30
     122598402              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122290788             6.125      12.125       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121749022             6.125      12.125       6           10/1/2007         5.125        6L          2/6 LIB
     122590596             7.875      13.875       6            1/1/2008           5          6L        2/6LI40/30
     122539899             7.375      13.375       6            1/1/2008           5          6L         2/6 LIBOR
     121843790             7.375      13.375       6           10/1/2007           6          6L         2/6 LIBOR
     122302699             7.375      13.375       6            1/1/2009          5.5         6L         3/6 LIBOR
     122296800              7.25      13.25        6            1/1/2008         5.625        6F        IO 2/6 LIB
     121738519                 7        13         6            9/1/2007          3.5         6L        IO 2/6 LIB
     122068874               6.5       12.5        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122110407              6.75      12.75        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122197180             7.875      13.875       6           12/1/2007         7.375        6F        IO 2/6 LIB
     122448392             7.625      13.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122515817             6.875      12.875       6            1/1/2008           5          6L        2/6P LIBOR
     122527897             7.875      13.875       6            1/1/2008         5.375        6L        2/6P LIBOR
     122556342              7.75        0          0           00/00/0000          0          F         FIXED40/30
     122570214              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122552441              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     122558827               5.5       10.5        5            1/1/2011           3          6L        IO 5/6 LIB
     122332702             7.375      13.375       6           12/1/2007         6.125        6F        IO 2/6 LIB
     122154678             6.375      12.375       6           11/1/2007          5.5         6F        IO 2/6 LIB
     121733051             7.025      13.025       6            9/1/2008         6.025        6L        IO 3/6 LIB
     121747622             7.125      13.125       6           10/1/2010         6.125        6L        IO 5/6 LIB
     122485150              7.99      13.99        6            1/1/2008           5          6L         2/6 LIBOR
     122580359             9.375      15.375       6            1/1/2008           5          6L         2/6 LIBOR
     121960014             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     122339377               6.5       12.5        6            1/1/2008           5          6L         2/6 LIBOR
     122539867             7.875      13.875       6            1/1/2009         5.625        1T        3/1TR40/30
     122392418                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     121738904              6.25      12.25        6           10/1/2007         5.25         7L        IO 2/6 LIB
     122130372             6.875      12.875       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122581812               9.5       15.5        6            1/1/2008         5.75         6L        2/6P LIBOR
     122587064             10.25      16.25        6            1/1/2008         5.75         6L        2/6P LIBOR
     122587175             10.25      16.25        6            1/1/2008         5.75         6L        2/6P LIBOR
     122611006             8.875      14.875       6            1/1/2008           5          6L         2/6 LIBOR
     122674747             6.625      12.625       6            1/1/2009           3          6L        IO 3/6 LIB
     122391260             10.25      16.25        6            1/1/2009         5.75         6L         3/6 LIBOR
     122574925             8.125      14.125       6            1/1/2009         5.25         6L        IO 3/6 LIB
     121708632              6.75      12.75        6            9/1/2007         5.75         6F        IO 2/6 LIB
     122554696              6.25        0          0           00/00/0000          0          F           FIXED30
     122004733             7.125      13.125       6           10/1/2007         5.375        6F        IO 2/6 LIB
     122428958             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122473262               8.5       14.5        6           12/1/2007           5          6L         2/6 LIBOR
     122686264               9.1        0          0           00/00/0000          0          F           FIXED30
     122303699             6.625      12.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122580487              7.75      13.75        6            1/1/2008         3.75         6L         2/6 LIBOR
     122488762             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122049227             6.375      12.375       6           10/1/2007          5.5         6F        IO 2/6 LIB
     122143630             6.125      12.125       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122271468             8.125      14.125       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122444453             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122478203             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122358513              8.25      14.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121767250              6.89      12.89        6            7/1/2007          5.5         6L        2/6P LIBOR
     121645560             6.375      12.375       6            1/1/2009          3.5         6L        IO 3/6 LIB
     122591736             8.625      14.625       6            1/1/2008           5          6L         2/6 LIBOR
     121788075              5.75      11.75        6            9/1/2008         5.875        6L        IO 3/6 LIB
     122077184                 8        14         6           11/1/2010         5.25         6L        IO 5/6 LIB
     122442379               7.5       13.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121935680              6.99      12.99        6            8/1/2007         5.99         6F        IO 2/6 LIB
     122258691             7.125      13.125       6           12/1/2007           5          6L        2/6LI40/30
     122514979             7.625      13.625       6            1/1/2009           5          LL         3/1 LIBOR
     121740496              7.55      13.55        6            8/1/2007         5.25         6L        IO 2/6 LIB
     122325369                 9        15         6            1/1/2008         5.875        6F        IO 2/6 LIB
     122395089             8.875      14.875       6            1/1/2008           5          6L        2/6LI40/30
     122585751               6.5       12.5        6            1/1/2008         4.375        6L        2/6LI40/30
     121747769               5.5       11.5        6            9/1/2007          4.5         6L         2/6 LIBOR
     122493477             6.625      12.625       6            1/1/2009         5.375        6L        IO 3/6 LIB
     122492794             9.625      15.625       6            1/1/2008           5          6L         2/6 LIBOR
     122631727                 6        12         6            1/1/2011         3.25         6L        IO 5/6 LIB
     122074920              6.25      12.25        6            9/1/2007         5.25         6L        IO 2/6 LIB
     121733138              6.15      12.15        6            9/1/2007         5.15         6L        IO 2/6 LIB
     122509180             6.375      12.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     121587267              7.73      13.73        6            6/1/2007          5.5         6L        IO 2/6 LIB
     121747591             6.125      12.125       6           11/1/2007         5.125        6L        IO 2/6 LIB
     122503177                 9        15         6            1/1/2008           5          6L         2/6 LIBOR
     122550631             9.625      15.625       6            1/1/2009         7.25         6L         3/6 LIBOR
     122150112               7.5       13.5        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122042093             6.625      12.625       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122332701              7.25        0          0           00/00/0000          0          F           FIXED30
     121732515              8.35      15.35        7            9/1/2008          6.6         6L          3/6 LIB
     122393249              7.25        0          0           00/00/0000          0          F           FIXED30
     122533412               7.5       13.5        6            2/1/2009         3.875        6L        3/6LI40/30
     122203433             6.875      12.875       6           11/1/2007         5.25         6F        IO 2/6 LIB
     121993886             6.375      12.375       6           10/1/2007          5.5         6F        IO 2/6 LIB
     121745808               7.5       13.5        6           10/1/2007          6.5         7L        IO 2/6 LIB
     121747571             6.375      12.375       6            9/1/2007         5.375        6L        IO 2/6 LIB
     121961521                 6        12         6           10/1/2008          5.5         6L        IO 3/6 LIB
     122055542              6.75      13.75        7            9/1/2007         6.75         6F        IO 2/6 LIB
     122437609              8.75      14.75        6            1/1/2008           5          6L         2/6 LIBOR
     122452602             6.625        0          0           00/00/0000          0          F           FIXED30
     122478977                 9        15         6            1/1/2008         5.375        6L         2/6 LIBOR
     122533360              7.25      13.25        6            1/1/2009           5          6L        3/6LI40/30
     122310041              7.25        0          0           00/00/0000          0          F           FIXED30
     122161062             8.875      14.875       6           12/1/2007         6.25         6F        IO 2/6 LIB
     122475246             6.875      12.875       6            1/1/2009         5.625        6L        IO 3/6 LIB
     122013119                 7        13         6           12/1/2007          5.5         6F        IO 2/6 LIB
     122172225             7.125      13.125       6           11/1/2010         2.75         1T          5/1 ARM
     121885050               7.5       13.5        6            9/1/2007         5.75         6L         2/6 LIBOR
     122507291               7.5        0          0           00/00/0000          0          F           FIXED30
     122604632              9.25      15.25        6            1/1/2008           5          6L         2/6 LIBOR
     122088953               8.5       14.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122554907             7.875      13.875       6            1/1/2009         5.625        6L         3/6 LIBOR
     122395182               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     122509823              6.75        0          0           00/00/0000          0          F           FIXED30
     121738468              7.75      13.75        6            8/1/2007         3.875        7L        IO 2/6 LIB
     121961761               8.5       14.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122238115             6.625      12.625       6            1/1/2008           5          6L         2/6 LIBOR
     122221586              7.25      13.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122428286             8.375      14.375       6            1/1/2008         6.125        6F        IO 2/6 LIB
     121962508             6.875      12.875       6           10/1/2007         5.625        6F        IO 2/6 LIB
     122255246              6.25      12.25        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122285387               6.5       12.5        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122620330             6.625      12.625       6            1/1/2008           5          6L         2/6 LIBOR
     121884972             6.125      12.125       6           10/1/2010         6.125        6L        IO 5/6 LIB
     122202294             6.875      12.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122495812             6.875      12.875       6            1/1/2008           5          6L         2/6 LIBOR
     122635478                 7        13         6            1/1/2008         5.25         6F        IO 2/6 LIB
     122355314             7.125      13.125       6           12/1/2007         5.75         6F        IO 2/6 LIB
     122103176             6.875      12.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122126108                 8        14         6           12/1/2007         5.875        6F        IO 2/6 LIB
     122505200             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122504551             6.999      12.999       6            1/1/2008         5.75         6L         2/6 LIBOR
     121733002                 6        12         6            9/1/2007           5          6L        IO 2/6 LIB
     121928690              7.25      13.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122536542             7.375      13.375       6            1/1/2008         5.75         6L        2/6P LIBOR
     122273277             8.125      14.125       6           12/1/2007         5.25         6L         2/6 LIBOR
     121975400             9.125      15.125       6           11/1/2007         5.625        6F        IO 2/6 LIB
     122095168                 7        13         6           11/1/2007         5.375        6F        IO 2/6 LIB
     122436455              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122383460             6.875      12.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122213648              7.25      13.25        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122262885             7.625      13.625       6            1/1/2008         5.625        6L         2/6 LIBOR
     122332662             7.625      13.625       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122349831             7.875      13.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122503103              8.25        0          0           00/00/0000          0          F         FIXED40/30
     122552092             6.625      12.625       6            1/1/2011           3          6L        IO 5/6 LIB
     122627775             7.125      13.125       6            1/1/2008         5.25         6F        IO 2/6 LIB
     122444558               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     121506515                 7        13         6           10/1/2007         5.25         6F        IO 2/6 LIB
     122474174               7.5       13.5        6            1/1/2011         6.25         6L        5/6LI40/30
     122662687              9.25      15.25        6            1/1/2008           5          6L        2/6P LIBOR
     121643032              7.75      13.75        6            9/1/2007         5.75         6L         2/6 LIBOR
     122470457             6.875        0          0           00/00/0000          0          F         FIXED40/30
     122350769             8.125      14.125       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122272376             9.375      15.375       6           12/1/2007         5.75         6L         2/6 LIBOR
     122198927              7.75      13.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122249561              6.25      12.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122358701                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122290844               7.5       13.5        6           12/1/2007           5          6L         2/6 LIBOR
     122456247             6.125        0          0           00/00/0000          0          F           FIXED30
     122214586                 8        14         6           11/1/2007         5.25         6F        IO 2/6 LIB
     121635896              8.75      14.75        6            9/1/2007         5.75         6L         2/6 LIBOR
     122237340              7.25      13.25        6            1/1/2008           5          6L         2/6 LIBOR
     122517746             5.875        0          0           00/00/0000          0          F           FIXED30
     122529892              8.75      14.75        6            1/1/2008           5          6L        2/6LI40/30
     122080179              6.99      12.99        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122528704             7.375      13.375       6            1/1/2009         5.375        6L        IO 3/6 LIB
     121553709             7.125      13.125       6            1/1/2008           5          6L        2/6LI40/30
     122616784              7.99      13.99        6            1/1/2011         5.65         6L         5/6 LIBOR
     122265099             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122524997             8.375      14.375       6            1/1/2008           5          6L         2/6 LIBOR
     122034679             5.625      11.625       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122103845              7.25      13.25        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122184847               6.5       12.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122206840              6.75      12.75        6           11/1/2010         2.75         6L        IO 5/6 LIB
     122283043              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122328656             8.875      14.875       6            1/1/2008         6.125        6L         2/6 LIBOR
     122515460              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122556365             6.125      11.125       5            1/1/2011          3.5         6L        IO 5/6 LIB
     122576725             7.375      13.375       6            1/1/2008           5          6L         2/6 LIBOR
     122622341               7.5       12.5        5            1/1/2011         3.75         6L        IO 5/6 LIB
     122230180             9.125      15.125       6           12/1/2007           5          6L         2/6 LIBOR
     121733106              6.15      12.15        6            9/1/2007         5.15         6L        IO 2/6 LIB
     121994929             5.375      11.375       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122614228             6.875      12.875       6            1/1/2008           5          6L        2/6LI40/30
     122112913             6.875        0          0           00/00/0000          0          F           FIXED30
     122452108                 7        0          0           00/00/0000          0          F           FIXED30
     122326483             7.375      13.375       6            1/1/2008         5.625        6F        IO 2/6 LIB
     121749068             6.875      12.875       6           11/1/2008         5.875        6L         3/6 LIBOR
     122515155             8.875      14.875       6            1/1/2008           5          6L        2/6LI40/30
     121738900              7.25      13.25        6           10/1/2007         6.25         7L        IO 2/6 LIB
     122295833              6.75      12.75        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122598080              7.75        0          0           00/00/0000          0          F         IO F30/120
     122667251                 7        13         6           12/1/2007           6          6F        IO 2/6 LIB
     121747630              6.99      12.99        6           10/1/2007         5.99         6L        IO 2/6 LIB
     121749013              8.99      14.99        6            8/1/2007         6.75         6L          2/6 LIB
     122398456               6.5       12.5        6           11/1/2007           6          7L        IO 2/6 LIB
     122541009             8.125      14.125       6            1/1/2009         5.375        6L         3/6 LIBOR
     122567051              6.75      12.75        6            1/1/2008          5.5         6L        2/6LI40/30
     122284897               9.5        0          0           00/00/0000          0          F         IO F30/120
     122467723             7.875      13.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122510336                 8        14         6            1/1/2008          5.5         6F        IO 2/6 LIB
     122632996             6.375      12.375       6            1/1/2008          3.5         6F        IO 2/6 LIB
     122582202              8.25      14.25        6            1/1/2009           5          1T          3/1 ARM
     122305775             7.875      13.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     121654120             8.375      14.375       6            9/1/2007           6          6L         2/6 LIBOR
     122451676               7.5       13.5        6            1/1/2008         5.75         6L         2/6 LIBOR
     121747931              7.25      13.25        6           11/1/2007         6.375        6L        IO 2/6 LIB
     122398452               6.5       12.5        6           11/1/2007           6          7L        IO 2/6 LIB
     122439167             9.375      15.375       6            1/1/2009         5.625        6L         3/6 LIBOR
     121958797                 6        12         6            9/1/2007         5.375        6F        IO 2/6 LIB
     122686258               7.5       13.5        6           12/1/2007         5.65         6F        IO 2/6 LIB
     122491609               7.5       13.5        6            1/1/2008         4.25         6L         2/6 LIBOR
     122054263               5.5       11.5        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122003840             5.875      11.875       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122177319             8.875      14.875       6            1/1/2008          5.5         6L         2/6 LIBOR
     122584166              7.75        0          0           00/00/0000          0          F           FIXED30
     121990655             6.375      12.375       6           10/1/2010         5.875        6L        IO 5/6 LIB
     122266751               8.5       14.5        6            1/1/2008           5          6L        2/6LI40/30
     122040449                 7        13         6            1/1/2008         5.25         6L         2/6 LIBOR
     122494595             7.625      13.625       6            1/1/2011           6          6L        IO 5/6 LIB
     122214671             6.875      12.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122175315              6.25      12.25        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122521752              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122432605              6.25      12.25        6            1/1/2008           5          6L         2/6 LIBOR
     122510724               6.5       11.5        5            1/1/2011         3.75         6L        IO 5/6 LIB
     122519783               8.5       14.5        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122079352             8.875      14.875       6           10/1/2007           6          6F        IO 2/6 LIB
     120893121              7.25        0          0           00/00/0000          0          F           FIXED30
     122139001               7.5       13.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122398458             6.625      12.625       6           11/1/2007         6.75         7L        IO 2/6 LIB
     122550656               7.5       12.5        5            1/1/2011         4.25         6L        IO 5/6 LIB
     122599186             6.875      11.875       5            1/1/2008         4.25         6F        IO 2/6 LIB
     122256866             7.875      13.875       6           12/1/2007           5          6L         2/6 LIBOR
     122428719              6.99      12.99        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122011309              6.75      12.75        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122234215             6.375        0          0           00/00/0000          0          F         FIXED40/30
     122101772             6.125      12.125       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122391811             7.625      13.625       6            1/1/2009         5.25         1T        3/1TR40/30
     122304080              8.25      14.25        6           12/1/2007           5          6L         2/6 LIBOR
     121970526               7.5       13.5        6           10/1/2007         5.25         6F        IO 2/6 LIB
     121749032             6.625      12.625       6           10/1/2007         5.625        6L          2/6 LIB
     122014496             6.375      12.375       6           10/1/2007         5.375        6F        IO 2/6 LIB
     121749037                 7        13         6           10/1/2007           6          6L          2/6 LIB
     122378256              8.75      14.75        6           12/1/2007           5          6L         2/6 LIBOR
     122526829              8.25      14.25        6            1/1/2008           5          6L         2/6 LIBOR
     121946586                 7        13         6           10/1/2007         5.625        6F        IO 2/6 LIB
     122535214               7.5       13.5        6            1/1/2008           5          6L        2/6LI40/30
     122337705               7.5       13.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122314285             7.625        0          0           00/00/0000          0          F           FIXED30
