XXXXXX XXXXXXX [GRAPHIC OMITTED][GRAPHIC OMITTED] EXECUTION COPY
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Date: July 28, 2006
To: RFMSI Series 2006-S6 Trust, acting through U.S. Bank From: Xxxxxx Xxxxxxx Capital Services Inc.
National Association, not in its individual capacity
but solely as Trustee for the benefit of the RFMSI
Series 2006-S6 Trust
Attn: U.S. Bank National Association Contact: New York Derivative Client Services
EP-MN-WS3D Group
00 Xxxxxxxxxx Xxxxxx
Xx. Xxxx, Xxxxxxxxx 00000
Attn: Structured Finance/RFMSI Series 2006-S6 Trust
Fax: (000) 000-0000 Fax: (000) 000-0000
Tel: (000) 000-0000 Tel: (000) 000-0000
With copy to: Xxxxxxx Xxxxxxxx
Fax: (000) 000-0000
Tel: (000) 000-0000
Re: KQBFP, Class A-3
The purpose of this letter agreement is to confirm the terms and conditions of the
Swap Transaction entered into between the RFMSI Series 2006-S6 Trust, acting through U.S. Bank National
Association, not in its individual capacity but solely as Trustee for the benefit of the RFMSI Series
2006-S6 Trust (the "TRUSTEE"), and Xxxxxx Xxxxxxx Capital Services Inc., on the Trade Date specified
below (the "TRANSACTION"). This letter agreement constitutes a "Confirmation" as referred to in the
ISDA Master Agreement below.
The definitions and provisions contained in the 2000 ISDA Definitions (as published by
the International Swaps and Derivatives Association, Inc.) are incorporated into this Confirmation. In
the event of any inconsistency between those definitions and this Confirmation, this Confirmation will
govern. All capitalized terms used but not otherwise defined in the Agreement shall have the meanings
given thereto in the series supplement, dated as of July 1, 2006 (the "Series Supplement"), to the
standard terms of the pooling and servicing agreement dated as of June 1, 2006 (the "Standard Terms")
among Residential Funding Mortgage Securities I, Inc. as depositor, Residential Funding Corporation, as
master servicer, and U.S. Bank National Association, as trustee) (the Series Supplement, together with
the Standard Terms, the "PSA").
1. This Confirmation evidences a complete, binding agreement between you and us as to the terms of
the Transaction to which this Confirmation relates. In addition, this Confirmation supplements, forms a
part of, and is subject to an agreement in the form of the ISDA Master Agreement (Multicurrency-Cross
Border), with such modifications as are specified herein, as if we had executed an Agreement in such
form on the Trade Date of the first such Transaction between us (the "AGREEMENT"). All provisions
contained or incorporated by reference in the Agreement shall govern this Confirmation except as
expressly modified below. In the event of any inconsistency between the provisions of that Agreement
and this Confirmation, this Confirmation will prevail for the purpose of this Transaction.
2. The terms of the particular Transaction to which this Confirmation relates are as follows:
Party A: Xxxxxx Xxxxxxx Capital Services Inc.
Party A Credit Support: Payments guaranteed by Xxxxxx Xxxxxxx
Party B: RFMSI Series 2006-S6 Trust, acting through U.S. Bank
National Association, not in its individual capacity but
solely as Trustee for the benefit of the RFMSI Series
2006-S6 Trust
Trade Date: July 18, 2006
Notional Amount: With respect to any Calculation Period, the lesser of
(i) the amount set forth for such period in Schedule A
attached hereto and (ii) the Certificate Principal
Balance of the Class A-3 Certificates immediately prior
to the related Distribution Date.
Effective Date: July 25, 2006
Termination Date: May 25, 2010
Fixed Amounts:
Fixed Amount Payer: Party B
Fixed Amount Payer Payment Date: July 28, 2006
Fixed Amount: USD $545,000
Floating Amounts:
Floating Amount: To be determined in accordance with the following
formula:
Greater of (i) (Floating Rate Option minus Strike Rate)
* Notional Amount * Floating Rate Day Count Fraction,
and (ii) zero.
