CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
CREDIT
SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
Depositor,
DLJ
MORTGAGE CAPITAL, INC.,
Seller,
OCWEN
LOAN SERVICING, LLC,
Servicer,
SELECT
PORTFOLIO SERVICING, INC.,
Servicer
and
U.S.
BANK NATIONAL ASSOCIATION,
Trustee
SERIES
SUPPLEMENT
DATED
AS OF AUGUST 1, 2007
TO
STANDARD
TERMS OF POOLING AND SERVICING AGREEMENT
DATED
AS OF AUGUST 1, 2007
relating
to
CSMC
ASSET-BACKED TRUST 0000-XX0 XXX
CSMC
ASSET-BACKED PASS-THROUGH CERTIFICATES,
SERIES
0000-XX0 XXX
TABLE
OF CONTENTS
ARTICLE
I
|
|
SECTION
1.01.
|
Definitions.
|
SECTION
1.02.
|
Allocation
of Certain Interest Shortfalls.
|
ARTICLE
II CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND
WARRANTIES
|
|
SECTION
2.01.
|
Conveyance
of Trust Fund.
|
SECTION
2.02.
|
Acceptance
by the Trustee.
|
SECTION
2.03.
|
Representations
and Warranties of the Seller and Servicer.
|
SECTION
2.04.
|
Representations
and Warranties of the Depositor as to the Mortgage
Loans.
|
SECTION
2.05.
|
Delivery
of Opinion of Counsel in Connection with Substitutions.
|
SECTION
2.06.
|
Issuance
of Certificates.
|
SECTION
2.07.
|
REMIC
Provisions.
|
SECTION
2.08.
|
Covenants
of the Servicer.
|
SECTION
2.09.
|
Conveyance
of REMIC Regular Interests and Acceptance of REMIC I, REMIC II
and REMIC
III by the Trustee; Issuance of Certificates.
|
ARTICLE
III ADMINISTRATION AND SERVICING OF MORTGAGE LOANS
|
|
SECTION
3.01.
|
Servicer
to Service Mortgage Loans.
|
SECTION
3.02.
|
Subservicing;
Enforcement of the Obligations of Sub Servicers.
|
SECTION
3.03.
|
[Reserved].
|
SECTION
3.04.
|
Trustee
to Act as Servicer.
|
SECTION
3.05.
|
Collection
of Mortgage Loans; Collection Accounts; Certificate
Account.
|
SECTION
3.06.
|
Establishment
of and Deposits to Escrow Accounts; Permitted Withdrawals from
Escrow
Accounts; Payments of Taxes, Insurance and Other
Charges.
|
SECTION
3.07.
|
Access
to Certain Documentation and Information Regarding the Mortgage
Loans;
Inspections.
|
SECTION
3.08.
|
Permitted
Withdrawals from the Collection Accounts and Certificate
Account.
|
SECTION
3.09.
|
Maintenance
of Hazard Insurance; Mortgage Impairment Insurance and Mortgage
Guaranty
Insurance Policy; Claims; Restoration of Mortgaged
Property.
|
SECTION
3.10.
|
Enforcement
of Due on Sale Clauses; Assumption Agreements.
|
SECTION
3.11.
|
Realization
Upon Defaulted Mortgage Loans.
|
SECTION
3.12.
|
Trustee
to Cooperate; Release of Mortgage Files.
|
SECTION
3.13.
|
Documents,
Records and Funds in Possession of the Servicer to be Held for
the
Trust.
|
SECTION
3.14.
|
Servicing
Fee.
|
SECTION
3.15.
|
Access
to Certain Documentation.
|
SECTION
3.16.
|
Maintenance
of Fidelity Bond and Errors and Omissions Insurance.
|
SECTION
3.17.
|
Special
Serviced Mortgage Loans; Repurchase of Certain Mortgage
Loans.
|
SECTION
3.18.
|
[Reserved].
|
SECTION
3.19.
|
Notification
of Adjustments.
|
SECTION
3.20.
|
[Reserved].
|
SECTION
3.21.
|
Prepayment
Premiums.
|
SECTION
3.22.
|
Advance
Facility and Pledge of Servicing Rights.
|
ARTICLE
IV PAYMENTS AND STATEMENTS TO CERTIFICATEHOLDERS
|
|
SECTION
4.01.
|
Priorities
of Distribution.
|
SECTION
4.02.
|
Allocation
of Realized Losses.
|
SECTION
4.03.
|
Recoveries.
|
SECTION
4.04.
|
Monthly
Statements to Certificateholders.
|
SECTION
4.05.
|
Servicer
to Cooperate.
|
SECTION
4.06.
|
Basis
Risk Reserve Fund.
|
SECTION
4.07.
|
Distributions
on the REMIC I Regular Interests and REMIC II Regular
Interests.
|
SECTION
4.08.
|
Supplemental
Interest Trust.
|
SECTION
4.09.
|
Rights
of Swap Counterparty.
|
SECTION
4.10.
|
Replacement
Swap Counterparty.
|
ARTICLE
V ADVANCES BY THE SERVICER
|
|
SECTION
5.01.
|
Advances
by the Servicer.
|
ARTICLE
VI THE CERTIFICATES
|
|
SECTION
6.01.
|
The
Certificates.
|
SECTION
6.02.
|
Registration
of Transfer and Exchange of Certificates.
|
SECTION
6.03.
|
Mutilated,
Destroyed, Lost or Stolen Certificates.
|
SECTION
6.04.
|
Persons
Deemed Owners.
|
SECTION
6.05.
|
Access
to List of Certificateholders’ Names and Addresses.
|
SECTION
6.06.
|
Maintenance
of Office or Agency.
|
SECTION
6.07.
|
Book
Entry Certificates.
|
SECTION
6.08.
|
Notices
to Clearing Agency.
|
SECTION
6.09.
|
Definitive
Certificates.
|
ARTICLE
VII THE DEPOSITOR, THE SELLER, THE SERVICER AND THE SPECIAL
SERVICER
|
|
SECTION
7.01.
|
Liabilities
of the Seller, the Depositor, the Servicer and the Special
Servicer.
|
SECTION
7.02.
|
Merger
or Consolidation of the Seller, the Depositor, the Servicer or
the Special
Servicer.
|
SECTION
7.03.
|
Limitation
on Liability of the Seller, the Depositor, the Servicer, the
Special
Servicer and Others.
|
SECTION
7.04.
|
The
Servicer and the Special Servicer Not to Resign; Transfer of
Servicing.
|
SECTION
7.05.
|
The
Seller, the Special Servicer and the Servicer May Own
Certificates.
|
ARTICLE
VIII DEFAULT
|
|
SECTION
8.01.
|
Events
of Default.
|
SECTION
8.02.
|
Trustee
to Act; Appointment of Successor.
|
SECTION
8.03.
|
Notification
to Certificateholders.
|
SECTION
8.04.
|
Waiver
of Events of Default.
|
ARTICLE
IX CONCERNING THE TRUSTEE
|
|
SECTION
9.01.
|
Duties
of Trustee.
|
SECTION
9.02.
|
Certain
Matters Affecting the Trustee.
|
SECTION
9.03.
|
Trustee
Not Liable for Certificates or Mortgage Loans.
|
SECTION
9.04.
|
Trustee
May Own Certificates.
|
SECTION
9.05.
|
Trustee’s
Fees and Expenses.
|
SECTION
9.06.
|
Eligibility
Requirements for Trustee.
|
SECTION
9.07.
|
Resignation
and Removal of Trustee.
|
SECTION
9.08.
|
Successor
Trustee.
|
SECTION
9.09.
|
Merger
or Consolidation of Trustee.
|
SECTION
9.10.
|
Appointment
of Co Trustee or Separate Trustee.
|
SECTION
9.11.
|
Office
of the Trustee.
|
SECTION
9.12.
|
Tax
Return.
|
SECTION
9.13.
|
Determination
of Certificate Index.
|
SECTION
9.14.
|
Tax
Matters.
|
SECTION
9.15.
|
Indemnification
with Respect to Certain Taxes and Loss of REMIC Status.
|
ARTICLE
X
|
|
ARTICLE
XI TERMINATION
|
|
SECTION
11.01.
|
Termination
upon Liquidation or Purchase of all Mortgage Loans.
|
SECTION
11.02.
|
[Reserved].
|
SECTION
11.03.
|
Procedure
Upon Optional Termination.
|
SECTION
11.04.
|
Additional
Termination Requirements.
|
ARTICLE
XII MISCELLANEOUS PROVISIONS
|
|
SECTION
12.01.
|
Amendment.
|
SECTION
12.02.
|
Recordation
of Agreement; Counterparts.
|
SECTION
12.03.
|
Governing
Law.
|
SECTION
12.04.
|
Intention
of Parties.
|
SECTION
12.05.
|
Notices.
|
SECTION
12.06.
|
Severability
of Provisions.
|
SECTION
12.07.
|
Limitation
on Rights of Certificateholders.
|
SECTION
12.08.
|
Certificates
Nonassessable and Fully Paid.
|
SECTION
12.09.
|
Protection
of Assets.
|
SECTION
12.10.
|
Non
Solicitation.
|
|
|
ARTICLE
XIII EXCHANGE ACT REPORTING
|
|
SECTION
13.01.
|
Periodic
Filings.
|
SECTION
13.02.
|
Annual
Statements as to Compliance.
|
SECTION
13.03.
|
Report
on Assessment of Compliance and
Attestation.
|
EXHIBITS
|
|
Exhibit
A:
|
Standard
Terms of Pooling and Servicing Agreement
|
Exhibit
H-1:
|
Form
of Servicer Report
|
Exhibit
H-2:
|
Information
to be Provided by the Servicer Relating to Modified Mortgage
Loans
|
Exhibit
M-1:
|
Form
of Investment Letter
|
Exhibit
M-2:
|
Form
of Rule 144A Letter
|
Exhibit
M-3:
|
Form
of Regulation S Letter
|
Exhibit
H-1:
|
Form
of Servicer Report
|
Exhibit
H-2:
|
Information
to be Provided by the Servicer Relating to Modified Mortgage
Loans
|
Exhibit
R:
|
Relevant
Servicing Criteria
|
Exhibit
AA:
|
Form
10-D, Form 8-K and Form 10-K Reporting Responsibility
|
Exhibit
BB:
|
Form
of Depositor Certification
|
Exhibit
CC:
|
Form
of Trustee Certification for Monthly Statements
|
Exhibit
DD:
|
Form
of Servicer Certification
|
Exhibit
EE:
|
Form
of Assessment of Compliance
|
SCHEDULES
|
|
Schedule
I:
|
Mortgage
Loan Schedule
|
Schedule
IIA:
|
Representations
and Warranties of Seller DLJMC
|
Schedule
IIB:
|
Representations
and Warranties of Servicer - SPS
|
Schedule
IIC:
|
Representations
and Warranties of Servicer - Ocwen
|
Schedule
IID:
|
[Reserved]
|
Schedule
IIE:
|
[Reserved]
|
Schedule
III:
|
Representations
and Warranties of DLJMC - Mortgage Loans
|
APPENDICES
|
|
Appendix
A:
|
[RESERVED]
|
THIS
SERIES SUPPLEMENT dated as of August 1, 2007 (the “Series Supplement”), to
the STANDARD TERMS OF POOLING AND SERVICING AGREEMENT dated as of August 1,
2007 and attached hereto as Exhibit A (the “Standard Terms” and, together
with this Series Supplement, the “Pooling and Servicing Agreement” or
“Agreement”), is hereby executed by and among CREDIT SUISSE FIRST BOSTON
MORTGAGE SECURITIES CORP., as depositor (the “Depositor”), DLJ MORTGAGE CAPITAL,
INC. (“DLJMC”), as seller (in such capacity, the “Seller”), OCWEN LOAN
SERVICING, LLC, as servicer after the Interim Servicing Period (“Ocwen”), SELECT
PORTFOLIO SERVICING, INC., as servicer during the Interim Servicing Period
(“SPS”) and U.S. BANK NATIONAL ASSOCIATION, as trustee (in such capacity, the
“Trustee”). Capitalized terms used in this Agreement and not
otherwise defined will have the meanings assigned to them in Article I below
or,
if not defined therein, in the Standard Terms.
PRELIMINARY
STATEMENT
The
Depositor is the owner of the Trust Fund (other than the Trust’s rights under
the Swap Agreement) that is hereby conveyed to the Trustee in return for the
Certificates. The Trust Fund (exclusive of the Swap Agreement and the
assets held in the Supplemental Interest Account) for federal income tax
purposes shall consist of four REMICs (referred to as “REMIC I,”
“REMIC II” and “REMIC III”).
The
terms
and provisions of the Standard Terms are hereby incorporated by reference herein
as though set forth in full herein, except that: (1) there will be no Master
Servicer and all references to the “Master Servicer” in the Standard Terms shall
be deleted in their entirety, (2) there will be no Trust Administrator and
all
references to the “Trust Administrator” in the Standard Terms shall refer to the
“Trustee” with any duplicative references deleted in their entirety, (3) any
reference to “Servicers” in the Standard Terms shall refer to the “Servicer”,
(4) there will be no Modification Oversight Agent and all references to the
“Modification Oversight Agent” in Standard Terms shall be deleted in their
entirety, (5) all Mortgage Loans will be “Non-Designated Mortgage Loans”,
regardless of their designation in the Standard Terms and (6) all of the
Prepayment Premiums are “Assigned Prepayment Premiums”. If any term
or provision contained herein shall conflict with or be inconsistent with any
provision contained in the Standard Terms, the terms and provisions of this
Series Supplement shall govern. All capitalized terms not otherwise
defined herein shall have the meanings set forth in the Standard
Terms. The Pooling and Servicing Agreement shall be dated as of the
date of this Series Supplement.
REMIC I
As
provided herein, the Trustee will make an election to treat the segregated
pool
of assets consisting of the Group 1 Mortgage Loans, the Group 2
Mortgage Loans and certain other related assets subject to this Agreement as
a
real estate mortgage investment conduit (a “REMIC”) for federal income tax
purposes, and such segregated pool of assets will be designated as
“REMIC I.” Component I of the Class R Certificates
will represent the sole Class of “residual interests” in REMIC I for
purposes of the REMIC Provisions (as defined herein) under federal income tax
law. The following table irrevocably sets forth the designation,
remittance rate (the “Uncertificated REMIC I Pass-Through Rate”) and
initial Uncertificated Principal Balance for each of the “regular interests” in
REMIC I (the “REMIC I Regular Interests”) and the Class Principal
Balance of Component I of the Class R Certificates. The
“latest possible maturity date” (determined solely for purposes of satisfying
Treasury regulation Section 1.860G-1(a)(4)(iii)) for each REMIC I
Regular Interest shall be the Maturity Date. None of the REMIC I
Regular Interests will be certificated.
Designation
|
Uncertificated
REMIC II
Pass-Through
Rate
|
Initial
Uncertificated
REMIC I
Principal
Balance
($)
|
||
I
|
Variable(1)
|
$ 51,066,641.80
|
||
I-1-A
|
Variable(1)
|
$ 3,856,152.55
|
||
I-1-B
|
Variable(1)
|
$ 3,856,152.55
|
||
I-2-A
|
Variable(1)
|
$ 4,120,790.47
|
||
I-2-B
|
Variable(1)
|
$ 4,120,790.47
|
||
I-3-A
|
Variable(1)
|
$ 4,347,622.97
|
||
I-3-B
|
Variable(1)
|
$ 4,347,622.97
|
||
I-4-A
|
Variable(1)
|
$ 4,423,233.80
|
||
I-4-B
|
Variable(1)
|
$ 4,423,233.80
|
||
I-5-A
|
Variable(1)
|
$ 4,801,287.97
|
||
I-5-B
|
Variable(1)
|
$ 4,801,287.97
|
||
I-6-A
|
Variable(1)
|
$ 5,028,120.48
|
||
I-6-B
|
Variable(1)
|
$ 5,028,120.48
|
||
I-7-A
|
Variable(1)
|
$ 5,179,342.15
|
||
I-7-B
|
Variable(1)
|
$ 5,179,342.15
|
||
I-8-A
|
Variable(1)
|
$ 5,292,758.40
|
||
I-8-B
|
Variable(1)
|
$ 5,292,758.40
|
||
I-9-A
|
Variable(1)
|
$ 5,406,174.65
|
||
I-9-B
|
Variable(1)
|
$ 5,406,174.65
|
||
I-10-A
|
Variable(1)
|
$ 5,179,342.15
|
||
I-10-B
|
Variable(1)
|
$ 5,179,342.15
|
||
I-11-A
|
Variable(1)
|
$ 5,254,952.98
|
||
I-11-B
|
Variable(1)
|
$ 5,254,952.98
|
||
I-12-A
|
Variable(1)
|
$ 5,406,174.65
|
||
I-12-B
|
Variable(1)
|
$ 5,406,174.65
|
||
I-13-A
|
Variable(1)
|
$ 5,406,174.65
|
||
I-13-B
|
Variable(1)
|
$ 5,406,174.65
|
||
I-14-A
|
Variable(1)
|
$ 5,254,952.98
|
||
I-14-B
|
Variable(1)
|
$ 5,254,952.98
|
||
I-15-A
|
Variable(1)
|
$ 5,746,423.40
|
||
I-15-B
|
Variable(1)
|
$ 5,746,423.40
|
||
I-16-A
|
Variable(1)
|
$ 5,822,034.24
|
||
I-16-B
|
Variable(1)
|
$ 5,822,034.24
|
||
I-17-A
|
Variable(1)
|
$ 5,557,396.32
|
||
I-17-B
|
Variable(1)
|
$ 5,557,396.32
|
||
I-18-A
|
Variable(1)
|
$ 6,578,142.58
|
||
I-18-B
|
Variable(1)
|
$ 6,578,142.58
|
||
I-19-A
|
Variable(1)
|
$ 6,086,672.16
|
||
I-19-B
|
Variable(1)
|
$ 6,086,672.16
|
||
I-20-A
|
Variable(1)
|
$ 5,784,228.82
|
||
I-20-B
|
Variable(1)
|
$ 5,784,228.82
|
||
I-21-A
|
Variable(1)
|
$ 5,028,120.48
|
||
I-21-B
|
Variable(1)
|
$ 5,028,120.48
|
||
I-22-A
|
Variable(1)
|
$ 4,461,039.22
|
||
I-22-B
|
Variable(1)
|
$ 4,461,039.22
|
||
I-23-A
|
Variable(1)
|
$ 6,502,531.74
|
||
I-23-B
|
Variable(1)
|
$ 6,502,531.74
|
||
I-24-A
|
Variable(1)
|
$ 6,124,477.57
|
||
I-24-B
|
Variable(1)
|
$ 6,124,477.57
|
||
I-25-A
|
Variable(1)
|
$ 3,364,682.12
|
||
I-25-B
|
Variable(1)
|
$ 3,364,682.12
|
||
I-26-A
|
Variable(1)
|
$ 13,723,366.42
|
||
I-26-B
|
Variable(1)
|
$ 13,723,366.42
|
||
I-27-A
|
Variable(1)
|
$ 3,402,487.54
|
||
I-27-B
|
Variable(1)
|
$ 3,402,487.54
|
||
I-28-A
|
Variable(1)
|
$ 2,457,352.11
|
||
I-28-B
|
Variable(1)
|
$ 2,457,352.11
|
||
I-29-A
|
Variable(1)
|
$ 25,896,710.73
|
||
I-29-B
|
Variable(1)
|
$ 25,896,710.73
|
||
I-30-A
|
Variable(1)
|
$ 1,625,632.94
|
||
I-30-B
|
Variable(1)
|
$ 1,625,632.94
|
||
I-31-A
|
Variable(1)
|
$ 1,474,411.27
|
||
I-31-B
|
Variable(1)
|
$ 1,474,411.27
|
||
I-32-A
|
Variable(1)
|
$ 1,398,800.43
|
||
I-32-B
|
Variable(1)
|
$ 1,398,800.43
|
||
I-33-A
|
Variable(1)
|
$ 1,323,189.60
|
||
I-33-B
|
Variable(1)
|
$ 1,323,189.60
|
||
I-34-A
|
Variable(1)
|
$ 1,550,022.10
|
||
I-34-B
|
Variable(1)
|
$ 1,550,022.10
|
||
I-35-A
|
Variable(1)
|
$ 1,739,049.19
|
||
I-35-B
|
Variable(1)
|
$ 1,739,049.19
|
||
I-36-A
|
Variable(1)
|
$ 567,081.26
|
||
I-36-B
|
Variable(1)
|
$ 567,081.26
|
||
I-37-A
|
Variable(1)
|
$ 567,081.26
|
||
I-37-B
|
Variable(1)
|
$ 567,081.26
|
||
I-38-A
|
Variable(1)
|
$ 1,474,411.27
|
||
I-38-B
|
Variable(1)
|
$ 1,474,411.27
|
||
I-39-A
|
Variable(1)
|
$ 604,886.67
|
||
I-39-B
|
Variable(1)
|
$ 604,886.67
|
||
I-40-A
|
Variable(1)
|
$ 340,248.75
|
||
I-40-B
|
Variable(1)
|
$ 340,248.75
|
||
I-41-A
|
Variable(1)
|
$ 3,024,433.37
|
||
I-41-B
|
Variable(1)
|
$ 3,024,433.37
|
||
I-42-A
|
Variable(1)
|
$ 189,027.09
|
||
I-42-B
|
Variable(1)
|
$ 189,027.09
|
||
I-43-A
|
Variable(1)
|
$ 151,221.67
|
||
I-43-B
|
Variable(1)
|
$ 151,221.67
|
||
I-44-A
|
Variable(1)
|
$ 151,221.67
|
||
I-44-B
|
Variable(1)
|
$ 151,221.67
|
||
I-45-A
|
Variable(1)
|
$ 151,221.67
|
||
I-45-B
|
Variable(1)
|
$ 151,221.67
|
||
I-46-A
|
Variable(1)
|
$ 226,832.50
|
||
I-46-B
|
Variable(1)
|
$ 226,832.50
|
||
I-47-A
|
Variable(1)
|
$ 302,443.34
|
||
I-47-B
|
Variable(1)
|
$ 302,443.34
|
||
I-48-A
|
Variable(1)
|
$ 226,832.50
|
||
I-48-B
|
Variable(1)
|
$ 226,832.50
|
||
I-49-A
|
Variable(1)
|
$ 189,027.09
|
||
I-49-B
|
Variable(1)
|
$ 189,027.09
|
||
I-50-A
|
Variable(1)
|
$ 415,859.59
|
||
I-50-B
|
Variable(1)
|
$ 415,859.59
|
||
I-51-A
|
Variable(1)
|
$ 113,416.25
|
||
I-51-B
|
Variable(1)
|
$ 113,416.25
|
||
I-52-A
|
Variable(1)
|
$ 113,416.25
|
||
I-52-B
|
Variable(1)
|
$ 113,416.25
|
||
I-53-A
|
Variable(1)
|
$ 3,704,930.88
|
||
I-53-B
|
Variable(1)
|
$ 3,704,930.88
|
||
I-54-A
|
Variable(1)
|
$ 11,757,484.72
|
||
I-54-B
|
Variable(1)
|
$ 11,757,484.72
|
||
II
|
Variable(1)
|
$ 16,472,047.20
|
||
II-1-A
|
Variable(1)
|
$ 1,243,847.45
|
||
II-1-B
|
Variable(1)
|
$ 1,243,847.45
|
||
II-2-A
|
Variable(1)
|
$ 1,329,209.53
|
||
II-2-B
|
Variable(1)
|
$ 1,329,209.53
|
||
II-3-A
|
Variable(1)
|
$ 1,402,377.03
|
||
II-3-B
|
Variable(1)
|
$ 1,402,377.03
|
||
II-4-A
|
Variable(1)
|
$ 1,426,766.20
|
||
II-4-B
|
Variable(1)
|
$ 1,426,766.20
|
||
II-5-A
|
Variable(1)
|
$ 1,548,712.03
|
||
II-5-B
|
Variable(1)
|
$ 1,548,712.03
|
||
II-6-A
|
Variable(1)
|
$ 1,621,879.52
|
||
II-6-B
|
Variable(1)
|
$ 1,621,879.52
|
||
II-7-A
|
Variable(1)
|
$ 1,670,657.85
|
||
II-7-B
|
Variable(1)
|
$ 1,670,657.85
|
||
II-8-A
|
Variable(1)
|
$ 1,707,241.60
|
||
II-8-B
|
Variable(1)
|
$ 1,707,241.60
|
||
II-9-A
|
Variable(1)
|
$ 1,743,825.35
|
||
II-9-B
|
Variable(1)
|
$ 1,743,825.35
|
||
II-10-A
|
Variable(1)
|
$ 1,670,657.85
|
||
II-10-B
|
Variable(1)
|
$ 1,670,657.85
|
||
II-11-A
|
Variable(1)
|
$ 1,695,047.02
|
||
II-11-B
|
Variable(1)
|
$ 1,695,047.02
|
||
II-12-A
|
Variable(1)
|
$ 1,743,825.35
|
||
II-12-B
|
Variable(1)
|
$ 1,743,825.35
|
||
II-13-A
|
Variable(1)
|
$ 1,743,825.35
|
||
II-13-B
|
Variable(1)
|
$ 1,743,825.35
|
||
II-14-A
|
Variable(1)
|
$ 1,695,047.02
|
||
II-14-B
|
Variable(1)
|
$ 1,695,047.02
|
||
II-15-A
|
Variable(1)
|
$ 1,853,576.60
|
||
II-15-B
|
Variable(1)
|
$ 1,853,576.60
|
||
II-16-A
|
Variable(1)
|
$ 1,877,965.76
|
||
II-16-B
|
Variable(1)
|
$ 1,877,965.76
|
||
II-17-A
|
Variable(1)
|
$ 1,792,603.68
|
||
II-17-B
|
Variable(1)
|
$ 1,792,603.68
|
||
II-18-A
|
Variable(1)
|
$ 2,121,857.42
|
||
II-18-B
|
Variable(1)
|
$ 2,121,857.42
|
||
II-19-A
|
Variable(1)
|
$ 1,963,327.84
|
||
II-19-B
|
Variable(1)
|
$ 1,963,327.84
|
||
II-20-A
|
Variable(1)
|
$ 1,865,771.18
|
||
II-20-B
|
Variable(1)
|
$ 1,865,771.18
|
||
II-21-A
|
Variable(1)
|
$ 1,621,879.52
|
||
II-21-B
|
Variable(1)
|
$ 1,621,879.52
|
||
II-22-A
|
Variable(1)
|
$ 1,438,960.78
|
||
II-22-B
|
Variable(1)
|
$ 1,438,960.78
|
||
II-23-A
|
Variable(1)
|
$ 2,097,468.26
|
||
II-23-B
|
Variable(1)
|
$ 2,097,468.26
|
||
II-24-A
|
Variable(1)
|
$ 1,975,522.43
|
||
II-24-B
|
Variable(1)
|
$ 1,975,522.43
|
||
II-25-A
|
Variable(1)
|
$ 1,085,317.88
|
||
II-25-B
|
Variable(1)
|
$ 1,085,317.88
|
||
II-26-A
|
Variable(1)
|
$ 4,426,633.58
|
||
II-26-B
|
Variable(1)
|
$ 4,426,633.58
|
||
II-27-A
|
Variable(1)
|
$ 1,097,512.46
|
||
II-27-B
|
Variable(1)
|
$ 1,097,512.46
|
||
II-28-A
|
Variable(1)
|
$ 792,647.89
|
||
II-28-B
|
Variable(1)
|
$ 792,647.89
|
||
II-29-A
|
Variable(1)
|
$ 8,353,289.27
|
||
II-29-B
|
Variable(1)
|
$ 8,353,289.27
|
||
II-30-A
|
Variable(1)
|
$ 524,367.06
|
||
II-30-B
|
Variable(1)
|
$ 524,367.06
|
||
II-31-A
|
Variable(1)
|
$ 475,588.73
|
||
II-31-B
|
Variable(1)
|
$ 475,588.73
|
||
II-32-A
|
Variable(1)
|
$ 451,199.57
|
||
II-32-B
|
Variable(1)
|
$ 451,199.57
|
||
II-33-A
|
Variable(1)
|
$ 426,810.40
|
||
II-33-B
|
Variable(1)
|
$ 426,810.40
|
||
II-34-A
|
Variable(1)
|
$ 499,977.90
|
||
II-34-B
|
Variable(1)
|
$ 499,977.90
|
||
II-35-A
|
Variable(1)
|
$ 560,950.81
|
||
II-35-B
|
Variable(1)
|
$ 560,950.81
|
||
II-36-A
|
Variable(1)
|
$ 182,918.74
|
||
II-36-B
|
Variable(1)
|
$ 182,918.74
|
||
II-37-A
|
Variable(1)
|
$ 182,918.74
|
||
II-37-B
|
Variable(1)
|
$ 182,918.74
|
||
II-38-A
|
Variable(1)
|
$ 475,588.73
|
||
II-38-B
|
Variable(1)
|
$ 475,588.73
|
||
II-39-A
|
Variable(1)
|
$ 195,113.33
|
||
II-39-B
|
Variable(1)
|
$ 195,113.33
|
||
II-40-A
|
Variable(1)
|
$ 109,751.25
|
||
II-40-B
|
Variable(1)
|
$ 109,751.25
|
||
II-41-A
|
Variable(1)
|
$ 975,566.63
|
||
II-41-B
|
Variable(1)
|
$ 975,566.63
|
||
II-42-A
|
Variable(1)
|
$ 60,972.91
|
||
II-42-B
|
Variable(1)
|
$ 60,972.91
|
||
II-43-A
|
Variable(1)
|
$ 48,778.33
|
||
II-43-B
|
Variable(1)
|
$ 48,778.33
|
||
II-44-A
|
Variable(1)
|
$ 48,778.33
|
||
II-44-B
|
Variable(1)
|
$ 48,778.33
|
||
II-45-A
|
Variable(1)
|
$ 48,778.33
|
||
II-45-B
|
Variable(1)
|
$ 48,778.33
|
||
II-46-A
|
Variable(1)
|
$ 73,167.50
|
||
II-46-B
|
Variable(1)
|
$ 73,167.50
|
||
II-47-A
|
Variable(1)
|
$ 97,556.66
|
||
II-47-B
|
Variable(1)
|
$ 97,556.66
|
||
II-48-A
|
Variable(1)
|
$ 73,167.50
|
||
II-48-B
|
Variable(1)
|
$ 73,167.50
|
||
II-49-A
|
Variable(1)
|
$ 60,972.91
|
||
II-49-B
|
Variable(1)
|
$ 60,972.91
|
||
II-50-A
|
Variable(1)
|
$ 134,140.41
|
||
II-50-B
|
Variable(1)
|
$ 134,140.41
|
||
II-51-A
|
Variable(1)
|
$ 36,583.75
|
||
II-51-B
|
Variable(1)
|
$ 36,583.75
|
||
II-52-A
|
Variable(1)
|
$ 36,583.75
|
||
II-52-B
|
Variable(1)
|
$ 36,583.75
|
||
II-53-A
|
Variable(1)
|
$ 1,195,069.12
|
||
II-53-B
|
Variable(1)
|
$ 1,195,069.12
|
||
II-54-A
|
Variable(1)
|
$ 3,792,515.28
|
||
II-54-B
|
Variable(1)
|
$ 3,792,515.28
|
||
P
|
Variable(1)
|
$ 50.00
|
||
R
|
Variable(1)
|
$ 50.00
|
_______________
(1)
|
Calculated
as provided in the
definition of Uncertificated REMIC I Pass-Through
Rate.
|
REMIC II
As
provided herein, the Trustee will elect to treat the segregated pool of assets
consisting of the REMIC I Regular Interests as a REMIC for federal income
tax purposes, and such segregated pool of assets will be designated as
“REMIC II.” Component II of the Class R Certificates
will represent the sole Class of “residual interests” in REMIC III for
purposes of the REMIC Provisions (as defined herein) under federal income tax
law. The following table irrevocably sets forth the designation,
remittance rate (the “Uncertificated REMIC II Pass-Through Rate”) and
initial Uncertificated Principal Balance for each of the “regular interests” in
REMIC II (the “REMIC II Regular Interests”). The “latest
possible maturity date” (determined solely for purposes of satisfying Treasury
regulation Section 1.860G-1(a)(4)(iii)) for each REMIC II Regular Interest
shall be the Maturity Date. None of the REMIC II Regular Interests
will be certificated.
Class Designation
for each REMIC II Regular Interest and Component II of the
Class R Certificates
|
Type
of Interest
|
Uncertificated
REMIC II
Pass-Through
Rate
|
Initial
Uncertificated
Principal
Balance or
Class Principal
Balance
|
Final
Maturity Date*
|
||||
LT-AA
|
Regular
|
Variable(1)
|
$ 303,818,957.61
|
September
2037
|
||||
LT-1A
|
Regular
|
Variable(1)
|
$ 1,749,850.00
|
September
2037
|
||||
LT-2A1
|
Regular
|
Variable(1)
|
$ 419,100.00
|
September
2037
|
||||
LT-2A2
|
Regular
|
Variable(1)
|
$ 145,350.00
|
September
2037
|
||||
LT-M-1
|
Regular
|
Variable(1)
|
$ 82,150.00
|
September
2037
|
||||
LT-M-2
|
Regular
|
Variable(1)
|
$ 74,400.00
|
September
2037
|
||||
LT-M-3
|
Regular
|
Variable(1)
|
$ 116,250.00
|
September
2037
|
||||
LT-M-4
|
Regular
|
Variable(1)
|
$ 46,500.00
|
September
2037
|
||||
LT-M-5
|
Regular
|
Variable(1)
|
$ 44,950.00
|
September
2037
|
||||
LT-M-6
|
Regular
|
Variable(1)
|
$ 37,200.00
|
September
2037
|
||||
LT-M-7
|
Regular
|
Variable(1)
|
$ 31,000.00
|
September
2037
|
||||
LT-M-8
|
Regular
|
Variable(1)
|
$ 24,800.00
|
September
2037
|
||||
LT-M-9
|
Regular
|
Variable(1)
|
$ 55,850.00
|
September
2037
|
||||
LT-ZZ
|
Regular
|
Variable(1)
|
$ 3,372,986.89
|
September
2037
|
||||
LT-1SUB
|
Regular
|
Variable(1)
|
$ 11,884.64
|
September
2037
|
||||
LT-1GRP
|
Regular
|
Variable(1)
|
$ 46,881.65
|
September
2037
|
||||
LT-2SUB
|
Regular
|
Variable(1)
|
$ 3,833.23
|
September
2037
|
||||
LT-2GRP
|
Regular
|
Variable(1)
|
$ 15,122.23
|
September
2037
|
||||
LT-XX
|
Regular
|
Variable(1)
|
$ 309,941,622.75
|
September
0000
|
||||
XX-X
|
Regular
|
Variable(1)
|
$
50.00
|
September
2037
|
||||
LT-R
|
Residual
|
Variable(1)
|
$ 50.00
|
September
2037
|
||||
LT-IO
|
Regular
|
Variable(1)
|
(2)
|
___________________
* The
Distribution Date in the specified month, which is the month following
the
month the latest maturing Mortgage Loan in the related Loan Group
matures.
For federal income tax purposes, for each Class of REMIC II Regular
and Residual Interests, the “latest possible maturity date” shall be the
Final Maturity Date.
|
(1)
Calculated as provided
in
the definition of Uncertificated REMIC II Pass-Through Rate
herein.
|
(2)
REMIC II Regular Interest LT-IO will not have an Uncertificated
Principal Balance but will accrue interest on its uncertificated
notional
amount calculated in accordance with the definition of “Uncertificated
Notional Amount” herein.
|
REMIC III
As
provided herein, the Trustee will elect to treat the segregated pool of assets
consisting of the REMIC II Regular Interests as a REMIC for federal income
tax purposes, and such segregated pool of assets will be designated as
“REMIC III.” The Class R Certificates will represent the
sole Class of “residual interests” in REMIC III for purposes of the REMIC
Provisions under federal income tax law. The following table and the
footnotes that follow irrevocably sets forth the designation, Pass-Through
Rate,
aggregate Initial Class Principal Balance, and certain other features for each
Class of Certificates comprising the interests representing “regular interests”
in REMIC III and the Class R Certificates. The “latest
possible maturity date” (determined solely for purposes of satisfying Treasury
Regulation Section 1.860G-1(a)(4)(iii)) for each Class of REMIC III
Regular Certificates shall be the Maturity Date. The REMIC III
Regular Interest IO will not be certificated.