     122367442              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122446769               8.5       14.5        6            1/1/2008           5          6L         2/6 LIBOR
     121749051             6.125      12.125       6           10/1/2007         5.125        6L          2/6 LIB
     122341065              7.25      13.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121738537               7.5       13.5        6            7/1/2007           5          6L        IO 2/6 LIB
     122053311               7.5       13.5        6           11/1/2007         5.75         6F        IO 2/6 LIB
     122504633             7.125      13.125       6            1/1/2008           5          6L         2/6 LIBOR
     122522207             7.625      13.625       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122527392               8.5        0          0           00/00/0000          0          F         IO F30/120
     122508083             7.875      13.875       6            1/1/2009         5.25         1T        3/1TR40/30
     122201340                 8        14         6           12/1/2007         5.25         6F        IO 2/6 LIB
     122496563              8.25      14.25        6            1/1/2008          5.5         6F        IO 2/6 LIB
     121733020               6.2       12.2        6            9/1/2007          5.2         6L        IO 2/6 LIB
     122464342              7.25      13.25        6           12/1/2007          5.5         6F        IO 2/6 LIB
     121870089                 8        14         6           10/1/2007         5.375        6F        IO 2/6 LIB
     122524932              7.62      13.62        6            1/1/2008         5.375        6L        2/6LI40/30
     122585145               6.5       12.5        6            1/1/2008         3.75         6F        IO 2/6 LIB
     122600070              6.75      12.75        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122115247             6.625      12.625       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122087136             8.375      14.375       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122495677              7.75      13.75        6            1/1/2008           5          6L         2/6 LIBOR
     122553460             7.375      12.375       5           12/1/2007         3.25         6F        IO 2/6 LIB
     122338858                 6        0          0           00/00/0000          0          F           FIXED30
     122526476             9.375      15.375       6            1/1/2008         5.25         6L         2/6 LIBOR
     122464808               8.5       14.5        6            1/1/2008           6          6L         2/6 LIBOR
     122180777             6.875        0          0           00/00/0000          0          F            30/15
     122246840             6.875      12.875       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122289636                 6        12         6            1/1/2008         5.25         6L         2/6 LIBOR
     122321993              9.25      15.25        6            1/1/2008         5.375        6L         2/6 LIBOR
     122437069              7.75      13.75        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122444841              8.25      14.25        6            1/1/2008         5.25         6L         2/6 LIBOR
     122478881             8.875      14.875       6            1/1/2008         5.75         6L         2/6 LIBOR
     122558534               7.5        0          0           00/00/0000          0          F           FIXED30
     122132634             7.375      13.375       6           11/1/2007         5.75         6F        IO 2/6 LIB
     122572156              8.25      14.25        6            1/1/2008         5.75         6F        IO 2/6 LIB
     122236394                 6        12         6            1/1/2008         5.375        6F        IO 2/6 LIB
     121738631              4.75      10.75        6           10/1/2007         2.875        6L        IO 2/6 LIB
     122628250             7.625      13.625       6            1/1/2008         3.75         6F        IO 2/6 LIB
     122147278              6.75        0          0           00/00/0000          0          F           FIXED30
     122114114             7.375      13.375       6           11/1/2008          5.5         6L        IO 3/6 LIB
     122335769             9.875        0          0           00/00/0000          0          F           FIXED30
     121747858             6.375      12.375       6           10/1/2007         5.375        6L        IO 2/6 LIB
     122072217             6.625      12.625       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122442793                 7        13         6            1/1/2008           5          6L         2/6 LIBOR
     122398454             6.625      12.625       6           11/1/2007         6.75         7L         2/6 LIBOR
     122635680               7.5       12.5        5            1/1/2011         2.75         6L        IO 5/6 LIB
     122300325              6.25      12.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122503436             7.625      13.625       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122398019              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122275341               7.5       13.5        6           12/1/2007           5          6L        2/6LI40/30
     122472615             7.875      13.875       6            1/1/2008           5          6L        2/6LI40/30
     121879856               8.5       14.5        6           10/1/2010         6.25         6L        IO 5/6 LIB
     122568906              6.75      12.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121802923             6.875      12.875       6            9/1/2007         5.25         6F        IO 2/6 LIB
     122296751              7.75      13.75        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121738610             6.125      11.125       5           10/1/2010         2.25         6L        IO 5/6 LIB
     121991798              8.25      14.25        6           11/1/2007         5.375        6F        IO 2/6 LIB
     122580058             7.875      13.875       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122341019             7.375      13.375       6            1/1/2008           5          6L        2/6LI40/30
     121736740                 7        12         5           10/1/2007         2.75         6L        IO 2/6 LIB
     122067204             6.875      12.875       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122603136             7.375      13.375       6            1/1/2011          3.5         6L        IO 5/6 LIB
     121747939              5.25      11.25        6            8/1/2008           5          6L         3/6 LIBOR
     122558714              9.75      15.75        6            1/1/2008           6          6L         2/6 LIBOR
     122617468             6.625      12.625       6            1/1/2011           3          6L        IO 5/6 LIB
     122588102                 6        11         5            1/1/2011           3          6L        IO 5/6 LIB
     121747567               5.5       11.5        6            9/1/2007          4.5         6L        IO 2/6 LIB
     122095738              6.25      12.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122270064             8.875      14.875       6            1/1/2008         5.25         6L         2/6 LIBOR
     122310897             7.375      13.375       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122437418               7.5       13.5        6            1/1/2008           5          6L        2/6LI40/30
     122635163                 7        12         5            1/1/2011         3.75         6L        IO 5/6 LIB
     122534083             7.875      13.875       6            1/1/2008           5          6L        2/6LI40/30
     122094636               7.5       13.5        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122441185               6.5       12.5        6            1/1/2011         3.75         6L         5/6 LIBOR
     122490195             6.375      12.375       6            1/1/2008         5.375        6L        2/6LI40/30
     122585248             7.375      12.375       5            1/1/2011         3.75         6L        IO 5/6 LIB
     122045900             6.875      12.875       6           12/1/2007         5.625        6F        IO 2/6 LIB
     122484047              8.25      14.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121823293             7.625      13.625       6           11/1/2007         5.25         6F        IO 2/6 LIB
     122454365             6.875      12.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122174842             7.875      13.875       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122369319                 7        13         6            1/1/2009         5.375        6L        IO 3/6 LIB
     121738623             5.875      11.875       6           10/1/2007         2.875        6L        IO 2/6 LIB
     122139142              5.75      11.75        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122311631              6.75      12.75        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122667252              7.75      13.75        6           10/1/2007          7.5         6F        IO 2/6 LIB
     122579031               7.5        0          0           00/00/0000          0          F           FIXED30
     122636140                 7        12         5            1/1/2011           3          6L        IO 5/6 LIB
     122356182                 8        14         6            1/1/2008          5.5         6F        IO 2/6 LIB
     121747792             6.375      12.375       6           11/1/2007         5.375        6L        IO 2/6 LIB
     121747585             7.125      13.125       6           10/1/2007         6.125        6L        IO 2/6 LIB
     122526659              6.75      12.75        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122230593             7.625      13.625       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122385892               8.5       14.5        6           12/1/2007         5.625        6F        IO 2/6 LIB
     122494317               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     121784587             6.375      12.375       6            8/1/2007         5.25         6F        IO 2/6 LIB
     122667819              7.35      13.85       6.5          12/1/2007         5.625        6F        IO 2/6 LIB
     122310182             7.875      13.875       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122126878             8.125      14.125       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122565897              7.25      13.25        6            1/1/2008         5.75         6F        IO 2/6 LIB
     122465362             5.875      11.875       6           12/1/2008         5.375        6L        IO 3/6 LIB
     122537854              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122395951              7.75      13.75        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122206118             6.375      12.375       6           11/1/2007         5.375        6F        IO 2/6 LIB
     121674021             5.875      11.875       6            9/1/2007         5.25         6F        IO 2/6 LIB
     121747882              6.75      12.75        6            9/1/2010         5.75         6L        IO 5/6 LIB
     121748431               7.5       14.5        7           11/1/2007         5.99         6L         2/6 LIBOR
     121747843              5.25      11.25        6            9/1/2008         4.25         6L        IO 3/6 LIB
     122362005                 7        13         6           12/1/2007         5.375        6F        IO 2/6 LIB
     122366261             6.875      12.875       6            1/1/2009         5.25         6L         3/6 LIBOR
     122074882               6.5       12.5        6            9/1/2008         0.15         6L        IO 3/6 LIB
     121863824              5.25      11.25        6            9/1/2007         5.25         6F        IO 2/6 LIB
     122094136             6.625      12.625       6           12/1/2007         5.25         6F        IO 2/6 LIB
     122172204                 6        12         6           12/1/2007         5.25         6F        IO 2/6 LIB
     121748276             6.875      12.875       6            9/1/2007         5.875        6L        IO 2/6 LIB
     122275467             5.375      11.375       6            1/1/2008         4.25         6F        IO 2/6 LIB
     121747848             6.625      12.625       6            9/1/2007         5.625        6L        IO 2/6 LIB
     122255277              7.25      13.25        6           11/1/2007         5.625        6F        IO 2/6 LIB
     122555148             7.375      13.375       6            1/1/2008           6          6F        IO 2/6 LIB
     121738487               7.5       13.5        6            9/1/2007         3.625        6L        IO 2/6 LIB
     122353371             7.875      13.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     122510977              8.75      14.75        6            1/1/2008          5.5         6F        IO 2/6 LIB
     122033420             6.875      12.875       6           11/1/2007         5.25         6F        IO 2/6 LIB
     121982492              6.25      12.25        6            9/1/2007         5.25         6F        IO 2/6 LIB
     122053823             6.375      12.375       6           11/1/2007         5.375        6F        IO 2/6 LIB
     122332727               6.5       12.5        6           12/1/2007         5.375        6F        IO 2/6 LIB
     121723176                 6        12         6            6/1/2008           5          7L        IO 3/6 LIB
     122528544                 7        13         6            1/1/2008           5          6L         2/6 LIBOR
     122473964             7.375      13.375       6            1/1/2009         5.375        6L        IO 3/6 LIB
     121731071               5.7       11.7        6            9/1/2007         4.95         6L        IO 2/6 LIB
     122074979               8.7       14.7        6            9/1/2007          7.7         6F        IO 2/6 LIB
     122065524               5.5       11.5        6           10/1/2007         5.25         6F        IO 2/6 LIB
     122455189             7.625      13.625       6            1/1/2008         5.25         6L         2/6 LIBOR
     121747639              6.25      12.25        6           10/1/2007         5.25         6L        IO 2/6 LIB
     121747648               6.5       12.5        6           11/1/2008          5.5         6L        IO 3/6 LIB
     121747699             5.625      11.625       6           10/1/2007         4.625        6L        IO 2/6 LIB
     122503590              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122524815               7.5       13.5        6            1/1/2008           5          6L         2/6 LIBOR
     121912074              8.25        0          0           00/00/0000          0          F         IO F30/120
     122244385             8.625      14.625       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122398465              6.25      12.25        6           11/1/2007         5.75         7L         2/6 LIBOR
     121973494                 7        13         6           10/1/2007          5.5         6F        IO 2/6 LIB
     122396206             7.375      13.375       6            1/1/2011         5.875        6L        IO 5/6 LIB
     122483226               7.5       13.5        6            1/1/2008           6          6L         2/6 LIBOR
     121733373               6.5       12.5        6            9/1/2007          5.5         6L        IO 2/6 LIB
     122341275               7.5       13.5        6            1/1/2009           5          1T        3/1TR40/30
     121569352                 7        13         6            9/1/2007         5.75         6F        IO 2/6 LIB
     122259210              6.25      12.25        6           12/1/2007         5.25         6F        IO 2/6 LIB
     122588380             8.125      14.125       6            1/1/2008         3.875        6L        2/6LI40/30
     122591866                 7        13         6            1/1/2008         3.75         6F        IO 2/6 LIB
     122634193              6.25      12.25        6            1/1/2008         3.25         6L         2/6 LIBOR
     122548147             7.375      13.375       6            1/1/2008           5          6L        2/6LI40/30
     122489092             6.625        0          0           00/00/0000          0          F           FIXED30
     121747936             6.875      12.875       6           11/1/2007         5.875        6L        IO 2/6 LIB
     121896536               5.5       11.5        6            9/1/2007         5.25         6F        IO 2/6 LIB
     122449791               5.5        0          0           00/00/0000          0          F           FIXED30
     122393177                 7        13         6            1/1/2009         5.375        6L        IO 3/6 LIB
     122398463               6.5       12.5        6           12/1/2007         6.375        7L        IO 2/6 LIB
     122482791              7.25      13.25        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121971182               7.5       13.5        6           10/1/2007         5.875        6F        IO 2/6 LIB
     121940525             5.875      11.875       6           10/1/2007         5.25         6F        IO 2/6 LIB
     122019741               7.5       13.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122398446              6.49      12.49        6           11/1/2007           6          7L         2/6 LIBOR
     121736762               6.5       11.5        5           10/1/2007         2.75         6L        IO 2/6 LIB
     122482038             7.125      13.125       6            1/1/2008          5.5         6F        IO 2/6 LIB
     122600657               7.5        0          0           00/00/0000          0          F           FIXED30
     121733000              7.75      13.75        6            9/1/2007         6.75         6L        IO 2/6 LIB
     122273146             7.875      13.875       6           12/1/2007         6.125        6F        IO 2/6 LIB
     122132398               8.5       14.5        6           10/1/2007         6.125        6F        IO 2/6 LIB
     122240599               6.5       12.5        6           10/1/2007           5          6F        IO 2/6 LIB
     121747661             5.375      11.375       6            7/1/2007         4.375        6L        IO 2/6 LIB
     121749079             6.125      12.125       6           12/1/2007         5.375        6L          2/6 LIB
     121749071             6.375      12.375       6           11/1/2007         5.375        6L          2/6 LIB
     122349372             7.125      13.125       6           12/1/2007           5          6L         2/6 LIBOR
     122107660             8.625        0          0           00/00/0000          0          F           FIXED30
     122392654             8.625      14.625       6           12/1/2007           5          6L        2/6LI40/30
     121738888              6.75      12.75        6           10/1/2007         5.75         7L        IO 2/6 LIB
     122074911               7.1       13.1        6            9/1/2007          6.1         6F        IO 2/6 LIB
     122108843             6.625      12.625       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122398449               6.5       12.5        6           11/1/2007           6          7L        IO 2/6 LIB
     122447346             8.875      14.875       6            1/1/2008         5.75         6F        IO 2/6 LIB
     122459200               7.5       13.5        6            1/1/2008         5.625        6F        IO 2/6 LIB
     122190866               6.5       12.5        6           12/1/2007         5.25         6F        IO 2/6 LIB
     121939279              7.25      13.25        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122031546                 6        12         6            9/1/2007         5.25         6F        IO 2/6 LIB
     122472730             6.375        0          0           00/00/0000          0          F           FIXED30
     122604538             7.875      13.875       6            1/1/2008           5          6L        2/6LI40/30
     122062320               6.5       12.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122562905              5.75      11.75        6            1/1/2011         2.75         6L        IO 5/6 LIB
     121738596               6.5       12.5        6           10/1/2007         2.875        6L        IO 2/6 LIB
     122087476                 6        12         6           11/1/2007         5.25         6F        IO 2/6 LIB
     122453305               8.5       14.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     121747587              6.75      12.75        6           11/1/2007         5.75         6L        IO 2/6 LIB
     121747788              7.25      13.25        6           11/1/2007         6.25         6L        IO 2/6 LIB
     122369741              8.25      14.25        6           12/1/2007         5.375        6F        IO 2/6 LIB
     122290816             7.125      13.125       6            1/1/2008         6.125        6L         2/6 LIBOR
     122034862               8.5       14.5        6            1/1/2009           5          1T          3/1 ARM
     122310666             6.375      12.375       6           12/1/2007         5.375        6F        IO 2/6 LIB
     122569152             8.375      14.375       6            1/1/2008           5          6L        2/6LI40/30
     121748436              5.75        0          0           00/00/0000          0          F           FIXED30
     121730933               6.3       12.3        6            9/1/2007          5.3         6L        IO 2/6 LIB
     121704521               7.5       13.5        6           11/1/2008         5.25         6L        IO 3/6 LIB
     122207153               6.5       12.5        6           11/1/2007         5.25         6F        IO 2/6 LIB
     122476129              7.25      13.25        6            1/1/2011         5.875        6L        IO 5/6 LIB
     121852034               6.5       12.5        6           10/1/2007          5.5         6F        IO 2/6 LIB
     121780688              7.75        0          0           00/00/0000          0          F           FIXED30
     121804096               6.5       12.5        6            9/1/2007          5.5         6F        IO 2/6 LIB
     122667253               7.8       13.8        6           12/1/2007          6.8         6F        IO 2/6 LIB
     122317855              6.75      12.75        6           12/1/2007         5.25         6F        IO 2/6 LIB
     121571219               6.5       12.5        6            9/1/2008         2.75         6L        IO 3/6 LIB
     122064522             6.375      12.375       6           10/1/2010         2.75         6L        IO 5/6 LIB
     122243132             5.875      11.875       6            1/1/2008         5.375        6F        IO 2/6 LIB
     121748442              5.49      12.49        7           11/1/2010         5.99         6L         5/6 LIBOR
     122470799               7.5       13.5        6            1/1/2008         5.375        6F        IO 2/6 LIB
     122626154               7.5       13.5        6            1/1/2008         5.25         6L         2/6 LIBOR
     122482616              6.25      12.25        6            1/1/2009           3          1T          3/1 ARM
     122206520             5.875      11.875       6           12/1/2008           6          6L        IO 3/6 LIB
     122079981               7.5       13.5        6           10/1/2007         5.375        6F        IO 2/6 LIB
     122097834             8.625      14.625       6           11/1/2010         2.75         6L        IO 5/6 LIB
     121747672               5.5       11.5        6            9/1/2008          4.5         6L         3/6 LIBOR
     121747840             6.125      12.125       6            9/1/2007         5.125        6L        IO 2/6 LIB
     122192401              6.25        0          0           00/00/0000          0          F         FIXED40/30
     122604579             9.125      15.125       6            1/1/2008         5.25         6L         2/6 LIBOR
     121747869             6.875      12.875       6           11/1/2007         5.875        6L        IO 2/6 LIB
     122248370             7.375      13.375       6           11/1/2007         5.375        6F        IO 2/6 LIB
     121736728                 7        12         5           10/1/2007         2.75         6L        IO 2/6 LIB
     122542732             8.125      14.125       6            1/1/2009         5.625        6L        3/6LI40/30
     121906393             6.625      12.625       6           10/1/2007         5.875        6F        IO 2/6 LIB
     122268682              8.25      14.25        6           12/1/2007           6          6F        IO 2/6 LIB
     121736697              7.25      12.25        5            9/1/2007         2.75         6L        IO 2/6 LIB
     122058747             7.875      13.875       6            1/1/2008         5.625        6L        2/6LI40/30
     121732594              8.95      15.95        7            9/1/2008          7.2         6L        IO 3/6 LIB
     122658183             7.375        0          0           00/00/0000          0          F           FIXED30