Floating Rate Payer: Party A
Strike Rate: 5.25%
Floating Rate Payer Payment Dates: Early Payment - For each Calculation Period, the first
Business Day prior to each Floating Rate Payer Period
End Date.
Floating Rate Payer Period End Date(s): The 25th of each month in each year from (and including)
August 25, 2006 to (and including) the Termination Date
with no adjustment to Period End Dates. The initial
Calculation Period will accrue from and including the
Effective Date to but excluding August 25, 2006 and the
final Calculation Period will accrue from and including
April 25, 2010 to but excluding the Termination Date.
Floating Rate Option: USD-LIBOR-BBA, provided, however, that if the Floating
Rate determined from such Floating Rate Option for any
Calculation Period is greater than 8.75% per annum for
such Calculation Period, then the Floating Rate for such
Calculation Period shall be deemed to be equal to 8.75%
per annum.
Designated Maturity: 1 Month
Floating Rate Day Count Fraction: 30/360
Reset Dates: The first day of each Calculation Period.
Compounding: Inapplicable
Business Days: New York
Calculation Agent: Party A; provided, however, that if an Event of Default
occurs with respect to Party A, then Party B, at the
direction of Residential Funding Corporation, shall be
entitled to appoint a financial institution which would
qualify as a Reference Market-maker to act as
Calculation Agent.
3. Account Details:
Payments to Party A: Citibank, New York
ABA No. 021 000 089
For: Xxxxxx Xxxxxxx Capital Services Inc.
Account No. 0000 0000
Operations Contact: Operations
Tel: 000-000-0000
Fax: 000-000-0000
Payments to Party B: U.S. Bank National Association
ABA No. 09 1000022
Account No. 1731-0332-2058
Reference: RFMSI Series 2006-S6
OBI: Attention: Xxxx Xxxxxx
Ref Account No. 103858000
4. Modifications to the Agreement:
The parties hereby agree to amend the Agreement referenced in paragraph 1 above as
follows:
(A) TERMINATION PROVISIONS. For purposes of the Agreement:
(i) "SPECIFIED ENTITY" means in relation to Party A for the purpose of the Agreement:
Section 5(a)(v): None;
Section 5(a)(vi): None;
Section 5(a)(vii): None;
Section 5(b)(iv): -None;
and in relation to Party B for the purpose of the Agreement:
Section 5(a)(v): None;
Section 5(a)(vi): None;
Section 5(a)(vii): None;
Section 5(b)(iv): None.
(ii) "SPECIFIED TRANSACTION" shall be inapplicable to Party A and Party B.
(iii) The "CREDIT SUPPORT DEFAULT" provisions of Section 5(a)(iii) of the Agreement will be
inapplicable to Party B.
(iv) The "MISREPRESENTATION" provisions of Section 5(a)(iv) of the Agreement will be inapplicable to
Party A and Party B.
(v) The "DEFAULT UNDER SPECIFIED TRANSACTION" provisions of Section 5(a)(v) of the Agreement will
be inapplicable to Party A and Party B.
(vi) The "CROSS DEFAULT" provisions of Section 5(a)(vi) of the Agreement will be inapplicable to
Party A and Party B.
(vii) The "CREDIT EVENT UPON MERGER" provisions of Section 5(b)(iv) of the Agreement will be
inapplicable to Party A and Party B.
(viii) The "BANKRUPTCY" provision of Section 5(a)(vii)(2) will not apply to Party B.
(ix) The "AUTOMATIC EARLY TERMINATION" provision of Section 6(a) of the Agreement will be
inapplicable to Party A and Party B.
(x) PAYMENTS ON EARLY TERMINATION. For the purpose of Section 6(e) of the Agreement:
"MARKET QUOTATION" and "SECOND METHOD" will apply for the purpose of Section
6(e) of the Agreement.
"TERMINATION CURRENCY" means United States Dollars.