Class
|
Class
Principal
Balance
|
Pass-Through
Rate
(per annum)
|
Minimum
Denomination
|
Integral
Multiples
in
Excess
of
Minimum
|
||||
Class 1-A
|
$ 349,970,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class 2-A-1
|
$ 83,820,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class 2-A-2
|
$ 29,070,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-1
|
$ 16,430,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-2
|
$ 14,880,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-3
|
$ 23,250,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-4
|
$ 9,300,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-5
|
$ 8,990,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-6
|
$ 7,440,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-7
|
$ 6,200,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-8
|
$ 4,960,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class M-9
|
$ 11,170,000.00
|
Variable(1)
|
$25,000
|
$1
|
||||
Class X
|
$ 54,558,689.00
|
Variable(2)
|
10%
|
N/A
|
||||
Class P
|
$ 50.00
|
(3)
|
20%
|
N/A
|
||||
Class R
(4)
|
$ 50.00
|
N/A
|
20%
|
N/A
|
||||
Class
IO Interest
|
(5)
|
(6)
|
N/A
|
N/A
|
_______________
(1)
|
Calculated
in accordance with the definition of “Pass-Through Rate”
herein.
|
(2)
|
For
purposes of the REMIC Provisions, the Class X Certificate shall represent
ownership of a regular interest in the Master REMIC (the “Class X
Interest”). The Class X Interest shall have an initial
principal balance of $54,558,689.00, and the
right to receive distributions of such amount represents a regular
interest in the Master REMIC. The Class X Interest shall also
comprise two notional components, each of which represents a regular
interest in the Master REMIC. The first such component has a
notional balance that will at all times equal the aggregate of the
class
principal amounts of the Lower Tier Interests in the Subsidiary REMIC
(other than the Class LT-P, Class LT-R and Class LT-IO Interest),
and, for
each Distribution Date (and the related Accrual Period) this notional
component shall bear interest at a per annum rate equal to the excess,
if
any, of (i) the weighted average of the interest rates on the Lower
Tier
Interests in the Subsidiary REMIC (other than the Class LT-P, Class
LT-R
and Class LT-IO Interest) over (ii) the Adjusted Subsidiary REMIC
WAC. The second notional component represents the right to
receive all distributions in respect of the Class LT-IO Interest
in the
Subsidiary REMIC. In addition, for purposes of the REMIC
Provisions, the Class X Certificate shall represent beneficial ownership
of (i) the Basis Risk Reserve Fund; (ii) the Supplemental Interest
Trust,
including the Swap Agreement and (iii) an interest in the notional
principal contracts described in Section
8.11.
|
(3)
|
The
Class P Certificates are entitled to Prepayment Premiums only and
will not
accrue interest.
|
(4)
|
The
Class R Certificate represents ownership of the residual interest
in each
REMIC.
|
(5)
|
The
Class IO Interest will be held as an asset of the Reserve Account
established by the Trustee. The Class IO Interest will not have
a Class Principal Balance, but will be entitled to 100% of the amounts
distributed on REMIC II Regular Interest
LT-IO.
|
(6)
|
The
Class IO Interest will not have a Pass-Through Rate, but will be
entitled
to 100% of the amounts distributed on REMIC II Regular Interest
LT-IO.
|
For
the
avoidance of doubt, the Trustee shall account for any interest amount due to
a
Certificateholder in excess of the interest rate on the REMIC Regular Interest
issued by REMIC III corresponding to such Certificate as part of the
payment made to the Class X Certificates, to the extent it is entitled to
funds from the REMIC, and then paid outside of the REMIC pursuant to a separate
contractual right to such Certificateholder.
The
foregoing REMIC structure is intended to cause all of the cash from the Mortgage
Loans to flow through to REMIC III as cash flow on a REMIC Regular
Interest, without creating any shortfall—actual or potential (other than for
credit losses) to any REMIC Regular Interest. To the extent that the
structure is believed to diverge from such intention the Trustee shall resolve
ambiguities to accomplish such result and shall to the extent necessary rectify
any drafting errors or seek clarification to the structure without
Certificateholder approval (but with guidance of counsel) to accomplish such
intention.
Set
forth
below are designations of Classes of Certificates and Loan Groups to the
categories used herein:
Book-Entry
Certificates
|
All
Classes of Certificates other than the Physical
Certificates.
|
Class A
Certificates
|
The
Class 1-A, Class 2-A-1 and Class 2-A-2
Certificates.
|
Class M
Certificates
|
The
Class M-1, Class M-2, Class M-3, Class M-4,
Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9
Certificates.
|
Class
P
Certificates
|
The
Class P Certificates.
|
Class
X
Certificates
|
The
Class X Certificates.
|
Economic
Residual
Floater
Certificates
|
The
Class X Certificates.
|
ERISA-Restricted
Certificates
|
Residual
Certificates and Private Certificates; and any Certificates that
do not
satisfy the applicable ratings requirement under the Underwriter’s
Exemption.
|
Group 1
Certificates
|
The
Class 1-A Certificates.
|
Group 2
Certificates
|
The
Class 2-A-1, Class 2-A-2 and Class R Certificates.
|
Subordinate
Certificates
|
The
Class M Certificates and Class X
Certificates.
|
LIBOR
Certificates
|
The
Class 1-A, Class 2-A-1, Class 2-A-2, Class M-1, Class M-2, Class
M 3,
Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9
and Class
R Certificates.
|
Notional
Amount Certificates
|
The
Class X Certificates.
|
Offered
Certificates
|
All
Classes of Certificates other than the Private
Certificates.
|
Private
Certificates
|
The
Class X Certificates and Class P
Certificates.
|
Physical
Certificates
|
The
Residual Certificates and the Private Certificates.
|
Rating
Agencies
|
Fitch
and S&P.
|
Regular
Certificates
|
All
Classes of Certificates other than the Residual
Certificates.
|
Residual
Certificates
|
The
Class R Certificates.
|
Senior
Certificates
|
The
Class A, Class P and Class R Certificates.
|
Subordinate
Certificates
|
The
Class M Certificates and the Class X Certificates.
|
All
covenants and agreements made by the Depositor herein are for the benefit and
security of the Certificateholders. The Depositor is entering into
this Agreement, and the Trustee is accepting the trusts created hereby and
thereby, for good and valuable consideration, the receipt and sufficiency of
which are hereby acknowledged.
The
parties hereto intend to effect an absolute sale and assignment of the Mortgage
Loans to the Trustee for the benefit of Certificateholders under this
Agreement. However, the Depositor and the Seller will hereunder
absolutely assign and, as a precautionary matter grant a security interest,
in
and to its rights, if any, in the Mortgage Loans to the Trustee on behalf of
Certificateholders to ensure that the interest of the Certificateholders
hereunder in the Mortgage Loans is fully protected.
W
I T N E S S E T H T H A T:
In
consideration of the mutual agreements herein contained, the Depositor, the
Seller, SPS, Ocwen and the Trustee agree as follows:
ARTICLE
I
SECTION
1.01. Definitions.
Whenever
used in this Agreement, the following words and phrases, unless the context
otherwise requires, shall have the following meanings:
Accrual
Period: For any class of LIBOR Certificates and any Distribution
Date, the period commencing on the immediately preceding Distribution Date
(or,
in the case of the first Accrual Period, the Closing Date) and ending on
the day
immediately preceding the related Distribution Date.
Additional
Servicer: Each affiliate of the Depositor that Services any of
the Mortgage Loans and each Person who is not an affiliate of the Depositor,
who
Services 10% or more of the Mortgage Loans (measured by aggregate Stated
Principal Balance of the Mortgage Loans, annually at the commencement of
the
calendar year prior to the year in which an Item 1123 Certificate is required
to
the delivered). For clarification purposes, the Master Servicer is an Additional
Servicer.
Advance: With
respect to any Distribution Date, any payment required to be made by the
Servicer with respect to such Distribution Date pursuant to Section
5.01.
Adverse
REMIC Event: As defined in Section 2.07(f).
Aggregate
Loan Balance: As of any date of determination, will be equal to
the aggregate of the Stated Principal Balances of the Mortgage Loans, except
as
otherwise provided herein, as of the last day of the related Collection
Period.
Aggregate
Loan Group Balance: As to any Loan Group and as of any date of
determination, will be equal to the aggregate of the Stated Principal Balances
of the Mortgage Loans in that Loan Group, except as otherwise provided, as
of
the last day of the related Collection Period.
Agreement: Collectively,
this Series Supplement and the Standard Terms, and all amendments or supplements
hereto.
Ancillary
Income: All income derived from the Mortgage Loans, other than Servicing
Fees and Trustee Fees, including but not limited to, late charges, fees received
with respect to checks or bank drafts returned by the related bank for non
sufficient funds, assumption fees, optional insurance administrative fees
and
all other incidental fees and charges.
Applied
Loss Amount: As to any Distribution Date, an amount equal to the
excess, if any of (i) the aggregate Class Principal Balance of the Certificates,
after giving effect to all Realized Losses incurred with respect to Mortgage
Loans during the Collection Period for such Distribution Date, payments of
principal on such Distribution Date and any additions to the Class Principal
Balance of the Certificates on such Distribution Date pursuant to Section
4.03(b) over (ii) the Aggregate Loan Balance for such Distribution
Date.
Basis
Risk Reserve Fund: The separate Eligible Account created and
initially maintained by the Trustee pursuant to Section 4.06 in the name
of the
Trustee for the benefit of the Certificateholders and designated “U.S. Bank
National Association in trust for registered holders of Credit Suisse First
Boston Mortgage Securities Corp., CSMC Asset-Backed Trust 2007-NC1 OSI, CSMC
Asset-Backed Pass Through Certificates, Series 2007-NC1 OSI.” The
Basis Risk Reserve Fund shall not be part of any REMIC. Funds in the
Basis Risk Reserve Fund shall be held in trust for the Certificateholders
for
the uses and purposes set forth in this Agreement.
Basis
Risk Shortfall: For any Class of LIBOR Certificates and any
Distribution Date, the sum of (i) the excess, if any, of the related Current
Interest calculated on the basis of the lesser of (x) the Certificate Index
plus
the applicable Certificate Margin and (y) the Maximum Interest Rate over
the
related Current Interest for the applicable Distribution Date; (ii) any Basis
Risk Shortfall remaining unpaid from prior Distribution Dates; and (iii)
interest accrued during the related Accrual Period on the amount in clause
(ii)
calculated at a per annum rate equal to the lesser of (x) the Certificate
Index
plus the applicable Certificate Margin and (y) the Maximum Interest
Rate.
Capitalization
Reimbursement Amount: For any Distribution Date and each Loan
Group, the aggregate of the amounts added to the Stated Principal Balances
of
the Mortgage Loans in such Loan Group during the preceding calendar month
representing reimbursements to the Servicer on or prior to such Distribution
Date in connection with the modification of such Mortgage Loan pursuant to
Section 3.06.
Capitalized
Interest Account: Not Applicable.
Capitalized
Interest Deposit: Not Applicable.
Capitalized
Interest Distribution: Not Applicable.
Capitalized
Interest Release Amount: Not Applicable.
Capitalized
Interest Requirement: Not Applicable.
Capitalized
Interest Requirement Rate: Not Applicable.
Carryforward
Interest: For any Class of LIBOR Certificates and any
Distribution Date, the sum of (1) the amount, if any, by which (x) the sum
of (A) Current Interest for such Class for the immediately preceding
Distribution Date and (B) any unpaid Carryforward Interest for such
Class from previous Distribution Dates exceeds (y) the amount paid in
respect of interest on such Class on such immediately preceding Distribution
Date, and (2) interest on such amount for the related Accrual Period at the
applicable Pass-Through Rate.
Cash
Remittance Date: With respect to any Distribution Date, by 12:00
noon (New York City time) on the the 23rd calendar day of the month in which
such Distribution Date occurs, or if such 23rd calendar day is not a Business
Day, the Business Day immediately preceding such 23rd calendar day.
Certificate
Balance: With respect to any Certificate at any date, the maximum dollar
amount of principal to which the Holder thereof is then entitled hereunder,
such
amount being equal to the Denomination thereof minus the sum of (i) all
distributions of principal previously made with respect thereto (including
principal payments under the Policy) and (ii) all Realized Losses allocated
thereto and, in the case of any Subordinate Certificates, all other reductions
in Class Principal Balance previously allocated thereto pursuant to Section
4.01.
Certificate
Margin: As to each Class of LIBOR Certificates, the applicable
amount set forth below:
Class
of LIBOR Certificates
|
Certificate
Margin
(%)
|
||
(1)
|
(2)
|
||
1-A
|
0.750%
|
1.250%
|
|
2-A-1
|
0.600%
|
1.100%
|
|
2-A-2
|
0.900%
|
1.400%
|
|
M-1
|
1.500%
|
2.000%
|
|
M-2
|
1.750%
|
2.250%
|
|
M-3
|
2.000%
|
2.500%
|
|
M-4
|
2.500%
|
3.000%
|
|
M-5
|
2.500%
|
3.000%
|
|
M-6
|
2.500%
|
3.000%
|
|
M-7
|
2.500%
|
3.000%
|
|
M-8
|
2.500%
|
3.000%
|
|
M-9
|
2.500%
|
3.000%
|
|
R
|
0.750%
|
(3)
|
_____________________
(1)
|
Prior
to and on the first Optional Termination
Date.
|
(2)
|
After
the first Optional Termination
Date.
|
(3)
|
It
is expected that the Class Principal Balance of the Class R Certificates
will be reduced to zero prior to the Optional Termination
Date.
|
Class: All
Certificates bearing the same class designation as set forth in the Preliminary
Statement.
Class
1-A Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Group 1 Senior Net Funds
Cap.
Class
2-A-1 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Group 2 Senior Net Funds
Cap.
Class
2-A-2 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Group 2 Senior Net Funds
Cap.
Class M
Certificates: The Class M-1, Class M-2, Class M-3,
Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and
Class M-9 Certificates.
Class
M-1 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-2 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-3 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-4 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-5 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-6 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-7 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-8 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
M-9 Pass-Through Rate: With respect to any Interest Accrual Period
thereafter, will be a per annum rate equal to the lesser of (i) the sum of
LIBOR
plus the related Certificate Margin and (ii) the Subordinate Net Funds
Cap.
Class
Notional Amount: The Class X Notional Amount.
Class
R-I Interest: The sole class of residual interests in REMIC
I.
Class
R-II Interest: The sole class of residual interests in REMIC
II.
Class
R-III Interest: The sole class of residual interests in REMIC
III.
Class X
Distributable Amount: With respect to any Distribution Date and
the Class X Certificates, to the extent of any Monthly Excess Cashflow
remaining on such Distribution Date after the distribution of amounts pursuant
to Section 4.01(e)(i)-(xii), the sum of (a) the amount of interest
accrued during the related Accrual Period on the Class X Certificates (as
described in the Preliminary Statement) and (b) the Overcollateralization
Release Amount, if any, for such Distribution Date.
Class X
Notional Amount: With respect to the Class X Certificates and any
Distribution Date, the aggregate Uncertificated Balance of the REMIC II Regular
Interests (other than REMIC II Regular Interest LTP, REMIC II Regular Interest
LTP and REMIC II Regular Interest LT-IO) for such Distribution
Date.
Closing
Date: August 31, 2007.
Corporate
Trust Office: The designated office of the Trustee at which at
any particular time its corporate trust business with respect to this Agreement
shall be administered, which office at the date of the execution of this
Agreement is located at 00 Xxxxxxxxxx Xxxxxx, Xx. Xxxx, Xxxxxxxxx 00000,
Attention: Corporate Trust—Structured Finance, CSMC 2007-NC1 OSI.
Corresponding
Certificate: With respect to each REMIC II Regular Interest, the Class of
Regular Certificates listed below:
REMIC
II Regular Interest
|
Class
|
|
LT-1A
|
Class
1-A
|
|
LT-2A1
|
Class
2-A-1
|
|
LT-2A2
|
Class
2-A-2
|
|
LT-M-1
|
Class
M-1
|
|
LT-M-2
|
Class
M-2
|
|
LT-M-3
|
Class
M-3
|
|
LT-M-4
|
Class
M-4
|
|
LT-M-5
|
Class
M-5
|
|
LT-M-6
|
Class
M-6
|
|
LT-M-7
|
Class
M-7
|
|
LT-M-8
|
Class
M-8
|
|
LT-M-9
|
Class
M-9
|
|
LT-P
|
Class
P
|
|
LT-R
|
Class
R
|
Credit
Support Annex: The credit support annex, dated as of August 31,
2007, between the Supplemental Interest Trust Trustee, on behalf of the
Supplemental Interest Trust, and the Swap Counterparty, which is annexed
to and
forms part of the Swap Agreement.
Current
Interest: For any Class of LIBOR Certificates and Distribution Date, the
amount of interest accruing at the applicable Pass-Through Rate on the related
Class Principal Balance of such Class during the related Accrual Period;
provided, that as to each Class of LIBOR Certificates, Current Interest
shall be reduced by a pro rata portion of any Interest Shortfalls to the
extent
not covered by Monthly Excess Interest.
Custodial
Agreement: As defined in the Standard Terms. As of the
date hereof, the Custodial Agreement under this Agreement will be the Deutsche
Bank Custodial Agreement.
Custodian: As
defined in the Standard Terms. Initially, Deutsche Bank shall serve
as Custodian for all of the Mortgage Loans.
Cut-off
Date: August 1, 2007.
Deferred
Amount: For any Class of Subordinate Certificates (other than the
Class X Certificates) and Distribution Date, will equal the amount by which
(x)
the aggregate of the Applied Loss Amounts previously applied in reduction
of the
Class Principal Balance thereof exceeds (y) the sum of (i) the aggregate
of
amounts previously paid in reimbursement thereof and (ii) any additions to
the
Class Principal Balance pursuant to Section 4.03(b) on such Distribution
Date or
any previous Distribution Date. Any payment of Deferred Amount
pursuant to Section 4.01(e) shall not result in a reduction to the Class
Principal Balance of the Class of Certificate to which it is
distributed.
Delinquency
Rate: With respect to any month, the fraction, expressed as a
percentage, (a) the numerator of which is equal to the aggregate outstanding
Stated Principal Balance of all Mortgage Loans which (i) are 60 or more days
Delinquent (including all foreclosures, bankruptcies and REO Properties)
and
(ii) are Modified Mortgage Loans which have been modified within 12 months
of
such month (without duplication of clause (i) above), in each case as of
the
close of business on the last day of such month and after giving effect to
any
modification to the Stated Principal Balance of any Mortgage Loan, and (b)
the
denominator of which is the Aggregate Loan Group Balance as of the close
of
business on the last day of such month, in each case after giving effect
to any
modification to the Stated Principal Balance of any Mortgage Loan.
Depositor: Credit
Suisse First Boston Mortgage Securities Corp., a Delaware corporation, or
its
successor in interest.
Depository
Agreement: The Letter of Representation dated as of the Closing
Date by and among DTC, the Depositor and the Trustee.
Determination
Date: With respect to each Distribution Date, the 18th day of the
calendar month in which such Distribution Date occurs or, if such 18th day
is
not a Business Day, the Business Day immediately preceding such Business
Day.
Deutsche
Bank : Deutsche Bank National Trust Company.
Deutsche
Bank Custodial Agreement: That certain Custodial Agreement dated
as of August 1, 2007 between Deutsche Bank and the Trustee.
Economic
Residual Floater Certificate: As set forth in the Preliminary
Statement.
ERISA
Restricted Certificate: As set forth in the Preliminary
Statement.
Estimated
Swap Termination Payment: With respect to an Optional Termination Date, an
amount determined by the Swap Counterparty in good faith and in a commercially
reasonable manner as the maximum payment that could be owed by the Supplemental
Interest Trust to the Swap Counterparty in respect of such Optional Termination
Date pursuant to Section 6(e) of the ISDA Master Agreement, taking into account
then current market conditions.
Exchangeable
Certificates: Not applicable.
Expense
Fee Rate: As to each Mortgage Loan, the sum of the Servicing Fee
Rate, the Trustee Fee Rate and the rate at which the premium on a Lender
Paid
Mortgage Guaranty Insurance Policy is calculated, if applicable.
Expense
Fees: As to each Mortgage Loan and Distribution Date, the sum of
the Servicing Fee, the Trustee Fee and any premium on any Lender Paid Mortgage
Guaranty Insurance Policy, if applicable.
Fitch: Fitch
Ratings, or any successor thereto.
Group: When
used with respect to the Mortgage Loans, any of Loan Group 1 or Loan
Group 2, or with respect to the Certificates, the Class or Classes of
Certificates that relate to the corresponding Group or Groups.
Group
1 Allocation Amount: For any Distribution Date, the product of
the Senior Principal Payment Amount for that Distribution Date and a fraction
the numerator of which is the Principal Remittance Amount derived for Loan
Group
1 and the denominator of which is the Principal Remittance Amount, in each
case
for that Distribution Date. For purposes of the definition, the
Principal Remittance Amount will be calculated net of subclause (6) in the
definition thereof.
Group 1
Certificates: As set forth in the Preliminary
Statement.
Group
1 Excess Interest Amount: For any Distribution Date, the product
of the amount of Monthly Excess Interest required to be distributed on that
Distribution Date pursuant to Section 4.01(e)(i)(A) and a fraction the numerator
of which is the Principal Remittance Amount derived from Loan Group 1 and
the
denominator of which is the Principal Remittance Amount, in each case for
that
Distribution Date. For purposes of this definition, the Principal
Remittance Amount will be calculated net of subclause (6) in the definition
thereof.
Group
1 Senior Net Funds Cap: For any Distribution Date and the Class
1-A Certificates, will be a per annum rate equal to (1) (a) a fraction,
expressed as a percentage, the numerator of which is the product of (x) the
Optimal Interest Remittance Amount for Loan Group 1 and such date and (y)
12,
and the denominator of which is the Aggregate Loan Group Balance of Loan
Group 1
for the immediately preceding Distribution Date less (b) a fraction, expressed
as a percentage, the numerator of which is the product of (x) the Net Swap
Payment, if any, for such Distribution Date and the Swap Termination Payments
made pursuant to Sections 4.01(a)(iii), 4.01(c)(i) or 4.01(d)(i) on such
Distribution Date and (y) 12 and the denominator of which is the Aggregate
Loan
Balance for the immediately preceding Distribution Date multiplied by (2)
a
fraction, the numerator of which is 30 and the denominator of which is the
actual number of days in the immediately preceding Accrual Period. For federal
income tax purposes, the equivalent of the foregoing shall be expressed as
the
weighted average of the Uncertificated REMIC II Pass-Through Rate on REMIC
II
Regular Interest LT-1GRP, weighted on the basis of the Uncertificated Principal
Balance of such REMIC II Regular Interest.
Group
2 Allocation Amount: For any Distribution Date, the product of
the Senior Principal Payment Amount for that Distribution Date and a fraction
the numerator of which is the Principal Remittance Amount derived from Loan
Group 2 and the denominator of which is the Principal Remittance Amount,
in each
case for that Distribution Date. For purposes of this definition, the
Principal Remittance Amount will be calculated net of subclause (6) in the
definition thereof.
Group 2
Certificates: As set forth in the Preliminary
Statement.
Group
2 Senior Net Funds Cap: For any Distribution Date and the Class
2-A-1, Class 2-A-2 and Class R Certificates will be a per annum rate equal
to
(1) (a) a fraction, expressed as a percentage, the numerator of which is
the
product of (x) the Optimal Interest Remittance Amount for Loan Group 2 and
such
date and (y) 12, and the denominator of which is the Aggregate Loan Group
Balance of Loan Group 2 for the immediately preceding Distribution Date,
less
(b) a fraction, expressed as a percentage, the numerator of which is the
product
of (x) the Net Swap Payment, if any, for such Distribution Date and the Swap
Termination Payments made pursuant to Sections 4.01(a)(iii), 4.01(c)(i) or
4.01(d)(i) on such Distribution Date and (y) 12 and the denominator of which
is
the Aggregate Loan Balance for the immediately preceding Distribution Date
multiplied by (2) a fraction, the numerator of which is 30 and the denominator
of which is the actual number of days in the immediately preceding Accrual
Period. For federal income tax purposes, the equivalent of the foregoing
shall
be expressed as the weighted average of the Uncertificated REMIC II Pass-Through
Rate on REMIC II Regular Interest LT-2GRP, weighted on the basis of the
Uncertificated Principal Balance of such REMIC II Regular Interest.
Initial
Class Principal Balance: As set forth in the Preliminary
Statement.
Interest
Remittance Amount: For any Distribution Date and Loan Group, an
amount equal to the sum of (1) all interest collected (other than related
Payaheads, if applicable) or advanced in respect of Scheduled Payments on
the
Mortgage Loans in such Loan Group during the related Collection Period, the
interest portion of Payaheads previously received and intended for application
in the related Collection Period and the interest portion of all prepayments
received on the Mortgage Loans in such Loan Group during the related Prepayment
Period (other than interest on Principal Prepayments that occur during the
portion of the Prepayment Period that is in the same calendar month as the
related Distribution Date), less (x) the Servicing Fee and any lender paid
Primary Insurance Policy premiums with respect to such Mortgage Loans and
(y)
unreimbursed Advances and other amounts due to the Servicer or the Trustee
with
respect to such Mortgage Loans, to the extent allocable to interest, (2)
all
Compensating Interest Payments paid by the Servicer with respect to the related
Mortgage Loans with respect to such Distribution Date, (3) the portion of
any
Substitution Adjustment Amount or Repurchase Price paid with respect to such
Mortgage Loans during the related Prepayment Period allocable to interest
and
(4) all Net Liquidation Proceeds, and any Insurance Proceeds and other
recoveries (net of unreimbursed Advances, Servicing Advances and expenses,
to
the extent allocable to interest, and unpaid Servicing Fees) collected with
respect to such Mortgage Loans during the prior calendar month, to the extent
allocable to interest.
Interest
Shortfall: For any Distribution Date, an amount equal to the
aggregate shortfall, if any, in collections of interest (adjusted to the
related
Net Mortgage Rate) on Mortgage Loans resulting from (a) Prepayment Interest
Shortfalls to the extent not covered by a Compensating Interest Payment and
(b)
interest payments on certain of the Mortgage Loans being limited pursuant
to the
provisions of the Relief Act.
Interim
Servicing Period: The period from the Cut-off Date to the Servicing Transfer
Date.
LIBOR
Certificates: As set forth in the Preliminary
Statement.
Liquidated
Mortgage Loan: With respect to any Distribution Date, a defaulted
Mortgage Loan (including any REO Property) which was liquidated (or in the
case
of a second lien Mortgage Loan, charged-off by the Servicer in accordance
with
Accepted Servicing Practices) in the calendar month preceding the month of
such
Distribution Date and as to which the Servicer has determined (in accordance
with this Agreement) that it has received all amounts it expects to receive
in
connection with the liquidation of such Mortgage Loan, including the final
disposition of the related REO Property (exclusive of any possibility of
a
deficiency judgment). Any second lien Mortgage Loan that is charged
off pursuant to Section 3.11(d) will be treated as a Liquidated Mortgage
Loan at
the time it is charged off.
Loan
Group: Any of Loan Group 1 or Loan Group 2, as
applicable. Loan Group 1 will constitute one sub-trust and Loan
Group 2 will constitute another sub-trust.
Loan
Group 1: All Mortgage Loans identified as Loan Group 1
Mortgage Loans on the Mortgage Loan Schedule.
Loan
Group 2: All Mortgage Loans identified as Loan Group 2
Mortgage Loans on the Mortgage Loan Schedule.
M-1
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balance of the Senior Certificates after
giving effect to payments on such Distribution Date and (ii) the Class Principal
Balance of the Class M-1 Certificates immediately prior to such Distribution
Date exceeds (y) the lesser of (A) the product of (i) 54.60% and (ii) the
Aggregate Loan Balance for such Distribution Date and (B) the amount, if
any, by
which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii)
0.50% of the Aggregate Loan Balance as of the Cut-off Date.
M-2
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1 Certificates, in each case, after
giving effect to payments on such Distribution Date and (ii) the Class Principal
Balance of the Class M-2 Certificates immediately prior to such Distribution
Date exceeds (y) the lesser of (A) the product of (i) 59.40% and (ii) the
Aggregate Loan Balance for such Distribution Date and (B) the amount, if
any, by
which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii)
0.50% of the Aggregate Loan Balance as of the Cut-off Date.
M-3
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1 Certificates and the Class M-2
Certificates, in each case, after giving effect to payments on such Distribution
Date and (ii) the Class Principal Balance of the Class M-3 Certificates
immediately prior to such Distribution Date exceeds (y) the lesser of (A)
the
product of (i) 66.90% and (ii) the Aggregate Loan Balance for such Distribution
Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance
for
such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as
of
the Cut-off Date.
M-4
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2 and Class M-3 Certificates,
in each case, after giving effect to payments on such Distribution Date and
(ii)
the Class Principal Balance of the Class M-4 Certificates immediately prior
to
such Distribution Date exceeds (y) the lesser of (A) the product of (i) 69.90%
and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the
amount, if any, by which (i) the Aggregate Loan Balance for such Distribution
Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off
Date.
M-5
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2, Class M-3 and Class
M-4
Certificates, in each case, after giving effect to payments on such Distribution
Date and (ii) the Class Principal Balance of the Class M-5 Certificates
immediately prior to such Distribution Date exceeds (y) the lesser of (A)
the
product of (i) 72.80% and (ii) the Aggregate Loan Balance for such Distribution
Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance
for
such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as
of
the Cut-off Date.
M-6
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4
and
Class M-5 Certificates, in each case, after giving effect to payments on
such
Distribution Date and (ii) the Class Principal Balance of the Class M-6
Certificates immediately prior to such Distribution Date exceeds (y) the
lesser
of (A) the product of (i) 75.20% and (ii) the Aggregate Loan Balance for
such
Distribution Date and (B) the amount, if any, by which (i) the Aggregate
Loan
Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan
Balance as of the Cut-off Date.
M-7
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4,
Class
M-5 and Class M-6 Certificates, in each case, after giving effect to payments
on
such Distribution Date and (ii) the Class Principal Balance of the Class
M-7
Certificates immediately prior to such Distribution Date exceeds (y) the
lesser
of (A) the product of (i) 77.20% and (ii) the Aggregate Loan Balance for
such
Distribution Date and (B) the amount, if any, by which (i) the Aggregate
Loan
Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan
Balance as of the Cut-off Date.
M-8
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4,
Class
M-5, Class M-6 and Class M-7 Certificates, in each case, after giving effect
to
payments on such Distribution Date and (ii) the Class Principal Balance of
the
Class M-8 Certificates immediately prior to such Distribution Date exceeds
(y)
the lesser of (A) the product of (i) 78.80% and (ii) the Aggregate Loan Balance
for such Distribution Date and (B) the amount, if any, by which (i) the
Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the
Aggregate Loan Balance as of the Cut-off Date.
M-9
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred with respect
to such Distribution Date, will be the amount, if any, by which (x) the sum
of
(i) the aggregate Class Principal Balances of the Senior Certificates and
the
Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4,
Class
M-5, Class M-6, Class M-7 and Class M-8 Certificates in each case, after
giving
effect to payments on such Distribution Date and (ii) the Class Principal
Balance of the Class M-9 Certificates immediately prior to such Distribution
Date exceeds (y) the lesser of (A) the product of (i) 82.40% and (ii) the
Aggregate Loan Balance for such Distribution Date and (B) the amount, if
any, by
which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii)
0.50% of the Aggregate Loan Balance as of the Cut-off Date.
Marker
Rate: With respect to the Class X Certificates and any
Distribution Date, a per annum rate equal to two (2) times the weighted average
of the Uncertificated REMIC II Pass-Through Rates for REMIC II Regular Xxxxxxxxx
XX-0X, XX-0X0, XX-0X0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, LT-M-7,
LT-M-8, LT-M-9, and LT-ZZ, with the rates on such REMIC II Regular
Interests (other than REMIC II Regular Interest LT-ZZ), subject to a cap,
for
the purpose of this calculation, equal to the lesser of (A) LIBOR plus the
Certificate Margin for the Corresponding Certificate and (B) the related
Net
Funds Cap for the related Corresponding Certificate for the purpose of this
calculation for such Distribution Date, and with the rate on the REMIC II
Regular Interest LT-ZZ subject to a cap, for the purpose of this calculation,
equal to zero; provided, however, that for this purpose, the calculation
of the
Uncertificated REMIC II Pass-Through Rate and the related cap with respect
to
each such REMIC II Regular Interest shall be multiplied by a fraction, the
numerator of which is the actual number of days in the Interest Accrual Period
and the denominator of which is thirty (30).
Maturity
Date: The Distribution Date occurring in
September 2037.
Maximum
CLTV: The combined loan-to-value ratio of a junior lien Mortgage Loan
computed such that (i) the numerator is equal to the sum of the loan balances
of
the Mortgage Loan and all mortgage loans on the mortgaged property senior
to
such Mortgage Loan as of the Closing Date, and (ii) the denominator is equal
to
the value of the mortgaged property on the Closing Date. For purposes
of computing the numerator, if a mortgage loan has a negative amortization
feature, then the loan balance shall be equal to the loan balance as of the
Closing Date after giving effect to the maximum amount of negative amortization
permitted under such feature.
Maximum
Interest Rate: For the Class 1-A, Class 2-A-1, Class 2-A-2 and
Class R Certificates and any Distribution Date, an annual rate equal to (a)
the
weighted average of (i) the weighted average Maximum Mortgage Rates minus
the
weighted average Expense Fee Rate of the adjustable-rate Mortgage Loans in
the
related Loan Group and (ii) the weighted average Net Mortgage Rates of the
fixed-rate Mortgage Loans in the related Loan Group, multiplied by (b) a
fraction, the numerator of which is 30 and the denominator of which is the
actual number of days in the immediately preceding Accrual
Period. For the Class M-1, Class M-2, Class M-3, Class M-4, Class
M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates and any
Distribution Date, an annual rate equal to (a) the weighted average of (x)
the
weighted average Maximum Mortgage Rates minus the weighted average Expense
Fee
Rate of the adjustable-rate Mortgage Loans in both Loan Groups and the (y)
weighted average Net Mortgage Rates of the fixed-rate Mortgage Loans in both
Loan Groups, multiplied by (b) a fraction, the numerator of which is 30 and
the
denominator of which is the actual number of days in the immediately preceding
Accrual Period. All weighted averages calculated hereunder shall be
based on Stated Principal Balance of the applicable Mortgage Loans as of
the
first day of the related Collection Period.
Monthly
Excess Cashflow: For any Distribution Date, an amount equal to
the sum of the Monthly Excess Interest and Overcollateralization Release
Amount,
if any, for such date.
Monthly
Excess Interest: As to any Distribution Date, the Interest Remittance Amount
remaining after the application of payments pursuant to clauses (i) through
(xiii) of Section 4.01(a) and the Principal Payment Amount remaining after
the
application of payments pursuant to clauses (i) through (xi) of Section 4.01(c)
or clauses (i) through (xi) of Section 4.01(d), as applicable.
Most
Senior Enhancement Percentage: For any Distribution Date and any Class of
Certificates, the fraction, expressed as a percentage, the numerator of which
is
the sum of the aggregate Class Principal Balances of the Certificates which
are
lower in payment priority than such Class of Certificates and the
Overcollateralization Amount (which, for purposes of this definition only,
shall
not be less than zero), in each case prior to giving effect to payments on
such
Distribution Date and the denominator of which is the Aggregate Loan Balance
as
of the first day of the related Collection Period.