                        Borrower       Mortg Ins                             Combined
                         Carried       Coverage      Prepayment               LTV at
    Loan Number         Mortg Ins       Amount         Charge              Origination
---------------------------------------------------------------------------------------
     122456100              0              0              0                   67.061
     121510834              0              0              0                   73.161
     121724727              0              0              0                       30
     121690576              0              0              0                       90
     121846358              0              0              0                       90
     121525121              0              0              0                    86.25
     121128748              0              0              3                   89.994
     122430931              0              0              0                   83.552
     122045490              0              0              0                      100
     121929816              0              0              0                       55
     121872535              0              0              0                      100
     121648712              0              0              3                    20.78
     122501681              0              0              3                   57.931
     121479604              0              0              0                       90
     121396008              0              0              0                      100
     121369553              0              0              0                      100
     121537866              0              0              0                   44.575
     121569719              0              0              2                   70.508
     121963601              0              0              0                   59.991
     122005906              0              0              0                   91.429
     121972971              0              0              3                       80
     122511357              0              0              3                   33.333
     121351010              0              0              0                      100
     122532206              0              0              0                   32.421
     121174079              0              0              3                   69.889
     121605482              0              0              1                   55.136
     121753233              0              0              0                       90
     121759642              0              0              3                       90
     121958541              0              0              3                       90
     121549893              0              0              3                   72.158
     122067513              0              0              3                       80
     122255188              0              0              0                   13.873
     121419278              0              0              0                   70.517
     121958688              0              0              0                       85
     122472590              0              0              3                   31.465
     121631789              0              0              0                   69.814
     122537709              0              0              2                       80
     121348417              0              0              0                   74.791
     121905995              0              0              0                   59.565
     122212580              0              0              3                       90
     122309841              0              0              0                       50
     122575193              0              0              0                   51.728
     122063877              0              0              0                   94.136
     122147585              0              0              0                      100
     122358980              0              0              0                   38.806
     121298503              0              0              0                       95
     121692754              0              0              3                   73.097
     121426503              0              0              3                   51.599
     122143268              0              0              0                      100
     121465117              0              0              0                   69.528
     121609782              0              0              0                    60.75
     122366845              0              0              3                       75
     121921027              0              0              0                       95
     121725457              0              0              3                       80
     121955103              0              0              2                       90
     121983752              0              0              3                   34.249
     121766047              0              0              0                   69.591
     122494351              0              0              3                      100
     121599481              0              0              3                   61.143
     122583291              0              0              2                       90
     121926571              0              0              0                      100
     121933993              0              0              0                   39.029
     122518591              0              0              0                   45.187
     121543503              0              0              3                   74.282
     122184043              0              0              0                       85
     122362860              0              0              2                   67.598
     121712435              0              0              0                   89.379
     121528215              0              0              0                   65.254
     122152282              0              0              2                       90
     122331117              0              0              0                   74.459
     122598298              0              0              3                     37.5
     121283477              0              0              0                       95
     122292815              0              0              0                   84.733
     122109646              0              0              3                      100
     121450008              0              0              0                      100
     121076525              0              0              0                   74.011
     121841744              0              0              3                   52.646
     122280428              0              0              0                   88.889
     122479977              0              0              3                       95
     121803698              0              0              3                      100
     122062717              0              0              0                      100
     122196880              0              0              3                      100
     121374878              0              0              0                    74.12
     121445603              0              0              3                       65
     121462486              0              0              0                   43.333
     122545993              0              0              3                   72.888
     122494484              0              0              2                   67.107
     121801923              0              0              0                       98
     122354392              0              0              0                   34.849
     121099832              0              0              0                   71.032
     122053051              0              0              3                   61.818
     122185581              0              0              2                       80
     122597630              0              0              0                      100
     122386893                             0              2                   89.999
     121803961              0              0              0                   98.781
     121814589              0              0              0                       90
     121725214              0              0              3                    76.09
     121262529              0              0              1                   61.973
     121235052              0              0              0                   69.134
     121647327              0              0              0                   61.806
     122223243              0              0              0                   69.898
     122184621              0              0              0                   78.924
     121939538              0              0              2                       90
     122277660              0              0              3                       70
     121425184              0              0              2                      100
     122383660              0              0              0                       90
     122092895              0              0              2                      100
     121822524              0              0              3                      100
     122428862              0              0              3                   63.442
     121695564              0              0              3                       95
     122394720              0              0              2                       85
     122430776              0              0              2                       85
     121591917              0              0              0                   72.192
     121511985              0              0              0                       80
     121872880              0              0              2                      100
     121888724              0              0              0                       90
     122059207              0              0              2                       90
     122360713              0              0              0                       90
     122358836              0              0              3                   56.115
     122348317              0              0              2                       85
     121511644              0              0              0                    56.88
     121852850              0              0              0                   66.207
     121943025              0              0              1                       90
     121725184              0              0              3                       80
     121521150              0              0              0                   62.731
     122012466              0              0              3                   60.238
     122522542              0              0              2                      100
     121570916              0              0              0                   65.043
     121843866              0              0              0                   64.032
     122542876              0              0              0                   66.667
     122570741              0              0              0                   63.492
     122269913              0              0              3                       80
     122372619              0              0              2                       80
     122389022              0              0              0                   79.989
     122512573              0              0              0                   57.908
     122544838              0              0              0                       80
     122451994              0              0              2                   94.496
     121565865              0              0              0                   86.129
     122096436              0              0              3                       90
     121667766              0              0              0                       95
     121782881              0              0              0                       80
     122086309                             0              2                       95
     122119072              0              0              0                       90
     122274140              0              0              2                       80
     122454827              0              0              2                      100
     122429356              0              0              2                       85
     121724717              0              0              0                       80
     122074953              0              0              0                   28.037
     121374852              0              0              0                   33.504
     121525110              0              0              0                      100
     121822633              0              0              2                       90
     121388655              0              0              0                       90
     122477647              0              0              0                       90
     122378713              0              0              2                      100
     122439397              0              0              2                       90
     122391263              0              0              3                   77.193
     122436029              0              0              2                      100
     122611165              0              0              0                       75
     122654502              0              0              0                      100
     122522727              0              0              3                       70
     122463076              0              0              3                      100
     122329071              0              0              2                       80
     121671616              0              0              0                      100
     121724729              0              0              3                    76.67
     121768513              0              0              0                   70.321
     122020905              0              0              2                       90
     122445455              0              0              3                   47.164
     122218222              0              0              2                       90
     122392183              0              0              3                       90
     122381956              0              0              2                   69.231
     122667248                             0              0                       15
     122309326              0              0              0                      100
     121961968              0              0              0                   87.473
     122256518              0              0              2                       70
     122044108              0              0              2                       90
     122051649              0              0              2                       90
     122376623              0              0              3                   65.141
     122606446              0              0              3                      100
     122482795              0              0              0                      100
     122202553                             0              2                       50
     122056882              0              0              0                       95
     121830229              0              0              2                       90
     121466685              0              0              0                   88.496
     122580612              0              0              3                      100
     121724599              0              0              0                    74.59
     122558082              0              0              2                   88.889
     122184075              0              0              0                       80
     121313145              0              0              0                   67.122
     121543130              0              0              3                   60.735
     122329326              0              0              2                   73.134
     121770826              0              0              3                   49.719
     121805254              0              0              2                       90
     122121108              0              0              2                   83.898
     121447896              0              0              0                    74.59
     121505677              0              0              3                   61.499
     121575866              0              0              0                   82.646
     121481920              0              0              0                    56.57
     122430932              0              0              0                   48.226
     121655063              0              0              0                   66.496
     121710087              0              0              3                   68.673
     122438719              0              0              2                       95
     121862584              0              0              2                   70.413
     122279725              0              0              0                   92.195
     121748428              0              0              2                    47.62
     122264438              0              0              0                   54.564
     122435697              0              0              0                   70.814
     122483616              0              0              0                   68.966
     122497396              0              0              0                   42.971
     122558185              0              0              0                   43.598
     122590872              0              0              0                   49.234
     121748435              0              0              2                    38.54
     122021258              0              0              0                       95
     121748268              0              0              3                       90
     122486068              0              0              0                      100
     122508320              0              0              2                      100
     121748138              0              0              2                    99.97
     121725030              0              0              0                    72.86
     121625682              0              0              0                       95
     122390138              0              0              0                   89.985
     122459712              0              0              2                       80
     122446004              0              0              2                      100
     122008901              0              0              5                   69.999
     121685896              0              0              0                       90
     121960517              0              0              0                   92.593
     122452353                             0              2                       95
     122335941              0              0              0                       85
     122447713              0              0              2                       85
     122555842              0              0              2                      100
     121749049              0              0              1                      100
     122474312              0              0              0                   51.123
     122381994              0              0              3                      100
     121984928              0              0              0                       90
     121307361              0              0              0                       95
     121748311              0              0              2                      100
     122571454              0              0              2                   77.941
     121748218              0              0              3                      100
     121863819              0              0              2                   72.069
     122511737              0              0              0                       80
     122509048                             0              0                   68.846
     121725463              0              0              0                    76.08
     121856395              0              0              2                       90
     122083505              0              0              2                       90
     122254074              0              0              3                       90
     122169453              0              0              0                      100
     122537395              0              0              3                       80
     122381324              0              0              3                    34.25
     121754841              0              0              0                   58.333
     121857581              0              0              0                   65.919
     121748199              0              0              3                      100
     121951985              0              0              3                   45.185
     122393891              0              0              3                   78.571
     122510128              0              0              0                   40.498
     122134638              0              0              3                       95
     122067676              0              0              0                       80
     122518150              0              0              3                       75
     122063761              0              0              2                       90
     122079574              0              0              2                       90
     122282235              0              0              2                      100
     122491526              0              0              3                      100
     121724713              0              0              0                       80
     121846498              0              0              0                   39.782
     122609795                             0              2                      100
     122543123              0              0              3                       95
     121748213              0              0              3                      100
     122488747              0              0              3                      100
     121748237              0              0              3                      100
     121839326              0              0              3                       90
     122391640              0              0              3                     74.6
     122344736              0              0              0                       80
     122370814              0              0              0                       80
     122508060              0              0              2                       75
     122484227              0              0              0                   55.238
     122596521              0              0              3                      100
     122510800              0              0              3                       90
     121968568              0              0              0                   84.509
     122370207              0              0              0                       90
     122464914              0              0              0                      100
     122539813              0              0              3                   65.556
     121743904              0              0              0                     29.6
     122501077              0              0              2                      100
     121601622              0              0              0                     76.3
     122332868              0              0              2                       85
     122391420              0              0              3                      100
     121619989              0              0              0                   64.638
     121141491              0              0              0                   69.091
     122091985              0              0              2                       90
     121576358              0              0              0                   87.378
     122479576              0              0              3                   73.846
     121748265              0              0              2                      100
     121892459              0              0              0                   64.226
     121748309              0              0              3                      100
     122155928              0              0              2                       75
     121977502              0              0              0                       90
     122368191              0              0              2                      100
     121947931              0              0              0                       80
     122498745              0              0              2                   26.087
     122113650              0              0              2                   59.406
     122321797              0              0              2                   68.966
     122494394              0              0              2                      100
     122587549              0              0              3                   74.832
     122616687              0              0              2                   89.866
     122583676              0              0              3                       90
     122287398              0              0              2                       65
     122056780              0              0              2                       80
     122302390              0              0              2                       90
     122225406              0              0              3                       90
     121748242              0              0              0                      100
     122157978              0              0              0                   53.114
     122139937              0              0              0                       95
     121998003              0              0              3                   42.534
     121748999              0              0              2                      100
     122314008              0              0              0                   74.332
     122439298              0              0              3                   68.889
     122354139              0              0              3                       90
     121359480              0              0              0                       90
     122503977              0              0              2                      100
     122607060              0              0              2                      100
     122615954                             0              3                      100
     121748263              0              0              2                      100
     122310798              0              0              0                   33.326
     122468274              0              0              3                       70
     121748289              0              0              3                      100
     122535037              0              0              2                       90
     122452951              0              0              2                       90
     122471060              0              0              2                       70
     122118219              0              0              0                      100
     121724698              0              0              0                    79.99
     122594883              0              0              2                      100
     122372976              0              0              2                       95
     122394320              0              0              2                   72.443
     122547985              0              0              0                      100
     122636775              0              0              3                      100
     122351940              0              0              2                       80
     121335452              0              0              3                   48.471
     121747609              0              0              3                      100
     121725006              0              0              0                    73.08
     122149877              0              0              1                      100
     121724886              0              0              3                       55
     122527432              0              0              2                      100
     122500513              0              0              2                      100
     122216679              0              0              3                       70
     122485401              0              0              2                      100
     121671748              0              0              0                   38.103
     122480629              0              0              0                       95
     121724839              0              0              0                    79.99
     122451497              0              0              2                       95
     122370515              0              0              2                   67.347
     121859380              0              0              0                      100
     121748294              0              0              1                       95
     122563524                             0              0                       95
     122116599              0              0              2                       95
     122580999              0              0              2                      100
     122459389              0              0              0                   56.289
     121724794              0              0              3                       80
     122076068              0              0              2                   89.404
     122634400                             0              0                       90
     121874904              0              0              3                       90
     122370386              0              0              2                   86.076
     122192483              0              0              2                   88.903
     122192907              0              0              2                   88.903
     121877869              0              0              0                       60
     121748173              0              0              3                      100
     121747979              0              0              2                      100
     122067249              0              0              2                       80
     121937408              0              0              3                      100
     121969468              0              0              2                      100
     122382127              0              0              2                      100
     122267636              0              0              2                       85
     122281488                             0              0                      100
     121725292              0              0              3                       80
     121748347              0              0              1                      100
     121329912              0              0              0                   73.139
     121748325              0              0              0                      100
     121747959              0              0              0                      100
     121971319              0              0              0                   63.418
     122160580              0              0              0                       95
     121701531              0              0              0                    73.32
     121545224              0              0              0                       90
     121659943              0              0              3                   66.479
     122493447              0              0              2                      100
     122531197              0              0              0                   59.322
     122535079              0              0              2                      100
     122535644              0              0              3                     62.5
     122568341              0              0              2                       70
     122460352              0              0              3                       90
     121725270              0              0              3                    40.57
     121748304              0              0              0                      100
     121725455              0              0              3                       75
     122559016              0              0              2                      100
     122464641              0              0              2                   22.188
     121740708              0              0              0                       80
     122621972              0              0              3                   71.766
     122267322              0              0              2                      100
     122084732              0              0              2                      100
     122174318              0              0              2                       95
     121748331              0              0              0                      100
     122101827              0              0              0                      100
     122657047                             0              3                      100
     121732602              0              0              0                      100
     121748252              0              0              0                      100
     122563989              0              0              2                      100
     122573900              0              0              2                      100
     122241430              0              0              2                       90
     122437700              0              0              3                   69.231
     122546151              0              0              2                      100
     122336420              0              0              2                      100
     122564359              0              0              2                      100
     122391789              0              0              1                      100
     121725333              0              0              3                       60
     122190375              0              0              3                       95
     121782036              0              0              0                   72.792
     121748258              0              0              2                      100
     122355927              0              0              2                      100
     122485102              0              0              2                      100
     121732500              0              0              0                      100
     121640959              0              0              0                   55.214
     122428772              0              0              2                       80
     122597267                             0              3                      100
     122616325              0              0              3                      100
     121292560              0              0              3                   70.313
     122345284              0              0              2                   88.929
     121748308              0              0              0                      100
     121748285              0              0              2                      100
     122075005              0              0              0                       90
     121325628              0              0              0                   60.067
     121732527              0              0              0                       90
     122428196              0              0              0                   74.062
     122491574              0              0              0                   71.144
     122521504              0              0              0                   71.487
     122574378              0              0              0                   72.787
     122597907              0              0              3                      100
     122366714              0              0              0                       95
     122504808              0              0              3                      100
     121638732              0              0              0                   80.098
     121748166              0              0              2                      100
     122472726              0              0              2                       85
     122570389              0              0              2                      100
     122549470              0              0              3                      100
     122506643              0              0              0                      100
     121828259              0              0              2                   85.955
     121730936              0              0              2                      100
     122506984              0              0              2                       85
     122264526              0              0              3                       90
     122471717              0              0              0                   30.576
     122617138              0              0              3                      100
     122558504              0              0              2                      100
     122565676              0              0              2                       80
     121725332              0              0              3                       80
     121914126              0              0              0                       95
     122490804              0              0              2                       90
     122596728              0              0              0                       90
     121748239              0              0              0                      100
     122264933              0              0              3                      100
     121748245              0              0              0                      100
     121732556              0              0              0                      100
     121748229              0              0              3                       95
     122272302              0              0              2                       90
     122080444              0              0              3                      100
     122509148              0              0              3                       80
     122454813              0              0              1                       70
     122198526              0              0              2                      100
     122531612              0              0              2                       70
     122542573              0              0              3                      100
     122121419              0              0              3                      100
     122065238              0              0              0                   89.991
     122336279              0              0              3                      100
     121748333              0              0              2                      100
     122554960                             0              2                   46.471
     122360249              0              0              3                      100
     122500276                             0              2                       90
     122324378              0              0              0                       90
     122597156              0              0              1                      100
     121748323              0              0              2                      100
     121725119              0              0              0                    79.99
     122611482              0              0              2                      100
     122040930              0              0              0                   49.447
     121748326              0              0              0                      100
     121740494              0              0              0                      100
     122532180              0              0              2                       85
     122514179              0              0              2                       85
     121732582              0              0              0                    99.24
     122508844              0              0              3                       85
     122280332              0              0              2                   21.032
     122547735              0              0              0                    69.22
     122569630              0              0              2                      100
     122501708              0              0              0                      100
     122284213              0              0              3                   72.727
     122430450              0              0              2                   64.471
     122440259              0              0              1                      100
     122441119              0              0              0                   69.813
     121725358              0              0              0                    69.87
     122478740              0              0              2                      100
     122446722                             0              2                       95
     121748337              0              0              1                       95
     122431157              0              0              2                       85
     122465901              0              0              2                       80
     122085453              0              0              0                       95
     121748243              0              0              0                    89.99
     122536481              0              0              3                      100
     122053007              0              0              1                       90
     122558924              0              0              2                      100
     122366911              0              0              2                       90
     121732532              0              0              0                    94.33
     121748187              0              0              3                      100
     122017859              0              0              0                   65.957
     122299751              0              0              2                   79.608
     122163991              0              0              3                      100
     121748339              0              0              1                       95
     122197391              0              0              2                      100
     122319151              0              0              2                       85
     122372990              0              0              2                      100
     121732499              0              0              0                    44.09
     122360356              0              0              0                   58.745
     121748170              0              0              3                    94.98
     122436307              0              0              3                       90
     122436906              0              0              3                      100
     122453866              0              0              0                       85
     122374599              0              0              1                      100
     121710079              0              0              0                   51.691
     121559934              0              0              0                   66.126
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     122275341              0              0              2                      100
     122472615              0              0              0                      100
     121879856              0              0              0                       95
     122568906              0              0              2                      100
     121802923              0              0              0                       95
     122296751              0              0              1                       85
     121738610              0              0              2                      100
     121991798              0              0              0                      100
     122580058                             0              2                      100
     122341019                             0              2                      100
     121736740              0              0              0                       90
     122067204              0              0              2                      100
     122603136              0              0              0                      100
     121747939              0              0              0                      100
     122558714              0              0              0                       75
     122617468                             0              0                      100
     122588102              0              0              0                      100
     121747567              0              0              2                    99.99
     122095738              0              0              2                      100
     122270064              0              0              2                       80
     122310897              0              0              2                      100
     122437418                             0              1                      100
     122635163              0              0              0                      100
     122534083              0              0              3                   89.839
     122094636              0              0              2                       90
     122441185                             0              0                      100
     122490195              0              0              2                       70
     122585248              0              0              0                      100
     122045900              0              0              2                   68.293
     122484047              0              0              2                      100
     121823293              0              0              0                    99.83
     122454365              0              0              2                      100
     122174842              0              0              0                      100
     122369319              0              0              3                      100
     121738623              0              0              0                       95
     122139142              0              0              2                       90
     122311631              0              0              2                      100
     122667252                             0              2                       80
     122579031                             0              3                       85
     122636140              0              0              3                      100
     122356182              0              0              2                      100
     121747792              0              0              3                      100
     121747585              0              0              1                       80
     122526659              0              0              2                   74.359
     122230593              0              0              2                      100
     122385892              0              0              0                      100
     122494317              0              0              2                       80
     121784587              0              0              2                       95
     122667819                             0              2                      100
     122310182              0              0              0                      100
     122126878              0              0              0                      100
     122565897              0              0              2                      100
     122465362              0              0              2                       90
     122537854              0              0              2                      100
     122395951              0              0              2                      100
     122206118              0              0              2                      100
     121674021              0              0              1                   89.641
     121747882              0              0              3                    84.59
     121748431              0              0              0                    71.89
     121747843              0              0              2                    74.38
     122362005              0              0              3                       90
     122366261              0              0              0                       80
     122074882              0              0              0                   99.993
     121863824              0              0              2                      100
     122094136              0              0              0                   79.298
     122172204              0              0              1                      100
     121748276              0              0              2                       95
     122275467              0              0              2                      100
     121747848              0              0              2                      100
     122255277              0              0              2                      100
     122555148              0              0              2                      100
     121738487              0              0              0                       90
     122353371              0              0              0                   84.307
     122510977              0              0              0                      100
     122033420              0              0              2                       82
     121982492              0              0              2                      100
     122053823              0              0              0                       90
     122332727              0              0              2                      100
     121723176              0              0              3                      100
     122528544              0              0              0                      100
     122473964              0              0              3                      100
     121731071              0              0              2                      100
     122074979              0              0              1                       90
     122065524              0              0              2                    64.87
     122455189              0              0              2                   74.803
     121747639              0              0              2                      100
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     121747699              0              0              2                      100
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     122524815              0              0              0                      100
     121912074                             0              1                      100
     122244385              0              0              0                   62.763
     122398465              0              0              2                      100
     121973494              0              0              2                      100
     122396206              0              0              3                      100
     122483226              0              0              2                   82.051
     121733373              0              0              2                       90
     122341275              0              0              3                   94.531
     121569352              0              0              0                    89.63
     122259210              0              0              3                    89.72
     122588380              0              0              0                      100
     122591866              0              0              2                      100
     122634193              0              0              2                      100
     122548147              0              0              2                      100
     122489092              0              0              3                       85
     121747936              0              0              2                    92.29
     121896536              0              0              2                      100
     122449791              0              0              3                   64.933
     122393177              0              0              3                      100
     122398463              0              0              2                      100
     122482791              0              0              2                      100
     121971182              0              0              2                       85
     121940525              0              0              2                   93.889
     122019741              0              0              1                       90
     122398446              0              0              2                      100
     121736762              0              0              0                       80
     122482038              0              0              2                      100
     122600657              0              0              3                      100
     121733000              0              0              2                       90
     122273146              0              0              0                       90
     122132398              0              0              2                       90
     122240599              0              0              2                       75
     121747661              0              0              2                    99.99
     121749079              0              0              1                       70
     121749071              0              0              1                    45.45
     122349372              0              0              2                   88.511
     122107660              0              0              0                   64.516
     122392654              0              0              0                   34.483
     121738888              0              0              2                    68.97
     122074911              0              0              0                   76.923
     122108843              0              0              2                   67.659
     122398449              0              0              2                      100
     122447346              0              0              0                   65.617
     122459200              0              0              2                      100
     122190866              0              0              2                      100
     121939279              0              0              2                       85
     122031546              0              0              2                      100
     122472730              0              0              0                      100
     122604538              0              0              2                   84.959
     122062320              0              0              2                      100
     122562905              0              0              0                   99.231
     121738596              0              0              0                      100
     122087476              0              0              2                       95
     122453305              0              0              0                   94.925
     121747587              0              0              2                      100
     121747788              0              0              1                       95
     122369741              0              0              2                       90
     122290816              0              0              3                    89.95
     122034862              0              0              3                       90
     122310666              0              0              2                       95
     122569152              0              0              2                   98.491
     121748436              0              0              3                    83.61
     121730933              0              0              2                       90
     121704521              0              0              0                    68.75
     122207153              0              0              2                      100
     122476129              0              0              3                       80
     121852034              0              0              2                       95
     121780688              0              0              0                       90
     121804096              0              0              2                       95
     122667253                             0              2                   77.616
     122317855              0              0              2                       80
     121571219              0              0              0                   86.667
     122064522              0              0              0                   79.893
     122243132              0              0              2                   99.737
     121748442              0              0              3                       75
     122470799              0              0              2                      100
     122626154              0              0              2                      100
     122482616              0              0              0                      100
     122206520              0              0              2                   73.733
     122079981              0              0              2                       95
     122097834              0              0              0                      100
     121747672              0              0              3                    84.94
     121747840              0              0              2                      100
     122192401              0              0              3                   92.391
     122604579              0              0              0                   83.369
     121747869              0              0              1                       95
     122248370              0              0              2                       80
     121736728              0              0              0                    89.99
     122542732              0              0              0                   74.359
     121906393              0              0              2                       74
     122268682              0              0              2                      100
     121736697              0              0              0                    87.44
     122058747              0              0              0                       80
     121732594              0              0              0                    93.31
     122658183                             0              0                      100