(xi) ADDITIONAL TERMINATION EVENTS. The following shall constitute an Additional Termination Event:
CAP COUNTERPARTY DISCLOSURE EVENT. If Party A neither provides Cap Counterparty Financial
Disclosure (as defined in paragraph 4(n) hereof) pursuant to the Indemnification Agreement (as
defined in paragraph 4(n) hereof) nor assigns this Agreement in accordance with paragraph 4(n)
hereof. For all purposes of this Agreement, Party A shall be the sole Affected Party with
respect to the occurrence of a Termination Event described in this paragraph 4(a)(xi);
provided, however, that, notwithstanding Section 6(b)(iv) of the Agreement, either Party A or
Party B may designate an Early Termination Date following the occurrence of the Termination
Event described in this paragraph 4(a)(xi).
(B) FULLY-PAID TRANSACTIONS. Notwithstanding the terms of Sections 5 and 6 of the Agreement if
Party B has satisfied in full all of its payment obligations under Section 2(a)(i) of the Agreement,
then unless Party A is required pursuant to appropriate proceedings to return to Party B or otherwise
returns to Party B upon demand of Party B any portion of such payment, (a) the occurrence of an event
described in Section 5(a) of the Agreement with respect to Party B shall not constitute an Event of
Default or Potential Event of Default with respect to Party B as the Defaulting Party and (b) Party A
shall be entitled to designate an Early Termination Event pursuant to Section 6 of the Agreement only as
a result of a Termination Event set forth in either Section 5(b)(i) or Section 5(b)(ii) of the Agreement
with respect to Party A as the Affected Party or Section 5(b)(iii) of the Agreement with respect to
Party A as the Burdened Party. For purposes of the Transaction to which this Confirmation relates,
Party B's only obligation under Section 2(a)(i) of the Agreement is to pay the Fixed Amount on the Fixed
Rate Payer Payment Date.
(C) PARTY A AND PARTY B PAYER TAX REPRESENTATIONS. For the purpose of Section 3(e), each of Party
A and Party B makes the following representation:
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)) to be made by it to
the other party under the Agreement. In making this representation, it may
rely on (i) the accuracy of any representation made by the other party
pursuant to Section 3(f); (ii) the satisfaction of the agreement of the other
party contained in Section 4(a)(i) or 4(a)(iii) and the accuracy and
effectiveness of any document provided by the other party pursuant to Section
4(a)(i) or 4(a)(iii); and (iii) the satisfaction of the agreement of the other
party contained in Section 4(d), 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.
(D) PAYEE TAX REPRESENTATIONS.
(i) For the purpose of Section 3(f), Party A makes the following representation:
It is a corporation duly organized and incorporated under the laws of the
State of Delaware and is not a foreign corporation for
United States tax purposes.
(ii) For the purpose of Section 3(f), Party B makes the following representation:
It is a "United States person" as such term is defined in
Section 7701(a)(30) of the Internal Revenue Code of 1986, as amended.
(E) GOVERNING LAW; JURISDICTION. The Agreement, each Credit Support Document and each Confirmation
will be governed by and construed in accordance with the laws of the State of New York,
without reference to choice of law doctrine. Section 13(b) is amended by: (1) deleting "non-" from the
second line of clause (i); and (2) deleting the final paragraph.
(F) WAIVER OF JURY TRIAL. Each party waives, to the fullest extent permitted by applicable law,
any right it may have to a trial by jury in respect of any Proceedings relating to the Agreement or any
Credit Support Document.
(G) "AFFILIATE" will have the meaning specified in Section 14, except that it shall not apply to
Party B, and, in relation to Party A, shall exclude Xxxxxx Xxxxxxx Derivative Products Inc.
(H) ADDITIONAL REPRESENTATIONS. Section 3 is hereby amended by adding at the end thereof the
following Subparagraphs:
(i) It is an "eligible contract participant" within the meaning of Section 1a(12) of the Commodity
Exchange Act (7 U.S.C. 1a), as amended by the Commodity Futures Modernization Act of 2000.
(ii) It has entered into the Agreement (including each Transaction evidenced thereby) in conjunction
with its line of business (including financial intermediation services) or the financing of its
business.