Net
Cumulative Realized Loss Amount: For any Distribution Date, an
amount equal to the cumulative Realized Losses incurred on the Mortgage Loans
from the Cut-off Date through the end of the calendar month preceding such
Distribution Date, less the amount of payments made to the Principal Remittance
Amount from the Swap Agreement pursuant to Section 4.01(d) on all prior
Distribution Dates.
Net
Funds Cap: Any of the Group 1 Senior Net Funds Cap, the Group 2
Senior Net Funds Cap or the Subordinate Net Funds Cap, as
applicable.
Net
Swap Payment: A net payment (a) by the Supplemental Interest
Trust Trustee, on behalf of the Supplemental Interest Trust, to the Swap
Counterparty, to the extent that the Supplemental Trust Payment exceeds the
Swap
Counterparty Payment for such Swap Payment Date, or (b) by the Swap
Counterparty to the Supplemental Interest Trust Trustee, on behalf of the
Supplemental Interest Trust, to the extent that the Swap Counterparty Payment
payable to the Supplemental Interest Trust exceeds the Supplemental Trust
Payment for such Swap Payment Date.
Notional
Amount Certificates: As set forth in the Preliminary
Statement.
Ocwen: Ocwen
Loan Servicing, LLC and its successors and assigns.
Offered
Certificates: As set forth in the Preliminary
Statement.
Optimal
Interest Remittance Amount: For any Distribution Date and Loan
Group, will be equal to the excess of (i) the product of (1) (x) the weighted
average Net Mortgage Rate of the Mortgage Loans in such Loan Group as of
the
first day of the related Collection Period divided by (y) 12 and (2) the
applicable Aggregate Loan Group Balance for the immediately preceding
Distribution Date, over (ii) any expenses that reduce the Interest Remittance
Amount for that Loan Group which did not arise as a result of a default or
delinquency of the related Mortgage Loans or were not taken into account
in
computing the Expense Fee Rate.
Overcollateralization
Amount: For any Distribution Date, an amount equal to the amount,
if any, by which (x) the applicable Aggregate Loan Balance for such Distribution
Date exceeds (y) the aggregate Class Principal Balance of the Offered
Certificates and Class P Certificates after giving effect to payments on
such
Distribution Date.
Overcollateralization
Deficiency: For any Distribution Date will be equal to the
amount, if any, by which (x) the Targeted Overcollateralization Amount for
such
Distribution Date exceeds (y) the Overcollateralization Amount for such
Distribution Date, calculated for this purpose after giving effect to the
reduction on such Distribution Date of the aggregate Class Principal Balance
of
the Certificates resulting from the payment of the Principal Payment Amount
on
such Distribution Date, but prior to allocation of any Applied Loss Amount
on
such Distribution Date.
Overcollateralization
Release Amount: For any Distribution Date, an amount equal to the
lesser of (x) the related Principal Remittance Amount for such Distribution
Date
and (y) the amount, if any, by which (1) the Overcollateralization Amount
for
such date, calculated for this purpose on the basis of the assumption that
100%
of the aggregate Principal Remittance Amount for such date is applied on
such
date in reduction of the aggregate of the Class Principal Balances of the
Certificates, exceeds (2) the Targeted Overcollateralization Amount for such
date.
Pass-Through
Rate: With respect to the Class 1-A, Class 2-A-1, Class 2-A-2,
Class X-0, Xxxxx X-0, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7,
Class M-8 and Class M-9, the Class 1-A Pass-Through Rate, Class 2-A-1
Pass-Through Rate, Class 2-A-2 Pass-Through Rate, Class M-1 Pass-Through
Rate,
Class M-2 Pass-Through Rate, Class M-3 Pass-Through Rate, Class M-4 Pass-Through
Rate, Class M-5 Pass-Through Rate, Class M-6 Pass-Through Rate, Class M-7
Pass-Through Rate, Class M-8 Pass-Through Rate and Class M-9 Pass-Through
Rate.
With
respect to the Class X Certificates and any Distribution Date, a per annum
rate
equal to the percentage equivalent of a fraction, the numerator of which
is the
sum of the amounts calculated pursuant to clauses (A) through (M) below,
and the
denominator of which is the aggregate of the Uncertificated Balances of REMIC
II
Regular Interest LT-AA, REMIC II Regular Interest LT-1A, REMIC II Regular
Interest LT-2A1, REMIC II Regular Interest LT-2A2, REMIC II Regular Interest
LT-M-1, REMIC II Regular Interest LT-M-2, REMIC II Regular Interest LT-M-3,
REMIC II Regular Interest LT-M-4, REMIC II Regular Interest LT-M-5, REMIC
II
Regular Interest LT-M-6, REMIC II Regular Interest LT-M-7, REMIC II Regular
Interest LT-M-8, REMIC II Regular Interest LT-M-9 and REMIC II Regular Interest
LT-ZZ. For purposes of calculating the Pass-Through Rate for the Class X
Certificates, the numerator is equal to the sum of the following
components:
(A) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-AA
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-AA;
(B) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-1A
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-1A;
(C) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-2A2
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-2A2;
(D) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-1
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-1;
(E) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-2
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-2;
(F) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-3
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-3;
(G) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-4
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-4;
(H) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-5
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-5;
(I) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-6
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-6;
(J) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-7
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-7;
(K) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-8
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-8; and
(L) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-9
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-M-9;
(M) the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-ZZ
minus the Marker Rate, applied to an amount equal to the Uncertificated Balance
of REMIC II Regular Interest LT-ZZ.
The
Class
P Certificates and Class R Certificates will not accrue interest and therefore
will not have a Pass-Through Rate.
Payahead: Any
Scheduled Payment intended by the related Mortgagor to be applied in a
Collection Period subsequent to the Collection Period in which such payment
was
received.
Permitted
Transferee: Any person other than (i) the United States, any State or
political subdivision thereof, or any agency or instrumentality of any of
the
foregoing, (ii) a foreign government, International Organization or any agency
or instrumentality of either of the foregoing, (iii) an organization (except
certain farmers’ cooperatives described in section 521 of the Code) which is
exempt from tax imposed by Chapter 1 of the Code (including the tax imposed
by
section 511 of the Code on unrelated business taxable income) on any excess
inclusions (as defined in section 860E(c)(1) of the Code) with respect to
any
Residual Certificate, (iv) rural electric and telephone cooperatives described
in section 1381(a)(2)(C) of the Code, (v) a Person that is not a United States
Person, and (vi) a Person designated as a non-Permitted Transferee by the
Depositor based upon an Opinion of Counsel that the Transfer of an Ownership
Interest in a Residual Certificate to such Person may cause any REMIC created
hereunder to fail to qualify as a REMIC at any time that the Certificates
are
outstanding. The terms “United States,” “State” and “International Organization”
shall have the meanings set forth in section 7701 of the Code or successor
provisions. A corporation will not be treated as an instrumentality of the
United States or of any State or political subdivision thereof for these
purposes if all of its activities are subject to tax and, with the exception
of
Xxxxxxx Mac, a majority of its board of directors is not selected by such
government unit.
Physical
Certificates: As set forth in the Preliminary
Statement.
Prefunded
Amount: Not Applicable.
Prefunded
Loan Group: Not Applicable.
Prefunding
Account: Not Applicable.
Prefunding
Period: Not Applicable.
Prepayment
Period: With respect to any Distribution Date and any Payoff or Curtailment,
the calendar month immediately preceding the month in which such Distribution
Date occurs.
Principal
Payment Amount: For any Distribution Date, an amount equal to the
related Principal Remittance Amount for such date minus the related
Overcollateralization Release Amount, if any, for such date.
Principal
Remittance Amount: For any Distribution Date and the Floater Loan
Group, an amount equal to the sum of (1) all principal collected (other than
Payaheads) or advanced in respect of Scheduled Payments on the Mortgage Loans
in
such Loan Group during the related Collection Period (less unreimbursed
Advances, Servicing Advances and other amounts due to the Servicer and the
Trustee with respect to the Mortgage Loans in such Loan Group, to the extent
allocable to principal or such amounts allocable to interest to the extent
remaining unpaid after allocation of the Interest Remittance Amount) and
the
principal portion of Payaheads previously received on the Mortgage Loans
in such
Loan Group and intended for application in the related Collection Period,
(2)
all Principal Prepayments received on the Mortgage Loans in such Loan Group
during the related Prepayment Period, (3) the Purchase Price of each Mortgage
Loan in such Loan Group that was repurchased by the Seller or purchased by
the
Class X Certificateholder pursuant to Section 3.17(b), during the related
Repurchase Period and the principal proceeds of any purchase of Mortgage
Loans
in such Loan Group by the Terminating Entity pursuant to Section 11.01, (4)
the portion of any Substitution Adjustment Amount paid with respect to any
Deleted Mortgage Loans in such Loan Group during the related Collection Period
allocable to principal, (5) all Net Liquidation Proceeds (net of unreimbursed
Advances, Servicing Advances and other expenses, to the extent allocable
to
principal or such amounts allocable to interest to the extent remaining unpaid
after allocation of the Interest Remittance Amount) and any other Recoveries
collected with respect to the Mortgage Loans in such Loan Group during the
preceding calendar month, to the extent allocable to principal, and
(6) amounts, if any, withdrawn from the Supplemental Interest Account to
cover the Net Cumulative Realized Loss Amount for such Distribution
Date. For the purposes of this definition of Principal Remittance
Amount, any amounts due to the Servicer and the Trustee that cannot easily
be
allocable to either interest or principal shall be deemed to be allocable
to
interest.
Private
Certificates: As set forth in the Preliminary
Statement.
Prospectus
Supplement: The Prospectus Supplement, dated August 31, 2007, relating to
the offering of the Offered Certificates in the form in which it was or will
be
filed with the Securities and Exchange Commission pursuant to
Rule 424(b) under the 1933 Act with respect to the offer and sale of
the Offered Certificates.
Qualified
Substitute Mortgage Loan: One or more Mortgage Loans substituted
by the Seller for one or more Deleted Mortgage Loans which must, on the date
of
such substitution, as confirmed in a Request for Release, substantially in
the
form of Exhibit K, individually or in the aggregate and on a weighted average
basis, as applicable (i) have a Stated Principal Balance, after deduction
of the
principal portion of the Scheduled Payment due in the month of substitution,
not
in excess of, and not more than 10% less than the Stated Principal Balance
of
the Deleted Mortgage Loan; (ii) be accruing interest at a rate no lower than
and
not more than 1% per annum higher than, that of the Deleted Mortgage Loan;
(iii)
have a Loan to Value Ratio no higher than that of the Deleted Mortgage Loan;
(iv) have a remaining term to maturity not more than one year greater than
or
less than that of the Deleted Mortgage Loan; provided that the remaining
term to
maturity of any such Mortgage Loan shall be no greater than the last maturing
Mortgage Loan immediately prior to any substitution; (v) have a Maximum Mortgage
Rate and Minimum Mortgage Rate not less than the respective such rates for
the
Deleted Mortgage Loan, have a Gross Margin equal to or greater than the Deleted
Mortgage Loan and have the same Index as the Deleted Mortgage Loan; (vi)
not be
a Cooperative Loan unless the Deleted Mortgage Loan was a Cooperative Loan,
(vii) have a category of Prepayment Premium equal to the category of Prepayment
Premium of the Deleted Mortgage Loan, if applicable, and (viii) comply with
each
representation and warranty set forth in Section 2.03(b).
Rating
Agency: Each of Fitch and S&P, or any successor to any of
them, so long as such entity is rating any of the Certificates.
Realized
Loss: As defined in the Standard Terms; Realized Losses shall include with
respect to any modified mortgage loan, the amount, if any, by which the
principal balance has been reduced as a result of such
modification.
Recovery: With
respect to any Distribution Date and Mortgage Loan that became a Liquidated
Mortgage Loan (including a charged off second-lien mortgage loan) in a month
preceding the month prior to the Distribution Date, any additional amount
received in respect of principal on such Mortgage Loan received by the Servicer
after Liquidation Proceeds have been remitted to the Trust Fund, net of
unreimbursed Advances, Servicing Advances, Liquidation Expenses, Expense
Fees
and related Excess Proceeds, if any.
Regular
Certificates: All of the Certificates other than the Residual
Certificates.
REMIC: A
“real estate mortgage investment conduit,” within the meaning of
Section 860D of the Code. Reference herein to REMIC refers to
each REMIC created by the Preliminary Statement.
REMIC
Election: An election, for federal income tax purposes, to treat
certain assets as a REMIC.
REMIC
I: The segregated pool of assets subject hereto, constituting the primary
trust created hereby and to be administered hereunder, with respect to which
a
REMIC election is to be made consisting of: (i) such Mortgage Loans as from
time
to time are subject to this Agreement (other than any Prepayment Charges),
together with the Mortgage Files relating thereto, and together with all
collections thereon and proceeds thereof, (ii) any REO Property, together
with
all collections thereon and proceeds thereof, (iii) the Trustee’s rights with
respect to the Mortgage Loans under all insurance policies, including any
Required Insurance Policy, required to be maintained pursuant to this Agreement
and any proceeds thereof and (iv) the Collection Account and the Certificate
Account (subject to the last sentence of this definition) and such assets
that
are deposited therein from time to time and any investments thereof.
Notwithstanding the foregoing, however, a REMIC election will not be made
with
respect to the Basis Risk Reserve Fund and the Reserve Account.
REMIC
I Available Distribution Amount: For any Distribution
Date, the Available Distribution Amount for such Loan Group 1.
REMIC
I Group 1 Regular Interests: REMIC I Regular Interest I and REMIC
I Regular Interest I-1-A through REMIC I Regular Interest I-54-B as designated
in the Preliminary Statement hereto.
REMIC
I Group 2 Regular Interests: REMIC I Regular Interest II and
REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-54-B
as
designated in the Preliminary Statement hereto.
REMIC
I Regular Interest: Any of the separate non certificated
beneficial ownership interests in REMIC I issued hereunder and designated
as a
“regular interest” in REMIC I. Each REMIC I Regular Interest shall accrue
interest at the related REMIC I Pass-Through Rate in effect from time to
time,
and shall be entitled to distributions of principal, subject to the terms
and
conditions hereof, in an aggregate amount equal to its initial Uncertificated
Balance or Uncertificated Notional Amount as set forth in the Preliminary
Statement hereto. The designations for the respective REMIC I Regular Interests
are set forth in the Preliminary Statement hereto. The REMIC I
Regular Interests consist of the REMIC I Group 1 Regular Interests, REMIC
I
Group 2 Regular Interests, REMIC I Regular Interest R, REMIC I Regular Interest
X.
XXXXX
XX Interest Loss Allocation Amount: With respect to any Distribution Date,
an amount equal to (a) the product of (i) the aggregate Stated Principal
Balance
of the Mortgage Loans and related REO Properties then outstanding and (ii)
the
Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-AA
minus the Marker Rate, divided by (b) 12.
REMIC
II Marker Allocation Percentage: 50% of any amount payable or loss
attributable from the Mortgage Loans, which shall be allocated to REMIC II
Regular Xxxxxxxxx XX-0X, XX-0X0, XX-0X0, XX-X-0, LT-M-2, XX-X-0, XX-X-0,
XX-X-0,
XX-X-0, XX-X-0, LT-M-8, LT-M-9, LT-R and LT-X.
XXXXX
XX Overcollateralization Amount: With respect to any date of determination,
(i) 0.50% of the aggregate Uncertificated Balances of the REMIC II Regular
Interests minus (ii) the aggregate Uncertificated Balances of REMIC II Regular
Xxxxxxxxx XX-0X, XX-0X0, XX-0X0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0,
XX-X-0,
XX-X-0, XX-X-0, XX-X-0, XX-X and LT-P, in each case as of such date of
determination.
REMIC
II Principal Loss Allocation Amount: With respect to any Distribution Date,
an amount equal to the product of (i) 50% of the aggregate Stated Principal
Balance of the Mortgage Loans and related REO Properties then outstanding
and
(ii) 1 minus a fraction, the numerator of which is two times the aggregate
Uncertificated Balance of REMIC II Regular Xxxxxxxxx XX-0X, XX-0X0, XX-0X0,
XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, LT-M-7, LT-M-8, LT-M-9 and
LT-ZZ.
REMIC
II Regular Interest: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II as set forth in the Preliminary Statement. Each REMIC
II
Regular Interest shall accrue interest at the related Uncertificated REMIC
II
Pass-Through Rate in effect from time to time, and shall be entitled to
distributions of principal (other than REMIC II Regular Interest LT-IO),
subject
to the terms and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance, if any, as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-AA: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-AA shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-1A: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-1A shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Xxxxxxxx XX-0X0: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-2A1 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Xxxxxxxx XX-0X0: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-2A2 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-IO: One of the separate non-certificated
beneficial ownership interests in REMIC II issued hereunder and designated
as a
Regular Interest in REMIC II. REMIC II Regular Interest LT-IO shall
accrue interest on its Uncertificated Notional Amount at its related
Uncertificated REMIC II Pass-Through Rate in effect from time to
time. REMIC II Regular Interest LT-IO shall not have an
Uncertificated Balance and shall not be entitled to distributions of
principal.
REMIC
II Regular Interest LT-M-1: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-1 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-2: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-2 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-3: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-3 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-4: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-4 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-5: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-5 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-6: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-6 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-7: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-7 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-8: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-8 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-M-9: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-M-9 shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-P: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-P shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-R: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-R shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-XX: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-XX shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-ZZ: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-ZZ shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-1SUB: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-1SUB shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-1GRP: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-1GRP shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-2SUB: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-2SUB shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-2GRP: One of the separate non-certificated beneficial
ownership interests in REMIC II issued hereunder and designated as a Regular
Interest in REMIC II. REMIC II Regular Interest LT-2GRP shall accrue interest
at
the related Uncertificated REMIC II Pass-Through Rate in effect from time
to
time, and shall be entitled to distributions of principal, subject to the
terms
and conditions hereof, in an aggregate amount equal to its initial
Uncertificated Balance as set forth in the Preliminary Statement
hereto.
REMIC
II Regular Interest LT-ZZ Maximum Interest Deferral Amount: With respect to
any Distribution Date, the excess of (i) REMIC II Uncertificated Accrued
Interest calculated with the Uncertificated Pass-Through Rate for REMIC II
Regular Interest LT-ZZ and an Uncertificated Balance equal to the excess
of (x)
the Uncertificated Balance of REMIC II Regular Interest LT-ZZ over (y) the
REMIC
II Overcollateralization Amount, in each case for such Distribution Date,
over
(ii) the sum of REMIC II Uncertificated Accrued Interest on REMIC II Regular
Xxxxxxxxx XX-0X, XX-0X0, XX-0X0, XX-X-0, LT-M-2, XX-X-0, XX-X-0, XX-X-0,
XX-X-0,
XX-X-0, LT-M-8 and LT-M-9, with the rate on each such REMIC II Regular Interest
subject to a cap, for the purpose of this calculation, equal to the Pass-Through
Rate for the Corresponding Certificate; provided, however, that for this
purpose, the calculation of the Uncertificated REMIC II Pass-Through Rate
and
the related cap with respect to each REMIC II Regular Interest shall be
multiplied by a fraction, the numerator of which is the actual number of
days in
the Interest Accrual Period and the denominator of which is thirty
(30).
REMIC
II Regular Interests: REMIC II Regular Interest LT-AA, REMIC II Regular
Interest LT-1A, REMIC II Regular Interest LT-2A1, REMIC II Regular Interest
LT-2A2, REMIC II Regular Interest LT-M-1, REMIC II Regular Interest LT-M-2,
REMIC II Regular Interest LT-M-3, REMIC II Regular Interest LT-M-4, REMIC
II
Regular Interest LT-M-5, REMIC II Regular Interest LT-M-6, REMIC II Regular
Interest LT-M-7, REMIC II Regular Interest LT-M-8, REMIC II Regular Interest
LT-M-9, REMIC II Regular Interest LT-ZZ, REMIC II Regular Interest LT-P,
REMIC
II Regular Interest LT-IO, REMIC II Regular Interest LT-R, REMIC II Regular
Interest LT-1SUB, REMIC II Regular Interest LT-1GRP, REMIC II Regular Interest
LT-2SUB, REMIC II Regular Interest LT-2GRP and REMIC II Regular Interest
LT-XX.
REMIC
II Sub WAC Allocation Percentage: 50% of any amount payable or loss
attributable from the Mortgage Loans, which shall be allocated to REMIC II
Regular Interest LT-1SUB, REMIC II Regular Interest LT-1GRP, REMIC II Regular
Interest LT-2SUB, REMIC II Regular Interest LT-2GRP and REMIC II Regular
Interest LT-XX.
REMIC
II Subordinated Balance Ratio: The ratio among the Uncertificated Balances
of each REMIC II Regular Interest ending with the designation “SUB”, equal to
the ratio between, with respect to each such REMIC II Regular Interest, the
excess of (x) the aggregate Stated Principal Balance of the Group 1 Mortgage
Loans and the Group 2 Mortgage Loans, as applicable, over (y) the current
Class
Principal Balance of the related Senior Certificates.
REMIC
II Targeted Overcollateralization Amount: 0.50% of the Targeted
Overcollateralization Amount.
REMIC
Provisions: Provisions of the federal income tax law relating to real estate
mortgage investment conduits, which appear at sections 860A through 860G
of
Subchapter M of Chapter 1 of the Code, and related provisions, and regulations
promulgated thereunder, as the foregoing may be in effect from time to
time.
REMIC
Regular Interests: The REMIC I Regular Interests and REMIC II Regular
Interests.
Residual
Certificates: As set forth in the Preliminary
Statement.
Required
Basis Risk Reserve Fund Amount: With respect to any Distribution
Date, $5,000.
Required
Basis Risk Reserve Fund Deposit: With respect to any Distribution
Date, the sum of (i) any Basis Risk Shortfall for such date (net of amounts
available to pay Basis Risk Shortfalls on deposit in the Supplemental Interest
Account on such date) and (ii) the excess, if any, of the Required Basis
Risk
Reserve Fund Amount for such Distribution Date over the amount on deposit
in the
Basis Risk Reserve Fund at the close of business on the Business Day immediately
preceding such Distribution Date.
Reuters
Screen LIBOR 01 Page: The display page so designated on the Reuters Monitor
Money Rates service (or such other page as may replace that page on such
service
for the purpose of displaying London interbank offered rates of major
banks).
Rolling
Three Month Delinquency Rate: For any Distribution Date will be
the fraction, expressed as a percentage, equal to the average of the related
Delinquency Rates for each of the three (or one and two, in the case of the
first and second Distribution Dates) immediately preceding months.
Seller: DLJMC.
Senior
Certificates: As set forth in the Preliminary
Statement.
Senior
Enhancement Percentage: For any Distribution Date, the fraction,
expressed as a percentage, the numerator of which is the sum of the aggregate
Class Principal Balance of the Subordinate Certificates and the
Overcollateralization Amount (which, for purposes of this definition only,
shall
not be less than zero), in each case prior to giving effect to payments on
such
Distribution Date (assuming no Trigger Event has occurred), and the denominator
of which is the Aggregate Loan Balance as of the first day of the related
Collection Period.
Senior
Principal Payment Amount: For any Distribution Date on or after
the Stepdown Date and as long as a Trigger Event has not occurred or is not
continuing with respect to such Distribution Date, will be the amount, if
any,
by which (x) the Class Principal Balance of the Senior Certificates immediately
prior to such Distribution Date exceeds (y) the lesser of (A) the product
of (i)
49.30% and (ii) the Aggregate Loan Balance for such Distribution Date and
(B)
the amount, if any, by which (i) the Aggregate Loan Balance for such
Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of
the
Cut-off Date.
Series
Supplement: This Series Supplement, dated as of August 1,
2007, as amended from time to time.
Servicer: SPS
for the Interim Servicing Period, Ocwen thereafter and, in each case, any
successor in interest thereto or any successor servicer appointed as provided
herein.
Servicing
Transfer Date: The date on which the servicing of the Mortgage Loans
transfers to Ocwen, which is expected to be on or about October 1,
2007.
Special
Servicer: Any special servicer appointed by the Class X
Certificateholder pursuant to Section 3.17.
Special
Serviced Mortgage Loan: The Mortgage Loans for which a Special
Servicer acts as servicer pursuant to Section 3.17.
SPS:
Select Portfolio Servicing, Inc., a Utah corporation, and its successors
and
assigns.
Standard
& Poor’s: Standard & Poor’s Ratings Services, a division
of The XxXxxx-Xxxx Companies, Inc.
Standard
Terms: That certain Standard Terms of Pooling and Servicing
Agreement, dated as of August 1, 2007, attached hereto as Exhibit
A.
Startup
Day: The Closing Date.
Stepdown
Date: The date occurring on the earlier of (1) the first Distribution Date
following the Distribution Date on which the aggregate Class Principal Balance
of the Class 1-A, Class 2-A-1 and Class 2-A-2 Certificates are reduced to
zero
and (2) the later of (x) the Distribution Date in September 2010 and (y)
the
first Distribution Date on which the Senior Enhancement Percentage (calculated
for this purpose after giving effect to payments or other recoveries in respect
of the Mortgage Loans during the related Collection Period but before giving
effect to payments on the Certificates on such Distribution Date) is greater
than or equal to 50.70%.
Subordinate
Certificates: As set forth in the Preliminary
Statement.
Subordinate
Group 1 Balance: For any Distribution Date will be the Aggregate
Loan Group Balance for Loan Group 1 as of the first day of the related
Collection Period less the Class Principal Balance of the Class 1-A
Certificates.
Subordinate
Group 2 Balance: For any Distribution Date will be the Aggregate
Loan Group Balance for Loan Group 2 as of the first day of the related
Collection Period less the aggregate Class Principal Balances of the Class
2-A-1, Class 2-A-2 and Class R Certificates.
Subordinate
Net Funds Cap: For any Distribution Date and the Class M-1, Class
M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and
Class
M-9 Certificates, will be a per annum rate equal to a weighted average of
(i)
the Group 1 Senior Net Funds Cap and (ii) the Group 2 Senior Net Funds Cap
for
such Distribution Date, weighted on the basis of the Subordinate Group 1
Balance
and Subordinate Group 2 Balance, respectively. For federal income tax
purposes, the equivalent of the foregoing shall be expressed as the weighted
average (adjusted for the actual number of days elapsed in the related Interest
Accrual Period) of (a) REMIC II Regular Interest LT-1SUB, subject to a cap
and a
floor equal to the Uncertificated REMIC II Pass-Through Rate on REMIC II
Regular
Interest LT-1GRP and (b) REMIC II Regular Interest LT-2SUB, subject to a
cap and
a floor equal to the Uncertificated REMIC II Pass-Through Rate on REMIC II
Regular Interest LT-2GRP, in each case as determined for such Distribution
Date,
weighted on the basis of the Uncertificated Principal Balance of each such
REMIC
II Regular Interest immediately prior to such Distribution Date.
Subsequent
Cut-off Date: Not Applicable.
Subsequent
Mortgage Loan: Not Applicable.
Subsequent
Transfer Agreement: Not Applicable.
Subsequent
Transfer Date: Not Applicable.
Substitution
Adjustment Amount: As defined in Section 2.03.
Supplemental
Interest Account: As defined in Section 4.08 hereof. The
Supplemental Interest Account will not be an asset of any REMIC.
Supplemental
Interest Trust: The trust created pursuant to Section 4.08
herein and designated as the “Supplemental Interest Trust,” consisting of the
Swap Agreement, the Supplemental Interest Account and the right to receive
Net
Swap Payments from the Swap Counterparty.
Supplemental
Interest Trust Posted Collateral Account: The segregated
non-interest bearing trust account created and maintained by the Supplemental
Interest Trust Trustee pursuant to Section 4.08 hereof.
Supplemental
Interest Trust Trustee: The Trustee, acting not in its individual
or corporate capacity but solely as trustee of the Supplemental Interest
Trust.
Supplemental
Trust Payment: An amount equal to the product of (a) 5.15%,
(b) a fraction, the numerator of which is 30 (except with respect to the
first Swap Payment Date, in which case the numerator will be the number of
days
in the first Swap Calculation Period) and the denominator of which is 360
and
(c) the Swap Notional Amount.
Swap
Agreement: The swap agreement relating to the Offered
Certificates consisting of ISDA Master Agreement (Multicurrency Cross-Border),
a
schedule, credit support annex and the related confirmation thereto, each
dated
as of the Closing Date, between the Supplemental Interest Trust Trustee,
on
behalf of the Supplemental Interest Trust, and the Swap Counterparty, as
such
agreement may be amended and supplemented in accordance with its
terms.
Swap
Calculation Period: Each period from and including the
Distribution Date in the preceding calendar month to, but excluding, the
related
Distribution Date, except that the initial Swap Calculation Period will commence
on, and include, October 25, 2007 and the final Swap Calculation Period will
end
on, but exclude, the Swap Termination Date, provided that such Swap Calculation
Period shall be adjusted pursuant to the “Following Business Day Convention” (as
defined in the Swap Agreement).
Swap
Certificate: Each of the Offered Certificates.
Swap
Counterparty: The swap provider under the Swap
Agreement. Initially, the Swap Counterparty shall be Credit Suisse
International.
Swap
Counterparty Payment: An amount equal to the greater of (I) zero
and (II) the product of (a) One-Month LIBOR for the related Distribution
Date, (b) a fraction, the numerator of which is the actual number of days
elapsed in the related Swap Calculation Period and the denominator of which
is
360 and (c) the Swap Notional Amount.
Swap
Counterparty Trigger Event: (i) an Event of Default (as
defined in the Swap Agreement) with respect to which the Swap Counterparty
is a
Defaulting Party (as defined in the Swap Agreement), (ii) a Termination
Event (as defined in the Swap Agreement) under the Swap Agreement with respect
to which the Swap Counterparty is the sole Affected Party (as defined in
the
Swap Agreement) or (iii) an Additional Termination Event (as defined in the
Swap Agreement) under the Swap Agreement with respect to which the Swap
Counterparty is the sole Affected Party.
Swap
Event of Default: An “Event of Default” as such term is defined
in the Swap Agreement.
Swap
LIBOR: LIBOR as determined pursuant to the Swap
Agreement.
Swap
Notional Amount: The “Notional Amount” referred to in the Swap
Agreement.
Swap
Payment Date: The “Business Day” (as defined in the Swap
Agreement) before each Distribution Date.
Swap
Suspension Event: With respect to any Distribution Date, either
(a) the occurrence of a default by the Swap Counterparty under the Swap
Agreement in the timely payment of any Net Swap Payment owed by the Swap
Counterparty to the Supplemental Interest Trust on the related Swap Payment
Date
or (b) the Swap Agreement has been terminated and no replacement Swap
Agreement is in force and effect.
Swap
Termination Date: Immediately following the earliest to occur of
(a) the Maturity Date, (b) the date on which the Terminating Entity
has purchased all of the Mortgage Loans from the Trust, unless terminated
earlier in accordance with the terms of the Swap Agreement and (c) the
Distribution Date on which the Class Principal Balance of the Certificates
has
been reduced to zero.
Swap
Termination Payment: Upon the designation of an Early Termination
Date (as defined in the Swap Agreement), the payment to be made by the Trust
to
the Supplemental Interest Account for payment to the Swap Counterparty, or
by
the Swap Counterparty to the Supplemental Interest Account for payment to
the
Trust, as applicable, pursuant to the terms of the Swap Agreement.
Targeted
Overcollateralization Amount: For any Distribution Date prior to
the Stepdown Date, 8.80% of the Aggregate Loan Balance as of the Cut-off
Date;
with respect to any Distribution Date on or after the Stepdown Date and with
respect to which a Trigger Event has not occurred, the greater of (a) 17.60%
of
the Aggregate Loan Balance for such Distribution Date, or (b) 0.50% of the
Aggregate Loan Balance as of the Cut-off Date; with respect to any Distribution
Date on or after the Stepdown Date with respect to which a Trigger Event
has
occurred and is continuing, the Targeted Overcollateralization Amount for
the
Distribution Date immediately preceding such Distribution Date.
Tax
Matters Person: The person designated as “tax matters person” in the manner
provided under Treasury regulation § 1.860F-4(d) and temporary Treasury
regulation §301.6231(a)(7)-1T.
Terminating
Entity: The Majority Class X Certificateholder.
Trigger
Event: A Trigger Event will occur for any Distribution Date if either (i)
the Rolling Three Month Delinquency Rate as of the last day of the related
Collection Period equals or exceeds the applicable percentage (as set forth
below) of the Most Senior Enhancement Percentage of the most senior Class
or
Classes of Certificates then outstanding for such Distribution
Date:
Class
|
Percentage
|
Class
1-A, Class 2-A-1 or Class 2-A-2 Certificates
|
31.50%
|
Class
M-1 Certificates
|
35.18%
|
Class
M-2 Certificates
|
39.34%
|
Class
M-3 Certificates
|
48.25%
|
Class
M-4 Certificates
|
53.06%
|
Class
M-5 Certificates
|
58.71%
|
Class
M-6 Certificates
|
64.39%
|
Class
M-7 Certificates
|
70.04%
|
Class
M-8 Certificates
|
75.33%
|
Class
M-9 Certificates
|
90.75%
|
or
(ii)
the cumulative Realized Losses as a percentage of the original Aggregate
Loan
Balance on the Closing Date for such Distribution Date is greater than the
percentage set forth in the following table:
Range
of Distribution Dates
|
Cumulative
Loss Percentage
|
September 2009
– August 2010
|
2.25%*
|
September 2010
– August 2011
|
5.65%*
|
September
2011 – August 2012
|
8.80%*
|
September
2012 – August 2013
|
11.30%*
|
September
2013 and thereafter
|
12.75%*
|
*
The
percentages set forth above are the percentages applicable for the first
Distribution Date in the corresponding range of Distribution
Dates. The percentage for each succeeding Distribution Date in a
range increases incrementally by 1/12 of the positive difference between
the
percentage applicable to the first Distribution Date in that range and the
percentage applicable to the first Distribution Date in the succeeding
range.
Trust: The
trust created pursuant to Section 2.01 this Agreement.
Trust
Fund: Collectively, the assets of REMIC I, REMIC II, REMIC III and the Basis
Risk Reserve Fund.
Trustee: U.S.
Bank National Association, a national banking association, not in its individual
capacity, but solely in its capacity as trustee for the benefit of the
Certificateholders under this Agreement, and any successor thereto, as provided
herein.
Trustee
Fee: The fee, if any, payable to the Trustee on each Distribution
Date for its services as Trustee hereunder, in an amount equal to one twelfth
of
the Trustee Fee Rate multiplied by the Stated Principal Balance of the Mortgage
Loans immediately prior to such Distribution Date.
Trustee
Fee Rate: 0.0010% per annum.
Trustee: U.S.
Bank National Association, a national banking association, not in its individual
capacity, but solely in its capacity as trustee for the benefit of the
Certificateholders under this Agreement, and any successor thereto, as provided
herein.
Uncertificated
Accrued Interest: With respect to each REMIC Regular Interest on
each Distribution Date, an amount equal to one month’s interest at the related
Uncertificated Pass-Through Rate on the Uncertificated Principal Balance
of such
REMIC Regular Interest. In each case, Uncertificated Accrued Interest will
be
reduced by any Net Prepayment Interest Shortfalls and Relief Act Reductions
(allocated to such REMIC Regular Interests based on the priorities set forth
in
Section [1.03]).