 

 

SCHEDULE II

Home Equity Mortgage Loan Asset-Backed Certificates,

Series INABS 2006-A

Representations and Warranties of the Seller/Servicer

 

Indy Mac Bank, F.S.B. (“IndyMac”) hereby makes the representations and warranties in this Schedule II to the Depositor and the Trustee as of the Closing Date. Capitalized terms used but not otherwise defined in this Schedule II shall have the meanings ascribed thereto in the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) relating to the above-referenced Series, among IndyMac, as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator.

(1)          IndyMac is duly organized as a federally insured savings bank and is validly existing and in good standing under the laws of the United States of America and is duly authorized and qualified to transact any business contemplated by the Pooling and Servicing Agreement to be conducted by IndyMac in any state in which a Mortgaged Property is located or is otherwise not required under applicable law to effect such qualification and, in any event, is in compliance with the doing business laws of any such state, to the extent necessary to ensure its ability to enforce each Mortgage Loan, to service the Mortgage Loans in accordance with the Pooling and Servicing Agreement and to perform any of its other obligations under the Pooling and Servicing Agreement in accordance with the terms thereof.

(2)          IndyMac has the full corporate power and authority to sell and service each Mortgage Loan, and to execute, deliver and perform, and to enter into and consummate the transactions contemplated by the Pooling and Servicing Agreement and has duly authorized by all necessary corporate action on the part of IndyMac the execution, delivery and performance of the Pooling and Servicing Agreement; and each of the Pooling and Servicing Agreement, assuming the due authorization, execution and delivery thereof by the other parties thereto, constitutes a legal, valid and binding obligation of IndyMac, enforceable against IndyMac in accordance with its terms, except that (a) the enforceability thereof may be limited by bankruptcy, insolvency, moratorium, receivership and other similar laws relating to
creditors’ rights generally and (b) the remedy of specific performance and injunctive and other forms of equitable relief may be subject to equitable defenses and to the discretion of the court before which any proceeding therefor may be brought.

(3)          The execution and delivery of the Pooling and Servicing Agreement by IndyMac, the sale and servicing of the Mortgage Loans by IndyMac under the Pooling and Servicing Agreement, the consummation of any other of the transactions contemplated by the Pooling and Servicing Agreement, and the fulfillment of or compliance with the terms of the Pooling and Servicing Agreement are in the ordinary course of business of IndyMac and will not (A) result in a material breach of any term or provision of the charter or by-laws of IndyMac, (B) materially conflict with, result in a material breach, violation or acceleration of, or result in a material default under, any other material agreement or instrument to which IndyMac is a party or by which it may be bound, or (C) constitute a material violation of
any statute, order or regulation applicable to IndyMac of any court, regulatory body, administrative agency or governmental body having jurisdiction over IndyMac (including the OTS, the FDIC or any other governmental entity having 

 

regulatory authority over IndyMac); and IndyMac is not in breach or violation of any material indenture or other material agreement or instrument, or in violation of any statute, order or regulation of any court, regulatory body, administrative agency or governmental body having jurisdiction over it (including the OTS, the FDIC or any other governmental entity having regulatory authority over IndyMac) which breach or violation may materially impair IndyMac’s ability to perform or meet any of its obligations under the Pooling and Servicing Agreement.

(4)          IndyMac is an approved servicer of conventional mortgage loans for FNMA or FHLMC or is a mortgagee approved by the Secretary of Housing and Urban Development pursuant to Sections 203 and 211 of the National Housing Act.

(5)          No litigation is pending or, to the best of IndyMac’s knowledge, threatened against IndyMac that would prohibit the execution or delivery of, or performance under, the Pooling and Servicing Agreement by IndyMac.

(6)          IndyMac is a member of MERS in good standing, and will comply in all material respects with the rules and procedures of MERS in connection with the servicing of the MERS Mortgage Loans for as long as such Mortgage Loans are registered with MERS.

 

 

SCHEDULE III

Home Equity Mortgage Loan Asset-Backed Certificates,

Series INABS 2006-A

Representations and Warranties as to the Mortgage Loans

 

IndyMac Bank, F.S.B. (“IndyMac”) hereby makes the representations and warranties in this Schedule III to the Depositor and the Trustee, as of the Closing Date, or if so specified herein, as of the Cut-off Date or date of origination of the Mortgage Loan (as applicable).  Capitalized terms used but not otherwise defined in this Schedule III shall have the meanings ascribed thereto in the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) relating to the above-referenced Series, among IndyMac, as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator.

(1)          The information on Schedule I to the Pooling and Servicing Agreement with respect to each Mortgage Loan is true and correct in all material respects as of the Closing Date.

(2)          As of the Closing Date, all regularly scheduled monthly payments due with respect to each Mortgage Loan up to and including the Due Date before the Cut-off Date have been made; and as of the Cut-off Date, no Mortgage Loan had a regularly scheduled monthly payment that was 30 or more days Delinquent during the twelve months before the Cut-off Date.

(3)          With respect to any Mortgage Loan, each Mortgage is a valid and enforceable first lien on the Mortgaged Property subject only to (a) the lien of nondelinquent current real property taxes and assessments and liens or interests arising under or as a result of any federal, state or local law, regulation or ordinance relating to hazardous wastes or hazardous substances and, if the related Mortgaged Property is a unit in a condominium project or planned unit development, any lien for common charges permitted by statute or homeowner association fees, (b) covenants, conditions and restrictions, rights of way, easements and other matters of public record as of the date of recording of such Mortgage, such exceptions appearing of record being generally acceptable to mortgage lending
institutions in the area wherein the related Mortgaged Property is located or specifically reflected in the appraisal made in connection with the origination of the related Mortgage Loan, and (c) other matters to which like properties are commonly subject that do not materially interfere with the benefits of the security intended to be provided by such Mortgage.

(4)          Immediately before the assignment of the Mortgage Loans to the Depositor, the Seller had good title to, and was the sole owner of, each Mortgage Loan free and clear of any pledge, lien, encumbrance or security interest and had full right and authority, subject to no interest or participation of, or agreement with, any other party, to sell and assign the same pursuant to the Pooling and Servicing Agreement.

(5)          As of the date of origination of each Mortgage Loan, there was no delinquent tax or assessment lien against the related Mortgaged Property.

 

 

(6)          There is no valid offset, defense or counterclaim to any Mortgage Note or Mortgage, including the obligation of the Mortgagor to pay the unpaid principal of or interest on such Mortgage Note.

(7)          There are no mechanics’ liens or claims for work, labor or material affecting any Mortgaged Property that are or may be a lien before, or equal with, the lien of such Mortgage, except those that are insured against by the title insurance policy referred to in item (11) below.

(8)          No Mortgaged Property has been materially damaged by water, fire, earthquake, windstorm, flood, tornado or similar casualty (excluding casualty from the presence of hazardous wastes or hazardous substances, as to which the Seller makes no representation) so as to affect adversely the value of the related Mortgaged Property as security for the Mortgage Loan.

(9)          Each Mortgage Loan and prepayment penalty associated with the Mortgage Loan at origination complied in all material respects with applicable federal, state and local laws, including usury, equal credit opportunity, real estate settlement procedures, truth-in-lending, Home Ownership and Equity Protection Act of 1994, applicable predatory and abusive lending and disclosure laws, or any noncompliance does not have a material adverse effect on the value of the related Mortgage Loan.

(10)        As of the Closing Date, the Seller has not modified the Mortgage in any material respect (except that a Mortgage Loan may have been modified by a written instrument that has been recorded or submitted for recordation, if necessary, to protect the interests of the Certificateholders and that has been delivered to the Trustee); satisfied, cancelled or subordinated such Mortgage in whole or in part; released the related Mortgaged Property in whole or in part from the lien of such Mortgage; or executed any instrument of release, cancellation, modification or satisfaction with respect thereto.

(11)        A lender’s policy of title insurance together with a condominium endorsement and extended coverage endorsement, if applicable, in an amount at least equal to the Cut-off Date Principal Balance of each Mortgage Loan or a commitment (binder) to issue the same was effective on the date of the origination of each Mortgage Loan, each such policy is valid and remains in full force and effect.

(12)        Each Mortgage Loan was originated (within the meaning of Section 3(a)(41) of the Exchange Act) by an entity that satisfied at the time of origination the requirements of Section 3(a)(41) of the Exchange Act.

(13)        To the best of the Seller’s knowledge, all of the improvements that were included for the purpose of determining the Appraised Value of the Mortgaged Property lie wholly within the boundaries and building restriction lines of such property, and no improvements on adjoining properties encroach upon the Mortgaged Property, unless such failure to be wholly within such boundaries and restriction lines or such encroachment, as the case may be, does not have a material effect on the value of the Mortgaged Property.

(14)        To the best of the Seller’s knowledge, as of the date of origination of each Mortgage Loan, no improvement located on or being part of the Mortgaged Property is in violation of any applicable zoning law or regulation unless such violation would not have a material adverse effect on the value of the related Mortgaged Property.  To the best of the Seller’s 

 

knowledge, all inspections, licenses and certificates required to be made or issued with respect to all occupied portions of the Mortgaged Property and, with respect to the use and occupancy of the same, including certificates of occupancy and fire underwriting certificates, have been made or obtained from the appropriate authorities, unless the lack thereof would not have a material adverse effect on the value of the Mortgaged Property.

(15)        The Mortgage Note and the related Mortgage are genuine, and each is the legal, valid and binding obligation of the maker thereof, enforceable in accordance with its terms and under applicable law.

(16)        The proceeds of the Mortgage Loan have been fully disbursed and there is no requirement for future advances thereunder.

(17)        The related Mortgage contains customary and enforceable provisions that render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security, including, (i) in the case of a Mortgage designated as a deed of trust, by trustee’s sale, and (ii) otherwise by judicial foreclosure.

(18)        With respect to each Mortgage constituting a deed of trust, a trustee, duly qualified under applicable law to serve as such, has been properly designated and currently so serves and is named in such Mortgage, and no fees or expenses are or will become payable by the Certificateholders to the trustee under the deed of trust, except in connection with a trustee’s sale after default by the Mortgagor.

(19)        As of the Cut-off Date, the improvements upon each Mortgaged Property are covered by a valid and existing hazard insurance policy with a generally acceptable carrier that provides for fire and extended coverage and coverage for such other hazards as are customarily required by institutional single family mortgage lenders in the area where the Mortgaged Property is located, and the Seller has received no notice that any premiums due and payable thereon have not been paid; the Mortgage obligates the Mortgagor thereunder to maintain all such insurance including flood insurance at the Mortgagor’s cost and expense.  Anything to the contrary in this item (19) notwithstanding, no breach of this item (19) shall be deemed to give rise to any obligation of the Seller to repurchase or
substitute for such affected Mortgage Loan or Loans so long as the Servicer maintains a blanket policy pursuant to the second paragraph of Section 3.10(a) of the Pooling and Servicing Agreement.

(20)        If at the time of origination of each Mortgage Loan, the related Mortgaged Property was in an area then identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards, a flood insurance policy in a form meeting the then-current requirements of the Flood Insurance Administration is in effect with respect to the Mortgaged Property with a generally acceptable carrier.

(21)        To the best of the Seller’s knowledge, there is no proceeding pending or threatened for the total or partial condemnation of any Mortgaged Property, nor is such a proceeding currently occurring.

(22)        To the best of the Seller’s knowledge, there is no material event that, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a material non-monetary default, breach, violation or event of acceleration under the Mortgage or the related Mortgage Note; and the Seller has not waived any material non-monetary default, breach, violation or event of acceleration.

 

 

(23)        Each Mortgage File contains an Appraisal Form 1004 of the related Mortgaged Property.

(24)        Any leasehold estate securing a Mortgage Loan has a stated term at least as long as the term of the related Mortgage Loan.

(25)        Each Mortgage Loan was selected from among the outstanding one- to four-family mortgage loans in the Seller’s mortgage portfolio at the Closing Date as to which the representations and warranties made with respect to the Mortgage Loans in this Schedule III can be made.  No such selection was made in a manner intended to adversely affect the interests of the Certificateholders.

	
             
 	
            (26)  
 	
            None of the Mortgage Loans are cooperative loans.
 
	
             
 	
            (27)  
 	
            [Reserved.]
 	
             

	
             
 	
            (28)  
 	
            [Reserved.]
 	
             

(29)        No Mortgage Loan is a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the then-current version of Standard & Poor's LEVELS® Glossary, which is now Version 5.6(b) Revised, Appendix E) and no Mortgage Loan originated on or after Oct. 1, 2002 through March 6, 2003 is governed by the Georgia Fair Lending Act.

(30)        No Mortgage Loan is a “High-Cost Home Loan” as defined in any of the following statutes: the Georgia Fair Lending Act, as amended (the “Georgia Act”), the New York Banking Law 6-1, the Arkansas Home Loan Protection Act effective July 16, 2003 (Act 1340 of 2003), the Kentucky high-cost home loan statute effective June 24, 2003 (Ky. Rev. Stat. Section 360.100), the New Jersey Home Ownership Act effective November 27, 2003 (N.J.S.A. 46:10B-22 et seq.), or the New Mexico Home Loan Protection Act effective January 1, 2004 (N.M. Stat. Ann §§ 58-21A-1 et seq.).  No Mortgage Loan secured by owner occupied real property or an owner occupied manufactured home located in the state of Georgia was originated (or modified) on or after October 1, 2002 through and
including March 6, 2003.  No Mortgage Loan is a “High-Risk Home Loan” as defined in the Illinois High-Risk Home Loan Act effective January 1, 2004 (815 Ill. Comp. Stat. 137/1 et seq.).

(31)        None of the Mortgage Loans is a “high cost” loan, “covered” loan or any other similarly designated loan as defined under any state, local or federal law, as defined by applicable predatory and abusive lending laws.

(32)        None of the Mortgage Loans that are secured by property located in the State of Illinois are in violation of the provisions of the Illinois Interest Act.

(33)        Each Mortgage Loan has been underwritten and serviced substantially in accordance with the Seller’s guidelines, subject to such variances as the Seller has approved.

(34)         No proceeds from any Mortgage Loan underlying the Certificates were used to finance single-premium credit insurance policies.

(35)        No Mortgage Loan is subject to the requirements of the Home Ownership and Equity Protection Act of 1994 and no mortgage loan is in violation of any comparable state law.

 

 

	
             
 	
            (36)  
 	
            [Reserved]
 

(37)        The Servicer has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (i.e., favorable and unfavorable) on the credit files for the related Mortgagor for each Mortgage Loan to Equifax, Experian and Trans Union Credit Information Company on a monthly basis.

(38)        With respect to each Mortgage Loan, no sub-prime Mortgage Loan originated on or after October 1, 2002 will impose a prepayment premium for a term in excess of three years. Any such sub-prime Mortgage Loans originated prior to such date, and any non-sub-prime Mortgage Loans, will not impose prepayment penalties in excess of five years.

(39)        With respect to each Mortgage Loan originated on or after August 1, 2004 and underlying the Certificates, neither the related Mortgage nor the related Mortgage Note requires the Mortgagors to submit to arbitration to resolve any dispute arising out of or relating in any way to the related mortgage loan transaction.

 

 

EXHIBIT A

 

FORM OF CLASS A AND SUBORDINATED CERTIFICATES

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

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, ANY PERSON ACQUIRING THIS CERTIFICATE DIRECTLY OR INDIRECTLY BY, ON BEHALF OF, OR WITH PLAN ASSETS OF AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT THAT IS SUBJECT TO TITLE I OF THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR SECTION 4975 OF THE INTERNAL REVENUE CODE OF 1986, SHALL BE DEEMED TO MAKE THE REPRESENTATIONS IN SECTION 5.02(c) OF THE POOLING AND SERVICING AGREEMENT.

 

 

 

	
            Certificate No.
 	
            :
 	
            [      ]
 
	
             
 	
             
 	
             
 
	
            Cut-off Date
 	
            :
 	
            January 1, 2006
 
	
             
 	
             
 	
             
 
	
            First Distribution Date 
 	
            :
 	
            February 25, 2006
 
	
             
 	
             
 	
             
 
	
            Initial Certificate Balance of this Certificate (“Denomination”)
 	
            :
 	
            $[__]
 
	
             
 	
             
 	
             
 
	
            Initial Certificate Balances of all Certificates of this Class
 	
            :
 	
            $[__]
 
	
             
 	
             
 	
             
 
	
            CUSIP
 	
            :
 	
            9_______]
 
	
             
 	
             
 	
             
 

 

 

 

 

 

 

INDYMAC ABS, INC.

Home Equity Mortgage Loan Asset-Backed Trust

Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

Class [__]

evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class.

 

Principal in respect of this Certificate is distributable monthly as stated herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.

This certifies that [___________] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”) and Supplemental Interest Trust Administrator.  To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued
under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.

This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.

 

 

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

Dated:  ________, 2006

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, but solely as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

 

Countersigned:

 

	
            By:
 	
            
 
 
 	
             
 
	
             
 	
            Authorized Signatory of
 DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, 
 but solely as Trustee
 	
             
 

 

 

 

 

EXHIBIT B

 

FORM OF CLASS P CERTIFICATE

NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

 

SUBJECT TO THE PROVISIONS OF SECTION 5.02(b) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, AND IS NOT INVESTING ON BEHALF OF OR WITH ASSETS OF SUCH A PLAN, OR, IF THE CERTIFICATE HAS BEEN THE SUBJECT OF AN ERISA-QUALIFYING UNDERWRITING, A REPRESENTATION IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN, OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  NOTWITHSTANDING ANYTHING ELSE TO THE CONTRARY HEREIN, ANY PURPORTED TRANSFER OF THIS CERTIFICATE TO OR ON BEHALF OF AN EMPLOYEE BENEFIT PLAN SUBJECT TO
ERISA OR TO THE CODE WITHOUT THE REPRESENTATION LETTER OR THE OPINION OF COUNSEL SATISFACTORY TO THE TRUSTEE AS DESCRIBED ABOVE SHALL BE VOID AND OF NO EFFECT.

 

 

 

	
            Certificate No.
 	
            :
 	
            [      ]
 
	
             
 	
             
 	
             
 
	
            Cut-off Date
 	
            :
 	
            January 1, 2006
 
	
             
 	
             
 	
             
 
	
            First Distribution Date 
 	
            :
 	
            February 25, 2006
 
	
             
 	
             
 	
             
 
	
            Percentage Interest of this Certificate (“Denomination”)
 	
            :
 	
            [__]%
 
	
             
 	
             
 	
             
 
	
            CUSIP
 	
            :
 	
            [_______]
 
	
             
 	
             
 	
             
 

 

 

 

 

INDYMAC ABS, INC.

Home Equity Mortgage Loan Asset-Backed Trust,

Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

Class P

evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class payable solely from Prepayment Charges.

 

Distributions in respect of this Certificate are distributable monthly as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.

This certifies that [_________] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”) and Supplemental Interest Trust Administrator.  To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued
under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.  This Certificate represents an interest in the Trust, but does not represent an interest in any REMIC.

This Certificate does not have a Certificate Balance or Pass-Through Rate and will be entitled to distributions only to the extent set forth in the Agreement and solely payable from Prepayment Charges.  In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the office or agency maintained by the Trustee.