(iii) It is entering into the Agreement, any Credit Support Document to which it is a party, each
Transaction and any other documentation relating to the Agreement or any Transaction as
principal (and not as agent or in any other capacity, fiduciary or otherwise).
(iv) ERISA REPRESENTATION. Party B represents and warrants at all times hereunder that either (A)(x)
it is not a pension plan or employee benefit plan, and (y) (1) that it is not acting on behalf
of any such plan or using assets of any such plan or assets deemed to be assets of any such
plan in connection with any Transaction under this Agreement or (2) any pension plan or
employee benefits plan subject to the Employee Retirement Income Security Act of 1974, as
amended ("ERISA"), or Section 4975 of the Internal Revenue Code of 1986, as amended (the
"Code"), or (B) any person who is acting on behalf of such a plan, who purchases a certificate
issued by the Trust while this Agreement is in existence (i) shall represent or shall be deemed
to represent (x) that it is an "accredited investor" or (y) that the purchase of such
certificate is in reliance on an exemption that is equivalent to (and provides at least as much
exemptive relief as) Prohibited Transaction Class Exemption 95-60 or (ii) shall provide an
opinion of counsel which states that such purchase is permissible under applicable law and will
not result in a non-exempt prohibited transaction under ERISA or Section 4975 of the Code.
(I) RELATIONSHIP BETWEEN PARTIES. Each party will be deemed to represent to the
other party on the date on which it enters into a Transaction that (absent a written agreement
between the parties that expressly imposes affirmative obligations to the contrary for that
Transaction):
(i) NON-RELIANCE. Each of Party A and Party B is acting for its own
account. Each of Party A and Party B has made its own independent decisions to enter into that
Transaction and as to whether that Transaction is appropriate or proper for it based upon its own
judgment and upon advice from such advisers as it has deemed necessary. Neither Party A nor Party
B is relying on any communication (written or oral) of the other party as investment advice or as
a recommendation to enter into that Transaction; it being understood that information and
explanations related to the terms and conditions of a Transaction shall not be considered
investment advice or a recommendation to enter into that Transaction. No communication (written
or oral) received from the other party shall be deemed to be an assurance or guarantee as to the
expected results of that Transaction. Notwithstanding the foregoing, in the case of the Trustee,
it has entered into this Agreement pursuant to direction received by it pursuant to the PSA.
(ii) ASSESSMENT AND UNDERSTANDING. It is capable of assessing the merits of
and understanding (on its own behalf or through independent professional advice), and
understands and accepts, the terms, conditions and risks of that Transaction. It is also
capable of assuming, and assumes, the risks of that Transaction, and in the case of the
Trustee, it has been directed by the PSA to enter into that Transaction.
(iii) STATUS OF PARTIES. Party A is not acting as a fiduciary for or an
adviser to it in respect of that Transaction.
(J) ADDRESSES FOR NOTICES. For the purpose of Section 12(a):
(i) Address for notices or communications to Party A:
Xxxxxx Xxxxxxx Capital Services Inc.
0000 Xxxxxxxx, 00xx Xxxxx
Xxx Xxxx, Xxx Xxxx 00000
Attention: Chief Legal Officer
Facsimile No.: 000-000-0000
(ii) Address for notices or communications to Party B:
U.S. Bank National Association
00 Xxxxxxxxxx Xxxxxx
XX-XX-XX0X
Xx. Xxxx, Xxxxxxxxx 00000
Attn: Structured Finance/RFMSI Series 2006-S6
with a copy to: Residential Funding Corporation
0000 Xxxxxxxxxx Xxxx Xxxxxxxxx
Xxxxx 000, Xxxxxxxxxxx, Xxxxxxxxx 00000
Attention: Xxxxxxx Xxxxxxxx
(K) SET-OFF. Notwithstanding any provision of the 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 for Set-Off set forth in Section 6(e) of the Agreement shall not apply for purposes of
this Transaction.