Uncertificated
Notional Amount: With respect to REMIC II Regular Interest LT-IO
and each Distribution Date listed below, the aggregate Uncertificated Balance
of
the REMIC I Regular Interests ending with the designation “A” listed
below:
Distribution
Date
|
REMIC
I Regular Interests
|
|
1
|
I-1-A
through I-54-A and II-1-A through II-54-A
|
|
2
|
I-2-A
through I-54-A and II-2-A through II-54-A
|
|
3
|
I-3-A
through I-54-A and II-3-A through II-54-A
|
|
4
|
I-4-A
through I-54-A and II-4-A through II-54-A
|
|
5
|
I-5-A
through I-54-A and II-5-A through II-54-A
|
|
6
|
I-6-A
through I-54-A and II-6-A through II-54-A
|
|
7
|
I-7-A
through I-54-A and II-7-A through II-54-A
|
|
8
|
I-8-A
through I-54-A and II-8-A through II-54-A
|
|
9
|
I-9-A
through I-54-A and II-9-A through II-54-A
|
|
10
|
I-10-A
through I-54-A and II-10-A through II-54-A
|
|
11
|
I-11-A
through I-54-A and II-11-A through II-54-A
|
|
12
|
I-12-A
through I-54-A and II-12-A through II-54-A
|
|
13
|
I-13-A
through I-54-A and II-13-A through II-54-A
|
|
14
|
I-14-A
through I-54-A and II-14-A through II-54-A
|
|
15
|
I-15-A
through I-54-A and II-15-A through II-54-A
|
|
16
|
I-16-A
through I-54-A and II-16-A through II-54-A
|
|
17
|
I-17-A
through I-54-A and II-17-A through II-54-A
|
|
18
|
I-18-A
through I-54-A and II-18-A through II-54-A
|
|
19
|
I-19-A
through I-54-A and II-19-A through II-54-A
|
|
20
|
I-20-A
through I-54-A and II-20-A through II-54-A
|
|
21
|
I-21-A
through I-54-A and II-21-A through II-54-A
|
|
22
|
I-22-A
through I-54-A and II-22-A through II-54-A
|
|
23
|
I-23-A
through I-54-A and II-23-A through II-54-A
|
|
24
|
I-24-A
through I-54-A and II-24-A through II-54-A
|
|
25
|
I-25-A
through I-54-A and II-25-A through II-54-A
|
|
26
|
I-26-A
through I-54-A and II-26-A through II-54-A
|
|
27
|
I-27-A
through I-54-A and II-27-A through II-54-A
|
|
28
|
I-28-A
through I-54-A and II-28-A through II-54-A
|
|
29
|
I-29-A
through I-54-A and II-29-A through II-54-A
|
|
30
|
I-30-A
through I-54-A and II-30-A through II-54-A
|
|
31
|
I-31-A
through I-54-A and II-31-A through II-54-A
|
|
32
|
I-32-A
through I-54-A and II-32-A through II-54-A
|
|
33
|
I-33-A
through I-54-A and II-33-A through II-54-A
|
|
34
|
I-34-A
through I-54-A and II-34-A through II-54-A
|
|
35
|
I-35-A
through I-54-A and II-35-A through II-54-A
|
|
36
|
I-36-A
through I-54-A and II-36-A through II-54-A
|
|
37
|
I-37-A
through I-54-A and II-37-A through II-54-A
|
|
38
|
I-38-A
through I-54-A and II-38-A through II-54-A
|
|
39
|
I-39-A
through I-54-A and II-39-A through II-54-A
|
|
40
|
I-40-A
through I-54-A and II-40-A through II-54-A
|
|
41
|
I-41-A
through I-54-A and II-41-A through II-54-A
|
|
42
|
I-42-A
through I-54-A and II-42-A through II-54-A
|
|
43
|
I-43-A
through I-54-A and II-43-A through II-54-A
|
|
44
|
I-44-A
through I-54-A and II-44-A through II-54-A
|
|
45
|
I-45-A
through I-54-A and II-45-A through II-54-A
|
|
46
|
I-46-A
through I-54-A and II-46-A through II-54-A
|
|
47
|
I-47-A
through I-54-A and II-47-A through II-54-A
|
|
48
|
I-48-A
through I-54-A and II-48-A through II-54-A
|
|
49
|
I-49-A
through I-54-A and II-49-A through II-54-A
|
|
50
|
I-50-A
through I-54-A and II-50-A through II-54-A
|
|
51
|
I-51-A
through I-54-A and II-51-A through II-54-A
|
|
52
|
I-52-A
through I-54-A and II-52-A through II-54-A
|
|
53
through 57
|
I-53-A
and I-54-A and II-53-A and II-54-A
|
|
58
|
I-54-A
and II-54-A
|
|
thereafter
|
$0.00
|
With
respect to the Class IO Interest and any Distribution Date, an amount equal
to
the Uncertificated Notional Amount of the REMIC II Regular Interest
LT-IO.
Uncertificated
Pass-Through Rate: For any REMIC I Regular Interest or REMIC
II Regular Interest, the per annum rate set forth or calculated in the manner
described in the Preliminary Statement under “REMIC I” or “REMIC II,”
respectively.
Uncertificated
Principal Balance: The principal amount of any REMIC I or
REMIC II Regular Interest outstanding as of any date of
determination. As of the Closing Date, the Uncertificated Principal
Balance of each REMIC I and REMIC II Regular Interest shall equal the
amount set forth in the Preliminary Statement hereto as its Initial
Uncertificated Principal Balance under “REMIC I” or “REMIC II,”
respectively. On each Distribution Date, the Uncertificated Principal Balance
of
each REMIC I Regular Interest and REMIC II Regular Interest shall be
reduced, (x) in the case of REMIC I Regular Interests, by the sum of
(i) the principal portion of Realized Losses allocated to the REMIC I
Regular Interests in accordance with the definition of REMIC I Realized
Losses and (ii) the amounts deemed distributed on each Distribution Date in
respect of principal on the REMIC I Regular Interests pursuant to
Section 4.01(d)(i), and (y) in the case of REMIC II Regular Interests,
by the sum of (i) the principal portion of Realized Losses allocated to the
REMIC II Regular Interests in accordance with the definition of
REMIC II Realized Losses and (ii) the amounts deemed distributed on
each Distribution Date in respect of principal on the REMIC II Regular
Interests pursuant to Section 4.01(d)(ii).
Uncertificated
Regular Interest: Any of the REMIC I Regular Interests and
REMIC II Regular Interests.
Uncertificated
REMIC I Pass-Through Rate: With respect to REMIC I Regular Interest I, a per
annum rate equal to the weighted average of the Net Mortgage Rates on the
Group
1 Mortgage Loans; With respect to REMIC I Regular Interest II, REMIC I Regular
Interest P and REMIC I Regular Interest R, a per annum rate equal to the
weighted average of the Net Mortgage Rates on the Group 2 Mortgage Loans;
With
respect to each REMIC I Group 1 Regular Interest ending with the designation
“A”, a per annum rate equal to the weighted average of the Net Mortgage Rates
on
the Group 1 Mortgage Loans multiplied by 2, subject to a maximum rate of
10.30%; With respect to each REMIC I Group 1 Regular Interest ending
with the designation “B”, the greater of (x) a per annum rate equal to the
excess, if any, of (i) 2 multiplied by the weighted average of the Net Mortgage
Rates on the Group 1 Mortgage Loans over (ii) 10.30% and (y) 0.00%; With
respect
to each REMIC I Group 2 Regular Interest ending with the designation “A”, a per
annum rate equal to the weighted average of the Net Mortgage Rates on the
Group
2 Mortgage Loans multiplied by 2, subject to a maximum rate of
10.30%; With respect to each REMIC I Group 2 Regular Interest ending
with the designation “B”, the greater of (x) a per annum rate equal to the
excess, if any, of (i) 2 multiplied by the weighted average of the Net Mortgage
Rates on the Group 2 Mortgage Loans over (ii) 10.30% and (y) 0.00%.
Uncertificated
REMIC II Pass-Through Rate: With respect to REMIC II Regular
Interests XX-XX, XX-0X, XX-0X0, XX-0X-0X, XX-0X0, XX-X-0, XX-X-0, XX-X-0,
XX-X-0, XX-X-0, XX-X-0, LT-M-6, LT-M-7, LT-M-8, LT-M-9, LT-ZZ, LT-1SUB, LT-2SUB
and LT-XX, a per annum rate (but not less than zero) equal to the
weighted average of (w) with respect to REMIC I Regular Interest I, REMIC
I
Regular Interest II, the Uncertificated REMIC I Pass-Through Rate for such
REMIC
I Regular Interest for each such Distribution Date, (x) with respect to REMIC
I
Regular Interests ending with the designation “B”, the weighted average of the
Uncertificated REMIC I Pass-Through Rates for such REMIC I Regular Interests,
weighted on the basis of the Uncertificated Balance of such REMIC I Regular
Interests for each such Distribution Date and (y) with respect to REMIC I
Regular Interests ending with the designation “A”, for each Distribution Date
listed below, the weighted average of the rates listed below for each such
REMIC
I Regular Interest listed below, weighted on the basis of the Uncertificated
Balance of each such REMIC I Regular Interest for each such Distribution
Date:
Distribution
Date
|
REMIC
I Regular Interest
|
Rate
|
||
1
|
I-1-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
2
|
I-2-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-2-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate REMIC I Remittance
Rate
|
|||
I-1-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
|
REMIC
I Remittance Rate
|
|||
3
|
I-3-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-3-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
and I-2-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
and II-2-A
|
REMIC
I Remittance Rate
|
|||
4
|
I-4-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-4-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-3-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-3-A
|
REMIC
I Remittance Rate
|
|||
5
|
I-5-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-5-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-4-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-4-A
|
REMIC
I Remittance Rate
|
|||
6
|
I-6-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-6-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-5-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-5-A
|
REMIC
I Remittance Rate
|
|||
7
|
I-7-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-7-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-6-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-6-A
|
REMIC
I Remittance Rate
|
|||
8
|
I-8-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-8-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-7-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-7-A
|
REMIC
I Remittance Rate
|
|||
9
|
I-9-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-9-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-8-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-8-A
|
REMIC
I Remittance Rate
|
|||
10
|
I-10-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-10-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-9-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-9-A
|
REMIC
I Remittance Rate
|
|||
11
|
I-11-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-11-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-10-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-10-A
|
REMIC
I Remittance Rate
|
|||
12
|
I-12-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-12-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-11-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-11-A
|
REMIC
I Remittance Rate
|
|||
13
|
I-13-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-13-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-12-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-12-A
|
REMIC
I Remittance Rate
|
|||
14
|
I-14-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-14-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-13-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-13-A
|
REMIC
I Remittance Rate
|
|||
15
|
I-15-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-15-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-14-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-14-A
|
REMIC
I Remittance Rate
|
|||
16
|
I-16-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-16-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-15-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-15-A
|
REMIC
I Remittance Rate
|
|||
17
|
I-17-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-17-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-16-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-16-A
|
REMIC
I Remittance Rate
|
|||
18
|
I-18-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-18-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-17-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-17-A
|
REMIC
I Remittance Rate
|
|||
19
|
I-19-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-19-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-18-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-18-A
|
REMIC
I Remittance Rate
|
|||
20
|
I-20-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-20-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-19-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-19-A
|
REMIC
I Remittance Rate
|
|||
21
|
I-21-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-21-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-20-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-20-A
|
REMIC
I Remittance Rate
|
|||
22
|
I-22-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-22-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-21-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-21-A
|
REMIC
I Remittance Rate
|
|||
23
|
I-23-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-23-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-22-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-22-A
|
REMIC
I Remittance Rate
|
|||
24
|
I-24-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-24-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-23-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-23-A
|
REMIC
I Remittance Rate
|
|||
25
|
I-25-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-25-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-24-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-24-A
|
REMIC
I Remittance Rate
|
|||
26
|
I-26-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-26-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-25-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-25-A
|
REMIC
I Remittance Rate
|
|||
27
|
I-27-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-27-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-26-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-26-A
|
REMIC
I Remittance Rate
|
|||
28
|
I-28-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-28-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-27-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-27-A
|
REMIC
I Remittance Rate
|
|||
29
|
I-29-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-29-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-28-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-28-A
|
REMIC
I Remittance Rate
|
|||
30
|
I-30-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-30-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-29-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-29-A
|
REMIC
I Remittance Rate
|
|||
31
|
I-31-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-31-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-30-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-30-A
|
REMIC
I Remittance Rate
|
|||
32
|
I-32-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-32-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-31-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-31-A
|
REMIC
I Remittance Rate
|
|||
33
|
I-33-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-33-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-32-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-32-A
|
REMIC
I Remittance Rate
|
|||
34
|
I-34-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-34-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-33-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-33-A
|
REMIC
I Remittance Rate
|
|||
35
|
I-35-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-35-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-34-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-34-A
|
REMIC
I Remittance Rate
|
|||
36
|
I-36-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-36-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-35-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-35-A
|
REMIC
I Remittance Rate
|
|||
37
|
I-37-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-37-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-36-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-36-A
|
REMIC
I Remittance Rate
|
|||
38
|
I-38-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-38-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-37-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-37-A
|
REMIC
I Remittance Rate
|
|||
39
|
I-39-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-39-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-38-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-38-A
|
REMIC
I Remittance Rate
|
|||
40
|
I-40-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-40-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-39-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-39-A
|
REMIC
I Remittance Rate
|
|||
41
|
I-41-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-41-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-40-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-40-A
|
REMIC
I Remittance Rate
|
|||
42
|
I-42-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-42-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-41-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-41-A
|
REMIC
I Remittance Rate
|
|||
43
|
I-43-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-43-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-42-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-42-A
|
REMIC
I Remittance Rate
|
|||
44
|
I-44-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-44-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-43-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-43-A
|
REMIC
I Remittance Rate
|
|||
45
|
I-45-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-45-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-44-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-44-A
|
REMIC
I Remittance Rate
|
|||
46
|
I-46-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-46-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-45-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-45-A
|
REMIC
I Remittance Rate
|
|||
47
|
I-47-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-47-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-46-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-46-A
|
REMIC
I Remittance Rate
|
|||
48
|
I-48-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-48-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-47-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-47-A
|
REMIC
I Remittance Rate
|
|||
49
|
I-49-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-49-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-39-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-39-A
|
REMIC
I Remittance Rate
|
|||
50
|
I-50-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-50-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-49-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-49-A
|
REMIC
I Remittance Rate
|
|||
51
|
I-51-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-51-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-50-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-50-A
|
REMIC
I Remittance Rate
|
|||
52
|
I-52-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-52-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-51-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-51-A
|
REMIC
I Remittance Rate
|
|||
53
through 57
|
I-53-A
and I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-53-A
and II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-52-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-52-A
|
REMIC
I Remittance Rate
|
|||
58
|
I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
|||
I-1-A
through I-53-A
|
REMIC
I Remittance Rate
|
|||
II-1-A
through II-53-A
|
REMIC
I Remittance Rate
|
|||
thereafter
|
I-1-A
through I-54-A
|
REMIC
I Remittance Rate
|
||
II-1-A
through II-54-A
|
REMIC
I Remittance Rate
|
With
respect to REMIC II Regular Interest LT-1GRP, a per annum rate (but not less
than zero) equal to the weighted average of: (w) with respect to REMIC I
Regular
Interest I, the REMIC I Remittance Rate for each such REMIC I Regular Interest
for each such Distribution Date, (x) with respect to REMIC I Group I Regular
Interests ending with the designation “B”, the weighted average of the REMIC I
Remittance Rates for such REMIC I Regular Interests, weighted on the basis
of
the Uncertificated Balances of each such REMIC I Regular Interest for each
such
Distribution Date and (y) with respect to REMIC I Group I Regular Interests
ending with the designation “A”, for each Distribution Date listed below, the
weighted average of the rates listed below for such REMIC I Regular Interests
listed below, weighted on the basis of the Uncertificated Balances of each
such
REMIC I Regular Interest for each such Distribution Date:
Distribution
Date
|
REMIC
I Regular Interest
|
Rate
|
||
1
|
I-1-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
2
|
I-2-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
|
REMIC
I Remittance Rate
|
|||
3
|
I-3-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
and I-2-A
|
REMIC
I Remittance Rate
|
|||
4
|
I-4-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-3-A
|
REMIC
I Remittance Rate
|
|||
5
|
I-5-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-4-A
|
REMIC
I Remittance Rate
|
|||
6
|
I-6-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-5-A
|
REMIC
I Remittance Rate
|
|||
7
|
I-7-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-6-A
|
REMIC
I Remittance Rate
|
|||
8
|
I-8-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-7-A
|
REMIC
I Remittance Rate
|
|||
9
|
I-9-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-8-A
|
REMIC
I Remittance Rate
|
|||
10
|
I-10-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-9-A
|
REMIC
I Remittance Rate
|
|||
11
|
I-11-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-10-A
|
REMIC
I Remittance Rate
|
|||
12
|
I-12-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-11-A
|
REMIC
I Remittance Rate
|
|||
13
|
I-13-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-12-A
|
REMIC
I Remittance Rate
|
|||
14
|
I-14-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-13-A
|
REMIC
I Remittance Rate
|
|||
15
|
I-15-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-14-A
|
REMIC
I Remittance Rate
|
|||
16
|
I-16-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-15-A
|
REMIC
I Remittance Rate
|
|||
17
|
I-17-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-16-A
|
REMIC
I Remittance Rate
|
|||
18
|
I-18-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-17-A
|
REMIC
I Remittance Rate
|
|||
19
|
I-19-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-18-A
|
REMIC
I Remittance Rate
|
|||
20
|
I-20-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-19-A
|
REMIC
I Remittance Rate
|
|||
21
|
I-21-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-20-A
|
REMIC
I Remittance Rate
|
|||
22
|
I-22-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-21-A
|
REMIC
I Remittance Rate
|
|||
23
|
I-23-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-22-A
|
REMIC
I Remittance Rate
|
|||
24
|
I-24-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-23-A
|
REMIC
I Remittance Rate
|
|||
25
|
I-25-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-24-A
|
REMIC
I Remittance Rate
|
|||
26
|
I-26-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-25-A
|
REMIC
I Remittance Rate
|
|||
27
|
I-27-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-26-A
|
REMIC
I Remittance Rate
|
|||
28
|
I-28-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-27-A
|
REMIC
I Remittance Rate
|
|||
29
|
I-29-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-28-A
|
REMIC
I Remittance Rate
|
|||
30
|
I-30-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-29-A
|
REMIC
I Remittance Rate
|
|||
31
|
I-31-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-30-A
|
REMIC
I Remittance Rate
|
|||
32
|
I-32-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-31-A
|
REMIC
I Remittance Rate
|
|||
33
|
I-33-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-32-A
|
REMIC
I Remittance Rate
|
|||
34
|
I-34-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-33-A
|
REMIC
I Remittance Rate
|
|||
35
|
I-35-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-34-A
|
REMIC
I Remittance Rate
|
|||
36
|
I-36-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-35-A
|
REMIC
I Remittance Rate
|
|||
37
|
I-37-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-36-A
|
REMIC
I Remittance Rate
|
|||
38
|
I-38-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-37-A
|
REMIC
I Remittance Rate
|
|||
39
|
I-39-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-38-A
|
REMIC
I Remittance Rate
|
|||
40
|
I-40-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-39-A
|
REMIC
I Remittance Rate
|
|||
41
|
I-41-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-40-A
|
REMIC
I Remittance Rate
|
|||
42
|
I-42-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-41-A
|
REMIC
I Remittance Rate
|
|||
43
|
I-43-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-42-A
|
REMIC
I Remittance Rate
|
|||
44
|
I-44-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-43-A
|
REMIC
I Remittance Rate
|
|||
45
|
I-45-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-44-A
|
REMIC
I Remittance Rate
|
|||
46
|
I-46-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-45-A
|
REMIC
I Remittance Rate
|
|||
47
|
I-47-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-46-A
|
REMIC
I Remittance Rate
|
|||
48
|
I-48-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-47-A
|
REMIC
I Remittance Rate
|
|||
49
|
I-49-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-48-A
|
REMIC
I Remittance Rate
|
|||
50
|
I-50-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-49-A
|
REMIC
I Remittance Rate
|
|||
51
|
I-51-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-50-A
|
REMIC
I Remittance Rate
|
|||
52
|
I-52-A
through I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-51-A
|
REMIC
I Remittance Rate
|
|||
53
through 57
|
I-53-A
and I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-52-A
|
REMIC
I Remittance Rate
|
|||
58
|
I-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
I-1-A
through I-53-A
|
REMIC
I Remittance Rate
|
|||
thereafter
|
I-1-A
through I-54-A
|
REMIC
I Remittance Rate
|
With
respect to REMIC II Regular Interest LT-2GRP, a per annum rate (but not less
than zero) equal to the weighted average of: (w) with respect to REMIC I
Regular
Interest II, the REMIC I Remittance Rate for each such REMIC I Regular Interest
for each such Distribution Date, (x) with respect to REMIC I Group II
Regular Interests ending with the designation “B”, the weighted average of the
REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on
the
basis of the Uncertificated Balances of each such REMIC I Regular Interest
for
each such Distribution Date and (y) with respect to REMIC I Group II Regular
Interests ending with the designation “A”, for each Distribution Date listed
below, the weighted average of the rates listed below for such REMIC I Regular
Interests listed below, weighted on the basis of the Uncertificated Balances
of
each such REMIC I Regular Interest for each such Distribution Date:
Distribution
Date
|
REMIC
I Regular Interest
|
Rate
|
||
1
|
II-1-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
2
|
II-2-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
|
REMIC
I Remittance Rate
|
|||
3
|
II-3-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
and II-2-A
|
REMIC
I Remittance Rate
|
|||
4
|
II-4-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-3-A
|
REMIC
I Remittance Rate
|
|||
5
|
II-5-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-4-A
|
REMIC
I Remittance Rate
|
|||
6
|
II-6-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-5-A
|
REMIC
I Remittance Rate
|
|||
7
|
II-7-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-6-A
|
REMIC
I Remittance Rate
|
|||
8
|
II-8-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-7-A
|
REMIC
I Remittance Rate
|
|||
9
|
II-9-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-8-A
|
REMIC
I Remittance Rate
|
|||
10
|
II-10-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-9-A
|
REMIC
I Remittance Rate
|
|||
11
|
II-11-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-10-A
|
REMIC
I Remittance Rate
|
|||
12
|
II-12-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-11-A
|
REMIC
I Remittance Rate
|
|||
13
|
II-13-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-12-A
|
REMIC
I Remittance Rate
|
|||
14
|
II-14-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-13-A
|
REMIC
I Remittance Rate
|
|||
15
|
II-15-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-14-A
|
REMIC
I Remittance Rate
|
|||
16
|
II-16-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-15-A
|
REMIC
I Remittance Rate
|
|||
17
|
II-17-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-16-A
|
REMIC
I Remittance Rate
|
|||
18
|
II-18-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-17-A
|
REMIC
I Remittance Rate
|
|||
19
|
II-19-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-18-A
|
REMIC
I Remittance Rate
|
|||
20
|
II-20-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-19-A
|
REMIC
I Remittance Rate
|
|||
21
|
II-21-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-20-A
|
REMIC
I Remittance Rate
|
|||
22
|
II-22-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-21-A
|
REMIC
I Remittance Rate
|
|||
23
|
II-23-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-22-A
|
REMIC
I Remittance Rate
|
|||
24
|
II-24-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-23-A
|
REMIC
I Remittance Rate
|
|||
25
|
II-25-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-24-A
|
REMIC
I Remittance Rate
|
|||
26
|
II-26-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-25-A
|
REMIC
I Remittance Rate
|
|||
27
|
II-27-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-26-A
|
REMIC
I Remittance Rate
|
|||
28
|
II-28-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-27-A
|
REMIC
I Remittance Rate
|
|||
29
|
II-29-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-28-A
|
REMIC
I Remittance Rate
|
|||
30
|
II-30-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-29-A
|
REMIC
I Remittance Rate
|
|||
31
|
II-31-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-30-A
|
REMIC
I Remittance Rate
|
|||
32
|
II-32-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-31-A
|
REMIC
I Remittance Rate
|
|||
33
|
II-33-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-32-A
|
REMIC
I Remittance Rate
|
|||
34
|
II-34-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-33-A
|
REMIC
I Remittance Rate
|
|||
35
|
II-35-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-34-A
|
REMIC
I Remittance Rate
|
|||
36
|
II-36-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-35-A
|
REMIC
I Remittance Rate
|
|||
37
|
II-37-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-36-A
|
REMIC
I Remittance Rate
|
|||
38
|
II-38-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-37-A
|
REMIC
I Remittance Rate
|
|||
39
|
II-39-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-38-A
|
REMIC
I Remittance Rate
|
|||
40
|
II-40-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-39-A
|
REMIC
I Remittance Rate
|
|||
41
|
II-41-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-40-A
|
REMIC
I Remittance Rate
|
|||
42
|
II-42-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-41-A
|
REMIC
I Remittance Rate
|
|||
43
|
II-43-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-42-A
|
REMIC
I Remittance Rate
|
|||
44
|
II-44-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-43-A
|
REMIC
I Remittance Rate
|
|||
45
|
II-45-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-44-A
|
REMIC
I Remittance Rate
|
|||
46
|
II-46-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-45-A
|
REMIC
I Remittance Rate
|
|||
47
|
II-47-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-46-A
|
REMIC
I Remittance Rate
|
|||
48
|
II-48-A
and II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-47-A
|
REMIC
I Remittance Rate
|
|||
49
|
II-49-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-48-A
|
REMIC
I Remittance Rate
|
|||
50
|
II-50-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-49-A
|
REMIC
I Remittance Rate
|
|||
51
|
II-51-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-50-A
|
REMIC
I Remittance Rate
|
|||
52
|
II-52-A
through II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-51-A
|
REMIC
I Remittance Rate
|
|||
53
through 57
|
II-53-A
and II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-52-A
|
REMIC
I Remittance Rate
|
|||
58
|
II-54-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of REMIC I
Remittance
Rate
|
||
II-1-A
through II-53-A
|
REMIC
I Remittance Rate
|
|||
thereafter
|
II-1-A
through II-54-A
|
REMIC
I Remittance Rate
|
With
respect to REMIC II Regular Interest LT-IO, the excess of (i) the Uncertificated
REMIC I Pass-Through Rates for REMIC I Regular Interests ending with the
designation “A”, over (ii) 2 multiplied by Swap LIBOR.
Voting
Rights: The portion of the voting rights of all the Certificates
that is allocated to any Certificate for purposes of the voting provisions
of
this Agreement. At all times during the term of this Agreement, 99%
of all Voting Rights shall be allocated among the Class 1-A, Class 2-A-1,
Class
2-A-2, Class X-0, Xxxxx X-0, Class M-3, Class M-4, Class M-5, Class M-6,
Class
M-7, Class M-8 and Class M-9 Certificates. The portion of such 99%
Voting Rights allocated to the Class 1-A, Class 2-A-1, Class 2-A-2, Class
X-0,
Xxxxx X-0, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8
and
Class M-9 Certificates shall be allocated based on the fraction, expressed
as a
percentage, the numerator of which is the aggregate Class Principal Balance
then
outstanding and the denominator of which is the Class Principal Balance of
all
such Classes then outstanding. The Class X Certificates shall be
allocated 1% of the Voting Rights; provided, however, for so long as the
Class X
Certificates, or any portion thereof, are held in a NIM Trust, the holders
of
the Class X Certificates shall not be entitled to exercise any Voting Rights
with respect to their Certificates and the Voting Rights otherwise
allocable to the Class X Certificates shall be allocated to the other Classes
of
Certificates other than the Class R Certificates and Class P
Certificates. Voting Rights shall be allocated among the Certificates
within each such Class in accordance with their respective Percentage
Interests. The Class P Certificates and Class R Certificates shall
have no Voting Rights.
SECTION
1.02. Allocation
of Certain Interest Shortfalls.
For
purposes of calculating the amount of Uncertificated Accrued Interest for
the
REMIC I Group 1 Regular Interests for any Distribution Date, the aggregate
amount of any Prepayment Interest Shortfalls (net of any Compensating Interest
Payment) and any Relief Act Reductions incurred in respect of the Group 1
Loans
for any Distribution Date shall be allocated first, to REMIC I Regular Interest
I and to the REMIC I Group 1 Regular Interests ending with the designation
“B”,
pro rata based on, and to the extent of, one month’s interest at the then
applicable respective Uncertificated REMIC I Pass-Through Rates on the
respective Uncertificated Principal Balances of each such REMIC I Regular
Interest , and then, to REMIC I Group 1 Regular Interests ending with the
designation “A”, pro rata based on, and to the extent of, one month’s interest
at the then applicable respective Uncertificated REMIC I Pass-Through Rates
on
the respective Uncertificated Principal Balances of each such REMIC I Regular
Interest. For purposes of calculating the amount of Uncertificated
Accrued Interest for the REMIC I Group 2 Regular Interests for any Distribution
Date, the aggregate amount of any Prepayment Interest Shortfalls (net of
any
Compensating Interest Payment) and any Relief Act Reductions incurred in
respect
of the Group 2 Loans for any Distribution Date shall be allocated first,
to
REMIC I Regular Interest I and to the REMIC I Group 2 Regular Interests ending
with the designation “B”, pro rata based on, and to the extent of, one month’s
interest at the then applicable respective Uncertificated REMIC I Pass-Through
Rates on the respective Uncertificated Principal Balances of each such REMIC
I
Regular Interest , and then, to REMIC I Group 2 Regular Interests ending
with
the designation “A”, pro rata based on, and to the extent of, one month’s
interest at the then applicable respective Uncertificated REMIC I Pass-Through
Rates on the respective Uncertificated Principal Balances of each such REMIC
I
Regular Interest.
For
purposes of calculating the amount of Uncertificated Accrued Interest for
the
REMIC II Regular Interests for any Distribution Date the REMIC II Marker
Allocation Percentage of any aggregate amount of any Prepayment Interest
Shortfalls and any Relief Act Interest Shortfalls incurred in respect of
the
Mortgage Loans shall be allocated among REMIC II Regular Interests XX-XX,
XX-0X,
XX-0X0, XX-0X0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, LT-M-7, LT-M-8,
LT-M-9 and LT-ZZ pro rata based on, and to the extent of, one month’s interest
at the then applicable respective Uncertificated REMIC II Pass-Through Rate
on
the respective Uncertificated Principal Balance of each such REMIC II Regular
Interest.
For
purposes of calculating the amount of Uncertificated Accrued Interest for
the
REMIC II Regular Interests for any Distribution Date the REMIC II Sub WAC
Allocation Percentage of any aggregate amount of any Prepayment Interest
Shortfalls and any Relief Act Interest Shortfalls incurred in respect of
the
Mortgage Loans shall be allocated among REMIC II Regular Interests LT-1SUB,
LT-1GRP, LT-2SUB, LT-2GRP and LT-XX, pro rata based on, and to the extent
of,
one month’s interest at the then applicable respective Uncertificated REMIC II
Pass-Through Rate on the respective Uncertificated Principal Balance of each
such REMIC II Regular Interest.
ARTICLE
II
CONVEYANCE
OF MORTGAGE LOANS;
REPRESENTATIONS
AND WARRANTIES
SECTION
2.01. Conveyance
of Trust Fund.
(a) The
Depositor does hereby establish the CSMC Asset-Backed Trust 2007-NC1 OSI
(the
“Trust”) and sells, transfers, assigns, delivers, sets over and otherwise
conveys to the Trustee in trust for the benefit of the Certificateholders,
without recourse, the Depositor’s right, title and interest in and to
(a) the Mortgage Loans listed in the Mortgage Loan Schedule, including all
interest and principal received or receivable by the Depositor on or with
respect to the Mortgage Loans after the Cut-off Date, but not including payments
of principal and interest due and payable on the Mortgage Loans on or before
the
Cut-off Date, together with the Mortgage Files relating to the Mortgage Loans,
(b) REO Property, (c) the Collection Account, the Certificate
Account and all amounts deposited therein pursuant to the applicable provisions
of this Agreement, (d) any insurance policies with respect to the Mortgage
Loans, (e) the Depositor’s rights under the Assignment and Assumption
Agreement, (f) the Supplemental Interest Account and (g) all proceeds of
the conversion, voluntary or involuntary, of any of the foregoing into cash
or
other liquid property. The parties hereto agree that it is not
intended that any mortgage loan be conveyed to the Trust that is either (i)
a
“High-Cost Home Loan” as defined in the New Jersey Home Ownership Act effective
November 27, 2003, (ii) a “High-Cost Home Loan” as defined in the New Mexico
Home Loan Protection Act effective January 1, 2004 (iii) a “High Cost Home
Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act
effective November 7, 2004 or (iv) a “High-Cost Home Loan” as defined by the
Indiana High Cost Home Loan Law effective January 1, 2005.
(b) In
connection with the transfer and assignment set forth in clause (a) above,
the
Depositor has delivered or caused to be delivered to a Custodian for the
benefit
of the Certificateholders, the documents and instruments with respect to
each
Mortgage Loan as assigned:
(i) (A)
the original Mortgage Note bearing all intervening endorsements and including
any riders to the Mortgage Note, endorsed “Pay to the order of ________________,
without recourse” and signed in the name of the last named endorsee by an
authorized officer or (B) with respect to any Lost Mortgage Note, a lost
note
affidavit stating that the original Mortgage Note was lost or destroyed,
(together with a copy of such Mortgage Note, if available);
(ii) the
original of any guarantee executed in connection with the Mortgage Note
(if
any);
(iii) for
each Mortgage Loan that is not a MERS Mortgage Loan, the original Mortgage,
with
evidence of recording thereon, or copies certified by the related recording
office or if the original Mortgage has not yet been returned from the recording
office, a copy certified by or on behalf of the Seller indicating that
such
Mortgage has been delivered for recording (the return directions for the
original Mortgage should indicate, when recorded, mail to the Seller) and
in the
case of each MERS Mortgage Loan, the original Mortgage, noting the presence
of
the MIN of the related Mortgage Loan and either language indicating that
the
Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or if the
Mortgage Loan was not a MOM Loan at origination, the original Mortgage
and the
assignment thereof to MERS, with evidence of recording indicated thereon
or a
copy of the Mortgage certified by the public recording office in which
such
Mortgage has been recorded;
(iv) the
originals of all assumption, modification, consolidation or extension
agreements, (or, if an original of any of these documents has not been
returned
from the recording office, a copy thereof certified by or on behalf of
the
Seller, the original to be delivered to the Seller forthwith after return
from
such recording office) with evidence of recording thereon, if any;
(v) for
each Mortgage Loan that is not a MERS Mortgage Loan, the original Assignment
of
Mortgage as appropriate, in recordable form, for each Mortgage Loan from
the
last assignee assigned in blank;
(vi) for
each Mortgage Loan that was not a MERS Mortgage Loan at its origination,
the
originals of any intervening recorded Assignments of Mortgage, showing
a
complete chain of assignment from origination to the last assignee, including
warehousing assignments, with evidence of recording thereon (or, if an
original
intervening Assignment of Mortgage has not been returned from the recording
office, a copy thereof certified by or on behalf of the Seller, the original
to
be delivered to the Custodian forthwith after return from such recording
office);
(vii) the
original mortgage title
insurance policy, or copy of title commitment (or in appropriate jurisdictions,
attorney’s opinion of title and abstract of title); and
(viii) with
respect to a Cooperative Loan, if any, the originals of the following documents
or instruments:
(A) the
Cooperative Shares, together with the Stock Power in blank;
(B) the
executed Security Agreement;
(C) the
executed Proprietary Lease and the Assignment of Proprietary Lease to the
originator of the Cooperative Loan;
(D) the
executed Recognition Agreement;
(E) Copies
of the original UCC financing statement, and any continuation statements,
filed
by the originator of such Cooperative Loan as secured party, each with
evidence
of recording thereof, evidencing the interest of the originator under the
Security Agreement and the Assignment of Proprietary Lease, if any;
(F) Copies
of the filed UCC assignments or amendments of the security interest referenced
in clause (E) above showing an unbroken chain of title from the originator
to
the Trust, each with evidence of recording thereof, evidencing the interest
of
the assignee under the Security Agreement and the Assignment of Proprietary
Lease, if any;
(G) An
executed assignment of the interest of the originator in the Security Agreement,
the Assignment of Proprietary Lease and the Recognition Agreement, showing
an
unbroken chain of title from the originator to the Trust, if any;
and
(H) The
original instrument or instruments effecting any modification or amendment,
if
any.