No transfer of a Certificate of this Class shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and such laws.  In the event of any such transfer, subject to the provisions in Section 5.02(b) of the Agreement, the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached to the Pooling and Servicing Agreement) and deliver either (i) an Investment Letter or the Rule 144A Letter, in either case substantially in the form attached to the Agreement, or (ii) a written Opinion of Counsel to the Trustee that such transfer may be made pursuant to an exemption, describing the applicable exemption and the basis therefor, from the 1933 Act or is being made pursuant to the
1933 Act, which Opinion of Counsel shall be an expense of the transferor.

Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Certificate of this Class shall be made unless the Trustee shall have received either (i) a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trustee, to the effect that (x) such transferee is not an employee benefit plan subject to Section 406 of ERISA or Section 4975 of the Code, nor a person acting on behalf of any such plan, which representation letter shall not be an expense of the Trustee or (y) if the Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the transferee is an insurance company which is acquiring such Certificate with funds contained in an “insurance company general account” (as such term is defined in 

 

Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificate satisfy the requirements for exemptive relief under  PTCE 95-60, or (ii) in the case of a Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a trustee of any such plan or any other person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such Certificate will not result in a nonexempt
prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.

Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.

This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.

 

 

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

Dated:  ________, 2006

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, but solely as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

 

Countersigned:

 

	
            By:
 	
            
 
 
 	
             
 
	
             
 	
            Authorized Signatory of
 DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, 
 but solely as Trustee
 	
             
 

 

 

 

EXHIBIT C

 

FORM OF RESIDUAL CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.

SUBJECT TO THE PROVISIONS OF SECTION 5.02(b) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  IN THE EVENT THAT SUCH REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER TO A PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, OR A PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR ARRANGEMENT OR USING THE ASSETS OF ANY SUCH PLAN OR ARRANGEMENT, WITHOUT SUCH OPINION OF COUNSEL, SUCH ATTEMPTED TRANSFER OR ACQUISITION SHALL BE VOID AND OF NO EFFECT.

 

 

	
            Certificate No.
 	
            :
 	
            [      ]
 
	
             
 	
             
 	
             
 
	
            Cut-off Date
 	
            :
 	
            January 1, 2006
 
	
             
 	
             
 	
             
 
	
            Initial Certificate Balance of this Certificate (“Denomination”)
 	
            :
 	
            $[__]
 
	
             
 	
             
 	
             
 
	
            Initial Certificate Balances of all Certificates of this Class
 	
            :
 	
            $[__]
 
	
             
 	
             
 	
             
 
	
            CUSIP
 	
            :
 	
            [_______]
 
	
             
 	
             
 	
             
 

 

 

 

 

 

INDYMAC ABS, INC.

Home Equity Mortgage Loan Asset-Backed Trust,

Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

Class [R] [R-X]

 

evidencing the distributions allocable to the Class [R] [R-X] Certificates with respect to a Trust Fund consisting primarily of a pool of fixed-rate and adjustable-rate conventional loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties IndyMac ABS, Inc., as Depositor

 

Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.

This certifies that [___] is the registered owner of the Percentage Interest (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”) and Supplemental Interest Trust Administrator.  To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms,
provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Any distribution of the proceeds of any remaining assets of the Trust Fund will be made only upon presentment and surrender of this Class [R] [R-X] Certificate at the office or agency maintained by the Trustee.

Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Class [R] [R-X] Certificate shall be made unless the Trustee shall have received either (i) a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trustee, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA, or a plan or arrangement subject to Section 4975 of the Code or a person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement to effect such transfer, which representation letter shall not be an expense of the Trustee, the Servicer or the Trust Fund or (ii) an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer to the effect that the purchase or holding of such Class [R] [R-X] Certificate will not
result in a non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in the Agreement or to any liability, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund.  In the event that such representation is violated, or any attempt to transfer to a plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, without such Opinion of Counsel, such attempted transfer or acquisition shall be void and of no effect.

 

 

Each Holder of this Class [R] [R-X] Certificate shall be deemed by the acceptance or acquisition an Ownership Interest in this Class [R] [R-X] Certificate to have agreed to be bound by the following provisions, and the rights of each Person acquiring any Ownership Interest in this Class [R] [R-X] Certificate are expressly subject to the following provisions:  (i) each Person holding or acquiring any Ownership Interest in this Class [R] [R-X] Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee, (ii) no Ownership Interest in this Class [R] [R-X] Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of this Certificate unless, in addition to the certificates required to be delivered to the Trustee under Section 5.02(b) of
the Agreement, the Trustee shall have been furnished with a Transfer Affidavit of the initial owner or the proposed transferee in the form attached as Exhibit I to the Agreement (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement), (iii) each Person holding or acquiring any Ownership Interest in this Class [R] [R-X] Certificate shall agree (A) to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest this Class [R] [R-X] Certificate (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement), (B) to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of this Class [R] [R-X] Certificate (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement) and (C) not to Transfer the Ownership Interest in this Class [R] [R-X]
Certificate or to cause the Transfer of the Ownership Interest in this Class [R] [R-X] Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee and (iv) any attempted or purported Transfer of the Ownership Interest in this Class [R] [R-X] Certificate in violation of the provisions herein shall be absolutely null and void and shall vest no rights in the purported Transferee.

Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.

This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.

 

 

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

Dated:  ________, 2006

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, but solely as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

 

Countersigned:

 

	
            By:
 	
            
 
 
 	
             
 
	
             
 	
            Authorized Signatory of
 DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, 
 but solely as Trustee
 	
             
 

 

 

 

 

EXHIBIT D

 

FORM OF CLASS C CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.

SUBJECT TO THE PROVISIONS IN SECTION 5.02(b) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  IN THE EVENT THAT SUCH REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER TO A PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, OR A PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR ARRANGEMENT OR USING THE ASSETS OF ANY SUCH PLAN OR ARRANGEMENT, WITHOUT SUCH OPINION OF COUNSEL, SUCH ATTEMPTED TRANSFER OR ACQUISITION SHALL BE VOID AND OF NO EFFECT.

 

 

 

	
            Certificate No.
 	
            :
 	
            [      ]
 
	
             
 	
             
 	
             
 
	
            Cut-off Date
 	
            :
 	
            January 1, 2006
 
	
             
 	
             
 	
             
 
	
            First Distribution Date 
 	
            :
 	
            February 25, 2006
 
	
             
 	
             
 	
             
 
	
            Percentage Interest of this Certificate (“Denomination”)
 	
            :
 	
            [__]%
 
	
             
 	
             
 	
             
 
	
            CUSIP
 	
            :
 	
             
 
	
             
 	
             
 	
             
 

 

 

 

 

INDYMAC ABS, INC.

Home Equity Mortgage Loan Asset-Backed Trust,

Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

Class C

 

evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class.

 

Distributions in respect of this Certificate are distributable monthly as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.

This certifies that [______] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”) and Supplemental Interest Trust Administrator.  To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued
under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

This Certificate does not have a Certificate Balance or Pass-Through Rate and will be entitled to distributions only to the extent set forth in the Agreement.  In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the office or agency maintained by the Trustee.

No transfer of a Certificate of this Class shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and such laws.  In the event of any such transfer, subject to the provisions in Section 5.02(b) of the Agreement, the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached to the Pooling and Servicing Agreement) and deliver either (i) an Investment Letter or the Rule 144A Letter, in either case substantially in the form attached to the Agreement, or (ii) a written Opinion of Counsel to the Trustee that such transfer may be made pursuant to an exemption, describing the applicable exemption and the basis therefor, from the 1933 Act or is being made pursuant to the
1933 Act, which Opinion of Counsel shall be an expense of the transferor.

Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Certificate of this Class shall be made unless the Trustee shall have received either (i) a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trustee, to the effect that such transferee is not an employee benefit plan or other benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person acting on behalf of any such plan or investing plan assets of any such plan, which representation letter shall not be an expense of the Trustee, or (ii) in the case of a Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable 

 

provisions of any subsequent enactments), or a trustee of any such plan or any other person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such Certificate will not result in a nonexempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.

Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.

This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.

 

 

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

Dated:  ________, 2006

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, but solely as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

 

Countersigned:

 

	
            By:
 	
            
 
 
 	
             
 
	
             
 	
            Authorized Signatory of
 DEUTSCHE BANK NATIONAL TRUST COMPANY,
 not in its individual capacity, 
 but solely as Trustee
 	
             
 

 

 

 

 

EXHIBIT E

 

[Reserved].

 

 

 

EXHIBIT F

 

FORM OF REVERSE OF CERTIFICATES

INDYMAC ABS, INC.

Home Equity Mortgage Loan Asset-Backed Trust,

Home Equity Mortgage Loan Asset-Backed Certificates

This Certificate is one of a duly authorized issue of Certificates designated as IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Certificates, of the Series specified on the face hereof (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust Fund created by the Agreement.

The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.

This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.

Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.  The Record Date applicable to each Distribution Date is the last Business Day of the month next preceding the month of such Distribution Date.

Distributions on this Certificate shall be made by wire transfer of immediately available funds to the account of the Holder hereof at a bank or other entity having appropriate facilities therefor, if such Certificateholder shall have so notified the Trustee in writing at least five (5) Business Days prior to the related Record Date and such Certificateholder shall satisfy the conditions to receive such form of payment set forth in the Agreement, or, if not, by check mailed by first class mail to the address of such Certificateholder appearing in the Certificate Register.  The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the location specified in the notice to Certificateholders of such final distribution.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIM Insurer and the Holders of Certificates affected by such amendment evidencing the requisite Percentage Interest, as provided in the Agreement.  Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate.  The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

 

 

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee, accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust Fund will be issued to the designated transferee or transferees.

The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement.  As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.

No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.

The Depositor, the Servicer, the Seller and the Trustee and any agent of the Depositor or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Trustee or any such agent shall be affected by any notice to the contrary.

On any Distribution Date following the date on which the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period is less than 10% of the sum of the Cut-off Date Principal Balance of the Mortgage Loans, the Servicer will have the option to purchase, in whole, from the Trust Fund all remaining Mortgage Loans and all property acquired in respect of the Mortgage Loans at a purchase price determined as provided in the Agreement.  The obligations and responsibilities created by the Agreement will terminate as provided in Section 9.01 of the Agreement.

Any term used herein that is defined in the Agreement shall have the meaning assigned in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.

 

 

ASSIGNMENT

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s)  unto 

	
             
 

 (Please print or typewrite name and address including postal zip code of assignee)

the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust Fund.

I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:

_____________________.

Dated:

 

Signature by or on behalf of assignor

 

 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available funds 

	
            to
 	
            
 
 
 	
            ,
 
	
            for the account of
 	
            
 
 
 	
            ,
 
	
            account number___________, or, if mailed by check, to
 	
            
 
 
 	
            ,
 
	
            Applicable statements should be mailed to
 	
            
 
 
 	
            ,
 
	
            
 
 
 	
            .
 
						

 

	
            This information is provided by
 	
            
 
 
 	
            ,
 
	
            the assignee named above, or
 	
            
 
 
 	
            ,
 
	
            as its agent.
 	
             
 	
             
 
					

 

 

 

	
            STATE OF_____________
 	
            )
 	
             
 
	
             
 	
            )
 	
            ss.:
 
	
            COUNTY OF___________
 	
            )
 	
             
 

 

On the ___ th day of __________, 200_ before me, a notary public in and for said State, personally appeared _______________________, known to me who, being by me duly sworn, did depose and say that he executed the foregoing instrument.

	
             
 	
            
 
 
 
	
             
 	
            Notary Public
 

 

 

[Notarial Seal]

 

 

EXHIBIT G-1

 

FORM OF INITIAL CERTIFICATION OF TRUSTEE

[date]

[Depositor]

[Servicer]

[Seller]

_____________________

_____________________

 

	
             
 	
            Re:
 	
            Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A 
 

 

Gentlemen:

 

In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), the undersigned, as Trustee, hereby certifies that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan listed in the attached schedule), it has received:

(i)            the original Mortgage Note, endorsed as provided in the following form:  “Pay to the order of ________, without recourse” and

(ii)          a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments); provided, however, that it has received no assignment with respect to any Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.

Based on its review and examination and only as to the foregoing documents, such documents appear regular on their face and related to such Mortgage Loan.

The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement.  The Trustee makes no representations as to:  (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in each Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.

Capitalized words and phrases used herein have the respective meanings assigned to them in the Pooling and Servicing Agreement.

 

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY
 as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            
 
 
 
															

 

 

 

EXHIBIT G-2

 

FORM OF DELAYED DELIVERY CERTIFICATION

[date]

 

[Depositor]

[Servicer]

 

	
            Re:
 	
            Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A
 

 

Gentlemen:

 

[Reference is made to the Initial Certification of Trustee relating to the above-referenced series, with the schedule of exceptions attached thereto, delivered by the undersigned, as Trustee, on the Closing Date in accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement.] The undersigned hereby certifies that as to each Delayed Delivery Mortgage Loan listed on the Schedule A attached hereto (other than any Mortgage Loan paid in full or listed on Schedule B attached hereto) it has received: 

(i)            (A) the original Mortgage Note, endorsed by manual or facsimile signature in blank in the following form:  “Pay to the order of ______________________________ without recourse,” with all intervening endorsements showing a complete chain of endorsement from the originator to the Person endorsing the Mortgage Note (each such endorsement being sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note) and (B) with respect to any Lost Mortgage Note, a lost note affidavit from the Seller stating that the original Mortgage Note was lost or destroyed, together with a copy of such Mortgage Note;

(ii)          a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments), together with, except as provided below, all interim recorded assignments of such mortgage (each such assignment, when duly and validly completed, to be in recordable form and sufficient to effect the assignment of and transfer to the assignee thereof, under the Mortgage to which the assignment relates); provided, however, that such assignment of Mortgage need not be delivered in the case of a Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.

Based on its review and examination and only as to the foregoing documents, such documents appear regular on their face and related to the Mortgage Loan.

The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the above-referenced Pooling and Servicing Agreement.  The Trustee makes no representations as to:  (i) the validity, legality, sufficiency, enforceability or 

 

genuineness of any of the documents contained in each Mortgage File of any of the Mortgages identified on the [Mortgage Loan Schedule][Loan Number and Borrower Identification Mortgage Loan Schedule] or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.

Capitalized words and phrases used herein have the respective meanings assigned to them in the above-captioned Pooling and Servicing Agreement.

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY
 as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            
 
 
 
															

 

 

 

EXHIBIT H

 

FORM OF FINAL CERTIFICATION OF TRUSTEE

[date]

[Depositor]

[Servicer]

[Seller]

_____________________

_____________________

 

	
            Re:
 	
  Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A
 

 

Gentlemen:

 

In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or listed on the attached Document Exception Report) it has received:

(i)            The original Mortgage Note, endorsed in the form provided in Section 2.01(c)(i) of the Pooling and Servicing Agreement, with all intervening endorsements showing a complete chain of endorsement from the originator to the Seller.

	
             
 	
            (ii)
 	
            The original recorded Mortgage.
 

(iii)         A duly executed assignment of the Mortgage in the form provided in Section 2.01(c)(iii) of the Pooling and Servicing Agreement; provided, however, that it has received no assignment with respect to any Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico, or, if the Depositor has certified or the Trustee otherwise knows that the related Mortgage has not been returned from the applicable recording office, a copy of the assignment of the Mortgage (excluding information to be provided by the recording office).

(iv)         The original or duplicate original recorded assignment or assignments of the Mortgage showing a complete chain of assignment from the originator to the Seller.

(v)           The original or duplicate original lender’s title policy and all riders thereto or, any one of an original title binder, an original preliminary title report or an original title commitment, or a copy thereof certified by the title company.

Based on its review and examination and only as to the foregoing documents, (a) such documents appear regular on their face and related to such Mortgage Loan and (b) the information set forth in items (i), (ii), (iii), (iv), (vi) and (xi)(a) of the definition of the “Mortgage Loan Schedule” in Section 1.01 of the Pooling and Servicing Agreement accurately reflects information set forth in the Mortgage File.

 

 

The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement.  The Trustee makes no representations as to:  (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in each Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule; or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.  Notwithstanding anything herein to the contrary, the Trustee has made no determination and makes no representations as to whether (i) any endorsement is sufficient to transfer all interest of the party so endorsing, as Noteholder or assignee thereof, in that Mortgage Note or (ii) any assignment is in recordable form or sufficient to effect the assignment of and transfer to the
assignee thereof, under the Mortgage to which the assignment relates.

Capitalized words and phrases used herein shall have the respective meanings assigned to them in the Pooling and Servicing Agreement.

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            DEUTSCHE BANK NATIONAL TRUST COMPANY
 as Trustee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            
 
 
 
															

 

 

 

EXHIBIT I

 

FORM OF TRANSFER AFFIDAVIT

IndyMac ABS, Inc.,

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A

Home Equity Mortgage Loan Asset-Backed Certificates,

Series INABS 2006-A

 

	
            STATE OF_____________
 	
            )
 	
             
 
	
             
 	
            )
 	
            ss.:
 
	
            COUNTY OF___________
 	
            )
 	
             
 

 

The undersigned, being first duly sworn, deposes and says as follows:

1.            The undersigned is an officer of ____________________________, the proposed Transferee of an Ownership Interest in a Class R Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement (the “Agreement”), relating to the above-referenced Series, by and among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller and servicer and Deutsche Bank National Trust Company, as trustee and supplemental interest trust administrator.  Capitalized terms used, but not defined herein or in Annex 1, shall have the meanings ascribed to such terms in the
Agreement.  The Transferee has authorized the undersigned to make this affidavit on behalf of the Transferee.

2.            The Transferee is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee.  The Transferee is acquiring its Ownership Interest in the Certificate for its own account.  

3.            The Transferee has been advised of, and understands that: (i) a tax will be imposed on Transfers of the Certificate to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if the Transferee furnishes to such Person an affidavit that such Transferee is a Permitted Transferee and, at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.

4.            The Transferee has been advised of, and understands that a tax will be imposed on a “pass-through entity” holding the Certificate if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity.  The Transferee understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false.  (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate,
and certain cooperatives and, except as may be provided in the Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)

 

 

5.            The Transferee has reviewed Section 5.02(c) of the Agreement (attached hereto as Annex 2 and incorporated herein by reference) and understands the legal consequences of the acquisition of an Ownership Interest in the Certificate including, without limitation,  the restrictions on subsequent Transfers and the provisions regarding voiding the Transfer and mandatory sales.  The Transferee expressly agrees to be bound by and to abide by the provisions of Section 5.02(c) of the Agreement and the restrictions noted on the face of the Certificate.  The Transferee understands and agrees that any breach of any of the representations included herein shall render the Transfer to the Transferee contemplated hereby null and void.

6.            The Transferee agrees to require a Transfer Affidavit from any Person to whom the Transferee attempts to Transfer its Ownership Interest in the Certificate, and in connection with any Transfer by a Person for whom the Transferee is acting as nominee, trustee or agent, and the Transferee will not Transfer its Ownership Interest or cause any Ownership Interest to be Transferred to any Person that the Transferee knows is not a Permitted Transferee.  In connection with any such Transfer by the Transferee, the Transferee agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit J to the Agreement (a “Transferor Certificate”) to the effect that such Transferee has no actual knowledge
that the Person to which the Transfer is to be made is not a Permitted Transferee.

	
             
 	
            7.
 	
            The Transferee’s taxpayer identification number is ________________.
 
	
             
 	
            8.
 	
            The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).
 

9.            The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.  The Transferee does not have the intention to impede the assessment or collection of any tax legally required to be paid with respect to the Certificate.

10.          Transferee has historically paid the Transferee’s debts as they become due, and Transferee intends, and believes that the Transferee will be able, to continue to pay Transferee’s debts as such debts become due in the future.  Transferee has a valid business purpose for purchasing the Residuals.

11.          Transferee is not a foreign permanent establishment or fixed base (within the meaning of an applicable income tax treaty) (a “Foreign Base”) of a U.S. taxpayer.  In addition, the Transferee will not (a) transfer the Class R Certificates, directly or indirectly, to a Foreign Base, and (b) cause income from the Class R Certificates to be attributable to a Foreign Base of the Transferee or another U.S. taxpayer.  

	
             
 	
            12.
 	