(L) LIMITATION ON LIABILITY. Party A and Party B agree to the following: (a) the sole recourse in
respect of the obligations of Party B hereunder shall be to the Trust Fund, (b) U.S. Bank National
Association is entering into the Agreement solely in its capacity as trustee on behalf of Party B and
not in its individual capacity in the exercise of the powers and authority conferred and vested in it
under the PSA and (c) in no case shall U.S. Bank National Association (or any person acting as successor
trustee under the PSA) be personally liable for or on account of any of the statements, representations,
warranties, covenants or obligations stated to be those of Party B under the terms of the Agreement, all
such liability, if any, being expressly waived by Party A and any person claiming by, through or under
Party A.
(M) NOTICES. Section 12(a) is amended by adding in the third line thereof after the phrase
"messaging system" and before the ")" the words, "; provided, however, any such notice or other
communication may be given by facsimile transmission if telex is unavailable, no telex number is
supplied to the party providing notice, or if answer back confirmation is not received from the party to
whom the telex is sent."
(N) REGULATION AB. Reference is hereby made to the Indemnification Agreement (the "INDEMNIFICATION
AGREEMENT") dated as of July 28, 2006, among Residential Funding Mortgage Securities I, Inc. Residential
Funding Corporation and Party A. In accordance with the Indemnification Agreement, Party A may, in lieu
of providing Cap Counterparty Financial Disclosure (as defined below), within 10 Business Days after a
request for Cap Counterparty Financial Disclosure pursuant to the terms of the Indemnification
Agreement, assign this Agreement at its own cost to another entity that has agreed to provide Cap
Counterparty Financial Disclosure with respect to itself; provided, that the failure of Party A to so
assign will not constitute an Event of Default under this Agreement. If Party A neither provides Cap
Counterparty Financial Disclosure pursuant to the Indemnification Agreement nor assigns this Agreement
pursuant to the preceding sentence, an Additional Termination Event will occur as provided in paragraph
4(a)(xi) herein.
"CAP COUNTERPARTY FINANCIAL DISCLOSURE" has the meaning given thereto in the Indemnification
Agreement.
(O) AGREEMENT TO DELIVER DOCUMENTS. For the purpose of Section 4(a)(i), each party agrees to
deliver the following documents, as applicable:
Tax forms, documents, or certificates to be delivered are:
Party A agrees to complete, execute, and deliver to Party B, a correct,
complete and executed U.S. Internal Revenue Service Form W-9 (or any successor
thereto): (i) promptly after execution and delivery of the Agreement, (ii)
promptly upon reasonable demand by Party B, (iii) promptly upon learning that
such form or document is required, and (iv) upon learning that any such form
previously provided by Party A has become obsolete or incorrect.
Party B agrees to complete, execute, and deliver to Party A, a correct,
complete and executed U.S. Internal Revenue Service Form W-9 (or any successor
thereto) that eliminates U.S. federal backup withholding tax on payments under
the Agreement, and any other document reasonably requested by Party A to allow
Party A to make payments under the Agreement without any deduction or
withholding for or on the account of any Tax or with such deduction or
withholding at a reduced rate (i) promptly after execution and delivery of the
Agreement, (ii) promptly upon reasonable demand by Party A, (iii) promptly
upon learning that such form or document is required, and (iv) upon learning
that any such form previously provided by Party B has become obsolete or
incorrect.
(P) OBLIGATIONS. Section 2 is amended by adding the following to the end thereof:
"(f) Party B shall deliver or cause to be delivered to Party A a correct,
complete and executed U.S. Internal Revenue Service Form W-9 (or any successor
thereto) that eliminates U.S. federal backup withholding tax on payments under
the Agreement as soon as is practicable after the Effective Date."
(Q) NON-PETITION. Party A agrees that it will not, prior to at least one year and
one day (or if longer, the applicable preference period then in effect) following the payment in full of
all the Class A-3 Certificates issued pursuant to the PSA and the expiration of all applicable
preference periods under the laws of the United States or any other jurisdiction, if longer, relating to
any such payment, acquiesce, petition or otherwise invoke or cause Party B to invoke the process of any
governmental authority for the purpose of commencing or sustaining a case (whether voluntary or
involuntary) against Party B under any bankruptcy, insolvency or similar law or appointing a receiver,
liquidator, assignee, trustee, custodian, sequestrator or other similar official of Party B or any
substantial part of its property or ordering the winding-up or liquidation of the affairs of Party B;
provided, that this provision shall not restrict or prohibit Party A from joining any other person,
including, without limitation the Trustee or the Master Servicer, in any bankruptcy, reorganization,
arrangement, insolvency, moratorium or liquidation proceedings already commenced or other analogous
proceedings already commenced under applicable laws.