In
addition, in connection with the assignment of any MERS Mortgage Loan, the
Seller agrees that it shall cause, at the Seller’s expense, the MERS® System to
indicate that such Mortgage Loans have been assigned by the Seller to the
Trustee in accordance with this Agreement for the benefit of the
Certificateholders by including (or deleting, in the case of Mortgage Loans
which are repurchased or substituted in accordance with this Agreement) the
information required by the MERS® System to (a) identify the Trustee and (b)
identify the series of the Certificates issued in connection with such Mortgage
Loans. On the date of the Trust Receipt and Final Certification, the
Trustee shall provide the Seller a report describing whether or not such
assignment has occurred. The Seller further agrees that it shall not,
and shall not permit a Servicer to, and each related Servicer agrees that
it
shall not, alter the information referenced in this paragraph with respect
to
any Mortgage Loan during the term of this Agreement unless and until such
Mortgage Loan is repurchased or substituted in accordance with the terms
of this
Agreement.
Further,
the Servicer is authorized and empowered by the Trustee, on behalf of the
Certificateholders and the Trustee, in its own name or in the name of any
Sub
Servicer, when a Servicer or any Sub Servicer, as the case may be, believes
it
appropriate in its best judgment to register any Mortgage Loan on the MERS®
System, or cause the removal from the registration of any Mortgage Loan on
the
MERS® System, to execute and deliver, on behalf of the Trustee and the
Certificateholders or any of them, any and all instruments of assignment
and
other comparable instruments with respect to such assignment or re recording
of
a Mortgage in the name of MERS, solely as nominee for the Trustee and its
successors and assigns. Any costs incurred by a Servicer pursuant to
this paragraph shall be considered a Servicing Advance and shall be
reimburseable to such Servicer.
In
the
event the Depositor delivers to a Custodian certified copies of any document
or
instrument set forth in 2.01(b) because of a delay caused by the public
recording office in returning any recorded document, the Depositor shall
deliver
or cause to be delivered to such Custodian, within 60 days of the Closing
Date,
an Officer’s Certificate which shall (i) identify the recorded document, (ii)
state that the recorded document has not been delivered to such Custodian
due
solely to a delay caused by the public recording office, and (iii) state
the
amount of time generally required by the applicable recording office to record
and return a document submitted for recordation.
In
the
event that in connection with any Mortgage Loan the Depositor cannot deliver
(a)
for a Mortgage Loan that is not a MERS Mortgage Loan, the original recorded
Mortgage, (b) all interim recorded assignments or (c) the lender’s title policy
(together with all riders thereto) satisfying the requirements set forth
above,
concurrently with the execution and delivery hereof because such document
or
documents have not been returned from the applicable public recording office
in
the case of clause (a) or (b) above, or because the title policy has not
been
delivered to the Seller or the Depositor by the applicable title insurer
in the
case of clause (c) above, the Depositor shall promptly deliver to the Custodian,
in the case of clause (a) or (b) above, such original Mortgage or such interim
assignment, as the case may be, with evidence of recording indicated thereon
upon receipt thereof from the public recording office, or a copy thereof,
certified, if appropriate, by the relevant recording office and, in the case
of
clause (c) above, any title policy upon receipt from the applicable title
insurer.
(c) As
promptly as practicable subsequent to such transfer and assignment, and in
any
event, within thirty (30) days thereafter, DLJMC shall, at its expense, (i)
affix or cause to be affixed the Trustee’s name to each Assignment of Mortgage,
as the assignee thereof, (ii) cause such assignment to be in proper form
for
recording in the appropriate public office for real property records within
thirty (30) days after receipt thereof and (iii) cause to be delivered for
recording in the appropriate public office for real property records the
assignments of the Mortgages to the Trustee, except that, with respect to
any
assignment of a Mortgage as to which DLJMC has not received the information
required to prepare such assignment in recordable form, DLJMC’s obligation to do
so and to deliver the same for such recording shall be as soon as practicable
after receipt of such information and in any event within thirty (30) days
after
the receipt thereof, and DLJMC need not cause to be recorded any assignment
which relates to a Mortgage Loan in any jurisdiction under the laws of which,
as
evidenced by an Opinion of Counsel delivered by the Depositor (at the
Depositor’s expense) to the Trustee and DLJMC, acceptable to the Rating
Agencies, the recordation of such assignment is not necessary to protect
the
Trustee’s and the Certificateholders’ interest in the related Mortgage
Loan.
(d) If
any original Mortgage Note referred to in Section 2.01(b)(i) above cannot
be
located, the obligations of the Depositor to deliver such documents shall
be
deemed to be satisfied upon delivery to the Custodian of a photocopy of such
Mortgage Note, if available, with a lost note affidavit and
indemnity. If any of the original Mortgage Notes for which a lost
note affidavit and indemnity was delivered to the Custodian is subsequently
located, such original Mortgage Note shall be delivered to such Custodian
within
three (3) Business Days.
(e) As
set forth in the Standard Terms.
(f) As
set forth in the Standard Terms.
(g) As
set forth in the Standard Terms.
(h) Not
applicable.
(i) Not
applicable.
(j) As
set forth in the Standard Terms.
(k) As
set forth in the Standard Terms.
SECTION
2.02. Acceptance
by the Trustee.
(a) Pursuant
to the Custodial Agreement, the Custodian agrees to execute and deliver on
the
Closing Date to the Depositor and the Trustee a Trust Receipt and Initial
Certification in the form annexed to the Custodial Agreement as Exhibit
1. Based on its review and examination, and only as to the documents
identified in such Trust Receipt and Initial Certification, the Custodian
acknowledges that such documents appear regular on their face and relate
to such
Mortgage Loan. The Custodian shall be under no duty or obligation to
inspect, review or examine said documents, instruments, certificates or other
papers to determine that the same are genuine, enforceable or appropriate
for
the represented purpose or that they have actually been recorded in the real
estate records or that they are other than what they purport to be on their
face.
Pursuant
to the Custodial Agreement, not later than 90 days after the Closing Date,
the
Custodian shall deliver to the Depositor and the Trustee a Trust Receipt
and
Final Certification in the form annexed to the Custodial Agreement as Exhibit
2,
with any applicable exceptions noted thereon.
Based
solely upon the Trust Receipt and Initial Certification received from the
Custodian, and subject to the provisions of Section 2.01 and any exceptions
noted on an exception report described in the next paragraph below, the Trustee
acknowledges receipt of the documents referred to in Section 2.01 above and
declares that it holds and shall hold such documents and the other documents
delivered to it constituting the Mortgage File, and that it holds or shall
hold
all such assets and such other assets included in the definition of the Trust
Fund in trust for the exclusive use and benefit of all present and future
Certificateholders.
If,
in
the course of such review and in accordance with the Custodial Agreement,
the
Custodian finds any document constituting a part of a Mortgage File which
does
not meet the requirements of Section 2.01, the Custodian shall list such
as an
exception in the Trust Receipt and Final Certification pursuant to the Custodial
Agreement; provided, however, that the Custodian shall not make any
determination as to whether (i) any endorsement is sufficient to transfer
all
right, title and interest of the party so endorsing, as noteholder or assignee
thereof, in and to that Mortgage Note or (ii) any assignment is in recordable
form or is sufficient to effect the assignment of and transfer to the assignee
thereof under the mortgage to which the assignment relates.
The
Seller shall promptly correct or cure such defect within 90 days from the
date
it was so notified of such defect and, if the Seller does not correct or
cure
such defect within such period and such defect materially and adversely affects
the interests of Certificateholders in the related Mortgage Loan, the Seller
shall either (a) substitute for the related Mortgage Loan a Qualified Substitute
Mortgage Loan, which substitution shall be accomplished in the manner and
subject to the conditions set forth in Section 2.03, or (b) repurchase such
Mortgage Loan within 90 days from the date that the Seller was notified of
such
defect in writing at the Purchase Price of such Mortgage Loan; or such longer
period not to exceed 720 days from the Closing Date if the substitution or
repurchase of a Mortgage Loan pursuant to this provision is required by reason
of a delay in delivery of any documents by the appropriate recording office
or
title insurer, as applicable; provided, however, that the Seller shall have
no
liability for recording any Assignment of Mortgage in favor of the Trustee,
and
provided, further, that the Seller shall not be obligated to repurchase or
cure
any Mortgage Loan solely as a result of any other party’s failure to record such
Assignment of Mortgage. The Custodian, in accordance with the
Custodial Agreement, shall deliver to each Rating Agency written notice,
which
may be an exception report, within 270 days from the Closing Date indicating
each Mortgage Loan (a) for which a mortgage or assignment of mortgage required
to be recorded hereunder has not been returned by the appropriate recording
office or (b) as to which there is a dispute as to location or status of
such
Mortgage Loan. Thereafter, upon request of the Depositor, the Trustee
or a Rating Agency, the Custodian shall deliver an updated exception
report. In connection with any such substitution pursuant to clause
(a) of the first sentence of this paragraph, the Custodian shall deliver
an
updated exception report. Any such substitution pursuant to clause
(a) of the first sentence of this paragraph shall shall not be effected prior
to
the delivery to the Trustee of (1) the Opinion of Counsel required by Section
2.05 hereof, and (2) a Request for Release substantially in the form of Exhibit
3 to the Custodial Agreement. No substitution is permitted to be made
in any calendar month after the Determination Date for such
month. The Purchase Price for any such Mortgage Loan shall be
remitted by the Seller to the Servicer for deposit in the Collection Account
on
or prior to the Business Day immediately preceding such Distribution Date
in the
month following the month during which the Seller became obligated hereunder
to
repurchase or replace such Mortgage Loan. Upon receipt of such
remittance, the Servicer shall deliver a Request for Release with respect
thereto substantially in the form of Exhibit 3 to the Custodial Agreement,
with
a copy to the Trustee, and upon receipt of such Request for Release, the
Custodian shall release the related Mortgage File held for the benefit of
the
Certificateholders to the Seller, and the Trustee shall execute and deliver
at
the Seller’s direction such instruments of transfer or assignment prepared by
the Seller, in each case without recourse, as shall be necessary to transfer
title from the Trustee to the Seller.
If
pursuant to the preceding paragraph the Seller repurchases a Mortgage Loan
that
is a MERS Mortgage Loan, the Servicer shall, at the Seller’s expense, either (i)
cause MERS to execute and deliver an Assignment of Mortgage in recordable
form
to transfer the Mortgage from MERS to the Seller and shall cause such Mortgage
to be removed from registration on the MERS® System in accordance with MERS’
rules and regulations or (ii) cause MERS to designate on the MERS® System the
Seller as the beneficial holder of such Mortgage Loan.
(b) Not
Applicable.
(c) As
set forth in the Standard Terms.
(d) As
set forth in the Standard Terms.
(e) Notwithstanding
anything to the contrary contained herein, the parties hereto acknowledge
that
the functions with respect to the custody, acceptance, inspection,
receipt and release of the Mortgage Files and other documentation
pursuant to Sections 2.01, 2.02 and 2.03 and preparation and delivery of
the
acknowledgements of receipt and the certifications required under such sections
shall be performed by the Custodian pursuant to the terms and conditions
of the
Custodial Agreement.
SECTION
2.03. Representations
and Warranties of the Seller and Servicer.
(a) Each
of DLJMC, in its capacity as a Seller, SPS, in its capacity as Servicer and
Ocwen, in its capacity as Servicer, in each case hereby makes the
representations and warranties set forth in Schedules IIA, IIB and IIC hereto,
respectively, and by this reference incorporated herein, to the Depositor
and
the Trustee, as of the Closing Date, or if so specified therein, as of the
Cut
off Date or such other date as may be specified.
(b) As
set forth in the Standard Terms.
(c) Upon
discovery by any of the parties hereto of a breach of a representation or
warranty made pursuant to Section 2.03(b) that materially and adversely affects
the interests of the Certificateholders in any Mortgage Loan, the party
discovering such breach shall give prompt notice thereof to the other
parties. The Seller hereby covenants that within 90 days of the
earlier of its discovery or its receipt of written notice from any party
of a
breach of any representation or warranty made by it pursuant to Section 2.03(b)
which materially and adversely affects the interests of the Certificateholders
in any Mortgage Loan sold by the Seller to the Trust, it shall cure such
breach
in all material respects, and if such breach is not so cured, shall, (i)
if such
90 day period expires prior to the second anniversary of the Closing Date,
remove such Mortgage Loan (a “Deleted Mortgage Loan”) from the Trust Fund and
substitute in its place a Qualified Substitute Mortgage Loan, in the manner
and
subject to the conditions set forth in this Section 2.03; or (ii) repurchase
the
affected Mortgage Loan or Mortgage Loans at the Purchase Price in the manner
set
forth below; provided, however, that any such substitution pursuant to (i)
above
shall not be effected prior to the delivery to the Trustee of the Opinion
of
Counsel required by Section 2.05 hereof, if any, and any such substitution
pursuant to (i) above shall not be effected prior to the additional delivery
from the Servicer to the Trustee and the Custodian of a Request for Release
substantially in the form of Exhibit 3 to the Custodial Agreement relating
to
the Deleted Mortgage Loan and the Mortgage File for any such Qualified
Substitute Mortgage Loan. In connection with the breach of representation
and
warranty (xxv) set forth in Schedule III hereto, the Seller shall remit the
amount of the Prepayment Premium to the Servicer for deposit in the Collection
Account on or before the Business Day immediately preceding the Distribution
Date in the month following the month during which the Seller became obligated
hereunder to remit such Prepayment Premium. The Seller shall promptly
reimburse the Trustee, any Special Servicer and the Servicer (if the Servicer
is
not the Seller of such Mortgage Loan) for any actual out of pocket expenses
reasonably incurred by the Trustee, any Special Servicer and the Servicer
(if
the Servicer is not the Seller of such Mortgage Loan) in respect of enforcing
the remedies for such breach. With respect to any representation and
warranties described in this Section 2.03 which are made to the best of the
Seller’s knowledge if it is discovered by any of the Depositor, the Seller, the
Servicer, any Special Servicer or the Trustee that the substance of such
representation and warranty is inaccurate and such inaccuracy materially
and
adversely affects the value of the related Mortgage Loan or the interests
of the
Certificateholders therein, notwithstanding the Seller’s lack of knowledge with
respect to the substance of such representation or warranty, such inaccuracy
shall be deemed a breach of the applicable representation or
warranty.
With
respect to any Qualified Substitute Mortgage Loan or Loans, the Seller shall
deliver to the Custodian for the benefit of the Certificateholders the Mortgage
Note, the Mortgage, the related assignment of the Mortgage, and such other
documents and agreements as are required by Section 2.01(b), with the Mortgage
Note endorsed and the Mortgage assigned as required by Section
2.01. No substitution is permitted to be made in any calendar month
after the Determination Date for such month. Scheduled Payments due
with respect to Qualified Substitute Mortgage Loans in the month of substitution
shall not be part of the Trust Fund and shall be retained by the Seller on
the
next succeeding Distribution Date. For the month of substitution,
distributions to Certificateholders will include the monthly payment due
on any
Deleted Mortgage Loan for such month and thereafter the Seller shall be entitled
to retain all amounts received in respect of such Deleted Mortgage
Loan. The Seller shall amend the Mortgage Loan Schedule for the
benefit of the Certificateholders to reflect the removal of such Deleted
Mortgage Loan and the substitution of the Qualified Substitute Mortgage Loan
or
Loans and the Seller shall deliver the amended Mortgage Loan Schedule to
the
Trustee and the Servicer. Upon such substitution, the Qualified
Substitute Mortgage Loan or Loans shall be subject to the terms of this
Agreement in all respects, and the Seller shall be deemed to have made with
respect to such Qualified Substitute Mortgage Loan or Loans, as of the date
of
substitution, the representations and warranties made pursuant to Section
2.03(b) with respect to such Mortgage Loan. Upon any such
substitution and the deposit to the Collection Account of the amount required
to
be deposited therein in connection with such substitution as described in
the
following paragraph, the Trustee shall instruct the Custodian to release
the
Mortgage File held for the benefit of the Certificateholders relating to
such
Deleted Mortgage Loan to the Seller and the Trustee shall execute and deliver
at
the Seller’s direction such instruments of transfer or assignment prepared by
the Seller, in each case without recourse, as shall be necessary to vest
title
in the Seller, or its designee, the Trustee’s interest in any Deleted Mortgage
Loan substituted for pursuant to this Section 2.03.
For
any
month in which the Seller substitutes one or more Qualified Substitute Mortgage
Loans for one or more Deleted Mortgage Loans, the Trustee shall determine
the
amount (if any) by which the aggregate principal balance of all such Qualified
Substitute Mortgage Loans as of the date of substitution is less than the
aggregate Stated Principal Balance of all such Deleted Mortgage Loans (after
application of the scheduled principal portion of the monthly payments due
in
the month of substitution). The amount of such shortage (the
“Substitution Adjustment Amount”) plus an amount equal to the aggregate of any
unreimbursed Advances, Servicing Advances and unpaid Servicing Fees with
respect
to such Deleted Mortgage Loans shall be remitted to the Servicer for deposit
in
the Collection Account by the Seller on or before the Business Day immediately
preceding the Distribution Date in the month succeeding the calendar month
during which the related Mortgage Loan became required to be repurchased
or
replaced hereunder. Upon receipt of such remittance, the Servicer
shall deliver a Request for Release with respect thereto substantially in
the
form of Exhibit 3 to the Custodial Agreement to the Custodian, with a copy
to
the Trustee.
One
or
more mortgage loans may be substituted for one or more Deleted Mortgage
Loans. The determination of whether a mortgage loan is a Qualified
Substitute Mortgage Loan may be satisfied on an individual
basis. Alternatively, if more than one mortgage loan is to be
substituted for one or more Deleted Mortgage Loans, the characteristics of
such
mortgage loans and Deleted Mortgage Loans shall be aggregated or calculated
on a
weighted average basis, as applicable, in determining whether such mortgage
loans are Qualified Substitute Mortgage Loans.
In
the
event that the Seller shall be required to repurchase a Mortgage Loan pursuant
to this Agreement, the Purchase Price therefor shall be remitted to the Servicer
for deposit in the Collection Account on or before the Business Day immediately
preceding the Distribution Date in the month following the month during which
the Seller became obligated hereunder to repurchase or replace such Mortgage
Loan. Upon receipt of such remittance of the Purchase Price, the
Servicer shall deliver a Request for Release with respect thereto substantially
in the form of Exhibit 3 to the Custodial Agreement to the Custodian, with
a
copy to the Trustee, and upon receipt of such Request for Release, the Custodian
shall release the related Mortgage File held for the benefit of the
Certificateholders to such Person, and the Trustee shall execute and deliver
at
such Person’s direction such instruments of transfer or assignment prepared by
such Person, in each case without recourse, as shall be necessary to transfer
title from the Trustee. It is understood and agreed that the
obligation under this Agreement of any Person to cure, repurchase or substitute
any Mortgage Loan as to which a breach has occurred and is continuing shall
constitute the sole remedy against such Persons respecting such breach available
to Certificateholders, the Depositor or the Trustee on their
behalf.
The
representations and warranties made pursuant to this Section 2.03 shall survive
delivery of the respective Mortgage Files to the Trustee or the Custodian
for
the benefit of the Certificateholders.
Notwithstanding
the foregoing, the substitution of a Deleted Mortgage Loan or the repurchase
of
a Mortgage Loan by the Seller shall be subject to, and shall in no way adversely
affect, the rights of the owner of the servicing rights related to such Deleted
Mortgage Loan or Mortgage Loan, as applicable.
SECTION 2.04.
Representations
and Warranties of the Depositor as to the Mortgage Loans.
As
set
forth in Section 2.04 of the Standard Terms.
SECTION 2.05.
Delivery
of Opinion of Counsel in Connection with Substitutions.
As
set
forth in Section 2.05 of the Standard Terms.
SECTION
2.06. Issuance
of Certificates.
As
set
forth in Section 2.06 of the Standard Terms.
SECTION
2.07. REMIC
Provisions.
The
Preliminary Statement sets forth the designations and “latest possible maturity
date” for federal income tax purposes of all interests created hereby. The
“Startup Day” for purposes of the REMIC Provisions shall be the Closing Date.
The “tax matters person” with respect to each REMIC hereunder other than REMIC I
shall be the holder of the Class R Certificate. The tax matters
person with respect to REMIC I shall be the holder of the Class R
Certificate. The Trustee on behalf of the holders of the Class R
Certificates shall act as agent for the “tax matters person”. By its
acceptance of a Class R Certificate, each holder thereof shall have agreed
to
such appointment and shall have consented to the appointment of the Trustee
as
its agent to act on behalf of each REMIC pursuant to the specific duties
outlined herein. Each REMIC’s fiscal year shall be the calendar
year.
The
Trustee shall treat the beneficial owners of Certificates (other than the
Class
P, Class X and Class R Certificates) as having entered into a notional principal
contract with respect to the beneficial owners of the Class X
Certificates. Pursuant to each such notional principal contract, all
beneficial owners of Offered Certificates (other than the Residual Certificates)
shall be treated as having agreed to pay, on each Distribution Date, to the
beneficial owners of the Class X Certificates an aggregate amount equal to
the
excess, if any, of (i) the amount payable on such Distribution Date on the
interest in REMIC III to each Class of Corresponding Certificates over (ii)
the
amount payable on such Class of Certificates on such Distribution Date (such
excess, a “Class I Shortfall”). A Class I Shortfall payable from
interest collections shall be allocated pro rata among such Certificates
based
on the amount of interest otherwise payable to such Certificates, such interest
being determined by substituting the REMIC Maximum Rate for the applicable
Net
Funds Cap in the definition of Pass-Through Rate for such Class of Certificates,
and a Class I Shortfall payable from principal collections shall be allocated
to
the most subordinate Class of Certificates with an outstanding principal
balance
to the extent of such balance. In addition, pursuant to such notional
principal contract, the beneficial owner of the Class X Certificates shall
be
treated as having agreed to pay Basis Risk Shortfalls to the Owners of the
Offered Certificates (other than the Residual Certificates) in accordance
with
the terms of this Agreement. Any payments to the Certificates in
light of the foregoing shall not be payments with respect to a “regular
interest” in a REMIC within the meaning of Code Section
860G(a)(1). However, any payment from the Certificates of a Class I
Shortfall shall be treated for tax purposes as having been received by the
beneficial owners of such Certificates in respect of their Interests in REMIC
III and as having been paid by such beneficial owners to the Supplemental
Interest Trust pursuant to the notional principal contract. Thus,
each Certificate (other than a Class P and Class R Certificate) shall be
treated
as representing not only ownership of regular interests in the REMIC, but
also
ownership of an interest in (and obligations with respect to) a notional
principal contract. For tax purposes, the notional principal contract
shall be deemed to have a value in favor of the Certificates entitled to
receive
Basis Risk Shortfalls of [$10,000.00] as of the Closing Date.
Notwithstanding
the priority and sources of payments set forth in Article IV hereof or
otherwise, the Trustee shall account for all distributions on the Certificates
as set forth in this Section 2.07. In no event shall any payments of
Basis Risk Shortfalls provided for in this Section 2.07 be treated as payments
with respect to a “regular interest” in a REMIC within the meaning of Code
Section 860G(a)(1).
The
Trustee, the Servicer and the Holders of Certificates shall take any action
or
cause any REMIC to take any action necessary to create or maintain the status
of
each REMIC as a REMIC under the REMIC Provisions and shall assist each other
as
necessary to create or maintain such status. None of the Trustee, the
Servicer nor the Holder of any Residual Certificate shall knowingly take
any
action, cause any REMIC created hereunder to take any action or fail to take
(or
fail to cause to be taken) any action that, under the REMIC Provisions, if
taken
or not taken, as the case may be, could (i) endanger the status of any REMIC
as
a REMIC or (ii) result in the imposition of a tax upon any REMIC (including
but
not limited to the tax on prohibited transactions as defined in Code Section
860F(a)(2) and the tax on prohibited contributions set forth on Section 860G(d)
of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee
and the Servicer have received an Opinion of Counsel (at the expense of the
party seeking to take such action) to the effect that the contemplated action
will not endanger such status or result in the imposition of such a
tax.
Each
Holder of a Residual Certificate shall pay when due any and all taxes imposed
on
each REMIC created hereunder by federal or state governmental
authorities. To the extent that such Trust taxes are not paid by a
Residual Certificateholder, the Trustee shall pay any remaining REMIC taxes
out
of current or future amounts otherwise distributable to the Holder of the
Residual Certificate in the REMICs or, if no such amounts are available,
out of
other amounts held in the Distribution Account, and shall reduce amounts
otherwise payable to Holders of regular interests in the related
REMIC.
The
Trustee shall, for federal income tax purposes, maintain books and records
with
respect to each REMIC created hereunder on a calendar year and on an accrual
basis.
The
Trustee will apply for an Employee Identification Number from the Internal
Revenue Service via a Form SS-4 or other acceptable method for all tax
entities.
SECTION
2.08. Covenants
of the Servicer.
(a) The
Servicer, severally and not jointly, hereby covenants to the Depositor and
the
Trustee as follows:
(i) The
Servicer shall comply in the performance of its obligations under this Agreement
in all material respects with all reasonable rules and requirements of the
insurer under each Mortgage Guaranty Insurance Policy; and
(ii) No
written information, certificate of an officer, statement furnished in writing
or written report delivered to the Depositor, any affiliate of the Depositor
or
the Trustee and prepared by the Servicer pursuant to this Agreement shall
contain any untrue statement of a material fact.
(b) The
Servicer hereby agrees to indemnify the Trust Fund, the Depositor and the
Trustee for losses, damages, penalties, fines, forfeitures, reasonable and
necessary legal fees and related costs, judgments and other costs and expenses
imposed on or incurred by the Trust Fund, the Depositor or the Trustee, as
a
result of a breach of the Servicer’s, as applicable, covenants set forth above
in Section 2.08(a).
SECTION
2.09. Conveyance
of REMIC Regular Interests and Acceptance of REMIC I, REMIC II and REMIC
III by
the Trustee; Issuance of Certificates.
(a) The
Depositor, concurrently with the execution and delivery hereof, does hereby
transfer, assign, set over and otherwise convey in trust to the Trustee without
recourse all the right, title and interest of the Depositor in and to the
REMIC
I Regular Interests for the benefit of the Holder of the REMIC II Regular
Interests and the Holders of the Class R-2 Interest. The Trustee acknowledges
receipt of the REMIC I Regular Interests (each of which is uncertificated)
and
declares that it holds and will hold the same in trust for the exclusive
use and
benefit of the Holders of the REMIC II Regular Interests and Holder of the
Class
R-2 Interest. The interests evidenced by the Class R-2 Interest, together
with
the REMIC II Regular Interests, constitute the entire beneficial ownership
interest in REMIC II.
(b) The
Depositor, concurrently with the execution and delivery hereof, does hereby
transfer, assign, set over and otherwise convey in trust to the Trustee without
recourse all the right, title and interest of the Depositor in and to the
REMIC
II Regular Interests for the benefit of the Holders of the Regular Certificates,
the Class IO Interest and the Class R-3 Interest. The Trustee
acknowledges receipt of the REMIC II Regular Interests (each of which is
uncertificated) and declares that it holds and will hold the same in trust
for
the exclusive use and benefit of the Holders of the Regular Certificates,
the
Class IO Interest and of the Class R-3 Interest. The interests evidenced
by the
Class R-3 Interest, together with the Regular Certificates and the Class
IO
Interest, constitute the entire beneficial ownership interest in REMIC
III.
(c) In
exchange for the REMIC II Regular Interests and, concurrently with the
assignment to the Trustee thereof, pursuant to the written request of the
Depositor executed by an officer of the Depositor, the Trustee has executed,
authenticated and delivered to or upon the order of the Depositor, the Regular
Certificates in authorized denominations.
(d) Concurrently
with (i) the assignment and delivery to the Trustee of REMIC I (including
the
Residual Interest therein represented by the Class R-1 Interest) and the
acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02
and
Section 2.09(a); (ii) the assignment and delivery to the Trustee of REMIC
II
(including the Residual Interest therein represented by the Class R-2 Interest)
and the acceptance by the Trustee thereof, pursuant to Section 2.09(b); (iii)
the assignment and delivery to the Trustee of REMIC III (including the Residual
Interest therein represented by the Class R-3 Interest) and the acceptance
by
the Trustee thereof, pursuant to Section 2.09(c) and the acceptance by the
Trustee thereof, pursuant to Section 2.09(d), the Trustee, pursuant to the
written request of the Depositor executed by an officer of the Depositor,
has
executed, authenticated and delivered to or upon the order of the Depositor,
the
Regular Certificates and the Class R Certificates in authorized denominations
evidencing the Class R-1 Interest, the Class R-2 Interest and the Class R-3
Interest.
ARTICLE
III
ADMINISTRATION
AND SERVICING
OF
MORTGAGE LOANS
SECTION
3.01. Servicer
to Service Mortgage Loans.
As
set
forth in Section 3.01 of the Standard Terms.
SECTION
3.02.
Subservicing;
Enforcement of the Obligations of Sub-Servicers.
As
set
forth in Section 3.02 of the Standard Terms.
SECTION
3.03. [Reserved].
SECTION
3.04. Trustee
to Act as Servicer.
In
the
event that the Servicer shall for any reason no longer be a Servicer hereunder
(including by reason of an Event of Default), then the Trustee or its successor
shall thereupon assume all of the rights and obligations of the Servicer
hereunder arising thereafter (except that the Trustee shall not be
(i) liable for losses of the Servicer pursuant to Section 3.09 hereof
or any acts or omissions of the related predecessor of the Servicer hereunder,
(ii) obligated to make Advances if it is prohibited from doing so by
applicable law, (iii) obligated to effectuate repurchases or substitutions
of Mortgage Loans hereunder including, but not limited to, repurchases or
substitutions of Mortgage Loans pursuant to Section 2.02, 2.03 or 3.17
hereof or (iv) deemed to have made any representations and warranties of
the Servicer hereunder); (v) be obligated to perform any obligation of the
Servicer under Article XIII with respect to any period of time during which
the
Trustee was not acting as Servicer). Any such assumption shall be
subject to Section 8.02 hereof. Notwithstanding the foregoing,
if the Trustee has become the successor to the Servicer hereunder, the Trustee
may, if it shall be unwilling to so act, or shall, if it is unable to so
act,
appoint, or petition a court of competent jurisdiction to appoint, any
established mortgage loan servicing institution, the appointment of which
does
not adversely affect the then-current rating of the Certificates, as the
successor to the Servicer hereunder in the assumption of all or any part
of the
responsibilities, duties or liabilities of the Servicer, as applicable,
provided that such successor to the Servicer, as applicable, shall not be
deemed to have made any representation or warranty as to any Mortgage Loan
made
by the Servicer.
The
Servicer shall, upon request of the Trustee, but at the expense of the Servicer,
deliver to the assuming party all documents and records relating to each
Subservicing Agreement or substitute Subservicing Agreement and the Mortgage
Loans then being serviced thereunder and hereunder by the Servicer and an
accounting of amounts collected or held by it and otherwise use its best
efforts
to effect the orderly and efficient transfer of the Subservicing Agreement
or
substitute Subservicing Agreement to the assuming party.
SECTION
3.05.
Collection
of Mortgage Loans; Collection Accounts; Certificate Account.
(a) Continuously
from the date hereof until the principal and interest on all Mortgage Loans
have
been paid in full or such Mortgage Loans have become Liquidated Mortgage
Loans,
each Servicer shall proceed in accordance with Accepted Servicing Practices
to
collect all payments due under each of the related Mortgage Loans when the
same
shall become due and payable to the extent consistent with this Agreement
and
the terms and provisions of any related Mortgage Guaranty Insurance Policy
and
shall take special care with respect to the Mortgage Loans for which the
Servicer collects escrow payments in ascertaining and estimating Escrow Payments
and all other charges that will become due and payable with respect to the
Mortgage Loans and the related Mortgaged Properties, to the end that the
installments payable by the related Mortgagors will be sufficient to pay
such
charges as and when they become due and payable. Consistent with the foregoing,
the Servicer may in its discretion extend the Due Dates for payments due
on a
Mortgage Note for a period not greater than 180 days; provided, however,
that
the Servicer can extend the maturity of any such Mortgage Loan past the date
on
which the final payment is due on the latest maturing Mortgage Loan as of
the
Cut off Date. In the event of any such arrangement, the Servicer
shall make Advances on the Mortgage Loans in accordance with the provisions
of
Section 5.01 during the scheduled period in accordance with the amortization
schedule of such Mortgage Loan without modification thereof by reason of
such
arrangements. The Servicer shall not be required to institute or join in
litigation with respect to collection of any payment (whether under a Mortgage,
Mortgage Note or otherwise or against any public or governmental authority
with
respect to a taking or condemnation) if it reasonably believes that enforcing
the provision of the Mortgage or other instrument pursuant to which such
payment
is required is prohibited by applicable law.
In
instances when a Mortgage Loan is in default or default is reasonably
foreseeable (within the meaning of the REMIC Provisions), and if in the
Servicer’s determination, in accordance with Accepted Servicing Practices, such
modification is not materially adverse to the interests of the
Certificateholders (taking into account any estimated Realized Loss that
might
result absent such action), the related Servicer may modify the terms of
such
Mortgage Loan to (1) capitalize to the outstanding principal balance of such
Mortgage Loan unpaid principal and interest and other amounts owing under
such
Mortgage Loan and, without duplication, unreimbursed Advances, unreimbursed
Servicing Advances, unpaid Servicing Fees and related amounts due to the
related
Servicer; (2) defer such amounts to a balloon payment due on the final payment
date of such Mortgage Loan; (3) extend the maturity of any such Mortgage
Loan,
but in no instance past the date on which the final payment is due on the
latest
maturing Mortgage Loan in the related Loan Group as of the Cut off Date;
(4)
reduce the related Mortgage Rate; (5) accept less than the outstanding principal
balance as satisfaction of such Mortgage Loan; (6) convert an adjustable
rate
Mortgage Loan to a fixed rate Mortgage Loan; and/or (7) reduce the outstanding
principal balance and/or unpaid interest and other amounts owing under such
Mortgage Loan.
(b) As
set forth in the Standard Terms.
(c) As
set forth in the Standard Terms.
(d) On
or prior to the Closing Date, the Trustee shall establish and maintain, on
behalf of the Certificateholders, the Certificate Account. The
Trustee shall, promptly upon receipt, deposit in the Certificate Account
and
retain therein the following:
(i) pursuant
to Section 3.08(a)(ix), the aggregate amount remitted by the Servicer
to the Trustee;
(ii) any
amount deposited by the Servicer or the Trustee pursuant to
Section 3.05(e) in connection with any losses on Eligible
Investments;
(iii) any
other amounts deposited hereunder which are required to be deposited in the
Certificate Account.
In
the
event that the Servicer shall remit to the Trustee any amount not required
to be
remitted, the Servicer may at any time direct the Trustee to withdraw such
amount from the Certificate Account, any provision herein to the contrary
notwithstanding. Such direction may be accomplished by delivering an
Officer’s Certificate to the Trustee which describes the amounts deposited in
error in the Certificate Account. All funds deposited in the
Certificate Account shall be held by the Trustee in trust for the
Certificateholders until disbursed in accordance with this Agreement or
withdrawn in accordance with Section 3.08(b). In no event shall
the Trustee incur liability for withdrawals from the Certificate Account
at the
direction of the Servicer.