            Either:
 

(a) (i) At the time of the transfer, and at the close of each of the Transferee's two fiscal years preceding the Transferee's fiscal year of transfer, the Transferee's gross assets for financial reporting purposes exceed $100 million and its net assets for financial reporting purposes exceed $10 million.  For purposes of the preceding sentence, the gross assets and net assets of a Transferee do not include any obligation of any Related Person or any other asset if a principal purpose for holding or acquiring the other asset is to permit the Transferee to satisfy the conditions of this paragraph 12(a); and (ii) the Transferee is an Eligible Corporation and hereby agrees that any subsequent transfer of the interest will be to another Eligible Corporation in a transaction that satisfies this Transfer Affidavit, including this paragraph 12(a). For the purpose of this affidavit, the term
“Eligible Corporation” means any domestic C 

 

corporation (as defined in section 1361(a)(2) of the Code) other than a corporation which is exempt from, or is not subject to, tax under section 11 of the Code, an entity described in section 851(a) or 856(a) of the Code, a REMIC or an organization to which part I, subchapter T, chapter 1, subtitle A of the Code applies, and the term “Related Person” means any person that bears a relationship to the Transferee enumerated in section 267(b) or 707(b)(1) of the Code, using "20 percent" instead of "50 percent" where it appears under the provisions; or is under common control (within the meaning of section 52(a) and (b) of the Code) with the Transferee; or 

(b)(i) The Transferee is a United States Person; and (ii) the present value of the anticipated tax liabilities associated with holding the residual interest does not exceed the sum of: (A) the present value of any consideration given to the Transferee to acquire the interest, (B) the present value of the expected future distributions on the interest and (C) the present value of the anticipated tax savings associated with holding the interest as the REMIC generates losses.  For purposes of calculating the aforementioned present values: (i) the transferee has assumed that it pays tax at a rate equal to the highest rate of tax specified in Code Section 11(b)(1) (unless the Transferee has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate, in
which case the Transferee can assume that it pays tax at the rate specified in Section 55(b)(1)(B) of the Code (provided, that the Transferee states in this Transfer Affidavit that it is using such alternate rate and that has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years) and will compute its taxable income in the current taxable year using the alternative minimum tax rate); and (ii) the Transferee uses a discount rate equal to the Federal short-term rate prescribed by section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee. 

13.          The Transferee hereby represents to and for the benefit of the transferor that the Transferee intends to pay any tax associated with holding the Ownership Interest as they become due, fully understanding that it may incur tax liabilities in excess of any cash flows generated by its Ownership Interest.

14.          The Transferee is not an employee benefit plan that is subject to ERISA or a plan that is subject to Section 4975 of the Code, and the Transferee is not acting on behalf of or using plan assets of such a plan. 

 

 

 

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

	
             
 	
            
 
 
 
	
             
 	
            Print Name of Transferee
 

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
             
 

 

 

[Corporate Seal]

 

ATTEST:

 

	
             
 	
            
 
 
 	
             
 
	
             
 	
            [Assistant] Secretary
 	
             
 

 

 

Personally appeared before me the above-named ____________, known or proved to me to be the same person who executed the foregoing instrument and to be the ______________ of the Transferee, and acknowledged that he executed the same as his free act and deed and the free act and deed of the Transferee.

Subscribed and sworn before me this ____ day of ________ , 20__.

 

	
             
 	
            
 
 
 
	
             
 	
            NOTARY PUBLIC
 

 

 

My Commission expires the _____ day of ____________, 20__

 

 

ANNEX 1

to EXHIBIT I

 

Certain Definitions

“Ownership Interest”:  As to any Certificate, any ownership interest in the Certificate, including any interest in the Certificate as its Holder and any other interest in it, whether direct or indirect, legal or beneficial.

“Permitted Transferee”:  Any Person other than (i) the United States, any State or political subdivision thereof, or any agency or instrumentality of any of the foregoing, (ii) a foreign government, International Organization or any agency or instrumentality of either of the foregoing, (iii) an organization (except certain farmers’ cooperatives described in Code Section 521) that is exempt from tax imposed by Chapter 1 of the Code (including the tax imposed by Code Section 511 on unrelated business taxable income) on any excess inclusions (as defined in Code Section 860E(c)(1)) with respect to any Class R Certificate, (iv) rural electric and telephone cooperatives described in Code Section 1381(a)(2)(c), (v) a Person that is not a U.S. Person and (vi) any other Person so designated by the Depositor based upon an Opinion of
Counsel that the Transfer of an Ownership Interest in a Class R Certificate to such Person may cause the Trust Fund to fail to qualify as a REMIC at any time that certain Certificates are Outstanding.  The terms “United States,” “State,” and “International Organization” have the meanings in Code Section 7701 or successor provisions.  A corporation will not be treated as an instrumentality of the United States or of any State or political subdivision thereof if all of its activities are subject to tax, and, with the exception of the FHLMC, a majority of its board of directors is not selected by such governmental unit.

“Person”:  Any individual, corporation, partnership, joint venture, bank, joint stock company, trust (including any beneficiary thereof), unincorporated organization or government or any agency or political subdivision thereof.

“Transfer”:  Any direct or indirect transfer or sale of any Ownership Interest in a Certificate, including the acquisition of a Certificate by the Depositor.

“Transferee”:  Any Person who is acquiring by Transfer any Ownership Interest in a Certificate.

“United States Person” or “U.S. Person”:  (i) A citizen or resident of the United States; (ii) a corporation (or entity treated as a corporation for tax purposes) created or organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia; (iii) a partnership (or entity treated as a partnership for tax purposes) organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia (unless provided otherwise by future Treasury regulations); (iv) an estate whose income is includible in gross income for United States income tax purposes regardless of its source; (v) a trust, if a court within the United States is able to exercise primary supervision over the
administration of the trust and one or more U.S. Persons have authority to control all substantial decisions of the trust; or (vi) to the extent provided in Treasury regulations, certain trusts in existence on August 20, 1996 that are treated as U.S. Persons before that date and that elect to continue to be treated as U.S. Persons.

 

 

ANNEX 2

to EXHIBIT I

 

Section 5.02 (c) of the Agreement

 

(c)         Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions, and the rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:

(i)            Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee (with a copy of any such notice to the NIM Insurer) of any change or impending change in its status as a Permitted Transferee.

(ii)          No Ownership Interest in a Residual Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of any Residual Certificate unless, in addition to the certificates required to be delivered to the Trustee under subparagraph (b) above, the Trustee shall have been furnished with an affidavit (a copy of which shall be provided to the NIM Insurer) (a “Transfer Affidavit”) of the initial owner or the proposed transferee in the form of Exhibit I (subject to the limitations with respect thereto as set forth in Section 5.02(b)).

(iii)         Subject to the limitations set forth in Section 5.02(b), each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree:

(A)  to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest in a Residual Certificate;

(B)  to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of a Residual Certificate; and

(C)  not to Transfer its Ownership Interest in a Residual Certificate or to cause the Transfer of an Ownership Interest in a Residual Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee.

(iv)         Any attempted or purported Transfer of any Ownership Interest in a Residual Certificate in violation of this Section 5.02(c) shall be absolutely null and void and shall vest no rights in the purported Transferee. If any purported transferee shall become a Holder of a Residual Certificate in violation of this Section 5.02(c), then the last preceding Permitted Transferee shall be restored to all rights as Holder thereof retroactive to the date of registration of Transfer of such Residual Certificate. The Trustee shall not be liable to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by Section 5.02(b) and this Section 5.02(c) or for making any payments due on such Certificate to the Holder thereof or taking any other action
with respect to such Holder under this Agreement so long as the Transfer was registered after receipt of the related Transfer Affidavit, Transferor Certificate and either the Rule 144A Letter or the Investment Letter. The Trustee shall be entitled but not obligated to recover from any Holder of a Residual Certificate that was in fact not a Permitted 

 

Transferee at the time it became a Holder or, at such subsequent time as it became other than a Permitted Transferee, all payments made on such Residual Certificate at and after either such time. Any such payments so recovered by the Trustee shall be paid and delivered by the Trustee to the last preceding Permitted Transferee of such Certificate.

(v)           The Depositor shall use its best efforts to make available, upon receipt of written request from the Trustee, all information necessary to compute any tax imposed under Section 860E(e) of the Code as a result of a Transfer of an Ownership Interest in a Residual Certificate to any Holder who is not a Permitted Transferee.

The restrictions on Transfers of a Residual Certificate in this Section 5.02(c) shall cease to apply (and the applicable portions of the legend on a Residual Certificate may be deleted) with respect to Transfers occurring after delivery to the Trustee of an Opinion of Counsel, which Opinion of Counsel shall not be an expense of the Trust Fund, the Trustee, the Seller, the NIM Insurer or the Servicer, to the effect that the elimination of such restrictions will not cause the Trust Fund hereunder to fail to qualify as a REMIC at any time that the Certificates are outstanding or result in the imposition of any tax on the Trust Fund, a Certificateholder or any other Person. The Opinion of Counsel shall be accompanied by written notification from each Rating Agency that the removal of the restriction will not cause the Rating Agency to downgrade its ratings of the Certificates. Each Person
holding or acquiring any Ownership Interest in a Residual Certificate hereby consents to any amendment of this Agreement that, based on an Opinion of Counsel furnished to the Trustee, is reasonably necessary (a) to ensure that the record ownership of, or any beneficial interest in, a Residual Certificate is not transferred, directly or indirectly, to a Person that is not a Permitted Transferee and (b) to provide for a means to compel the Transfer of a Residual Certificate that is held by a Person that is not a Permitted Transferee to a Holder that is a Permitted Transferee.

 

 

EXHIBIT J

 

FORM OF TRANSFEROR CERTIFICATE

__________, 20__

 

IndyMac ABS, Inc.

155 North Lake Avenue

Pasadena, California 91101

 

Deutsche Bank National Trust Company

1761 East St. Andrew Place

Santa Ana, California 92705-4934

 

	
            Attention:  :
 	
            [___________]
 

Series INABS 2006-A

 

	
             
 	
            Re:
 	
            IndyMac ABS, Inc. Home Equity Loan Asset-Backed Trust, Series INABS 2006-A, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A, Class ___
 

 

Ladies and Gentlemen:

 

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

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Very truly yours,
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Print Name of Transferor
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Authorized Officer
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 

 

 

 

EXHIBIT K

 

 

FORM OF SWAP AGREEMENT

 

  

  

  BEAR STEARNS FINANCIAL PRODUCTS INC.

  383 MADISON AVENUE

  NEW YORK, NEW YORK 10179

  212-272-4009

   

  	DATE:
	February 9, 2006

   

  	TO:
	Deutsche Bank National Trust Company, not individually, but solely as Supplemental Interest Trust Administrator on behalf of the Supplemental Interest Trust with respect to the IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

  	ATTENTION:
	Trust Administration - IN06S1

	TELEPHONE:
	1-714-247-6000
	 

	FACSIMILE:
	1-714-247-6470
	 

   

  	FROM:
	Derivatives Documentation

	TELEPHONE:
	1-212-272-2711
	 

	FACSIMILE:
	1-212-272-9857
	 

   

  	SUBJECT:
	Fixed Income Derivatives Confirmation and Agreement

   

  	REFERENCE NUMBER(S):
	FXNSC7846

   

  The purpose of this letter agreement ("Agreement") is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. ("BSFP") and Deutsche Bank National Trust Company, not individually, but solely as Supplemental Interest Trust Administrator on behalf of the Supplemental Interest Trust with respect to the IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates (the “Certificates”), Series INABS 2006-A ("Counterparty"). This Agreement, which evidences a complete and binding agreement between you and us to enter into the Transaction on the terms set forth below, constitutes a "Confirmation" as referred to in the ISDA Form Master Agreement (as defined below), as well as a “Schedule” as referred to in the ISDA Form Master Agreement.

   

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

ent or the Definitions shall have the meanings attributed to them in the Pooling and Servicing Agreement, dated as of January 1, 2006 among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Administrator (the “Pooling and Servicing Agreement”). Each reference to a “Section” or to a “Section” “of this Agreement” will be construed as a reference to a Section of the ISDA Form Master Agreement.

   

  

  

  

   

   

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

   

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

   

  	 
	Trade Date:
	February 3, 2006

   

  	 
	Effective Date:
	February 9, 2006

   

  	 
	Termination Date:
	January 25, 2010, with No Adjustment; provided, however, for the purposes of determining the Floating Amount to be paid in respect of the final Calculation Period, such date shall be subject to adjustment in accordance with the Business Day Convention.

   

  Fixed Amount:

   

  	 
	Fixed Rate Payer:
	Counterparty

   

  Fixed Rate Payer

  	 
	Period End Dates:
	The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2006 and ending on the Termination Date, with No Adjustment.

   

  Fixed Rate Payer

  	 
	Payment Date:
	The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.

   

  	 
	Fixed Rate:
	4.75300%

   

  	 
	Fixed Amount:
	To be determined in accordance with the Following formula: 

   

  250 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction.

   

  Fixed Rate Day 

  	 
	Count Fraction:
	30/360

   

   

  

  

  

   

   

  	 
	Floating Amounts:
	 

           

   

  	 
	Floating Rate Payer:
	BSFP

   

  Floating Rate Payer 

  	 
	Payment Dates:
	The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2006, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.                     

   

  	 
	Floating Rate Option:
	USD-LIBOR-BBA

   

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

   

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

   

  	 
	Spread:
	None

   

  	 
	Designated Maturity:
	One month

   

  Floating Rate Day 

  	 
	Count Fraction:
	Actual/360

   

  	 
	Reset Dates:
	The first day of each Calculation Period.

   

  	 
	Compounding:
	Inapplicable

   

  	 
	Business Days:
	New York and Santa Ana

   

  	 
	Business Day Convention:
	Following 

   

  	3.     Additional Provisions:
	1) Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Agreement relating to such 

   

  

  

  

  Transaction, as applicable. This paragraph (1) shall be deemed repeated on the trade date of each Transaction.

   

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

   

  1) [Intentionally omitted]

   

  2) The parties agree that subparagraph (ii) of Section 2(c) will apply to any Transaction.

   

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

   

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

   

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

   

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

   

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

   

  	(e)
	The “Bankruptcy” provision of Section 5(a)(vii)(2) will not apply to Counterparty.

   

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

   

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

   

  	 
	(i)
	Market Quotation will apply.

   

  	 
	(ii)
	The Second Method will apply.

   

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

   

  	(i)
	The provisions of Sections 5(a)(ii), 5(a)(iii) and 5(a)(iv) shall not apply to BSFP or Counterparty.

   

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

   

  

  

  

   

   

  4) Tax Representations. (a) Payer Representations. For the purpose of Section 3(e) of this Agreement, each of BSFP and the Counterparty will make the following representations: 

   

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

   

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

   

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

   

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

   

  (b) Payee Representations. For the purpose of Section 3(f) of this Agreement, each of BSFP and the Counterparty make the following representations. 

   

  The following representation will apply to BSFP: 

   

  BSFP is a corporation organized under the laws of the State of Delaware and its U.S. taxpayer identification number is 13-3866307. 

   

  	 
	The following representation will apply to the Counterparty:

   

  Deutsche Bank National Trust Company is the Supplemental Interest Trust Administrator under the Pooling and Servicing Agreement.

   

  5) [Reserved]

   

   

   

  

  

  

   

   

   

  6) Documents to be Delivered. For the purpose of Section 4(a) (i) and 4(a) (iii):

   

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

  	Party required to deliver document
	Form/Document/

          Certificate
	Date by which to

          Be delivered

	BSFP and

          Counterparty
	Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate
	Promptly after the earlier of (i) reasonable demand by either party or (ii) learning that such form or document is required

   

  	(2)
	Other documents to be delivered are:

  	Party required to deliver document
	Form/Document/

          Certificate
	Date by which to

          be delivered
	Covered by Section 3(d) Representation

  	BSFP and

          Counterparty
	Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation, and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be
	Upon the execution and delivery of this Agreement and such Confirmation
	Yes

	BSFP and Counterparty 
	A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement.
	Upon the execution and delivery of this Agreement 
	Yes

   

  7)  Miscellaneous. Miscellaneous

   

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

   

  	 
	Address for notices or communications to BSFP:

   

  	 
	Address:
	383 Madison Avenue, New York, New York 10179

	 
	Attention:
	DPC Manager
	 

	 
	Facsimile:
	(212) 272-5823
	 

					

   

  	 
	with a copy to:

   

  	 
	Address:
	One Metrotech Center North, Brooklyn, New York 11201

	 
	Attention:
	Derivative Operations - 7th Floor
	 

	 
	Facsimile:
	(212) 272-1634
	 

					

   

  	 
	(For all purposes)

   

   

  

  

  

   

   

  	 
	Address for notices or communications to the Counterparty:

   

  	 
	Address:
	Deutsche Bank National Trust Company

	 
	1761 E. St. Andrew Place
	 

	 
	Santa Ana, CA 92705
	 

	 
	Attention:
	Trust Administration - IN06S1
	 

						

  Facsimile No.: 1-714-247-6470

  	 
	Telephone:
	1-714-247-6000

   

  (For all purposes)

   

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

   

  	 
	BSFP appoints as its
	 

	 
	Process Agent:
	Not Applicable

				

   

  	 
	The Counterparty appoints as its
	 

	 
	Process Agent:
	Not Applicable

				

   

  	(c)
	Offices. The provisions of Section 10(a) will not apply to this Agreement; neither BSFP nor Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of this Agreement, it shall not in future have any Office other than one in the United States.

   

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

   

  	 
	BSFP is not a Multibranch Party.

   

  Counterparty is not a Multibranch Party.

   

  	(e)
	Calculation Agent. The Calculation Agent is BSFP; provided, however, that if an Event of Default occurs with respect to BSFP, then the Counterparty shall be entitled to appoint a financial institution that could qualify as a Reference Market-maker to act as Calculation Agent.

   

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

   

  	(g)
	Credit Support Provider.

   

   

  

  

  

   

  	 
	BSFP:
	Not Applicable

   

  	 
	Counterparty:
	Not Applicable

   

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

   

  	(i)
	Non-Petition. BSFP hereby irrevocably and unconditionally agrees that it will not institute against, or join any other person in instituting against or cause any other person to institute against IndyMac ABS, Inc. or Counterparty, any bankruptcy, reorganization, arrangement, insolvency, or similar proceeding under the laws of the United States, or any other jurisdiction for the non-payment of any amount due hereunder or any other reason until the payment in full of the Certificates and the expiration of a period of one year plus ten days (or, if longer, the applicable preference period) following such payment. 

   

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

   

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

   

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

   

  	(l)
	Waiver of Jury Trial.   Each party to this Agreement respectively waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement, any Credit Support Document or any of the transactions contemplated hereby. 

   

   

  

  

  

   

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

   

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

   

  	(o)
	Supplemental Interest Trust Administrator Liability Limitations. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by Deutsche Bank National Trust Company (DBNTC), not individually or personally but solely as Supplemental Interest Trust Administrator, 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 Counterparty is made and intended not as personal representations, undertakings and agreements by DBNTC but is made and intended for the purpose of binding only the Counterparty, (c) nothing herein contained shall be construed as creating any liability on DBNTC, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by t

he parties hereto and by any Person claiming by, through or under the parties hereto and (d) under no circumstances shall DBNTC be personally liable for the payment of any indebtedness or expenses of the Counterparty or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Counterparty under this Agreement or any other related documents.

   

  8) "Affiliate" BSFP and Counterparty shall be deemed to not have any Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii).

   

  	9)
	Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g): 

   

  	 
	“(g)
	Relationship Between Parties.

   

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

   

  (1) Nonreliance. (i) It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction and (ii) it has consulted with its own legal, regulatory, tax, business, investment, financial and 

   

  

  

  

  accounting advisors to the extent it has deemed necessary, and it has made its own investment, hedging and trading decisions based upon its own judgement and upon any advice from such advisors as it has deemed necessary and not upon any view expressed by the other party.

   

  	 
	(2) Evaluation and Understanding.

   

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

   

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

   

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

   

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

   

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

   

  10) The ISDA Form Master Agreement is hereby amended as follows

   

  (a) The word “third” shall be replaced by the word “second” in the third line of Section 5(a)(i) of the ISDA Form Master Agreement. 

   

  11) Additional Termination Events. Additional Termination Events will apply The occurrence of the following shall constitute an Additional Termination Event:

   

  (i)       If a Rating Agency Downgrade has occurred and BSFP has not, within 30 days, complied with paragraph (12) below, then an Additional Termination Event shall have occurred with respect to BSFP and BSFP shall be the sole Affected Party with respect to such an Additional Termination Event. 