Please confirm that the foregoing correctly sets forth the terms of our agreement by executing this
Confirmation and returning it to us.
Best Regards,
XXXXXX XXXXXXX CAPITAL SERVICES INC.
By: .....................................................
Name:
Title:
RFMSI SERIES 2006-S6 TRUST
By: U.S. Bank National Association, not in its individual capacity
but solely as trustee for the benefit of the the RFMSI Series 2006-S6 Trust
By: .....................................................
Name:
Title:
SCHEDULE A
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CALCULATION PERIOD NOTIONAL AMOUNT ($)
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(FROM AND INCLUDING) (TO BUT EXCLUDING)
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--------------------------- --------------------- --------------------------
Effective Date 8/25/2006 50,000,000.00
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--------------------------- --------------------- --------------------------
8/25/2006 9/25/2006 49,999,702.57
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
9/25/2006 10/25/2006 49,999,405.15
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--------------------------- --------------------- --------------------------
10/25/2006 11/25/2006 49,999,107.72
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
11/25/2006 12/25/2006 49,960,852.47
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
12/25/2006 1/25/2007 49,833,275.36
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
1/25/2007 2/25/2007 49,616,931.55
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
2/25/2007 3/25/2007 49,312,514.12
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
3/25/2007 4/25/2007 48,920,853.83
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
4/25/2007 5/25/2007 48,442,918.35
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
5/25/2007 6/25/2007 47,879,811.25
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
6/25/2007 7/25/2007 47,232,770.60
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
7/25/2007 8/25/2007 46,503,167.19
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
8/25/2007 9/25/2007 45,692,502.45
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
9/25/2007 10/25/2007 44,802,405.97
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
10/25/2007 11/25/2007 43,834,632.71
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
11/25/2007 12/25/2007 42,791,059.83
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
12/25/2007 1/25/2008 41,673,683.21
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
1/25/2008 2/25/2008 40,484,613.65
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
2/25/2008 3/25/2008 39,226,072.72
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
3/25/2008 4/25/2008 37,900,388.30
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
4/25/2008 5/25/2008 36,509,989.88
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
5/25/2008 6/25/2008 35,057,403.50
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
6/25/2008 7/25/2008 33,545,246.43
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
7/25/2008 8/25/2008 31,976,221.66
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
8/25/2008 9/25/2008 30,353,112.06
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
9/25/2008 10/25/2008 28,678,774.36
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
10/25/2008 11/25/2008 26,956,132.92
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
11/25/2008 12/25/2008 25,188,173.32
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
12/25/2008 1/25/2009 23,460,042.26
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
1/25/2009 2/25/2009 21,771,076.19
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
2/25/2009 3/25/2009 20,120,622.54
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
3/25/2009 4/25/2009 18,508,039.57
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
4/25/2009 5/25/2009 16,932,696.18
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
5/25/2009 6/25/2009 15,393,971.75
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
6/25/2009 7/25/2009 13,891,255.96
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
7/25/2009 8/25/2009 12,423,948.59
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
8/25/2009 9/25/2009 10,991,459.41
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
9/25/2009 10/25/2009 9,593,207.96
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
10/25/2009 11/25/2009 8,228,623.43
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
11/25/2009 12/25/2009 6,897,144.48
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
12/25/2009 1/25/2010 5,598,219.08
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
1/25/2010 2/25/2010 4,331,304.36
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
2/25/2010 3/25/2010 3,095,866.48
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
3/25/2010 4/25/2010 1,891,380.44
--------------------------- --------------------- --------------------------
--------------------------- --------------------- --------------------------
4/25/2010 Termination Date 717,329.97
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