(e) Each
institution at which a Collection Account or the Certificate Account is
maintained shall either hold such funds on deposit uninvested or shall invest
the funds therein as directed in writing by the Servicer or the Trustee,
respectively, in Eligible Investments, which shall mature not later than
(i) in the case of a Collection Account, the Cash Remittance Date and
(ii) in the case of the Certificate Account or a Capitalized Interest
Account, the Business Day immediately preceding the Distribution Date, or
on the
Distribution Date, with respect to Eligible Investments invested with an
affiliate of the Trustee. All income and gain net of any losses
realized from any such balances or investment of funds on deposit in a
Collection Account shall be for the benefit of the Servicer as servicing
compensation and shall be remitted to it monthly as provided
herein. The amount of any realized losses in a Collection Account
incurred in any such account in respect of any such investments shall promptly
be deposited by the Servicer (from its own funds) in the Collection
Account. The Trustee shall not be liable for the amount of any loss
incurred in respect of any investment or lack of investment of funds held
in a
Collection Account and made in accordance with this Section 3.05. All
income and gain net of any losses realized from any such investment of funds
on
deposit in the Certificate Account shall be for the benefit of the Trustee
as
compensation and shall be remitted to it monthly as provided
herein. The amount of any realized losses in the Certificate Account
incurred in any such account in respect of any such investments shall promptly
be deposited by the Trustee (from its own funds) in the Certificate
Account.
(f) As
set forth in the Standard Terms.
SECTION
3.06.
Establishment
of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow Accounts;
Payments of Taxes, Insurance and Other Charges.
As
set
forth in Section 3.06 of the Standard Terms.
SECTION
3.07.
Access
to Certain Documentation and Information Regarding the Mortgage Loans;
Inspections.
As
set
forth in Section 3.07 of the Standard Terms.
SECTION
3.08.
Permitted
Withdrawals from the Collection Accounts and Certificate
Account.
(a) The
Servicer may from time to time make withdrawals from the Collection Account
for
the following purposes:
(i) to
pay to the Servicer (to the extent not previously retained by the Servicer)
the
servicing compensation to which it is entitled pursuant to Section 3.14,
and to pay to the Servicer, as additional servicing compensation, earnings
on or
investment income with respect to funds in or credited to such Collection
Account;
(ii) to
reimburse the Servicer for unreimbursed Advances made by it, such right of
reimbursement pursuant to this subclause (ii) being limited to amounts
received on the Mortgage Loan(s) in respect of which any such Advance was
made
(including without limitation, late recoveries of payments, Liquidation Proceeds
and Insurance Proceeds to the extent received by the Servicer);
(iii) to
reimburse the Servicer for any Nonrecoverable Advance previously made or
any
amount expended pursuant to Section 3.11(a);
(iv) to
reimburse the Servicer for (A) unreimbursed Servicing Advances or the Servicer’s
right to reimbursement pursuant to this clause (A) with respect to any Mortgage
Loan being limited to amounts received on such Mortgage Loan which represent
late payments of principal and/or interest (including, without limitation,
Liquidation Proceeds and Insurance Proceeds with respect to such Mortgage
Loan)
respecting which any such advance was made and (B) for unpaid Servicing Fees
as
provided in Section 3.11 hereof;
(v) to
pay to the purchaser, with respect to each Mortgage Loan or property acquired
in
respect thereof that has been purchased pursuant to Section 2.02, 2.03 or
3.11, all amounts received thereon after the date of such purchase;
(vi) to
make any payments required to be made pursuant to Section 2.07
(g);
(vii) to
reimburse the Seller, the Servicer or the Depositor for expenses incurred
by any
of them and reimbursable pursuant to Section 7.03 hereof;
(viii) to
withdraw any amount deposited in such Collection Account and not required
to be
deposited therein;
(ix) on
the Cash Remittance Date, to withdraw the amount required to make payments
to
the Certificateholders as set forth herein (including amounts in respect
of any
Purchase Price relating to the purchases of Mortgage Loans pursuant to Sections
2.02, 2.03 or 3.17 received during the related Repurchase Period) and shall
remit the aggregate of such amounts to the Trustee for deposit in the
Certificate Account;
(x)
with respect
to each Mortgage Loan covered by a Lender Paid Mortgage Guaranty Insurance
Policy, to effect timely payment of the related premiums on such Mortgage
Guaranty Insurance Policy, as applicable, pursuant to Section 3.09(c), to
the extent not deducted by the Servicer prior to deposit into the applicable
Collection Account pursuant to Section 3.05(c);
(xi) notwithstanding
anything to the contrary
herein, to reimburse the Servicer for any unreimbursed Advances or Servicing
Advances to the extent of funds held in the Collection Account for future
distribution that were not required to make payments to the Certificateholders
for such Distribution Date (provided that such amounts must be deposited
into
the Collection Account prior to the next Cash Remittance Date on which such
amounts are to be used to make payments to the Certificateholders for the
related Distribution Date);
(xii) to
the extent not previously reimbursed pursuant to this Agreement, the Servicer
may reimburse itself from amounts in the Collection Account to reimburse
itself
for litigation expenses incurred in connection with performing its servicing
duties hereunder, subject to the Servicer’s indemnification obligations under
this Agreement;
(xiii) to
clear and terminate such Collection Account upon termination of this Agreement
pursuant to Section 11.01 hereof; and
(xiv) to
reimburse the Servicer for any Capitalization Reimbursement Amounts not
previously reimbursed.
The
Servicer shall keep and maintain separate accounting, on a Mortgage Loan
by
Mortgage Loan basis, for the purpose of justifying any withdrawal from the
Collection Account pursuant to such subclauses (i), (ii), (iv) and
(v). Prior to making any withdrawal from a Collection Account
pursuant to subclause (iii) for reimbursement of a Nonrecoverable Advance,
the Servicer shall deliver to the Trustee a certificate of a Servicing Officer
indicating the amount of any previous Advance or Servicing Advance determined
by
the Servicer to be a Nonrecoverable Advance and identifying the related Mortgage
Loans(s), and their respective portions of such Nonrecoverable
Advance. In connection with the payment of a Purchase Price, if the
Servicer is not required to remit unreimbursed Advances and Servicing Advances
as specified in the definition of Purchase Price, the Servicer shall be deemed
to have been reimbursed for such amount.
If
the
Servicer fails to remit to the Trustee for distribution to the
Certificateholders any payment, including any Advance to be made by the Servicer
on a Cash Remittance Date (without regard to any grace period), the Servicer
shall pay to the Trustee, for the account of the Trustee, interest on such
late
remittance from and including the Cash Remittance Date to but excluding the
date
on which such remittance is made, at an annual rate equal to the Federal
Funds
Rate plus one percentage point (but in no event greater than the maximum
permitted by law).
(b) The
Trustee shall withdraw funds from the Certificate Account for distributions
to
Certificateholders, in the manner specified in this Agreement (and to withhold
from the amounts so withdrawn, the amount of any taxes that it is authorized
to
withhold pursuant to Section 2.07). In addition, the Trustee may
from time to time make withdrawals from the Certificate Account for the
following purposes:
(i) to
pay to itself any investment income earned for the related Distribution Date,
and to pay to itself or any Custodian any other amounts (including any
indemnification amounts) to which it or any Custodian is entitled to
reimbursement or payment under the terms of this Agreement or the Custodial
Agreement;
(ii) to
withdraw and return to itself or the Servicer for deposit to the applicable
Collection Account any amount deposited in the Certificate Account and not
required to be deposited therein; and
(iii)
to clear and terminate the Certificate
Account upon termination of the Agreement pursuant to Section 11.01
hereof.
SECTION
3.09.
Maintenance
of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty
Insurance Policy;
Claims;
Restoration of Mortgaged Property.
(a) The
Servicer shall cause to be maintained for each related Mortgage Loan hazard
insurance such that all buildings upon the related Mortgaged Property are
insured by a generally acceptable insurer rated either: “V” or better in the
current Best’s Key Rating Guide (“Best’s”) or acceptable to FNMA or FHLMC
against loss by fire, hazards of extended coverage and such other hazards
as are
customary in the area where the related Mortgaged Property is located, in
an
amount which is at least equal to the lesser of (i) the replacement value
of the improvements securing such Mortgage Loan and (ii) the greater of (A)
the outstanding principal balance of such Mortgage Loan and (B) an amount
such
that the proceeds of such policy shall be sufficient to prevent the Mortgagor
and/or the mortgagee from becoming a co insurer.
If
upon
origination of the Mortgage Loan, the related Mortgaged Property was located
in
an area identified in the Federal Register by the Federal Emergency Management
Agency as having special flood hazards (and such flood insurance has been
made
available), the Servicer shall cause a flood insurance policy to be maintained
with respect to such Mortgage Loan. Such policy shall meet the
requirements of the current guidelines of the Federal Insurance Administration
and be in an amount representing coverage equal to the lesser of (i) the
minimum amount required, under the terms of coverage, to compensate for any
damage or loss on a replacement cost basis (or the unpaid principal balance
of
the mortgage if replacement cost coverage is not available for the type of
building insured) and (ii) the maximum amount of insurance which is
available under the Flood Disaster Protection Act of 1973, as
amended.
If
a
Mortgage related to a Mortgage Loan is secured by a unit in a condominium
project, the Servicer shall verify that the coverage required of the owner’s
association, including hazard, flood, liability, and fidelity coverage, is
being
maintained in accordance with the requirements of the Servicer for mortgage
loans that it services on its own account.
The
Servicer shall cause to be maintained on each Mortgaged Property related
to a
Mortgage Loan such other additional special hazard insurance as may be required
pursuant to such applicable laws and regulations as shall at any time be
in
force and as shall require such additional insurance, or pursuant to the
requirements of any Mortgage Guaranty Insurance Policy insurer, or as may
be
required to conform with Accepted Servicing Practices to the extent permitted
by
the Mortgage Note, the Mortgage or applicable law provided that the Servicer
shall not be required to bear the cost of such insurance.
All
policies required hereunder shall name the Servicer as loss payee and shall
be
endorsed with standard or union mortgagee clauses, without contribution,
which
shall provide for prior written notice of any cancellation, reduction in
amount
or material change in coverage.
The
Servicer shall not interfere with the Mortgagor’s freedom of choice at the
origination of such Mortgage Loan in selecting either his insurance carrier
or
agent, provided, however, that the Servicer shall not accept any
such insurance policies from insurance companies unless such companies are
rated: B:III or better in Best’s or acceptable to FNMA or FHLMC and are licensed
to do business in the jurisdiction in which the Mortgaged Property is located.
The Servicer shall determine that such policies provide sufficient risk coverage
and amounts, that they insure the property owner, and that they properly
describe the property address.
Pursuant
to Section 3.05, any amounts collected by the Servicer under any such
policies (other than amounts to be deposited in the related Escrow Account
and
applied to the restoration or repair of the related Mortgaged Property, or
property acquired in liquidation of the Mortgage Loan, or to be released
to the
Mortgagor, in accordance with the Servicer’s normal servicing procedures) shall
be deposited in the Collection Account (subject to withdrawal pursuant to
Section 3.08(a)).
Any
cost
incurred by the Servicer in maintaining any such insurance shall not, for
the
purpose of calculating monthly distributions to the Certificateholders or
remittances to the Trustee for their benefit, be added to the principal balance
of the Mortgage Loan, notwithstanding that the terms of the Mortgage Loan
so
permit; provided, however, that the limitations contained in this
sentence shall not apply to modifications made pursuant to
Section 3.05(a). Such costs shall constitute a Servicing Advance
and will be reimbursable to the Servicer to the extent permitted by
Section 3.08 hereof. It is understood and agreed that no
earthquake or other additional insurance is to be required of any Mortgagor
related to a Mortgage Loan or maintained on property acquired in respect
of a
Mortgage related to a Mortgage Loan other than pursuant to such applicable
laws
and regulations as shall at any time be in force and as shall require such
additional insurance.
(b) In
the event that the Servicer shall obtain and maintain a blanket policy insuring
against losses arising from fire and hazards covered under extended coverage
on
all of the related Mortgage Loans, then, to the extent such policy provides
coverage in an amount equal to the amount required pursuant to
Section 3.09(a) and otherwise complies with all other requirements of
Section 3.09(a), it shall conclusively be deemed to have satisfied its
obligations as set forth in Section 3.09(a). Any amounts
collected by the Servicer under any such policy relating to a Mortgage Loan
shall be deposited in the Collection Account subject to withdrawal pursuant
to
Section 3.08(a). Such policy may contain a deductible clause, in
which case, in the event that there shall not have been maintained on the
related Mortgaged Property a policy complying with Section 3.09(a), and
there shall have been a loss which would have been covered by such policy,
the
Servicer shall deposit in the Collection Account at the time of such loss
the
amount not otherwise payable under the blanket policy because of such deductible
clause, such amount to be deposited from the Servicer’s funds, without
reimbursement therefor. Upon request of the Trustee, the Servicer
shall cause to be delivered to the Trustee a certified true copy of such
policy
and a statement from the insurer thereunder that such policy shall in no
event
be terminated or materially modified without 30 days’ prior written notice
to the Trustee. In connection with its activities as Servicer of the
related Mortgage Loans, the Servicer agrees to present, on behalf of itself,
the
Depositor, and the Trustee for the benefit of the Certificateholders, claims
under any such blanket policy.
(c) As
set forth in the Standard Terms.
(d) As
set forth in the Standard Terms.
(e) As
set forth in the Standard Terms.
(f) With
respect to any Mortgage Loan, if the Trustee is named as an additional loss
payee, the Servicer is hereby empowered to endorse any loss draft issued
in
respect of such a claim in the name of the Trustee.
SECTION
3.10.
Enforcement
of Due on Sale Clauses; Assumption Agreements.
As
set
forth in Section 3.10 of the Standard Terms.
SECTION
3.11.
Realization
Upon Defaulted Mortgage Loans.
(a) As
set forth in the Standard Terms.
(b) As
set forth in the Standard Terms.
(c) As
set forth in the Standard Terms.
(d) The
decision of the Servicer to foreclose on a defaulted Mortgage Loan shall
be
subject to a determination by the Servicer that the proceeds of such foreclosure
would exceed the costs and expenses of bringing such a proceeding; provided
that
with respect to any second-lien Mortgage Loan, the Servicer may charge off
such
Mortgage Loan at the time such Mortgage Loan becomes 180 days delinquent
(unless
the Servicer anticipates future recoveries on such Mortgage Loan) and such
Mortgage Loan shall be treated as a Liquidated Mortgage Loan. Once a
Mortgage Loan that is 180 days delinquent has been charged off, the Servicer
will discontinue making Servicing Advances and the the Servicer will not
be
entitled to accrue additional servicing fees (except as provided
below). Any charged off second-lien Mortgage Loan shall be released
from the Trust Fund to the Holder of the Class X Certificates at the time
such
Mortgage Loan becomes 360 days delinquent. Any mortgage loan that is
180 days delinquent that is charged off may continue to be serviced by the
Servicer for the certificateholders using specialized collection procedures
(including foreclosure, if appropriate). The Servicer shall be
entitled to servicing fees or reimbursement of expenses in connection with
such
second-lien Mortgage Loans serviced using specialized collection procedures
after the date of charge off, but only to the extent of funds available from
the
aggregate amount of Recoveries on all such second-lien Mortgage
Loans. Prior to the release of a charged off second-lien Mortgage
Loan to the Holder of the Class X Certificates, any Recovery on such Mortgage
Loan shall be applied as described in this Agreement. The income
earned from the management of any REO Properties, net of reimbursement to
such
Servicer for expenses incurred (including any property or other taxes) in
connection with such management and net of applicable accrued and unpaid
Servicing Fees, and unreimbursed Advances and Servicing Advances, shall be
applied to the payment of principal of and interest on the related defaulted
Mortgage Loans (with interest accruing as though such Mortgage Loans were
still
current) and all such income shall be deemed, for all purposes in this
Agreement, to be payments on account of principal and interest on the related
Mortgage Notes and shall be deposited into the related Collection
Account. To the extent the net income received during any calendar
month is in excess of the amount attributable to amortizing principal and
accrued interest at the related Mortgage Rate on the related Mortgage Loan
for
such calendar month, such excess shall be considered to be a partial prepayment
of principal of the related Mortgage Loan.
(e) As
set forth in the Standard Terms.
SECTION
3.12.
Trustee
to Cooperate; Release of Mortgage Files.
As
set
forth in Section 3.12 of the Standard Terms.
SECTION
3.13.
Documents,
Records and Funds in Possession of the Servicer to be Held for the
Trust.
Notwithstanding
any other provisions of this Agreement, the Servicer shall transmit to the
Custodian, as required by this Agreement all documents and instruments in
respect of a Mortgage Loan coming into the possession of the Servicer from
time
to time required to be delivered to the Trustee, or such Custodian on its
behalf, pursuant to the terms hereof and shall account fully to the Trustee
for
any funds received by the Servicer or which otherwise are collected by the
Servicer as Liquidation Proceeds or Insurance Proceeds in respect of any
Mortgage Loan. All Mortgage Files and funds collected or held by, or
under the control of, the Servicer in respect of any Mortgage Loans, whether
from the collection of principal and interest payments or from Liquidation
Proceeds, including but not limited to, any funds on deposit in a Collection
Account, shall be held by the Servicer for and on behalf of the Trust or
the
Trustee and shall be and remain the sole and exclusive property of the Trust,
subject to the applicable provisions of this Agreement. The Servicer
also agrees that it shall not create, incur or subject any Mortgage File
or any
funds that are deposited in the Collection Account, Certificate Account or
any
related Escrow Account, or any funds that otherwise are or may become due
or
payable to the Trust or the Trustee for the benefit of the Certificateholders,
to any claim, lien, security interest, judgment, levy, writ of attachment
or
other encumbrance, or assert by legal action or otherwise any claim or right
of
setoff against any Mortgage File or any funds collected on, or in connection
with, a Mortgage Loan, except, however, that the Servicer shall be entitled
to
set off against and deduct from any such funds any amounts that are properly
due
and payable to the Servicer under this Agreement.
SECTION
3.14. Servicing
Fee.
(a) As
compensation for its services hereunder, the Servicer shall be entitled to
withdraw from the applicable Collection Account or to retain from interest
payments on the related Mortgage Loans, the amount of its Servicing Fee,
for
each Mortgage Loan serviced by it, less any amounts in respect of its Servicing
Fee, as applicable, payable by the Servicer pursuant to
Section 3.05(c)(vi). The Servicing Fee for the Servicer is limited to, and
payable solely from, the interest portion of such Scheduled Payments collected
by the Servicer or as otherwise provided in Section 3.08(a). In
connection with the servicing of any Special Serviced Mortgage Loan, any
Special
Servicer shall receive the Servicing Fee for such Special Serviced Mortgage
Loan
as its compensation and Ancillary Income with respect to Special Serviced
Mortgage Loans.
(b) With
respect to each Mortgage Loan, additional servicing compensation in the form
of
Ancillary Income and Excess Proceeds shall be retained by the Servicer and
additional servicing compensation in the form of Payoff Interest, to the
extent
not required to make payments in respect of Compensating Interest Payments,
shall be retained by the Servicer. The Servicer shall be required to
pay all expenses incurred by it in connection with its servicing activities
hereunder (including the payment of any expenses incurred in connection with
any
Subservicing Agreement entered into pursuant to Section 3.02 and the
payment of any premiums for insurance required pursuant to Section 3.16)
and shall not be entitled to reimbursement thereof except as specifically
provided for in this Agreement.
(c) Not
applicable.
SECTION
3.15. Access
to Certain Documentation.
Upon
reasonable advance notice in writing for any review requiring on-site access
or
upon reasonable notice for any other type of access, the Servicer shall provide
to the Depositor and the Trustee certain reports and reasonable access to
information and documentation regarding the Mortgage Loans sufficient to
permit
any Certificateholder to comply with applicable regulations of the OTS, the
FDIC
or other regulatory authorities with respect to investment in the Certificates;
provided, that the Servicer shall be entitled to be reimbursed by each
such Certificateholder for actual expenses incurred in providing such reports
and access. Nothing in this Section 3.15 shall limit the
obligation of the Servicer to observe any applicable law prohibiting disclosure
of information regarding the Mortgagors and the failure of the Servicer to
provide access as provided in this Section 3.15 or Section 3.07 as a
result of such obligation shall not constitute a breach of this
Section 3.15 or Section 3.07. Nothing in this
Section 3.15 shall require the Servicer to collect, create, collate or
otherwise generate any information that it does not generate in its usual
course
of business.
SECTION
3.16. Maintenance
of Fidelity Bond and Errors and Omissions Insurance.
The
Servicer shall maintain with responsible companies, at its own expense, a
blanket Fidelity Bond and an Errors and Omissions Insurance Policy, with
broad
coverage on all officers, employees or other persons acting in any capacity
requiring such persons to handle funds, money, documents or papers relating
to
the Mortgage Loans (“Servicer Employees”). Any such Fidelity Bond and Errors and
Omissions Insurance Policy shall be in the form of the Mortgage Banker’s Blanket
Bond and shall protect and insure the Servicer against losses, including
forgery, theft, embezzlement, fraud, errors and omissions and negligent acts
of
the Servicer Employees. Such Fidelity Bond and Errors and Omissions Insurance
Policy also shall protect and insure the Servicer against losses in connection
with the release or satisfaction of a related Mortgage Loan without having
obtained payment in full of the indebtedness secured thereby. No
provision of this Section 3.16 requiring such Fidelity Bond and Errors and
Omissions Insurance Policy shall diminish or relieve the Servicer from its
duties and obligations as set forth in this Agreement. The minimum
coverage under any such bond and insurance policy shall be at least equal
to the
corresponding amounts required by FNMA, unless the Servicer has obtained
a
waiver of such requirement. Upon the request of the Trustee, the Servicer
shall
cause to be delivered to the Trustee a certificate of insurance of the insurer
and the surety including a statement from the surety and the insurer that
such
fidelity bond and insurance policy shall in no event be terminated or materially
modified without 30 days’ prior written notice to the Trustee.
SECTION
3.17. Special
Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
(a) The
Holder of the largest Percentage Interest of Class X Certificates may, at
its
discretion, appoint a Special Servicer; provided, that any such successor
Special Servicer shall meet all the requirements of the Servicer under this
Agreement and shall comply in all respects with the provisions of this Agreement
applicable to the Servicer. The Class X Certificateholder shall
notify the Trustee and the Depositor upon the appointment of a Special Servicer
and the Trustee shall notify the Servicer of such appointment.
The
Class
X Certificateholder shall not appoint a Special Servicer under the terms
of this
Agreement with respect to any Mortgage Loans unless:
(i) such
Special Servicer first agrees in writing with the Class X Certificateholder
to
deliver an Annual Statement of Compliance in such manner and at such times
as
required by Section 13.02 of this Agreement; and
(ii) such
Special Servicer first agrees in writing with the Class X Certificateholder
to
deliver an Assessment of Compliance and an Accountant’s Attestation in such
manner and at such times as required by Section 13.03(a) of this Agreement;
and
(iii) such
Special Servicer agrees to indemnify and hold harmless each of the Depositor
and
the Trustee and each Person, if any, who “controls” the Depositor or the Trustee
within the meaning of the Securities Act and their respective officers,
directors and affiliates from and against any losses, damages, penalties,
fines,
forfeitures, reasonable and necessary legal fees and related costs, judgments
and other costs and expenses that such Person may sustain arising out of
third
party claims based on (i) the failure of such Special Servicer to deliver
or
cause to be delivered when required any Annual Statement of Compliance,
Assessment of Compliance or Accountant’s Attestation required pursuant to
Sections 13.02 and 13.03(a), or (ii) any material misstatement or omission
contained in any Annual Statement of Compliance or Assessment of Compliance
provided pursuant to Sections 13.02 and 13.03(a).
(b) The
majority Class X Certificateholder may (but is not obligated to) direct any
Special Servicer to assume the servicing from the Servicer (a “Transferring
Servicer”) of any Mortgage Loan 90 days or more delinquent under the “MBA”
method. Such Special Servicer shall thereupon assume all of the
rights and obligations of the Transferring Servicer, as Servicer, hereunder
arising thereafter and the Transferring Servicer shall have no further rights
or
obligations, as Servicer, hereunder with respect to such Mortgage Loan (except
that such Special Servicer shall not be (i) liable for losses of the
Transferring Servicer pursuant to Section 3.10 hereof or for any acts or
omissions of the Transferring Servicer hereunder prior to the servicing transfer
date, (ii) obligated to effectuate repurchases or substitutions of Mortgage
Loans hereunder including, but not limited to, repurchases or substitutions
of
Mortgage Loans pursuant to Section 2.02 or 2.03 hereof or (iii) deemed to
have
made any representations and warranties of the Transferring Servicer
hereunder). Upon the transfer of the servicing of any such Mortgage
Loan to a Special Servicer, such Special Servicer shall be entitled to the
applicable Servicing Fee and other compensation accruing after the servicing
transfer date with respect to such Mortgage Loans pursuant to Section
3.15.
In
connection with the transfer of the servicing of any Mortgage Loan to a Special
Servicer, the Transferring Servicer, at such Special Servicer’s expense, shall
deliver to such Special Servicer all documents and records relating to such
Mortgage Loans and an accounting of amounts collected or held by it and
otherwise use its best efforts to effect the orderly and efficient transfer
of
the servicing to such Special Servicer. On the servicing transfer
date, such Special Servicer shall reimburse the Transferring Servicer for
all
unreimbursed Advances, Servicing Advances and Servicing Fees relating to
the
Mortgage Loans for which the servicing is being transferred. A
Special Servicer shall be entitled to be reimbursed pursuant to Section 3.09
or
otherwise pursuant to this Agreement for all such Advances, Servicing Advances
and Servicing Fees paid by the Transferring Servicer pursuant to this Section
3.17. In addition, a Special Servicer shall notify the Trustee of
such transfer and the effective date of such transfer, and amend the Mortgage
Loan Schedule to reflect that such Mortgage Loans are Special Serviced Mortgage
Xxxxx.Xx set forth in the Standard Terms.
(c) The
majority Class X Certificateholder, may (but is not obligated to) purchase
from
the Trust Fund, (a) any Mortgage Loan that is delinquent under the "MBA"
method in payment 90 or more days for the purpose of loss mitigation or (b)
any Mortgage Loan with respect to which there has been initiated legal action
or
other proceedings for the foreclosure of the related Mortgaged Property either
judicially or non-judicially. Any such purchase shall be made by such
Certificateholder at a price equal to the Purchase Price for such Mortgage
Loan.
SECTION
3.18. [Reserved].
SECTION
3.19. Notification
of Adjustments.
With
respect to each Mortgage Loan, the Servicer shall adjust the Mortgage Rate
on
the related Adjustment Date in compliance with the requirements of applicable
law and the related Mortgage and Mortgage Note. The Servicer shall
execute and deliver any and all necessary notices required under applicable
law
and the terms of the related Mortgage Note and Mortgage regarding the Mortgage
Rate adjustments. Upon the discovery by the Servicer or the receipt
of notice from the Trustee that the Servicer has failed to adjust a Mortgage
Rate in accordance with the terms of the related Mortgage Note, the Servicer
shall immediately deposit in the Certificate Account from its own funds the
amount of any interest loss or deferral caused the Trustee thereby.
SECTION
3.20. [Reserved].
SECTION
3.21. Prepayment
Premiums.
(a) Notwithstanding
anything in this Agreement to the contrary, in the event of a Principal
Prepayment, the Servicer may not waive any Prepayment Premium or portion
thereof
required by the terms of the related Mortgage Note unless (i) the related
Mortgage Loan is in default or foreseeable default and such waiver (a) is
standard and customary in servicing mortgage loans similar to the Mortgage
Loans
and (b) would, in the reasonable judgment of the Servicer, maximize
recovery of total proceeds taking into account the value of such Prepayment
Premium and the related Mortgage Loan, (ii) (A) the enforceability thereof
is limited (1) by bankruptcy, insolvency, moratorium, receivership, or other
similar law relating to creditors’ rights generally or (2) due to acceleration
in connection with a foreclosure or other involuntary payment, or (B) the
enforceability is otherwise limited or prohibited by applicable law,
(iii) the enforceability would be considered “predatory” pursuant to
written guidelines issued by any applicable federal, state or local authority
having jurisdiction over such matters, (iv) the Servicer is unable to
locate documentation sufficient to allow it to confirm the existence and
amount
of such Prepayment Premium after using commercially reasonable efforts to
locate
such documentation, which efforts shall include, but are not limited to,
seeking
such documentation from the Depositor, the Seller, the Custodian and from
its
own records or files, (v) the related Mortgaged Property has been damaged
such
that the current value of the Mortgaged Property has been reduced by at least
half as a result of a natural disaster or other insured or uninsured peril,
and
the borrower has elected to pay the loan in full rather than rebuild the
Mortgaged Property, or (vi) with respect to SPS Serviced Mortgage Loans,
SPS may
waive Prepayment Premiums in connection with any refinancing of such Mortgage
Loans by SPS or an affiliate thereof. For the avoidance of doubt, the
Servicer may waive an Prepayment Premium in connection with a short sale
or
short payoff on a defaulted Mortgage Loan. If an applicable Servicer
has waived all or a portion of an Prepayment Premium relating to a Principal
Prepayment, other than as provided above, such Servicer shall deliver to
the
Trustee no later than the next succeeding Cash Remittance Date, for deposit
into
the Certificate Account, the amount of such Prepayment Premium (or such portion
thereof as had been waived) for distribution in accordance with the terms
of
this Agreement, and if the Servicer fails to deliver such amount, any of
the
Trustee or the Seller may enforce such obligation of the Servicer to make
such
payment. If the Servicer has waived all or a portion of an Prepayment
Premium for any reason, it shall include such information, including the
reason
for such waiver, in any monthly reports it provides, and the Servicer shall
notify the Trustee of such waiver. Notwithstanding any provision in
this Agreement to the contrary, in the event the Prepayment Premium payable
under the terms of the related Mortgage Note is less than the amount of the
Prepayment Premium set forth in the Mortgage Loan Schedule or other
information provided to the Servicer, the Servicer shall not have any liability
or obligation with respect to such difference.
(b) [Reserved].
(c) As
set forth in the Standard Terms.
SECTION
3.22. Advance
Facility and Pledge of Servicing Rights.
(a) The
Servicer is hereby authorized to enter into a financing or other facility
(any
such arrangement, an “Advance Facility”) under which (1) the Servicer assigns or
pledges to another Person (an “Advancing Person”) the Servicer’s rights under
this Agreement to be reimbursed for any Advances or Servicing Advances and/or
(2) an Advancing Person agrees to fund some or all Advances and/or Servicing
Advances required to be made by the Servicer pursuant to this
Agreement. No consent of the Trustee, Certificateholders or any other
party is required before the Servicer may enter into an Advance Facility;
provided, however, that the consent of the Trustee shall be required before
the
Servicer may cause to be outstanding at one time more than one Advance Facility
with respect to Advances or more than one Advance Facility with respect to
Servicing Advances. Notwithstanding the existence of any Advance
Facility under which an Advancing Person agrees to fund Advances and/or
Servicing Advances on the Servicer’s behalf, the Servicer shall remain obligated
pursuant to this Agreement to make Advances and Servicing Advances pursuant
to
and as required by this Agreement, and shall not be relieved of such obligations
by virtue of such Advance Facility. If each the Servicer enters into
an Advance Facility, and for so long as an Advancing Person remains entitled
to
receive reimbursement for any Advances or Servicing Advances outstanding
and
previously unreimbursed pursuant to this Agreement, then the Servicer shall
identify amounts collected that would otherwise be retained by the Servicer
to
reimburse it for previously unreimbursed Advances (“Advance Reimbursement
Amounts”) and/or previously unreimbursed Servicing Advances (“Servicing Advance
Reimbursement Amounts” and together with Advance Reimbursement Amounts,
“Reimbursement Amounts”) (in each case to the extent such type of Reimbursement
Amount is included in the Advance Facility) as such amounts are received,
consistently with the reimbursement rights set forth in this Agreement, and
shall remit such Reimbursement Amounts in accordance with the documentation
establishing the Advance Facility to such Advancing Person or to a trustee,
agent or custodian (an “Advance Facility Trustee”) designated by such Advancing
Person. Notwithstanding the foregoing, if so required pursuant to the
terms of the Advance Facility, the Servicer may direct the Trustee to, and
if so
directed the Trustee is hereby authorized to and shall, pay to the Advancing
Person or the Advance Facility Trustee the Reimbursement Amounts identified
pursuant to the preceding sentence. Notwithstanding anything to the
contrary herein, in no event shall Advance Reimbursement Amounts or Servicing
Advance Reimbursement Amounts be included in Interest Remittance Amounts
or
Principal Remittance Amounts or distributed to
Certificateholders. The Servicer making an election to remit
Reimbursement Amounts to the Trustee shall report to the Trustee the portions
of
the Reimbursement Amounts that consist of Advance Reimbursement Amounts and
Servicing Advance Reimbursement Amounts, respectively.
(b) If
the Servicer enters into an Advance Facility and makes the election to remit
Reimbursement Amounts to the Trustee as described in Section 3.22(a), the
Servicer and the related Advancing Person shall deliver to the Trustee a
written
notice and payment instruction (an “Advance Facility Notice”), providing the
Trustee with written payment instructions as to where to remit Advance
Reimbursement Amounts and/or Servicing Advance Reimbursement Amounts (each
to
the extent such type of Reimbursement Amount is included within the Advance
Facility) on subsequent Distribution Dates. The payment instruction
shall require the applicable Reimbursement Amounts to be distributed to the
Advancing Person or to an Advance Facility Trustee designated in the Advance
Facility Notice. An Advance Facility Notice may only be terminated by
the joint written direction of the Servicer and the related Advancing Person
(and any related Advance Facility Trustee); provided, however, that the
provisions of this Section 3.22 shall cease to be applicable when all Advances
and Servicing Advances funded by an Advancing Person, and when all Advances
and
Servicing Advances (the rights to be reimbursed for which have been assigned
or
pledged to an Advancing Person), have been repaid to the related Advancing
Person in full.
(c) Reimbursement
Amounts shall consist solely of amounts in respect of Advances and/or Servicing
Advances made with respect to the Mortgage Loans for which the Servicer would
be
permitted to reimburse itself in accordance with Sections 3.07(d)(ii) and
3.09(a)(ii), (iii) and (iv) hereof, assuming the Servicer had made the related
Advance(s) and/or Servicing Advance(s). Notwithstanding the
foregoing, no Person shall be entitled to reimbursement from funds held in
the
Collection Account for future distribution to Certificateholders pursuant
to the
provisions of Section 4.01. The Trustee shall not have any duty or
liability with respect to the calculation of any Reimbursement Amount and,
if
the Servicer has elected to remit Reimbursement Amounts to the Trustee, shall
be
entitled to rely without independent investigation on the Advance Facility
Notice and on the Servicer’s report of the amount of Advance Reimbursement
Amounts and Servicing Advance Reimbursement Amounts that were included in
the
remittance from the Servicer to the Trustee pursuant to Section 3.09(a)(viii)
or
(ix). The Servicer shall maintain and provide to any successor
Servicer a detailed accounting on a loan-by-loan basis as to amounts advanced
by, pledged or assigned to, and reimbursed to any Advancing
Person. The successor Servicer shall be entitled to rely on any such
information provided by the predecessor Servicer, and the successor Servicer
shall not be liable for any errors in such information.
(d) An
Advancing Person who receives an assignment or pledge of the rights to be
reimbursed for Advances and/or Servicing Advances, and/or whose obligations
hereunder are limited to the funding of Advances and/or Servicing Advances
shall
not be required to meet the criteria for qualification of a Sub-Servicer
set
forth in Section 3.02 hereof.
(e) Reimbursement
Amounts distributed with respect to each Mortgage Loan shall be allocated
to
outstanding unreimbursed Advances or Servicing Advances (as the case may
be)
made with respect to that Mortgage Loan on a “first-in, first-out” (FIFO)
basis. The Servicer entering into an Advance Facility shall provide
to the related Advancing Person or Advance Facility Trustee loan-by-loan
information with respect to each Reimbursement Amount remitted to such Advancing
Person or Advance Facility Trustee on each Distribution Date or otherwise,
to
enable the Advancing Person or Advance Facility Trustee to make the FIFO
allocation of each Reimbursement Amount with respect to each Mortgage
Loan. The Servicer shall remain entitled to be reimbursed by the
Advancing Person or Advance Facility Trustee for all Advances and Servicing
Advances funded by the Servicer to the extent the related rights to be
reimbursed therefor have not been assigned or pledged to an Advancing
Person.