   

  (ii)      If, due to insufficient funds in the accounts that the Administrator is holding and the Class A Certificates cannot be paid, or the Administrator fails or admits in writing of its inability to pay the Class A Certificates as they become due, then an Additional Termination Event shall have 

   

  

  

  

  occurred with respect to Counterparty and Counterparty shall be the sole Affected Party with respect to such Additional Termination Event.

   

  (iii)     If, at any time, the NIM Insurer, if any, or the Servicer purchases the Mortgage Loans pursuant to Section 9.01 of the Pooling and Servicing Agreement, then an Additional Termination Event shall have occurred with respect to Counterparty with Counterparty as the sole Affected Party with respect to such Additional Termination Event. Notwithstanding the provisions of section 6(b)(iv) of the ISDA Form Master Agreement, either BSFP or Counterparty may designate an Early Termination Date (provided that such date shall not be prior to the final Distribution Date under the Pooling and Servicing Agreement) in respect of this Additional Termination Event.

   

  (iv)     If, upon the occurrence of a Swap Disclosure Event (as defined in paragraph 15 below) BSFP has not, within 10 Business Days after such Swap Disclosure Event complied with any of the provisions set forth in clause (iii) of paragraph 15 below, then an Additional Termination Event shall have occurred with respect to BSFP and BSFP shall be the sole Affected Party with respect to such Additional Termination Event. 

   

  12) Rating Agency Downgrade. In the event that BSFP’s long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “AA-” by Standard and Poor’s Ratings Services, Inc., a division of the McGraw-Hill Companies, Inc. (“S&P”) or its long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “Aa3” by Moody’s Investors Service, Inc. (“Moody’s”) (and together with S&P and Fitch Ratings Ltd. (“Fitch”), the “Swap Rating Agencies”, and such rating thresholds, “Approved Rating Thresholds”), then within 30 days after such rating withdrawal or downgrade, BSFP shall, at its own expense and subject to the Rating Agency Condition, either (i) seek another entity to replace BSFP as party to this Agreement that meets or exceeds the Approved Rating Thresholds on terms substantially similar to this Agreement or

(ii) obtain a guaranty of, or a contingent agreement of another person with the Approved Rating Thresholds, to honor, BSFP’s obligations under this Agreement. For purposes of this provision, “Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder that the party acting or failing to act must consult with each of the Swap Rating Agencies then providing a rating of the Certificates and receive from each of the Swap Rating Agencies a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of the Certificates.

   

  13) BSFP hereby agrees that, unless notified in writing by Counterparty of other payment instructions, any and all amounts payable by BSFP to Counterparty under this Agreement shall be paid to Counterparty at the account specified in Section 5.

   

  14) No transfer, amendment, waiver, supplement, assignment or other modification of this Transaction shall be permitted by either party unless (i) each of S&P, Fitch and Moody’s has been provided notice of 

   

  

  

  

  the same, and (ii) each of S&P, Fitch and Moody’s confirms in writing (including by facsimile transmission) that it will not downgrade, qualify, withdraw or otherwise modify its then-current rating of the Certificates.

   

  15) Compliance with Regulation AB. 

   

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

   

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

   

  (iii)        Upon the occurrence of a Swap Disclosure Event, BSFP, at its own expense, shall (a) provide to the Depositor the Swap Financial Disclosure, (b) secure another entity to replace BSFP as party to this Agreement on terms substantially similar to this Agreement and subject to prior notification to the Swap Rating Agencies, which entity (or a guarantor therefor) meets or exceeds the Approved Rating Thresholds and which satisfies the Rating Agency Condition and which entity is able to comply with the requirements of Item 1115 of Regulation AB, (c) obtain a guaranty of the BSFP’s obligations under this Agreement that satisfies the Rating Agency Condition, from an affiliate of the BSFP that is able to comply with the financial information disclosure requirements of Item 1115 of Regulation AB, such that disclosure provided in respect of the

affiliate will satisfy any disclosure requirements applicable to the Swap Provider, and cause such affiliate to provide Swap Financial Disclosure or (d) post collateral that will be sufficient to reduce the “significance percentage” as defined under Item 1115 of Regulation AB such that no information that would otherwise have constituted Swap Financial Disclosure will be required to be filed with, or incorporated by reference into, the Exchange Act Reports of the Depositor pursuant to Item 1115 of Regulation AB. If permitted by Regulation AB, any required Swap Financial Disclosure may be provided by incorporation by reference from reports filed pursuant to the Exchange Act.

   

  (iv)         BSFP agrees that, in the event that BSFP provides Swap Financial Disclosure to the Depositor in accordance with clause (iii)(a) of paragraph 15 or causes its affiliate to provide Swap Financial Disclosure to the Depositor in accordance with clause (iii)(c) of paragraph 15, it will indemnify and hold harmless the Depositor, its respective directors or officers and any person controlling the Depositor, 

   

  

  

  

  from and against any and all losses, claims, damages and liabilities caused by any untrue statement or alleged untrue statement of a material fact contained in such Swap Financial Disclosure or caused by any omission or alleged omission to state in such Swap Financial Disclosure a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances under which they were made, not misleading.

   

  (v)          BSFP hereby represents and warrants that there are no affiliations between BSFP and any of the following parties (the “Securitization Parties”) identified to BSFP by the Depositor or any relationships or transactions relating to BSFP and any of the Securitization Parties of a type described in Item 1119(b) of Regulation AB:

   

  	 
	(i)
	IndyMac Bank, F.S.B. (the sponsor, seller and servicer);
	 

	 
	(ii)
	IndyMac ABS, Inc. (the depositor); and
	 

	 
	(iii)
	Deutsche Bank National Trust Company (Administrator and custodian).

					

   

   

  16) Third Party Beneficiary. the Depositor shall be an express third party beneficiary of this Agreement as if a party hereto to the extent of the Depositor’s rights explicitly specified herein.

   

  17) BSFP will provide upon request, without charge, to each person to whom the prospectus supplement relating to the Certificates is delivered, a copy of (i) the ratings analysis from each of S&P and Moody’s evidencing their respective ratings of BSFP or (ii) the most recent audited annual financial statements of BSFP.

   

  18) BSFP hereby agrees that, notwithstanding any provision of this agreement to the contrary, Counterparty’s obligations to pay any amounts owing under this Agreement shall be subject to Section 4.02 of the Pooling and Servicing Agreement and BSFP’s right to receive payment of such amounts shall be subject to Section 4.02 of the Pooling and Servicing Agreement.

   

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

   

  5.   Account Details and

  	 
	Settlement Information:
	Payments to BSFP:

  Citibank, N.A., New York

  	 
	ABA Number: 021-0000-89, for the account of
	 

	 
	Bear, Stearns Securities Corp.
	 

	 
	Account Number: 0925-3186, for further credit to

	 
	Bear Stearns Financial Products Inc.
	 

					

   

   

  

  

  

   

  	 
	Sub-account Number: 102-04654-1-3

	 
	Attention: Derivatives Department
	 

   

   

   

  	 
	Payments to Counterparty:

  Deutsche Bank National Trust Company

  ABA # 021001033

  Account # 01419663

  Account Name: NYLTD Funds Control/Stars West

  Ref: IndyMac INABC 2006-A 

   

  Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Susan Donlon by telephone at 212-272-2364. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.

   

  

  

  

   

   

  We are very pleased to have executed this Transaction with you. 

   

  Very truly yours,

   

  BEAR STEARNS FINANCIAL PRODUCTS INC.

   

   

  By: __________________________________

  	 
	Name: 
	 

           

  	 
	Title: 
	 

           

   

  AGREED AND ACCEPTED:

  By: Deutsche Bank National Trust Company, not individually, but solely as Supplemental Interest Trust Administrator on behalf of the Supplemental Interest Trust with respect to the IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A

   

   

  	By:
	__________________________________

  Name:

  Title:

   

  lm/am

   

  

  

  

   

   

  SCHEDULE I

  (where for the purposes of (i) determining Floating Amounts, all such dates subject to 

  adjustment in accordance with the Business Day Convention and (ii) determining Fixed Amounts, 

  all such dates subject to No Adjustment.)

   

  	From and including

           
	To but excluding

           
	Notional Amount

          (USD)

	Effective Date
	2/25/2006
	2,239,999.35

	2/25/2006
	3/25/2006
	2,222,632.00

	3/25/2006
	4/25/2006
	2,197,920.00

	4/25/2006
	5/25/2006
	2,165,784.00

	5/25/2006
	6/25/2006
	2,126,240.00

	6/25/2006
	7/25/2006
	2,079,336.00

	7/25/2006
	8/25/2006
	2,025,216.00

	8/25/2006
	9/25/2006
	1,964,084.00

	9/25/2006
	10/25/2006
	1,896,244.00

	10/25/2006
	11/25/2006
	1,822,108.00

	11/25/2006
	12/25/2006
	1,743,712.00

	12/25/2006
	1/25/2007
	1,662,332.00

	1/25/2007
	2/25/2007
	1,583,952.00

	2/25/2007
	3/25/2007
	1,509,300.00

	3/25/2007
	4/25/2007
	1,438,192.00

	4/25/2007
	5/25/2007
	1,370,444.00

	5/25/2007
	6/25/2007
	1,305,916.00

	6/25/2007
	7/25/2007
	1,244,456.00

	7/25/2007
	8/25/2007
	1,185,912.00

	8/25/2007
	9/25/2007
	1,129,676.00

	9/25/2007
	10/25/2007
	1,067,236.00

	10/25/2007
	11/25/2007
	1,004,044.00

	11/25/2007
	12/25/2007
	910,488.00

	12/25/2007
	1/25/2008
	821,536.00

	1/25/2008
	2/25/2008
	742,220.00

	2/25/2008
	3/25/2008
	675,252.00

	3/25/2008
	4/25/2008
	617,148.00

	4/25/2008
	5/25/2008
	580,448.00

	5/25/2008
	6/25/2008
	548,392.00

	6/25/2008
	7/25/2008
	518,160.00

	7/25/2008
	8/25/2008
	489,660.00

	8/25/2008
	9/25/2008
	462,784.00

   

   

  

  

  

   

   

  	9/25/2008
	10/25/2008
	437,432.00

	10/25/2008
	11/25/2008
	413,520.00

	11/25/2008
	12/25/2008
	390,960.00

	12/25/2008
	1/25/2009
	369,676.00

	1/25/2009
	2/25/2009
	349,604.00

	2/25/2009
	3/25/2009
	330,660.00

	3/25/2009
	4/25/2009
	312,784.00

	4/25/2009
	5/25/2009
	295,912.00

	5/25/2009
	6/25/2009
	279,988.00

	6/25/2009
	7/25/2009
	264,952.00

	7/25/2009
	8/25/2009
	250,764.00

	8/25/2009
	9/25/2009
	237,364.00

	9/25/2009
	10/25/2009
	224,712.00

	10/25/2009
	11/25/2009
	212,764.00

	11/25/2009
	12/25/2009
	201,480.00

	12/25/2009
	Termination Date
	190,816.00

   

   

   

   

 

EXHIBIT L

 

 RULE 144A LETTER

____________, 20__

 

IndyMac ABS, Inc.

155 North Lake Avenue

Pasadena, California 91101

 

Deutsche Bank National Trust Company

1761 East St. Andrew Place

Santa Ana, California 92705-4934

	
            Attention:  :
 	
            [___________]
 

Series INABS 2006-A

 

	
            Re:  
 	
  Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-A, Class [_]
 

 

Ladies and Gentlemen:

 

In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) (i) we are not an employee benefit plan that is
subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan or arrangement that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement to effect such acquisition, (ii) we are purchasing a Certificate that is not a Class C, Class R or Class R-X Certificate and has been the subject of an ERISA-Qualifying Underwriting and we are an insurance company that is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificates satisfy the requirements for exemptive relief under Sections I and III of PTCE 95-60, or (iii) in the case of a Class M-[__] Certificate which has been the
subject of an ERISA-Qualifying Underwriting, it has acquired and is holding such Certificate in reliance on the Exemption, including that such Certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by S&P, Fitch or Moody’s and such Certificate is so rated, or (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a
distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor 

 

has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) to the extent that the Certificate transferred is a Class C Certificate, we are a bankruptcy-remote entity and (g) we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Act and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2.  We are aware that the sale to us is being made in reliance on Rule 144A.  We are acquiring the Certificates for our own account or for resale pursuant to Rule 144A and further, understand that such Certificates may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being
made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the Act.

 

 

ANNEX 1 TO EXHIBIT L

QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A

[For Transferees Other Than Registered Investment Companies]

The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:

1.            As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the Buyer.

2.            In connection with purchases by the Buyer, the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because (i) the Buyer owned or invested on a discretionary basis $____________1 in securities (except for the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A and (ii) the Buyer satisfies the criteria in the category marked below.

___  Corporation, etc.  The Buyer is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or charitable organization described in Section 501(c)(3) of the Internal Revenue Code of 1986, as amended.

___  Bank.  The Buyer (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.

___  Savings and Loan.  The Buyer (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, that is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.

___  Broker-dealer.  The Buyer is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934, as amended.

___  Insurance Company.  The Buyer is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and that is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.

___  State or Local Plan.  The Buyer is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.

___  ERISA Plan.  The Buyer is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974, as amended.

___  Investment Advisor.  The Buyer is an investment advisor registered under the Investment Advisors Act of 1940, as amended.

_________________________

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

 

 

 

___  Small Business Investment Company.  Buyer is a small business investment company licensed by the U.S. Small Business Administration under Section 301(c) or (d) of the Small Business Investment Act of 1958.

___  Business Development Company.  Buyer is a business development company as defined in Section 202(a)(22) of the Investment Advisors Act of 1940, as amended.

3.            The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer, (ii) securities that are part of an unsold allotment to or subscription by the Buyer, if the Buyer is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit, (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.

4.            For purposes of determining the aggregate amount of securities owned or invested on a discretionary basis by the Buyer, the Buyer used the cost of such securities to the Buyer and did not include any of the securities referred to in the preceding paragraph, except (i) where the Buyer reports its securities holdings in its financial statements on the basis of their market value and (ii) no current information with respect to the cost of those securities has been published.  If clause (ii) in the preceding sentence applies, the securities may be valued at market.  Further, in determining such aggregate amount, the Buyer may have included securities owned by subsidiaries of the Buyer, but only if such subsidiaries are consolidated with the Buyer in its financial statements prepared
in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Buyer’s direction.  However, such securities were not included if the Buyer is a majority-owned, consolidated subsidiary of another enterprise and the Buyer is not itself a reporting company under the Securities Exchange Act of 1934, as amended.

5.            The Buyer acknowledges that it is familiar with Rule 144A and understands that the seller to it and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer may be in reliance on Rule 144A.

6.            Until the date of purchase of the Rule 144A Securities, the Buyer will notify each of the parties to which this certification is made of any changes in the information and conclusions herein.  Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase.  In addition, if the Buyer is a bank or savings and loan is provided above, the Buyer agrees that it will furnish to such parties updated annual financial statements promptly after they become available.

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Print Name of Transferee
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Date:
 	
            
 
 
 

 

 

ANNEX 2 TO EXHIBIT L

 

QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A

[For Transferees that are Registered Investment Companies]

The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:

1.            As indicated below, the undersigned is the President, Chief Financial Officer or Senior Vice President of the Buyer or, if the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because Buyer is part of a Family of Investment Companies, is such an officer of the Adviser.

2.            In connection with purchases by Buyer, the Buyer is a “qualified institutional buyer” as defined in SEC Rule 144A because (i) the Buyer is an investment company registered under the Investment Company Act of 1940, as amended and (ii) as marked below, the Buyer alone, or the Buyer’s Family of Investment Companies, owned at least $100,000,000 in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year.  For purposes of determining the amount of securities owned by the Buyer or the Buyer’s Family of Investment Companies, the cost of such securities was used, except (i) where the Buyer or the Buyer’s Family of Investment Companies reports its securities holdings in its financial statements on
the basis of their market value and (ii) no current information with respect to the cost of those securities has been published.  If clause (ii) in the preceding sentence applies, the securities may be valued at market.

___  The Buyer owned $____________ in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).

___  The Buyer is part of a Family of Investment Companies that owned in the aggregate $________ in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).

3.            The term “Family of Investment Companies” as used herein means two or more registered investment companies (or series thereof) that have the same investment adviser or investment advisers that are affiliated (by virtue of being majority owned subsidiaries of the same parent or because one investment adviser is a majority owned subsidiary of the other).

4.            The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer or are part of the Buyer’s Family of Investment Companies, (ii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iii) bank deposit notes and certificates of deposit, (iv) loan participations, (v) repurchase agreements, (vi) securities owned but subject to a repurchase agreement and (vii) currency, interest rate and commodity swaps.

5.            The Buyer is familiar with Rule 144A and understands that the parties listed in the Rule 144A Transferee Certificate to which this certification relates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer will be in reliance on Rule 144A.  In addition, the Buyer will only purchase for the Buyer’s own account.

6.            Until the date of purchase of the Certificates, the undersigned will notify the parties listed in the Rule 144A Transferee Certificate to which this certification relates of any changes in the information and conclusions herein.  Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification by the undersigned as of the date of such purchase.

 

 

 

 

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Print Name of Buyer or Advisor
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Name:
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Title:
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            If an Adviser:
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Print Name of Buyer
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Date:
 	
            
 
 
 

 

 

 

EXHIBIT M

 

FORM OF REQUEST FOR RELEASE

(for Trustee)

IndyMac ABS, Inc.,

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A

Home Equity Mortgage Loan Asset-Backed Certificates,

Series INABS 2006-A

 

Loan Information

	
            Name of Mortgagor
 	
             
 	
             
 
	
            Servicer
 Loan No.:
 	
             
 	
             
 

Trustee

	
            Name:
 	
             
 	
             
 
	
            Address:
 	
             
 	
             
 
	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 
	
            Trustee
 Mortgage File No.:
 	
             
 	
             
 

 

The undersigned Servicer hereby acknowledges that it has received from Deutsche Bank National Trust Company, as Trustee for the Holders of Home Equity Mortgage Loan Asset-Backed Certificates, of the above-referenced Series, the documents referred to below (the “Documents”).  All capitalized terms not otherwise defined in this Request for Release shall have the meanings given them in the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) relating to the above-referenced Series among the Trustee, IndyMac Bank, F.S.B., as Seller and Servicer and IndyMac ABS, Inc., as Depositor.

	
            (__)
 	
            Mortgage Note dated ____________, ____, in the original principal sum of $__________, made by __________________ payable to, or endorsed to the order of, the Trustee.
 
	
            (__)
 	
            Mortgage recorded on ________________ as instrument no. __________ in the County Recorder’s Office of the County of ____________, State of ___________ in book/reel/docket __________of official records at page/image ___________.
 

 

 

 

 

	
            (__)
 	
            Deed of Trust recorded on ____________ as instrument no. ____________ in the County Recorder’s Office of the County of ___________, State of __________ in book/reel/docket _____________ of official records at page/image ___________.
 
	
            (__)
 	
            Assignment of Mortgage or Deed of Trust to the Trustee, recorded on ____________, ____, as instrument no. __________ in the County Recorder’s Office of the County of ________, State of _________ in book/reel/docket _________ of official records at page/image _____________.
 
	
            (__)
 	
            Other documents, including any amendments, assignments or other assumptions of the Mortgage Note or Mortgage.
 
	
             
 	
            (__)
 	
             
 
	
             
 	
            (__)
 	
             
 
	
             
 	
            (__)
 	
             
 
	
             
 	
            (__)
 	
             
 

The undersigned Servicer hereby acknowledges and agrees as follows:

(1)           The Servicer shall hold and retain possession of the Documents in trust for the benefit of the Trustee, solely for the purposes provided in the Agreement.

(2)           The Servicer shall not cause or knowingly permit the Documents to become subject to, or encumbered by, any claim, liens, security interest, charges, writs of attachment or other impositions nor shall the Servicer assert or seek to assert any claims or rights of setoff to or against the Documents or any proceeds thereof.

(3)           The Servicer shall return each and every Document previously requested from the Mortgage File to the Trustee when the need therefor no longer exists, unless the Mortgage Loan relating to the Documents has been liquidated and the proceeds thereof have been remitted to the Certificate Account and except as expressly provided in the Agreement.