(f) The
Servicer who enters into an Advance Facility shall indemnify the Trustee,
the
Trust and any successor Servicer, as applicable, from and against any claims,
losses, liabilities or damages resulting from any claim by the related Advancing
Person, except to the extent that such claim, loss, liability or damage resulted
from or arose out of negligence, recklessness or willful misconduct on the
part
of the Trustee or the successor Servicer, or failure by the successor Servicer
or the Trustee to remit funds as required by this Agreement or the commission
of
an act or omission to act by the successor Servicer or the Trustee, and the
passage of any applicable cure or grace period, such that an Event of Default
under this Agreement occurs or such entity is subject to termination for
cause
under this Agreement.
(g) Any
amendment to this Section 3.22 or to any other provision of this Agreement
that
may be necessary or appropriate to effect the terms of an Advance Facility
as
described generally in this Section 3.22, including amendments to add provisions
relating to a successor Servicer, may be entered into by the Trustee, the
Seller
and the Servicer without the consent of any Certificateholder, notwithstanding
anything to the contrary in Section 11.01 of or elsewhere in this
Agreement.
(h) Notwithstanding
anything to the contrary herein, the Servicer may pledge or assign as collateral
all its rights, title and interest under this Agreement to a lender (the
“Servicing Rights Lender”) and allow such Servicing Rights Lender (i) to cause
the transfer of servicing to a successor Servicer that meets the successor
servicer requirements if the Servicer defaults under its agreements with
the
Servicing Rights Lender and (ii) upon an Event of Default and receipt of
notice
of termination by the Servicer, the Servicing Rights Lender may direct the
Servicer or its designee to appoint a successor Servicer pursuant to the
provisions, and subject to the conditions set forth in Section 8.02 regarding
the Servicer’s appointment of a successor Servicer, provided,
that: (i) the Servicing Rights Lender’s rights are subject to this
Agreement; and (ii) the Servicer shall remain subject to termination as servicer
under this Agreement pursuant to the terms hereof.
ARTICLE
IV
PAYMENTS
AND STATEMENTS TO CERTIFICATEHOLDERS
SECTION
4.01. Priorities
of Distribution.
(a) On
each Distribution Date, the Trustee shall distribute the Interest Remittance
Amount for both Loan Groups for such date in the following order of priority;
provided, however, that distributions made pursuant to subclause (iii) below
will be made on the related Swap Payment Date to the extent such distributions
are available to be made on such Distribution Date:
(i)
from the Interest Remittance Amount for Loan Group 2, to the
Trustee, the Trustee Fee for such Distribution Date;
(ii) from
the Interest Remittance Amount for Loan Group 1, to the Trustee, any Trustee
Fee
remaining unpaid after giving effect to clause (i);
(iii) from
the Interest Remittance Amount for Loan Group 1 and Loan Group 2, to the
Supplemental Interest Account, pro rata based on the Interest Remittance
Amount
for each Loan Group, any Net Swap Payment and Swap Termination Payment (unless
the Swap Counterparty is the Defaulting Party or the sole Affected Party
(as
defined in the ISDA Master Agreement)) owed to the Swap
Counterparty;
(iv) from
the Interest Remittance Amount for Loan Group 1 and Loan Group 2, to the
Senior
Certificates, pro rata based on amounts due, Current Interest and any
Carryforward Interest for such Class and such Distribution Date, applied
in
accordance with the allocation rules set forth in (b) below;
(v) first,
from the Interest Remittance Amount for Loan Group 2 and then from the from
the
Interest Remittance Amount for Loan Group 1, to the Class M-1 Certificates,
Current Interest and any Carryforward Interest for such Class and such
Distribution Date;
(vi) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-2 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(vii) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-3 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(viii) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-4 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(ix) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-5 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(x)
first, from the Interest Remittance Amount for Loan Group 2 and then from
the
Interest Remittance Amount for Loan Group 1, to the Class M-6 Certificates,
Current Interest and any Carryforward Interest for such Class and such
Distribution Date;
(xi) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-7 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(xii) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-8 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date;
(xiii) first,
from the Interest Remittance Amount for Loan Group 2 and then from the Interest
Remittance Amount for Loan Group 1, to the Class M-9 Certificates, Current
Interest and any Carryforward Interest for such Class and such Distribution
Date; and
(xiv) for
application as part of Monthly Excess Cashflow for such Distribution Date,
as
provided in Section 4.01(e), any such Interest Remittance Amount remaining
after
application pursuant to clauses (i) through (xiii) above for such Distribution
Date.
(b) The
Interest Remittance Amount for Loan Group 1 and Loan Group 2 distributed
pursuant to clause (iv) above will be applied to the applicable Senior
Certificates as follows:
(i)
amounts distributed to the Class 1-A Certificates will reduce the Interest
Remittance Amount for Loan Group 1 before any reduction to the Interest
Remittance Amount for Loan Group 2 in respect of such distribution;
and
(ii)
amounts distributed to the Class 2-A-1 Certificates and Class 2-A-2 Certificates
shall reduce the Interest Remittance Amount for Loan Group 2 before any
reduction to the Interest Remittance Amount for Loan Group 1 in respect of
such
distributions.
(c) On
each Distribution Date (1) prior to the Stepdown Date or (2) with respect
to
which a Trigger Event has occurred and is continuing for that Distribution
Date,
the Trustee shall distribute the Principal Payment Amount for such date in
the
following order of priority; provided, however, that the distributions, if
any,
made pursuant to subclause (i) below will be made on the related Swap Payment
Date to the extent such distributions are available to be made on such
Distribution Date:
(i)
first from the Principal Remittance Amount derived from Loan Group 2 and
then
from the Principal Remittance Amount derived from Loan Group 1, to the
Supplemental Interest Account any unpaid Swap Termination Payment owed to
the
Swap Counterparty (unless the Swap Counterparty is the Defaulting Party or
the
sole Affected Party (as defined in the ISDA Master Agreement));
(ii) (A) from
the Principal Remittance Amount derived from Loan Group 1, sequentially,
first
to (x) the Class 1-A Certificates, until the Class Principal Balance thereof
is
reduced to zero and then to (y) the Class 2-A-1 Certificates and Class 2-A-2
Certificates, in that order, until the respective Class Principal Balance
of
such Class is reduced to zero; and
(B) from
the Principal Remittance Amount derived from Loan Group 2, sequentially,
first
to (w) the Class R Certificates, until its Class Principal Balance has been
reduced to zero, second (x) on the first Distribution Date after the final
Prepayment Premium on any Mortgage Loan is due, to the Class P Certificates,
until the Class Principal Balance is reduced to zero, third to (y) the Class
2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the
respective Class Principal Balance of such Class is reduced to zero, and
fourth
to (z) the Class 1-A Certificates, until the Class Principal Balance thereof
is
reduced to zero;
(iii) to
the Class M-1 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(iv) to
the Class M-2 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(v)
to the Class M-3 Certificates, until the Class
Principal Balance of such Class has been reduced to zero;
(vi) to
the Class M-4 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(vii) to
the Class M-5 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(viii) to
the Class M-6 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(ix) to
the Class M-7 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(x)
to the Class M-8 Certificates, until the Class Principal Balance of
such Class has been reduced to zero;
(xi) to
the Class M-9 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero; and
(xii) for
application as part of Monthly Excess Cashflow for such Distribution Date,
as
provided in Section 4.01(e), any such Principal Payment Amount remaining
after
application pursuant to clauses (i) through (xi) above, for such Distribution
Date.
(d) On
each Distribution Date (1) on or after the Stepdown Date and (2) with respect
to
which a Trigger Event has not occurred or is not continuing for that
Distribution Date, the Principal Payment Amount for such date will be paid
in
the following order of priority; provided, however, that the distributions,
if
any, made pursuant to subclause (i) below will be made on the related Swap
Payment Date to the extent such distributions are available to be made on
such
Distribution Date:
(i) first
from the Principal Remittance Amount derived from Loan Group 2 and then from
the
Principal Remittance Amount derived from Loan Group 1, to the Supplemental
Interest Account any unpaid Swap Termination Payment owed to the Swap
Counterparty (unless the Swap Counterparty is the Defaulting Party or the
sole
Affected Party (as defined in the ISDA Master Agreement));
(ii) (A) from
the Principal Remittance Amount derived from Loan Group 1, sequentially,
first
to (x) the Class 1-A Certificates, until the Class Principal Balance thereof
is
reduced to zero, and then to (y) the Class 2-A-1 Certificates and Class 2-A-2
Certificates, in that order, until the respective Class Principal Balance
of
such Class is reduced to zero, the Group 1 Allocation Amount and the component
of the Principal Remittance Amount representing payments under the Swap
Agreement to cover Realized Losses on the Group 1 Mortgage Loans;
and
(B) from
the Principal Remittance Amount derived from Loan Group 2, sequentially,
to,
first (x) on the first Distribution Date after the final Prepayment Premium
on
any Mortgage Loan is due, the Class P Certificates, until the Class Principal
Balance is reduced to zero, second (y) the Class 2-A-1 Certificates and Class
2-A-2 Certificates, in that order, until the respective Class Principal Balance
of such Class is reduced to zero, and third (z) the Class 1-A Certificates,
until the Class Principal Balance thereof is reduced to zero, the Group 2
Allocation Amount and the component of the Principal Remittance Amount
representing payments under the Swap Agreement to cover Realized Losses on
the
Group 2 Mortgage Loans;
(iii) to
the Class M-1 Certificates, the M-1 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(iv) to
the Class M-2 Certificates, the M-2 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(v) to
the Class M-3 Certificates, the M-3 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(vi) to
the Class M-4 Certificates, the M-4 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(vii) to
the Class M-5 Certificates, the M-5 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(viii) to
the Class M-6 Certificates, the M-6 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(ix) to
the Class M-7 Certificates, the M-7 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(x)
to the Class M-8 Certificates, the M-8 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(xi) to
the Class M-9 Certificates, the M-9 Principal Payment Amount for such
Distribution Date, until the Class Principal Balance of such Class has been
reduced to zero;
(xii) for
application as part of Monthly Excess Cashflow for such Distribution Date,
as
provided in Section 4.01(e), any such Principal Payment Amount remaining
after
application pursuant to clauses (i) through (xi) above, for such Distribution
Date.
(e) On
each Distribution Date, the Trustee shall distribute the Monthly Excess Cashflow
for such date in the following order of priority; provided, however, that
the
distributions, if any, made pursuant to subclause (xii) will be made on the
related Swap Payment Date to the extent such distributions are available
to be
made on such Distribution Date:
(i) (A) until
the aggregate Class Principal Balance of the LIBOR Certificates and the Class
P
Certificates equals the Aggregate Loan Balance for such Distribution Date
minus
the Targeted Overcollateralization Amount for such date, on each Distribution
Date (a) prior to the Stepdown Date or (b) with respect to which a Trigger
Event
has occurred and is continuing for that Distribution Date, to the extent
of
Monthly Excess Interest for such Distribution Date, to the LIBOR Certificates,
in the following order of priority:
(aa)
(i)
to the extent of the Monthly Excess Interest derived from Loan Group 1,
sequentially, first to (x) the Class 1-A Certificates, until the Class Principal
Balance thereof is reduced to zero and then to (y) the Class 2-A-1 Certificates
and Class 2-A-2 Certificates, in that order, until the respective Class
Principal Balance of such Class is reduced to zero, the Group 1 Excess Interest
Amount; and
(ii)
sequentially, first to (x) the Class 2-A-1 Certificates and Class 2-A-2
Certificates, in that order, until the respective Class Principal Balance
of
such Class is reduced to zero, and then to (y) the Class 1-A Certificates,
until
the Class Principal Balance thereof is reduced to zero;
(bb) to
the Class M-1 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(cc) to
the Class M-2 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(dd) to
the Class M-3 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(ee) to
the Class M-4 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(ff) to
the Class M-5 Certificates, until the Class Principal Balance of such Class
has
been reduced to zero;
(gg) to
the
Class M-6 Certificates, until the Class Principal Balance of such Class has
been
reduced to zero;
(hh) to
the
Class M-7 Certificates, until the Class Principal Balance of such Class has
been
reduced to zero;
(ii)
to the Class M-8 Certificates, until the Class Principal Balance of such
Class
has been reduced to zero; and
(jj)
to the Class M-9 Certificates, until the Class Principal Balance of such
Class
has been reduced to zero;
(B) on
each Distribution Date on or after the Stepdown Date and with respect to
which a
Trigger Event has not occurred or is not continuing for that Distribution
Date,
to fund any principal distributions required to be made on such Distribution
Date pursuant to Section 4.01(d), after giving effect to the distribution
of the
Principal Payment Amount for such Distribution Date, in accordance with the
priorities set forth therein (any distributions required to be made pursuant
to
Section 4.01(d)(ii)(A) or (B) will be made notwithstanding the limitation
in
such clauses that the amounts distributed are derived from the Principal
Remittance Amount);
(ii)
to the Class M-1 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(iii) to
the Class M-2 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(iv) to
the Class M-3 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(v) to
the Class M-4 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(vi) to
the Class M-5 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(vii) to
the Class M-6 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(viii) to
the
Class M-7 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(ix) to
the Class M-8 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(x)
to the Class M-9 Certificates, any Deferred Amount for such Class, with interest
thereon at the applicable Pass-Through Rate;
(xi) to
the Basis Risk Reserve Fund, the Required Basis Risk Reserve Fund Deposit,
and
from the Basis Risk Reserve Fund sequentially as follows:
(A) to
the Class 1-A, Class 2-A-1 and Class 2-A-2 Certificates, pro rata based on
amounts due, any applicable Basis Risk Shortfall for such Class;
(B) to
the Class M-1 Certificates, any applicable Basis Risk Shortfall for such
Class;
(C) to
the Class M-2 Certificates, any applicable Basis Risk Shortfall for such
Class;
(D) to
the Class M-3 Certificates, any applicable Basis Risk Shortfall for such
Class;
(E) to
the Class M-4 Certificates, any applicable Basis Risk Shortfall for such
Class;
(F) to
the Class M-5 Certificates, any applicable Basis Risk Shortfall for such
Class;
(G) to
the Class M-6 Certificates, any applicable Basis Risk Shortfall for such
Class;
(H) to
the Class M-7 Certificates, any applicable Basis Risk Shortfall for such
Class;
(I) to
the Class M-8 Certificates, any applicable Basis Risk Shortfall for such
Class;
and
(J) to
the Class M-9 Certificates, any applicable Basis Risk Shortfall for such
Class;
(xii) to
the Supplemental Interest Account, any Swap Termination Payment (only if
the
Swap Counterparty is the Defaulting Party or the sole Affected Party (as
defined
in the ISDA Master Agreement)) owed to the Swap
Counterparty;
(xiii) to
the Class X Certificates, the Class X Distributable Amount for such Distribution
Date together with amounts withdrawn from the Basis Risk Reserve Fund for
distribution to the Class X Certificates pursuant to Sections 4.06(b), (c)
and
(d); and
(xiv) to
the Class R Certificate, any remaining amount, provided, however, that any
amount that would be distributable pursuant to this priority (xiv) shall
not be
paid with respect to the Class R Certificate but shall be paid instead with
respect to the Class X Certificates pursuant to a contract that exists under
this Agreement between the Class R Certificateholders and the Class X
Certificateholders.
Distributions
pursuant to Section 4.01(e)(ii) through (x) on any Distribution Date will
be
made after giving effect to withdrawals from the Supplemental Interest Account
to pay Deferred Amounts on such Distribution Date pursuant to Section
4.01(h). Distributions pursuant to Section 4.01(e)(xi)(A) – (J) on
any Distribution Date will be made after giving effect to withdrawals from
the
Supplemental Interest Account to pay Basis Risk Shortfalls to the LIBOR
Certificates on such Distribution Date.
(f) [Reserved].
(g) [Reserved].
(h) On
each Distribution Date, the Trustee shall distribute any Net Counterparty
Payment for such date, sequentially, as follows:
(i)
to the Senior Certificates, pro rata based on
amounts due, Current Interest and any Carryforward Interest for such Class
on
such Distribution Date, after giving effect to distributions of interest
pursuant to Section 4.01(a);
(ii)
to the Class X-0, Xxxxx X-0, Class M-3, Class M-4, Class
M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that
order,
Current Interest and any Carryforward Interest for such Class on such
Distribution Date, after giving effect to distributions of interest pursuant
to
Section 4.01(a);
(iii) to
the Principal Remittance Amount, the Net Cumulative Realized Loss Amount
on such
Distribution Date;
(iv) to
the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class
M-7,
Class M-8 and Class M-9 Certificates, in that order, any applicable Deferred
Amounts, with interest thereon at the applicable Pass-Through Rate, prior
to
giving effect to amounts available to be paid in respect of Deferred Amounts
pursuant to Section 4.01(e);
(v) to
the LIBOR Certificates, any applicable Basis Risk Shortfalls in the same
order
and priority as described in Section 4.01(e), prior to giving effect to any
withdrawals from the Basis Risk Reserve Fund or from amounts available to
be
paid in respect of Basis Risk Shortfalls pursuant to Section 4.01(e);
and
(vi) to
the Class X Certificates, any remaining amounts.
On
each
Distribution Date, the Trustee shall withdraw any amounts then on deposit
in the
Certificate Account that represent Prepayment Premiums collected by the Servicer
in connection with the Principal Prepayment of any Mortgage Loans or amounts
deposited therein pursuant to Section 3.21 hereof and shall distribute such
amounts to the Holder of the Class P Certificates. Such distributions
shall not be applied to reduce the Class Principal Balance of the Class P
Certificates.
SECTION
4.02. Allocation
of Realized Losses.
(a) On
each Distribution Date, the Trustee shall determine the total of the Applied
Loss Amount, if any, for such Distribution Date. The Applied Loss
Amount for any Distribution Date shall be applied by reducing the Class
Principal Balance of each Class of Subordinate Certificates beginning with
the
Class of Subordinate Certificates then outstanding with the lowest relative
payment priority, in each case until the respective Class Principal Balance
thereof is reduced to zero. Any Applied Loss Amount allocated to a
Class of Subordinate Certificates shall be allocated among the Subordinate
Certificates of such Class in proportion to their respective Percentage
Interests.
(b) All
Realized Losses on the Group 1 Loans shall be allocated on each Distribution
Date to the following REMIC I Regular Interests: first, to REMIC I Regular
Interest I until the Uncertificated Principal Balance has been reduced to
zero,
and second, to REMIC I Regular Interest I-1-A through REMIC I Regular Interest
I-54-B, starting with the lowest numerical denomination until such REMIC
I
Regular Interest has been reduced to zero, provided that, for REMIC I Regular
Interests with the same numerical denomination, such Realized Losses shall
be
allocated pro rata between such REMIC I Regular Interests. All
Realized Losses on the Group 2 Loans shall be allocated on each Distribution
Date to the following REMIC I Regular Interests: first, to REMIC I Regular
Interest II until the Uncertificated Principal Balance has been reduced to
zero,
and second, to REMIC I Regular Interest II-1-A through REMIC I Regular Interest
II-54-B, starting with the lowest numerical denomination until such REMIC
I
Regular Interest has been reduced to zero, provided that, for REMIC I Regular
Interests with the same numerical denomination, such Realized Losses shall
be
allocated pro rata between such REMIC I Regular Interests.
The
REMIC
II Marker Allocation Percentage of all Realized Losses on the REMIC II Regular
Interests shall be deemed to have been allocated to the following REMIC II
Regular Interests in the specified percentages, as follows: first to
Uncertificated Accrued Interest payable to the REMIC II Regular Interests
LT-AA
and LT-ZZ up to an aggregate amount equal to the excess of (a) the REMIC
II
Interest Loss Allocation Amount over (b) Prepayment Interest Shortfalls (to
the
extent not covered by Compensating Interest) relating to the Mortgage Loans
for
such Distribution Date, 98% and 2%, respectively; second, to the Uncertificated
Principal Balances of the REMIC II Regular Interests LT-AA and LT-ZZ up to
an
aggregate amount equal to the REMIC II Principal Loss Allocation Amount,
98% and
2%, respectively; third, to the Uncertificated Principal Balances of REMIC
II
Regular Interest LT-AA, REMIC II Regular Interest LT-M-9 and REMIC II Regular
Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal
Balance of REMIC II Regular Interest LT-M-9 has been reduced to zero; fourth,
to
the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA,
REMIC
II Regular Interest LT-M-8 and REMIC II Regular Interest LT-ZZ, 98%, 1% and
1%,
respectively, until the Uncertificated Principal Balance of REMIC II Regular
Interest LT-M-8 has been reduced to zero; fifth, to the Uncertificated Principal
Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-7
and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until
the
Uncertificated Principal Balance of REMIC II Regular Interest LT-M-7 has
been
reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC
II
Regular Interest LT-AA, REMIC II Regular Interest LT-M-6 and REMIC II Regular
Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal
Balance of REMIC II Regular Interest LT-M-6 has been reduced to zero; seventh,
to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA,
REMIC II Regular Interest LT-M-5 and REMIC II Regular Interest LT-ZZ, 98%,
1%
and 1%, respectively, until the Uncertificated Principal Balance of REMIC
II
Regular Interest LT-M-5 has been reduced to zero; eighth, to the Uncertificated
Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest
LT-M-4 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively,
until
the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-4
has
been reduced to zero; seventh, to the Uncertificated Principal Balances of
REMIC
II Regular Interest LT-AA, REMIC II Regular Interest LT-M-3 and REMIC II
Regular
Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal
Balance of REMIC II Regular Interest LT-M-3 has been reduced to zero; sixth,
to
the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA,
REMIC
II Regular Interest LT-M-2 and REMIC II Regular Interest LT-ZZ, 98%, 1% and
1%,
respectively, until the Uncertificated Principal Balance of REMIC II Regular
Interest LT-M-2 has been reduced to zero; and eighth, to the Uncertificated
Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest
LT-M-1 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively,
until
the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-1
has
been reduced to zero.
The
REMIC
II Sub WAC Allocation Percentage of all Realized Losses on the REMIC I Regular
Interests shall be deemed to have been allocated so as to keep the
Uncertificated Principal Balance of each REMIC II Regular Interest ending
with
the designation “GRP” equal to 1.00% of the aggregate Stated Principal Balance
of the Mortgage Loans in the related Loan Group; second, to each REMIC II
Regular Interest ending with the designation “SUB,” so that the Uncertificated
Principal Balance of each such REMIC II Regular Interest is equal to 1.00%
of
the excess of (x) the aggregate Stated Principal Balance of the Mortgage
Loans
in the related Loan Group over (y) the current Class Principal Balance of
the
Senior Certificates in the related Loan Group (except that if any such excess
is
a larger number than in the preceding distribution period, the least amount
of
Realized Losses shall be applied to such REMIC II Regular Interests such
that
the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining
Realized Losses shall be allocated to REMIC II Regular Interest
LT-XX.
SECTION
4.03. Recoveries.
(a) With
respect to any Class of Certificates to which a Realized Loss or Applied
Loss
Amount, as applicable, has been allocated (including any such Class for
which the related Class Principal Balance has been reduced to zero), the
Class
Principal Balance of such Class will be increased, up to the amount of
related Recoveries for such Distribution Date as follows:
the
Class
Principal Balance of the LIBOR Certificates will be increased in order of
seniority, up to the Deferred Amount such Class is entitled to receive pursuant
to Section 4.01(e) on such Distribution Date prior to giving effect to
payments pursuant to Section 4.01(e) on such Distribution
Date.
(b) Any
increase to the Class Principal Balance of a Class of Certificates shall
increase the Certificate Balance of the related Class pro rata in accordance
with each Certificate Percentage Interest.
SECTION
4.04. Monthly
Statements to Certificateholders.
(a) Not
later than each Distribution Date, the Trustee shall prepare and cause to
be
forwarded by first class mail to each Certificateholder, the Servicer, the
Depositor, the Swap Counterparty and each Rating Agency, a statement based,
in
part, on the information provided by the Servicer pursuant to Section 4.05
herein setting forth with respect to the related distribution:
(i)
the amount thereof allocable to principal,
indicating the portion thereof attributable to Scheduled Payments and Principal
Prepayments;
(ii)
the amount thereof allocable to interest or
any Carryforward Interest included in such distribution;
(iii) if
the distribution to the Holders of such Class of Certificates is less than
the
full amount that would be distributable to such Holders if there were sufficient
funds available therefor, the amount of the shortfall and the allocation
thereof
as between principal and interest;
(iv) the
Class Principal Balance of each Class of Certificates after giving effect
to the
distribution of principal on such Distribution Date;
(v)
the Aggregate Loan Balance and the Aggregate Loan Group
Balance for such Distribution Date;
(vi)
the Overcollateralization Amount for such Distribution
Date;
(vii)
the amount of the Servicing Fees, the Trustee Fee and any other
mortgage insurance fees, if applicable, with respect to such Distribution
Date;
(viii)
the Pass-Through Rate for each Class of LIBOR Certificates with respect to
such Distribution Date;
(ix) the
amount of Advances included in the distribution on such Distribution Date
and
the aggregate amount of Advances outstanding as of the last day of the calendar
month preceding such Distribution Date;
(x)
the beginning and ending number and aggregate Stated Principal Balance of
the
Mortgage Loans;
(xi) the
number and aggregate principal amounts of Mortgage Loans which are Delinquent
(1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days (to include
such
delinquent loans which are also in bankruptcy or foreclosure), for each Loan
Group and for the Mortgage Loans in the aggregate, as of the close of business
on the last day of the calendar month preceding such Distribution
Date;
(xii) the
number and aggregate principal amounts of Mortgage Loans that were in
foreclosure, for each Loan Group and for the Mortgage Loans in the aggregate,
as
of the close of business on the last day of the calendar month preceding
such
Distribution Date;
(xiii) the
number and aggregate principal amounts of Mortgage Loans that were in
bankruptcy, for each Loan Group and for the Mortgage Loans in the aggregate,
as
of the close of business on the last day of the calendar month preceding
such
Distribution Date;
(xiv) the
number and aggregate principal amounts of Mortgage Loans with respect to
which
Prepayment Premiums were collected and the aggregate amount of such Prepayment
Premiums;
(xv) the
Rolling Three Month Delinquency Rate for such Distribution Date;
(xvi) the
total number and principal balance of any REO Properties (and market value,
if
available), for each Loan Group and for the Mortgage Loans in the aggregate,
as
of the last day of the calendar month preceding such Distribution
Date;
(xvii) the
total number and principal balance of any Mortgage Loans that were repurchased
during the related Prepayment Period;
(xviii) the
aggregate amount of Realized Losses incurred during the preceding calendar
month
and aggregate Realized Losses included in such distribution;
(xix) the
weighted average term to maturity of the Mortgage Loans as of the close of
business on the last day of the calendar month preceding such Distribution
Date;
(xx) the
gross weighted average coupon of the Mortgage Loans as of the first date
of the
applicable period for such Distribution Date;
(xxi) the
aggregate number of Mortgage Loans in the pool;
(xxii) the
Net WAC Rate;
(xxiii) the
Senior Enhancement Percentage;
(xxiv) the
beginning balance of the Basis Risk Reserve Fund, any amounts deposited in
the
Basis Risk Reserve Fund on such Distribution Date pursuant to Section
4.01(e)(xi) (together with a breakdown of amounts withdrawn in connection
with
such Distribution Date) and the balance of the Basis Risk Reserve Fund after
all
distributions have been made on such Distribution Date;
(xxv) the
beginning balance of the Supplemental Interest Account, the amount deposited
to
the Supplemental Interest Account on such Distribution Date (together with
a
breakdown of amounts withdrawn in connection with such Distribution Date)
and
the balance of the Supplemental Interest Account after all distributions
have
been made on such Distribution Date;
(xxvi) the
related Record Date;
(xxvii) the
related Accrual Period;
(xxviii) the
related Determination Date;
(xxix) the
related Distribution Date; and
(xxx) the
amount of cash received with respect to the related Accrual Period.
In
addition, not later than the first Business Day immediately following the
Determination Date, the Servicer shall provide to the Trustee for inclusion
in
each statement required to be provided pursuant to this Section 4.04(a) any
other information required by Form 10-D, including, but not limited to, the
information required by Item 1121 (17 C.F.R. § 229.1121) of Regulation
AB.
The
Trustee’s responsibility for disbursing the above information to the
Certificateholders is limited to the availability, timeliness and accuracy
of
the information derived from the Servicer, which shall be provided as required
above and in Section 4.05.
On
each
Distribution Date, the Trustee shall provide Bloomberg Financial Markets,
L.P.
(“Bloomberg”) CUSIP level factors for each Class of Offered Certificates as of
such Distribution Date, using a format and media mutually acceptable to the
Trustee and Bloomberg. In connection with providing the information
specified in this Section 4.04(a) to Bloomberg, the Trustee and any
director, officer, employee or agent of the Trustee shall be indemnified
and
held harmless by DLJMC, to the extent, in the manner and subject to the
limitations provided in Section 9.05. The Trustee shall also
make the monthly statements to Certificateholders available each month to
each
party referred to in Section 4.04(a) via the Trustee’s
website. The Trustee’s website can be accessed at
xxxx://xxx.xxxxxx.xxx/xxx or at such other site as the Trustee may designate
from time to time. The Trustee shall have the right to change the way
the reports referred to in this Section 4.04(a) are distributed in order to
make such distribution more convenient and/or more accessible to the above
parties and to the Certificateholders. The Trustee shall provide
timely and adequate notification to all above parties and to the
Certificateholders regarding any such change. The Trustee may fully
rely upon and shall have no liability with respect to information provided
by
the Servicer.
(b) Upon
request, within a reasonable period of time after the end of each calendar
year,
the Trustee shall cause to be furnished to each Person who at any time during
the calendar year was a Certificateholder, a statement containing the
information set forth in clauses (a)(i), (a)(ii) and (a)(vii) of Section
4.04(a)
aggregated for such calendar year or applicable portion thereof during which
such Person was a Certificateholder. Such obligation of the Trustee
shall be deemed to have been satisfied to the extent that substantially
comparable information shall be provided by the Trustee pursuant to any
requirements of the Code as from time to time in effect.
(c) In
addition to the foregoing, the Trustee shall post an electronic file containing
loan level data with respect to the Mortgage Loans (“Loan Level Data”) on a
monthly basis, to the website referred to in Section 4.04(a). The
Loan Level Data will include fields as agreed to by the Depositor and the
Trustee from time to time. The Loan Level Data will be based solely
on information provided by the Servicer, and the Trustee’s provision of the Loan
Level Data is subject to the availability, timeliness and accuracy of the
information provided by the Servicer. The Loan Level Data will not
include any personally identifiable information, including but not limited
to: borrower name, borrower address, property address, borrower
social security number, and originator’s loan account number. The
Loan Level Data may include recent property valuation information, including
based on a recent broker’s price opinion. As agreed to by the
Depositor and the Trustee, the format of the Loan Level Data may be modified
at
any time, and the posting of the Loan Level Data may be discontinued at any
time. The Trustee shall not be required to provide the Loan Level
Data in paper form. The Trustee shall, upon request, provide the
majority holder of the Class X Certificates with loan level information
reasonably available to the Servicer and the Trustee; provided however, that
the
provision of any such loan level information shall be subject to an appropriate
confidentiality agreement and shall comply with all applicable
laws.
SECTION
4.05. Servicer
to Cooperate.
The
Servicer and any Special Servicer shall provide to the Trustee information
identified on Exhibit H-1 which is mutually agreeable to the Trustee and
the
Servicer or such Special Servicer, as the case may be, with respect to each
Mortgage Loan serviced by it no later than the first Business Day immediately
following the Determination Date. This information is necessary to
enable the Trustee to perform its distribution, accounting and reporting
requirements hereunder. Such information shall also include the
applicable information set forth in Exhibit H-2 hereto regarding the terms
of
any Modified Mortgage Loan. In addition, Ocwen shall provide to the
Trustee a copy of any modification agreement entered into with respect to
a
Modified Mortgage Loan.
SECTION
4.06. Basis
Risk Reserve Fund.
(a) On
the Closing Date, the Trustee shall establish and maintain in its name, in
trust
for the benefit of the Holders of the Certificates, the Basis Risk Reserve
Fund. The Basis Risk Reserve Fund shall be an Eligible Account, and
funds on deposit therein shall be held separate and apart from, and shall
not be
commingled with, any other moneys, including without limitation, other moneys
held by the Trustee pursuant to this Agreement.
(b) On
the Closing Date, $5,000.00 will be deposited by the Depositor into the Basis
Risk Reserve Fund. On each Distribution Date, the Trustee shall
transfer from the Certificate Account to the Basis Risk Reserve Fund pursuant
to
Section 4.01(e)(xi) the Required Basis Risk Reserve Fund
Deposit. Amounts on deposit in the Basis Risk Reserve Fund shall be
withdrawn by the Trustee in connection with any Distribution Date to fund
the
amounts required to be distributed to holders of the LIBOR Certificates in
respect of Basis Risk Shortfalls. Any distributions of Monthly Excess
Cashflow to the holders of the LIBOR Certificates pursuant to Sections
4.01(e)(xi)(A)-(J) shall be deemed to have been deposited in the Basis Risk
Reserve Fund and paid to such holders. On any Distribution Date, any
amounts on deposit in the Basis Risk Reserve Fund in excess of the Required
Basis Risk Reserve Fund Amount shall be distributed to the Class X
Certificateholder pursuant to Section 4.01(e)(xiii).
(c) Funds
in the Basis Risk Reserve Fund may be invested in Eligible Investments by
the
Trustee at the direction of the holders of the Class X Certificates maturing
on
or prior to the next succeeding Distribution Date. Any net investment earnings
on such amounts shall be payable to the holders of the Class X Certificates.
The
Trustee shall account for the Basis Risk Reserve Fund as an outside reserve
fund
within the meaning of Treasury regulation 1.860G-2(h) and not an asset of
any
REMIC created pursuant to this Agreement. The Class X Certificates
shall evidence ownership of the Basis Risk Reserve Fund for federal tax purposes
and the Holders thereof shall direct the Trustee in writing as to the investment
of amounts therein. The Trustee shall treat amounts transferred by
the Master REMIC to the Basis Risk Reserve Fund as distributions to the Class
X
Certificateholder for all federal tax purposes. In the absence of
such written direction, all funds in the Basis Risk Reserve Fund shall remain
uninvested. The Trustee shall have no liability for losses on
investments in Eligible Investments made pursuant to this Section 4.06(c)
(other
than as obligor on any such investments). Upon termination of the
Trust Fund, any amounts remaining in the Basis Risk Reserve Fund shall be
distributed to the Holders of the Class X Certificates in the same manner
as if
distributed pursuant to Section 4.01(e)(xiii) hereof.
(d) On
the Distribution Date immediately after the Distribution Date on which the
aggregate Class Principal Balance of the LIBOR Certificates equals zero,
any
amounts on deposit in the Basis Risk Reserve Fund not payable on the LIBOR
Certificates shall be deposited into the Certificate Account and distributed
to
the Holders of the Class X Certificates in the same manner as if distributed
pursuant to Section 4.01(e)(xiii) hereof.
SECTION
4.07. Distributions
on the REMIC I Regular Interests and REMIC II Regular
Interests.
(a) Distributions
on the REMIC I Regular Interests.