(4)           The Documents and any proceeds thereof, including any proceeds of proceeds, coming into the possession or control of the Servicer shall at all times be earmarked for the account of the Trustee, and the Servicer shall keep the Documents and any proceeds separate and distinct from all other property in the Servicer’s possession, custody or control.

	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            INDYMAC BANK, F.S.B.
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            By:
 	
            
 
 
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 
	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
             
 	
            Its:
 	
            
 
 
 
															

 

Date:  ________________

 

 

EXHIBIT N

 

FORM OF REQUEST FOR RELEASE OF DOCUMENTS

	
            To:
 	
            Deutsche Bank National Trust Company, Attn:  [____________]
 

 

	
            Re:
 	
            The Pooling & Servicing Agreement dated as of January 1, 2006 among IndyMac Bank, F.S.B., as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company as Trustee and Supplemental Interest Trust Administrator
 

 

Ladies and Gentlemen:

 

In connection with the administration of the Mortgage Loans held by you as Trustee for IndyMac ABS, Inc., we request the release of the Mortgage Loan File for the Mortgage Loans described below, for the reason indicated.

	
            FT Account #:  
 	
            Pool #:
 

 

Mortgagor’s Name, Address and Zip Code:

 

Mortgage Loan Number:

 

Reason for Requesting Documents (check one)

 

_______1.           Mortgage Loan paid in full (IndyMac hereby certifies that all amounts have been received.)

 

_______2.           Mortgage Loan Liquidated (IndyMac hereby certifies that all proceeds of foreclosure, insurance, or other liquidation have been finally received.)

 

	
            _______3.
 	
            Mortgage Loan in Foreclosure.
 

 

	
            _______4.
 	
            Other (explain):  ____________________________________
 

 

If item 1 or 2 above is checked, and if all or part of the Mortgage File was previously released to us, please release to us our previous receipt on file with you, as well as an additional documents in your possession relating to the above-specified Mortgage Loan.  If item 3 or 4 is checked, upon return of all of the above documents to you as Trustee, please acknowledge your receipt by signing in the space indicated below, and returning this form.

 

 

INDYMAC BANK, F.S.B.

155 North Lake Ave.

Pasadena, California  91101

 

	
            By:
 	
            
 
 
 	
             
 
	
            Name:
 	
             
 	
             
 
	
            Title:
 	
             
 	
             
 
	
             
 	
             
 	
             
 
	
            Date:
 	
            
 
 
 	
             
 

 

 

TRUSTEE CONSENT TO RELEASE AND

ACKNOWLEDGMENT OF RECEIPT

 

	
            By:
 	
            
 
 
 	
             
 
	
            Name:
 	
             
 	
             
 
	
            Title:
 	
             
 	
             
 
	
             
 	
             
 	
             
 
	
            Date:
 	
            
 
 
 	
             
 

 

 

 

 

EXHIBIT O-1

FORM OF CERTIFICATION TO BE PROVIDED BY THE DEPOSITOR WITH FORM 10-K

	
             
 	
            Re:
 	
            IndyMac ABS Inc.
 

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A  

 

I, [identify the certifying individual], certify that:

1.            I have reviewed this annual report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A (the “Exchange Act Periodic Reports”);

2.            Based on my knowledge, the Exchange Act Periodic Reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.            Based on my knowledge, the distribution, servicing and other information required to be provided under Form 10-D for the period covered by this report is included in the Exchange Act Periodic Reports;

4.            Based on my knowledge and the servicer compliance statement(s) required in this report under Item 1123 of Regulation AB and except as disclosed in the Exchange Act Periodic Reports, the servicer(s) [has/have] fulfilled [its/their] obligations under the servicing agreement(s) in all material respects; and; 

5.            All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report.  Any material instances of noncompliance described in such reports have been disclosed in this report on Form 10-K.

In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: Deutsche Bank National Trust Company.

 

Date: __________________

	
             
 	
            
 
 
 
	
             
 	
            [Signature]

[Title]
 

 

 

 

 

EXHIBIT O-2

 

TRUSTEE’S OFFICER’S CERTIFICATE 

 

I, ____________________, a duly elected and acting officer of Deutsche Bank National Trust Company (the “Trustee”) hereby certify as follows: 

 

Reference is hereby made to the Pooling and Servicing Agreement dated as of January 1, 2006 (the “Pooling Agreement”) by and among IndyMac Bank, F.S.B., as seller and servicer, 

IndyMac ABS, Inc., as depositor and Deutsche Bank National Trust Company, as trustee and supplemental interest trustee, pursuant to which was created the Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A (the “Trust”). Capitalized terms used herein but not defined shall have the meanings assigned to them in the Pooling Agreement. 

 

1.            I am an authorized officer of the Trustee and I have reviewed this annual report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-A (the “Exchange Act Periodic Reports”);

2.            For purposes of this certificate, “Relevant Information” means the information in the report on assessment of the Trustee’s compliance with the servicing criteria set forth in Item 1122(d) of Reg AB (the “Servicing Assessment”), the registered public accounting firm’s attestation provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Section 1122(b) of Reg AB ( the “Attestation Report”) applicable to the Trustee and the Monthly Statements (excluding information provided, or based on information provided, by the Servicer or any servicer) and those items in Exhibit S attached to the Pooling and Servicing Agreement which indicate the 4.03 statement or the Trustee as the responsible party during the Relevant Year.
Based on my knowledge, the Relevant Information, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this annual report; and

3.            Based on my knowledge, the distribution information required to be provided by the Trustee under the Pooling and Servicing Agreement is included in the Monthly Statements.

4.            I am responsible for reviewing the activities performed by the Trustee, as servicer under the Pooling Agreement during the Relevant Year. Based upon the review required by the Pooling Agreement and except as disclosed in the Servicing Assessment or Attestation Report, to the best of my knowledge, the Trustee has fulfilled its obligations under the Pooling Agreement throughout the Relevant Year. Relevant Year shall mean 200__. 

 

DATED as of _____________, 200____. 

	
            By:
 	
             
 
	
            Name:
 	
             
 
	
            Title:
 	
             
 

 

 

 

EXHIBIT P

 

Reserved

 

 

EXHIBIT Q

 

Reserved

 

 

EXHIBIT R

 

SERVICING CRITERIA TO BE ADDRESSED

IN ASSESSMENT OF COMPLIANCE

 

Key:

X - obligation

 

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

 

 

	
            Reg AB Reference
 	
            Servicing Criteria
 	
            Servicer
 	
            Trustee
 	
            Notes
 
	
            1122(d)(1)(i)
 	
            Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(1)(ii)
 	
            If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(1)(iii)
 	
            Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained. 
 	
             
 	
             
 	
            NA
 
	
            1122(d)(1)(iv)
 	
            A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.
 	
            X
 	
             
 	
             
 

 

 

 

	
            Reg AB Reference
 	
            Servicing Criteria
 	
            Primary Servicer
 	
            Trustee
 	
            Notes
 
	
            1122(d)(2)(i)
 	
            Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(2)(ii)
 	
            Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel. 
 	
            X
 	
            X
 	
             
 
	
            1122(d)(2)(iii)
 	
            Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
 	
            X
 	
             
 	
             
 
	
            1122(d)(2)(iv)
 	
            The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(2)(v)
 	
            Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(2)(vi)
 	
            Unissued checks are safeguarded so as to prevent unauthorized access.
 	
            X
 	
             
 	
             
 
	
            1122(d)(2)(vii)
 	
            Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
 	
            X
 	
            X
 	
             
 

 

 

 

 

 

 

	
            Reg AB Reference
 	
            Servicing Criteria
 	
            Servicer
 	
            Trustee
 	
            Notes
 
	
            1122(d)(3)(i)
 	
            Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Servicer.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(3)(ii)
 	
            Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(3)(iii)
 	
            Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(3)(iv)
 	
            Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements.
 	
            X
 	
            X
 	
             
 

 

 

 

	
            Reg AB Reference
 	
            Servicing Criteria
 	
            Servicer
 	
            Trustee
 	
            Notes
 
	
            1122(d)(4)(i)
 	
            Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents. 
 	
            X
 	
            X
 	
             
 
	
            1122(d)(4)(ii)
 	
            Pool assets  and related documents are safeguarded as required by the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(4)(iii)
 	
            Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.
 	
            X
 	
            X
 	
             
 
	
            1122(d)(4)(iv)
 	
            Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(v)
 	
            The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(vi)
 	
            Changes with respect to the terms or status of an obligor's pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(vii)
 	
            Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(viii)
 	
            Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment). 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(ix)
 	
            Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents. 
 	
            X
 	
             
 	
             
 
	
             

 
 	
             
 	
             
 	
             
 	
             
 

 

 

 

 

	
            Reg AB Reference
 	
            Servicing Criteria
 	
            Servicer
 	
            Trustee
 	
            Notes
 
	
            1122(d)(4)(x)
 	
            Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(xi)
 	
            Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(xii)
 	
            Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(xiii)
 	
            Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(xiv)
 	
            Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements. 
 	
            X
 	
             
 	
             
 
	
            1122(d)(4)(xv)
 	
            Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements. 
 	
            X (with respect to a swap disclosure event)
 	
            X
 	
             
 

 

 

 

EXHIBIT S

 

FORM 10-D, FORM 8-K AND FORM 10-K

REPORTING RESPONSIBILITY

 

As to each item described below, the entity indicated as the Responsible Party shall be primarily responsible for reporting the information to the Trustee pursuant to Section 3.24(e).  If the Trustee is indicated below as to any item, then the Trustee is primarily responsible for obtaining that information.  

 

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

 

	
            Form
 	
            Item
 	
            Description
 	
            Responsible Party
 
	
            10-D
 	
            Must be filed within 15 days of the distribution date for the asset-backed securities.
 
	
            1
 	
            Distribution and Pool Performance Information
 	
             
 
	
            Item 1121(a) – Distribution and Pool Performance Information
 	
             
 
	
            (1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual distribution dates for the distribution period.
 	
            4.03 statement
 
	
            (2) Cash flows received and the sources thereof for distributions, fees and expenses.
 	
            4.03 statement
 
	
            (3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
 	
            4.03 statement
 
	
            (i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.
 	
            4.03 statement
 
	
            (ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.
 	
            4.03 statement
 

 

 

 

 

	
             
 	
             
 	
            (iii) Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers.
 	
            4.03 statement
 
	
            (iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
 	
            4.03 statement
 
	
            (4) Beginning and ending principal balances of the asset-backed securities.
 	
            4.03 statement
 
	
            (5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. 
 	
            4.03 statement
 
	
            (6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
 	
            4.03 statement
 
	
            (7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.
 	
            4.03 statement
 
	
            (8) Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts.
 	
            4.03 statement

 

Updated pool composition information fields to be as specified by Depositor from time to time
 
	
            (9) Delinquency and loss information for the period. 

 

In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets.
 	
            4.03 statement.

 

 

Form 10-D report: Servicer
 
	
            (10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.
 	
            4.03 statement
 
	
            (11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.
 	
            Form 10-D report: Servicer
 

 

 

 

 

	
             
 	
             
 	
            (12) Material breaches of pool asset representations or warranties or transaction covenants.
 	
            Form 10-D report: Trustee (based on actual knowledge to the extent not notified by the Servicer or the Depositor)and Depositor (to the extent of actual knowledge)
 
	
            (13) Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met.
 	
            4.03 statement
 
	
            (14) Information regarding any new issuance of asset-backed securities backed by the same asset pool, 

 

[information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable.

 

Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.
 	
            Form 10-D report: Depositor

 

 

Form 10-D report: Servicer

 

 

 

 

 

 

 

 

 

Form 10-D report: Servicer
 
	
            Item 1121(b) – Pre-Funding or Revolving Period Information

 

Updated pool information as required under Item 1121(b).
 	
            N/A
 
	
            2
 	
            Legal Proceedings
 	
             
 

 

 

 

 

	
             
 	
             
 	
            Item 1117 – Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:

 

Sponsor (Seller)

 

Depositor

 

Trustee

 

Issuing entity

 

Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers

 

Originator of 20% or more of pool assets as of the Cut-off Date

 

Custodian
 	
             

 

 

 

 

 

Seller

 

Depositor

 

Trustee

 

Depositor

 

Servicer

 

 

 

Seller

 

 

Trustee
 
	
            3
 	
            Sales of Securities and Use of Proceeds
 	
             
 
	
            Information from Item 2(a) of Part II of Form 10-Q:

 

With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K.  Pricing information can be omitted if securities were not registered.
 	
             

 

 

Depositor
 
	
            4
 	
            Defaults Upon Senior Securities
 	
             
 
	
            Information from Item 3 of Part II of Form 10-Q:

 

Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)
 	
             

 

 

Trustee 
 
	
            5
 	
            Submission of Matters to a Vote of Security Holders
 	
             
 
	
            Information from Item 4 of Part II of Form 10-Q
 	
            Party submitting the matter to Holders for vote 
 
	
            6
 	
            Significant Obligors of Pool Assets
 	
             
 
	
            Item 1112(b) – Significant Obligor Financial Information*
 	
            N/A
 

 

 

 

 

	
             
 	
             
 	
            *This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 	
             
 
	
            7
 	
            Significant Enhancement Provider Information
 	
             
 
	
            Item 1114(b)(2) – Credit Enhancement Provider Financial Information*

 

Determining applicable disclosure threshold

 

 

Obtaining required financial information or effecting incorporation by reference
 	
            Depositor

 

 

 

 
 
	
            Item 1115(b) – Derivative Counterparty Financial Information*

 

Determining current maximum probable exposure

 

Determining current significance percentage

 

 

Obtaining required financial information or effecting incorporation by reference
 	
            Depositor

 

 

 

 

 
 
	
            *This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 	
             
 
	
            8
 	
            Other Information
 	
             
 
	
            Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported
 	
            The Responsible Party for the applicable Form 8-K item as indicated below
 
	
            9
 	
            Exhibits
 	
             
 
	
            Distribution report
 	
            Trustee
 
	
            Exhibits required by Item 601 of Regulation S-K, such as material agreements
 	
            Depositor
 
	
            8-K
 	
            Must be filed within four business days of an event reportable on Form 8-K.
 
	
            1.01
 	
            Entry into a Material Definitive Agreement
 	
             
 

 

 

 

 

	
             
 	
             
 	
            Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.  

 

Examples: servicing agreement, custodial agreement.

 

Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus
 	
            Servicer; or any of the following that is a party to the agreement if Servicer is not: Trustee, Sponsor, Depositor
 
	
            1.02
 	
            Termination of a Material Definitive Agreement
 	
             
 
	
            Disclosure is required regarding termination of  any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.  

 

Examples: servicing agreement, custodial agreement.

 
 	
            Servicer; or any of the following that is a party to the agreement if Servicer is not: Trustee, Sponsor, Depositor
 
	
            1.03
 	
            Bankruptcy or Receivership
 	
             
 
	
            Disclosure is required regarding the bankruptcy or receivership, if known to the Depositor, with respect to any of the following: 

 

Sponsor (Seller), Depositor, Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers, Trustee, significant obligor, credit enhancer (10% or more), derivatives counterparty
 	
            Depositor
 
	
            2.04
 	
            Triggering Events that Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement
 	
             
 
	
            Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule.

 

Disclosure will be made of events other than waterfall triggers which are disclosed in the 4.03 statement
 	
            Servicer/Trustee (to the extent of actual knowledge)
 
	
            3.03
 	
            Material Modification to Rights of Security Holders
 	
             
 

 

 

 

 

 

 

 

	
             
 	
             
 	
            Disclosure is required of any material modification to documents defining the rights of Certificateholders, including the Pooling and Servicing Agreement
 	
            Trustee
 
	
            5.03
 	
            Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
 	
             
 
	
            Disclosure is required of any amendment “to the governing documents of the issuing entity”
 	
            Depositor
 
	
            5.06
 	
            Change in Shell Company Status
 	
             
 
	
            [Not applicable to ABS issuers]
 	
            Depositor
 
	
            6.01
 	
            ABS Informational and Computational Material
 	
             
 
	
            [Not included in reports to be filed under Section 3.18]
 	
            Depositor
 
	
            6.02
 	
            Change of Servicer or Trustee
 	
             
 
	
            Requires disclosure of any removal, replacement, substitution or addition of any servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, certificate administrator or trustee.  Reg AB disclosure about any new servicer or trustee is also required.
 	
            Trustee or Servicer
 
	
            6.03
 	
            Change in Credit Enhancement or Other External Support
 	
             
 
	
            Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided.  Applies to external credit enhancements as well as derivatives.  Reg AB disclosure about any new enhancement provider is also required.
 	
            Depositor or Trustee
 
	
            6.04
 	
            Failure to Make a Required Distribution
 	
            Trustee 
 
	
            6.05
 	
            Securities Act Updating Disclosure
 	
             
 
	
            If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool.
 	
            Depositor
 
	
            If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively.
 	
            Depositor
 
	
            7.01
 	
            Regulation FD Disclosure
 	
            Depositor
 
	
            8.01
 	
            Other Events
 	
             
 
	
            Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders.
 	
            Depositor
 
	
            9.01
 	
            Financial Statements and Exhibits
 	
            The Responsible Party applicable to reportable event
 
	
            10-K
 	
            Must be filed within 90 days of the fiscal year end for the registrant.
 
	
            9B
 	
            Other Information
 	
             
 
	
            Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported
 	
            The Responsible Party for the applicable Form 8-K item as indicated above
 
	
            15
 	
            Exhibits and Financial Statement Schedules
 	
             
 
	
            Item 1112(b) – Significant Obligor Financial Information
 	
            Servicer
 
	
            Item 1114(b)(2) – Credit Enhancement Provider Financial Information

 

Determining applicable disclosure threshold

 

Obtaining required financial information or effecting incorporation by reference
 	
             

Depositor

 

 
 
	
            Item 1115(b) – Derivative Counterparty Financial Information

 

Determining current maximum probable exposure

 

Determining current significance percentage

 

Obtaining required financial information or effecting incorporation by reference
 	
            Depositor

 

 

 
 

 

 

 

 

	
             
 	
             
 	
            Item 1117 – Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:

 

Sponsor (Seller)

 

Depositor

 

Trustee

 

Issuing entity

 

Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers

 

Originator of 20% or more of pool assets as of the Cut-off Date
 	
             

 

 

 

 

 

Seller

 

Depositor

 

Trustee

 

Depositor

 

Servicer

 

 

 

Servicer

 
 
	
            Item 1119 – Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders:

 

Sponsor (Seller)

 

Depositor

 

Trustee

 

Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers

 

Originator

 

Credit Enhancer/Support
Provider

 

Significant Obligor
 	
             

 

 

 

 

Seller

 

Depositor

 

Trustee (only as to affiliations between the Trustee and such other parties listed)

 

Servicer

 

 

 

Depositor

 

Depositor

 

Servicer
 
	
            Item 1122 – Assessment of Compliance with Servicing Criteria
 	
            Each Party participating in the servicing function
 
	
            Item 1123 – Servicer Compliance Statement
 	
            Servicer and Trusteeexhibit 10.03a

    
      FIRST
        AMENDMENT TO THE

      2002
        PRAXAIR, INC. VARIABLE COMPENSATION PLAN

    

    
      	
              Praxair,
                Inc. and Subsidiaries

            
	
              Exhibit
                10.03a

            

    FIRST
      AMENDMENT TO THE

    2002
      PRAXAIR, INC. VARIABLE COMPENSATION PLAN

     

    In
      accordance with Section 10.1 of the 2002 Praxair, Inc. Variable Compensation
      Plan (the"Plan"), Section 2.15 of the Plan is hereby amended in its entirety,
      effective as of December 12, 2005, as follows:

     

    "2.15 "Variable
      Compensation Payment" shall mean that amount of the annual payment, if any,
      under the Plan determined in accordance with procedures authorized by the
      Committee to be payable to a Participant for a Plan Year. Notwithstanding any
      provision in this Plan or such Committee-authorized procedures to the contrary,
      in determining the amount of a Participant's Variable Compensation Payment
      for a
      Plan Year, if any, the Committee shall have the discretion to reduce such
      payment to any amount, including zero, prior to the payment date of such
      Variable Compensation Payment (determined pursuant to Section 6.1), if the
      Committee deems such reduction to be in the best interests of the Corporation's
      stockholders."

     

              
      PRAXAIR, INC.

    

     

    By:        
      /S/
      Sally
      Savoia                                      

    Sally
      Savoia, its

    Vice
      President, Human Resources

    

    Date:    
      12/16/05

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