On
each
Distribution Date, the Trustee shall cause in the following order of priority,
the following amounts to be distributed by REMIC I to REMIC II on account
of the
REMIC I Regular Interests or withdrawn from the Distribution Account and
distributed to the holders of the Class A-R Certificates (in respect of the
Class R-1 Interest), as the case may be:
With
respect to the Group 1 Loans:
(i)
first, to Holders of each of REMIC I Regular Interest I and REMIC I Regular
Interest I-1-A through I-54-B, pro rata, in an amount equal to (A)
Uncertificated Accrued Interest for such REMIC I Regular Interests for such
Distribution Date, plus (B) any amounts payable in respect thereof remaining
unpaid from previous Distribution Dates;
(ii)
to the extent of amounts remaining after the distributions made
pursuant to clause (i) above, payments of principal shall be allocated as
follows: to REMIC I Regular Interest I, then to REMIC I Regular Interests
I-1-A
through I-54-B starting with the lowest numerical denomination until the
Uncertificated Principal Balance of each such REMIC I Regular Interest is
reduced to zero, provided that, for REMIC I Regular Interests with the same
numerical denomination, such payments of principal shall be allocated pro
rata
between such REMIC I Regular Interests; and
(iii) to
the Holders of REMIC I Regular Interest P, the amount of any Prepayment Charges
for such Distribution Date.
(iv) Any
remaining amount to the Holders of the Class R Certificates (in respect of
the
Class R-1 Interest).
With
respect to the Group 2 Loans:
(v) first,
to Holders of each of REMIC I Regular Interest II, REMIC I Regular Interest
II-1-A through II-54-B, REMIC I Regular Interest P and REMIC I Regular Interest
R, pro rata, in an amount equal to (A) Uncertificated Accrued Interest for
such
REMIC I Regular Interests for such Distribution Date, plus (B) any amounts
payable in respect thereof remaining unpaid from previous Distribution
Dates;
(vi) to
the extent of amounts remaining after the distributions made pursuant to
clause
(i) above, payments of principal shall be allocated as follows: to REMIC
I
Regular Interest II, then to REMIC I Regular Interests II-1-A through II-54-B
starting with the lowest numerical denomination until the Uncertificated
Principal Balance of each such REMIC I Regular Interest is reduced to zero,
provided that, for REMIC I Regular Interests with the same numerical
denomination, such payments of principal shall be allocated pro rata between
such REMIC I Regular Interests; and
(vii) to
the Holders of REMIC I Regular Interest P, the amount of any Prepayment Charges
for such Distribution Date.
(viii) Any
remaining amount to the Holders of the Class R Certificates (in respect of
the
Class R-1 Interest).
On
each
Distribution Date, the Trustee shall cause in the following order of priority,
the following amounts to be distributed by REMIC II to REMIC III on account
of
the REMIC II Regular Interests or withdrawn from the Distribution Account
and
distributed to the Holders of the Class R Certificates (in respect of the
Class
R-2 Interest), as the case may be:
(i)
first, to the extent of the sum of Available
Funds for such Distribution Date, to the Holder of REMIC II Regular Interest
LT-IO in an amount equal to (A) the Uncertificated Accrued Interest for such
Distribution Date, plus (B) any amounts in respect thereof remaining unpaid
from
previous Distribution Dates, and then to Holders of REMIC II Regular Interests
XX-XX, XX-0X, XX-0X0, XX-0X0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0,
LT-M-7, LT-M-8, LT-M-9, LT-ZZ, LT-P and LT-R pro rata, in an amount equal
to (A)
the Uncertificated Accrued Interest for such Distribution Date, plus (B)
any
amounts in respect thereof remaining unpaid from previous Distribution Dates.
Amounts payable as Uncertificated Accrued Interest in respect of REMIC II
Regular Interest LT-ZZ shall be reduced when the REMIC II Overcollateralization
Amount is less than the REMIC II Overcollateralization Target Amount, by
the
lesser of (x) the amount of such difference and (y) the REMIC II Regular
Interest LT-ZZ Maximum Interest Deferral Amount and such amount will be payable
to the Holders of REMIC II Regular Xxxxxxxx XX-0X, XX-0X0, XX-0X0, XX-X-0,
LT-M-2, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0, LT-M-8, LT-M-9 in the same
proportion as the amounts are allocated to the Corresponding Certificate,
pursuant to Section 4.02(b) herein, for each such REMIC II Regular Interest,
and
the Uncertificated Principal Balance of the REMIC II Regular Interest LT-ZZ
shall be increased by such amount;
(ii)
second, to the Holders of REMIC II Regular
Interests, in an amount equal to the remainder of the Available Funds for
such
Distribution Date after the distributions made pursuant to clause (i) above
and,
in the case of distributions made pursuant to Section 4.07(c)(ii)(B), the
amount
of any Prepayment Charges for such Distribution Date, allocated as
follows:
(A) to
the Holders of REMIC II Regular Interest LT-R, an amount equal to the amount
of
principal distributed to the holder of the Corresponding Certificate on such
Distribution Date pursuant to Section 4.02(b); and
(B) to
the Holders of REMIC II Regular Interest LT-P, an amount equal to the amount
of
principal distributed to the holder of the Corresponding Certificate on such
Distribution Date pursuant to Section 4.02(b); and
(iii) third,
to the Holders of REMIC II Regular Interests, in an amount equal to the
remainder of the REMIC II Marker Allocation Percentage of Available Funds
for
such Distribution Date after the distributions made pursuant to clauses (i)
and
(ii) above, allocated as follows:
(A) 98%
of such remainder to the Holders of REMIC II Regular Interest LT-AA, until
the
Uncertificated Principal Balance of such REMIC II Regular Interest is reduced
to
zero;
(B) 2%
of such remainder, first, to the Holders of REMIC II Regular Xxxxxxxx XX-0X,
XX-0X0, XX-0X0, XX-X-0, LT-M-2, LT-M-3, XX-X-0, XX-X-0, XX-X-0, XX-X-0, XX-X-0,
LT-M-9 equal to 1% of and in the same proportion as principal payments are
allocated to the Corresponding Certificates, until the Uncertificated Principal
Balances of such REMIC II Regular Interests are reduced to zero; and second,
to
the Holders of REMIC II Regular Interest LT-ZZ, until the Uncertificated
Principal Balance of such REMIC II Regular Interest is reduced to
zero;
(iv) fourth,
to the Holders of REMIC II Regular Interests, in an amount equal to the
remainder of the REMIC II Sub WAC Allocation Percentage of Available Funds
for
such Distribution Date after the distributions made pursuant to clause (iii)
above, such that distributions of principal shall be deemed to be made to
the
REMIC II Regular Interests first, so as to keep the Uncertificated Principal
Balance of each REMIC II Regular Interest ending with the designation “GRP”
equal to 1.00% of the aggregate Stated Principal Balance of the Mortgage
Loans
in the related Loan Group; second, to each REMIC II Regular Interest ending
with
the designation “SUB,” so that the Uncertificated Principal Balance of each such
REMIC II Regular Interest is equal to 1.00% of the excess of (x) the aggregate
Stated Principal Balance of the Mortgage Loans in the related Loan Group
over
(y) the current Class Principal Balance of the Senior Certificates in the
related Loan Group (except that if any such excess is a larger number than
in
the preceding distribution period, the least amount of principal shall be
distributed to such REMIC II Regular Interests such that the REMIC II
Subordinated Balance Ratio is maintained); and third, any remaining principal
to
REMIC II Regular Interest LT-XX;
(C) any
remaining amount to the Holders of the Class R Certificates (in respect of
the
Class R-2 Interest).
SECTION
4.08. Supplemental
Interest Trust.
(a) A
separate trust is hereby established (the “Supplemental Interest Trust”), the
corpus of which shall be held by the Supplemental Interest Trust Trustee,
in
trust, for the benefit of the holders of the Certificates. On the
Closing Date, the Supplemental Interest Trust Trustee shall establish and
maintain in its name, a separate account for the benefit of the holders of
the
Certificates (the “Supplemental Interest Account”). The Supplemental
Interest Account shall be an Eligible Account, and funds on deposit therein
shall be held separate and apart from, and shall not be commingled with,
any
other moneys, including, without limitation, other moneys of the Trustee
held
pursuant to this Agreement.
(b) The
Trustee shall deposit into the Supplemental Interest Account the amounts
set
forth in Section 4.01(b)(i) and (ii). The Supplemental Interest
Trust Trustee shall deposit into the Supplemental Interest Account any Net
Swap
Payments received from the Swap Counterparty. On any Swap Payment
Date on which a Net Swap Payment is owed to the Swap Counterparty, the
Supplemental Interest Trust Trustee shall withdraw from the Supplemental
Interest Account an amount equal to such Net Swap Payment and pay such amount
to
the Swap Counterparty. On each Swap Payment Date on which a Net Swap
Payment is owed to the Trust Fund, the Supplemental Interest Trust Trustee
shall
withdraw from the Supplemental Interest Account an amount equal to such Net
Swap
Payment and pay such amount to the Trust Fund for distribution on the related
Distribution Date in accordance with the provisions of subparagraph (h) of
Section 4.01.
(c) Funds
in the Supplemental Interest Account shall be invested in Eligible Investments,
which shall mature not later than the Business Day prior to the Swap Payment
Date. The Class X Certificates shall evidence ownership of the
Supplemental Interest Trust for federal income tax purposes and the Holder
thereof shall direct the Trustee, in writing, as to investment of amounts
on
deposit therein. In the absence of written instructions from the
Class X Certificateholders as to investment of funds on deposit in the
Supplemental Interest Account, such funds shall be invested in the First
American Prime Obligations Fund (Class A). The Supplemental Interest
Trust Trustee shall have no liability for losses on investments in Eligible
Investments made pursuant to this Section 4.08(c) (other than as obligor on
any such investments). Any earnings on such amounts shall be
distributed on each Distribution Date pursuant to paragraph (h) of
Section 4.01.
(d) Upon
termination of the Trust Fund and after payment of any moneys to the holders
of
the Certificates as provided in paragraph (h) of Section 4.01, any
amounts remaining in the Supplemental Interest Account after payment of amounts
owing to the Swap Counterparty shall be distributed to the holder of the
Class X Certificates.
(e) The
Trustee is hereby directed, as Supplemental Interest Trust Trustee, and not
in
its individual capacity, on or prior to the Closing Date, on behalf of the
Supplemental Interest Trust, to enter into and assume the obligations under
the
Swap Agreement with the Swap Counterparty for the benefit of the Holders
of the
Certificates, in the form presented to it by the Depositor. Neither
the Trustee nor the Supplemental Interest Trust Trustee shall, individually
or
personally, have any liability to perform any covenant either express or
implied
contained in the Swap Agreement and under no circumstance shall the Trustee
or
the Supplemental Interest Trust Trustee be personally liable for the payment
of
any amounts payable by the Supplemental Interest Trust under the Swap Agreement
or any expenses of the Supplemental Interest Trust or be liable for the breach
or failure of any obligation, representation, warranty or covenant made or
undertaken by the Supplemental Interest Trust under the Swap
Agreement. Neither the Trustee nor Supplemental Interest Trust
Trustee shall have a duty to review or otherwise determine the adequacy of
the
Swap Agreement (or any amendment or supplement thereto). Every
provision of this Agreement relating to the conduct or affecting the liability
of or affording protection to the Trustee shall apply to the Trustee’s execution
of and performance of any obligations under the Swap Agreement.
(f) [Reserved]
(g) The
Supplemental Interest Trust Trustee shall deliver to the Swap Counterparty
the
notice contemplated by Paragraph 7(i) of the Credit Support Annex attached
to the Swap Agreement (as modified by Paragraph 13 of the Credit Support
Annex)
if the Swap Counterparty fails to make, when due, any Transfer of Eligible
Collateral, Posted Collateral or the Interest Amount (as such terms are defined
in the Swap Agreement) required to be made by the Swap
Counterparty. The Supplemental Interest Trust Trustee shall deliver
such notice no later than 1:00 p.m. eastern time on the Business Day immediately
following any such failure by the Swap Counterparty.
(h) Supplemental
Interest Trust Posted Collateral Account.
(i) The
Supplemental Interest Trust Trustee is hereby directed to perform the
obligations of the Custodian as defined under the Credit Support Annex (the
“Swap Custodian”).
(ii) On
or before the Closing Date, the Swap Custodian shall establish a Supplemental
Interest Trust Posted Collateral Account in trust for the benefit of the
Holders
of the Certificates. The Supplemental Interest Trust Posted Collateral Account
must be an Eligible Account and shall be entitled “Supplemental Interest Trust
Posted Collateral Account, U.S. Bank National Association in trust for
registered holders of CSMC Asset-Backed Pass-Through Certificates, Series
2007-NC1 OSI.”
(iii) The
Swap Custodian shall credit to the Supplemental Interest Trust Posted Collateral
Account all collateral (whether in the form of cash or securities) posted
by the
Swap Counterparty to secure the obligations of the Swap Counterparty in
accordance with the terms of the Swap Agreement. Except for
investment earnings, if any, the Swap Counterparty shall not have any legal,
equitable or beneficial interest in the Supplemental Interest Trust Posted
Collateral Account other than in accordance with this Agreement, the Swap
Agreement and applicable law. The Swap Custodian shall maintain and
apply all collateral and earnings thereon on deposit in the Supplemental
Interest Trust Posted Collateral Account in accordance with Credit Support
Annex.
(iv) Cash
collateral posted by the Swap
Counterparty in accordance with the Credit Support Annex shall be invested
at
the direction of the Swap Counterparty in Eligible Investments in accordance
with the requirements of the Credit Support Annex. All amounts earned
on amounts on deposit in the Collateral Account (whether cash collateral
or
securities) shall be for the account of and taxable to the Swap
Counterparty.
(v) Upon
the occurrence of an Event of Default or Specified Condition (each as defined
in
the Swap Agreement) with respect to the Swap Counterparty or upon occurrence
or
designation of an Early Termination Date (as defined in the Swap Agreement)
as a
result of any such Event of Default or Specified Condition with respect to
the
Swap Counterparty, and, in either such case, unless the Swap Counterparty
has
paid in full all of its Obligations (as defined in the Credit Support Annex)
that are then due, then any collateral posted by the Swap Counterparty in
accordance with the Credit Support Annex shall be applied to the payment
of any
Obligations due to Party B (as defined in the Swap Agreement) in accordance
with
the Credit Support Annex. To the extent the Supplemental Interest
Trust Trustee is required to return any of the Posted Collateral to the Swap
Counterparty under the terms of the Credit Support Annex, the Swap Custodian
shall return such collateral in accordance with the terms of the Credit Support
Annex.
(i) In
the event that the Swap Counterparty fails to perform any of its obligations
under the Swap Agreement (including, without limitation, its obligation to
make
any payment or transfer collateral), or breaches any of its representations
and
warranties thereunder, or in the event that any Event of Default, Termination
Event, or Additional Termination Event (each as defined in the Swap Agreement)
occurs with respect to the Swap Agreement, the Supplemental Interest Trust
Trustee shall, promptly following actual notice by a Responsible Officer
of the
Trustee of such failure, breach or event, notify the Depositor and send any
notices and make any demands, on behalf of the Supplemental Interest Trust,
required to enforce the rights of the Supplemental Interest Trust under the
Swap
Agreement.
In
the
event that the Swap Counterparty’s obligations are guaranteed by a third party
under a guaranty relating to the Swap Agreement (such guaranty the “Guaranty”
and such third party the “Guarantor”), then to the extent that the Counterparty
fails to make any payment by the close of business on the day it is required
to
make payment under the terms of the Swap Agreement, the Supplemental Interest
Trust Trustee shall, promptly following actual notice by a Responsible Officer
of the Trustee of the Swap Counterparty’s failure to pay, demand that the
Guarantor make any and all payments then required to be made by the Guarantor
pursuant to such Guaranty; provided, that the Supplemental Interest Trust
Trustee shall in no event be liable for any failure or delay in the performance
by the Swap Counterparty or any Guarantor of its obligations hereunder or
pursuant to the Swap Agreement and the Guaranty, nor for any special, indirect
or consequential loss or damage of any kind whatsoever (including but not
limited to lost profits) in connection therewith.
SECTION
4.09. Rights
of Swap Counterparty.
The
Swap
Counterparty shall be deemed a third-party beneficiary of this Agreement
to the
same extent as if it were a party hereto and shall have the right to enforce
its
rights under this Agreement. For the protection and enforcement of
the provisions of this Section, the Swap Counterparty shall be entitled to
relief as can be given either at law or in equity.
SECTION
4.10. Replacement
Swap Counterparty.
(a) Upon
a Swap Early Termination (as defined in the Swap Agreement) other than in
connection with the optional termination of the Trust, the Supplemental Interest
Trust Trustee will cooperate with the Depositor in the Depositor’s appointment
of a successor Swap Counterparty and will, at the direction of the Depositor
and
on behalf of the Supplemental Interest Trust, enter into a new swap agreement
on
substantially similar terms as the Swap Agreement, with a successor Swap
Counterparty meeting all rating agency requirements and any third party consent
requirements. If the Supplemental Interest Trust Trustee receives a Swap
Termination Payment (as defined in the Swap Agreement) from the Swap
Counterparty in connection with such Swap Early Termination, the Supplemental
Interest Trust Trustee will apply such Swap Termination Payment to any upfront
payment required to appoint the successor Swap Counterparty. If the Supplemental
Interest Trust Trustee is required to pay a Swap Termination Payment to the
Swap
Counterparty in connection with such Swap Early Termination, the Supplemental
Interest Trust Trustee will apply any upfront payment received from the
successor Swap Counterparty to pay such Swap Termination Payment. If
a successor Swap Counterparty is not appointed within 30 days of the Swap
Early
Termination, then the Supplemental Interest Trust Trustee will deposit any
Swap
Termination Payment received from the original Swap Counterparty into a
separate, non-interest bearing reserve account and will, on or before each
subsequent Distribution Date, withdraw from the amount then remaining on
deposit
in such reserve account an amount equal to the Net Swap Payment, if any,
that
would have been paid to the Supplemental Interest Trust Trustee by the original
Swap Counterparty calculated in accordance with the terms of the original
Swap
Agreement, and distribute such amount in accordance with Section 4.01 of
this
Agreement.
Upon
a
Swap Early Termination (as defined in the Swap Agreement) in connection with
the
optional termination of the Trust, if the Supplemental Interest Trust Trustee
is
required to make a Swap Termination Payment (as defined in the Swap Agreement)
to the Swap Counterparty, the party exercising such optional termination
of the
Trust will be required to include in its payment an amount equal to such
Swap
Termination Payment. If the Supplemental Interest Trust Trustee
receives a Swap Termination Payment from the Swap Counterparty, the Supplemental
Interest Trust Trustee will distribute such Swap Termination Payment in
accordance with Section 4.01 of this Agreement.
In
the
event that the Supplemental Interest Trust Trustee, on behalf of the
Supplemental Interest Trust, and at the direction of the Depositor, enters
into
a replacement interest rate swap agreement with a replacement swap counterparty
(the “Replacement Swap Counterparty”), then (a) to the extent that the
Supplemental Interest Trust would be required to make a Swap Termination
Payment
to the Swap Counterparty and (b) to the extent the Replacement Swap
Counterparty pays to assume the rights and obligations of the Swap Counterparty
under the Swap Agreement (the “Replacement Payment”), the Supplemental Interest
Trust Trustee, on behalf of the Supplemental Interest Trust, and the Swap
Counterparty agree that such Replacement Payment shall be paid to the Swap
Counterparty and shall, only to the extent actually paid by the Replacement
Swap
Counterparty to the Swap Counterparty, constitute satisfaction in full of
the
obligations of the Supplemental Interest Trust to the Swap Counterparty in
respect of the assignment of the outstanding transaction under the Swap
Agreement to the Replacement Swap Counterparty or the replacement of such
transaction with the Replacement Swap Counterparty. In addition, upon
termination of the Swap Counterparty and to the extent that the Swap
Counterparty would be required to make a Swap Termination Payment to the
Supplemental Interest Trust, such Swap Termination Payment shall be deposited
into the Supplement Interest Account and shall be used to make any upfront
payment required to be made to a Replacement Swap Counterparty.
(b) Notwithstanding
anything to the contrary contained herein, in the event that a replacement
swap
agreement is not obtained within 30 days after receipt by the Supplemental
Interest Trust Trustee of the Swap Termination Payment paid by the terminated
Swap Counterparty, the Supplemental Interest Trust Trustee shall deposit
such
Swap Termination Payment into the Supplemental Interest Account and the
Supplemental Interest Trust Trustee shall, on each Distribution Date, withdraw
from such Supplemental Interest Account, an amount equal to the Net Swap
Payment, if any, that would have been paid to the Supplemental Interest Trust
by
the original Swap Counterparty (computed in accordance with the terms of
the
original Swap Agreement) and distribute such amount in accordance with
Section 4.01 of this Agreement.
ARTICLE
V
ADVANCES
BY THE SERVICER
SECTION
5.01. Advances
by the Servicer.
With
respect to the Mortgage Loans, the Servicer shall deposit in the Collection
Account as Advances an amount equal to all Scheduled Payments (with interest
at
the Mortgage Rate less the Servicing Fee Rate) which were due on such Mortgage
Loans serviced by it during the applicable Collection Period and which were
delinquent (under the MBA method) at the close of business on the immediately
preceding Determination Date; provided, however, that with respect
to any Balloon Loan that is delinquent on its maturity date, the Servicer
shall
not be required to advance the related balloon payment but shall be required
to
continue to make Advances in accordance with this Section 5.01 with respect
to such Balloon Loan in an amount equal to an assumed scheduled payment that
would otherwise be due based on the original amortization schedule for that
Mortgage Loan (with interest at the Mortgage Rate less the Servicing Fee
Rate)
to the extent the Servicer deems such amount to be recoverable. The
Servicer’s obligation to make such Advances as to any related Mortgage Loan
shall continue through the last Scheduled Payment due prior to the payment
in
full of such Mortgage Loan, or through the date that the related Mortgaged
Property has, in the judgment of the Servicer, been completely
liquidated. The Servicer shall not be required to advance shortfalls
of principal or interest resulting from the application of the Relief
Act.
The
Servicer will be obligated to advance or cause to be advanced to the Trustee,
from time to time, from (i) its own funds, (ii) funds in the Collection Account
that are not required to make payments to the Certificateholders for such
Distribution Date or (iii) a combination of (i) and (ii), Advances and Servicing
Advances. In addition, the servicer may reimburse itself for any
unreimbursed Advances and Servicing Advances to the extent of funds held
in the
collection account for future distribution that were not required to make
payments to the Certificateholders for such Distribution Date (provided that
such amounts must be deposited into the Collection Account prior to the next
Cash Remittance Date on which such amounts are to be included in the
distribution for the related Distribution Date).
With
respect to any Mortgage Loan, to the extent required by Accepted Servicing
Practices, the Servicer shall be obligated to make Advances in accordance
with
the provisions of this Agreement; provided, however, that such
obligation with respect to any related Mortgage Loan shall cease if the Servicer
determines, in its reasonable opinion, that Advances with respect to such
Mortgage Loan are Nonrecoverable Advances. In the event that the
Servicer determines that any such Advances are Nonrecoverable Advances, the
Servicer shall provide the Trustee with a certificate signed by a Servicing
Officer evidencing such determination.
With
respect to any of the Mortgage Loans, if an Advance is required to be made
hereunder by the Servicer, the Servicer shall prior to 12:00 Noon, New York
City
time, on the Cash Remittance Date either (i) deposit in the Collection
Account from its own funds an amount equal to such Advance, (ii) cause to
be made an appropriate entry in the records of the Collection Account that
funds
in such account being held for future distribution or withdrawal have been,
as
permitted by this Section 5.01, used by the Servicer to make such Advance
or (iii) make Advances in the form of any combination of clauses
(i) and (ii) aggregating the amount of such Advance. Any such funds
being held in a Collection Account for future distribution and so used shall
be
replaced by the Servicer from its own funds by deposit in such Collection
Account on or before any future Distribution Date in which such funds would
be
due or from other funds in such Collection Account being held for future
distribution at that time.
ARTICLE
VI
THE
CERTIFICATES
SECTION
6.01. The
Certificates.
As
set
forth in Section 6.01 of ARTICLE VI of the Standard Terms.
SECTION
6.02. Registration
of Transfer and Exchange of Certificates.
(a) As
set forth in the Standard Terms.
(b) As
set forth in the Standard Terms.
(c) As
set forth in the Standard Terms.
(d) As
set forth in the Standard Terms.
(e) As
set forth in the Standard Terms.
(f) No
transfer of a Private Certificate or a Residual Certificate shall be made
unless
the Trustee and the Depositor shall have received either (i) a representation
from the transferee of such Certificate, substantially in the form of Exhibit
M-1 or Exhibit M-2, or Exhibit M-3, as applicable, to the effect that such
transferee is not an employee benefit plan or arrangement subject to Section
406
of ERISA or a plan subject to Section 4975 of the Code (or comparable provisions
of any subsequent enactments) (each, a “Plan”), nor a person acting on behalf of
a Plan nor using the assets of a Plan to effect such transfer or (ii) in
the
case of any such Certificate presented for registration in the name of a
Plan,
or a trustee of a Plan or any other person acting on behalf of a Plan or
using
such Plan’s assets, an Opinion of Counsel satisfactory to the Trustee, which
Opinion of Counsel shall not be an expense of either the Trustee or the Trust
Fund, addressed to the Trustee and the Depositor for the benefit of the Trustee,
the Depositor and the Servicer and on which they may rely, to the effect
that
the purchase or holding of such Certificate will be permitted under applicable
law, will not result in a non-exempt prohibited transaction under ERISA or
Section 4975 of the Code and will not subject the Trustee, any Depositor,
the
Special Servicer or the Servicer to any obligation or any liability in addition
to those expressly undertaken in this Agreement. Notwithstanding anything
else
to the contrary herein, any purported transfer of a Private Certificate or
a
Residual Certificate to or on behalf of a Plan without the delivery to the
Trustee and the Depositor of an Opinion of Counsel satisfactory to the Trustee
as described above shall be void and of no effect.
Except
in
the case of a Private Certificate or Residual Certificate, prior to the
termination of the Supplemental Interest Trust, no transfer of a Certificate
shall be made unless either (i) the Trustee and the Depositor shall have
received a representation from the transferee of such Certificate acceptable
to
and in form and substance satisfactory to the Trustee and the Depositor,
to the
effect that such transferee is not a Plan or a Person acting on behalf of
a Plan
or using the assets of a Plan or (ii) the transferee provides a representation,
or is deemed to represent in the case of the Book-Entry Certificates that
(A) it
is an accredited investor within the meaning of the Underwriter’s Exemption and
(B) that the proposed transfer and holding of such Certificate are eligible
for
exemptive relief under Prohibited Transaction Exemption (“PTE”) 95-60 or, except
in the case of an ERISA-Restricted Certificate, XXX 00-00, XXX 00-00, XXX
00-0,
XXX 95-60 or PTE 96-23. Any Holder of a Certificate or any interest therein
that
is a Book-Entry Certificate shall be deemed to have made the representations
described in the preceding sentence.
Except
in
the case of a Private Certificate or Residual Certificate, subsequent to
the
termination of the Supplemental Interest Trust, each beneficial owner of
an
ERISA-Restricted Certificate or any interest therein shall be deemed to have
represented, by virtue of its acquisition or holding of that certificate
or
interest therein, that either (i) it is not a Plan or investing with assets
of a
Plan or (ii) (1) it is an insurance company, (2) the source of funds used
to
acquire or hold the Certificate or interest therein is an “insurance company
general account,” as such term is defined in PTE 95-60, and (3) the conditions
in Sections I and III of PTE 95-60 have been satisfied.
To
the
extent permitted under applicable law (including, but not limited to, ERISA),
the Trustee shall be under no liability to any Person for any registration
of
transfer of any Certificate that is in fact not permitted by this Section
6.02(f) or for making any payments due on such Certificate to the Holder
thereof
or taking any other action with respect to such Holder under the provisions
of
this Agreement so long as the transfer was registered by the Trustee in
accordance with the foregoing requirements.
No
transfer of the Class X Certificates shall be made unless the transferee
of such
Certificates provides to the Trustee the appropriate tax certification form
(i.e., IRS Form W- 9 or IRS Form X-0XXX, X-0XXX, X-0XXX or W-8ECI, as applicable
(or any successor form thereto)), as a condition to such transfer and agrees
to
update such forms (i) upon expiration of any such form, (ii) as required
under
then applicable U.S. Treasury regulations and (iii) promptly upon learning
that
any IRS Form W-9 or IRS Form X-0XXX, X-0XXX, X-0XXX or W-8ECI, as applicable
(or
any successor form thereto), has become obsolete or incorrect. Upon receipt
of
any such tax certification form from a transferee of any Class X Certificate,
the Trustee shall provide a copy of such tax certification form to the
Supplemental Interest Trust Trustee. The Supplemental Interest Trust Trustee
shall provide to the Swap Provider a copy of any such tax certification form
received from the Trustee.
(g) As
set forth in the Standard Terms.
(h) As
set forth in the Standard Terms.
(i) As
set forth in the Standard Terms.
SECTION
6.03. Mutilated,
Destroyed, Lost or Stolen Certificates.
As
set
forth in Section 6.03 of ARTICLE VI of the Standard Terms.
SECTION
6.04. Persons
Deemed Owners.
As
set
forth in Section 6.04 of ARTICLE VI of the Standard Terms.
SECTION
6.05. Access
to List of Certificateholders’ Names and Addresses.
As
set
forth in Section 6.05 of ARTICLE VI of the Standard Terms.
SECTION
6.06. Maintenance
of Office or Agency.
As
set
forth in Section 6.06 of ARTICLE VI of the Standard Terms.
SECTION
6.07. Book
Entry Certificates.
As
set
forth in Section 6.07 of ARTICLE VI of the Standard Terms.
SECTION
6.08. Notices
to Clearing Agency.
As
set
forth in Section 6.08 of ARTICLE VI of the Standard Terms.
SECTION
6.09. Definitive
Certificates.
As
set
forth in Section 6.09 of ARTICLE VI of the Standard Terms.
ARTICLE
VII
THE
DEPOSITOR, THE SELLER, THE SERVICER AND THE SPECIAL SERVICER
SECTION 7.01.
Liabilities
of the Seller, the Depositor, the Servicer and the Special
Servicer.
As
set
forth in Section 7.01 of ARTICLE VII of the Standard Terms.
SECTION 7.02.
Merger
or Consolidation of the Seller, the Depositor, the Servicer or the Special
Servicer.
As
set
forth in Section 7.02 of ARTICLE VII of the Standard Terms.
SECTION 7.03.
Limitation
on Liability of the Seller, the Depositor, the Servicer, the Special Servicer
and Others.
As
set
forth in Section 7.03 of ARTICLE VII of the Standard Terms.
SECTION
7.04.
The
Servicer and the Special Servicer Not to Resign; Transfer of
Servicing.
As
set
forth in Section 7.04 of ARTICLE VII of the Standard Terms.
SECTION
7.05.
The
Seller, the Special Servicer and the Servicer May Own
Certificates.
As
set
forth in Section 7.05 of ARTICLE VII of the Standard Terms.
ARTICLE
VIII
DEFAULT
SECTION
8.01. Events
of Default.
“Event
of
Default,” wherever used herein, and as to the Servicer, means any one of the
following events (whatever reason for such Event of Default and whether it
shall
be voluntary or involuntary or be effected by operation of law or pursuant
to
any judgment, decree or order of any court or any order, rule or regulation
of
any administrative or governmental body):
(a) any
failure by the Servicer to remit to the Certificateholders or to the Trustee
any
payment other than an Advance required to be made by the Servicer under the
terms of this Agreement, which failure shall continue unremedied for a period
of
one Business Day after the date upon which written notice of such failure
shall
have been given to the Servicer by the Trustee or the Depositor or to the
Servicer and the Trustee by the Holders of Certificates having not less than
25%
of the Voting Rights evidenced by the Certificates; or
(b) any
failure by the Servicer to observe or perform in any material respect any
other
of the covenants or agreements on the part of the Servicer contained in this
Agreement (except as set forth in (c) and (g) below) which failure
(i) materially affects the rights of the Certificateholders and
(ii) shall continue unremedied for a period of 60 days after the date on
which written notice of such failure shall have been given to the Servicer
by
the Trustee or the Depositor, or to the Servicer and the Trustee by the Holders
of Certificates evidencing not less than 25% of the Voting Rights evidenced
by
the Certificates; or
(c) if
a representation or warranty set forth in Section 2.03 hereof made solely
in its capacity as the Servicer shall prove to be materially incorrect as
of the
time made in any respect that materially and adversely affects interests
of the
Certificateholders, and the circumstances or condition in respect of which
such
representation or warranty was incorrect shall not have been eliminated or
cured
within 90 days after the date on which written notice thereof shall have
been
given to the Servicer by the Trustee for the benefit of the Certificateholders
or by the Depositor; or
(d) a
decree or order of a court or agency or supervisory authority having
jurisdiction in the premises for the appointment of a conservator or receiver
or
liquidator in any insolvency, readjustment of debt, marshalling of assets
and
liabilities or similar proceedings, or for the winding-up or liquidation
of its
affairs, shall have been entered against the Servicer and such decree or
order
shall have remained in force undischarged or unstayed for a period of 60
days;
or
(e) the
Servicer shall consent to the appointment of a conservator or receiver or
liquidator in any insolvency, readjustment of debt, marshalling of assets
and
liabilities or similar proceedings of or relating to the Servicer or all
or
substantially all of the property of the Servicer; or
(f) the
Servicer shall admit in writing its inability to pay its debts generally
as they
become due, file a petition to take advantage of, or commence a voluntary
case
under, any applicable insolvency or reorganization statute, make an assignment
for the benefit of its creditors, or voluntarily suspend payment of its
obligations; or
(g) any
failure of the Servicer to make any Advance in the manner and at the time
required to be made from its own funds pursuant to Section 5.01 of this
Agreement; or
(h) either
(a) the servicer rankings or ratings for the Servicer are downgraded to
“below average” status by one or more of the Rating Agencies rating the
Certificates or (b) one or more Classes of the Certificates are downgraded
or placed on negative watch due in whole or in part to the performance or
servicing of the Servicer; or
(i) the
servicer rankings or ratings for the Servicer are downgraded two or more
levels
below the level in effect on the Closing Date by one or more of the Rating
Agencies rating the Certificates; or
(j) any
failure by the Servicer to either (a) remit payment of an Assigned
Prepayment Premium to the Collection Account or (b) remit funds in the
amount equal to an Assigned Prepayment Premium which the Servicer has failed
to
collect, in each case as required pursuant to this Agreement, which failure
continues unremedied for a period of one Business Day after the date upon
which
written notice of such failure, requiring the same to be remedied, shall
have
been given to the Servicer by the Trustee or the Depositor; or
(k) any
failure by the Servicer to comply with the provisions of Article
XIII.
If
an
Event of Default due to the actions or inaction of the Servicer described
in
clauses (a) through (f) and (k) of this Section 8.01 shall
occur, then, and in each and every such case, so long as such Event of Default
shall not have been remedied, the Trustee shall at the direction of DLJMC
or the
Holders of Certificates evidencing not less than 25% of the Voting Rights
evidenced by the Certificates, by notice in writing to the Servicer (with
a copy
to the Rating Agencies), terminate all of the rights and obligations of the
Servicer under this Agreement (other than rights to reimbursement for Advances
and Servicing Advances previously made, as provided in
Section 3.08).
If
an
Event of Default described in clause (g) shall occur and if the Servicer
has failed to make any Advance, the Trustee, shall prior to the next
Distribution Date, immediately make such Advance and terminate the rights
and
obligations of the Servicer, as applicable, hereunder and succeed to the
rights
and obligations of the Servicer, as applicable, hereunder pursuant to
Section 8.02, including the obligation to make Advances on such succeeding
Distribution Date pursuant to the terms hereof.
If
an
Event of Default described in clause (h), (i) or (j) occurs, the Trustee
shall at the direction of DLJMC, by notice in writing to the Servicer, terminate
all of the rights and obligations of the Servicer under this Agreement (other
than rights to reimbursement for Advances and Servicing Advances previously
made, as provided in Section 3.08) and shall appoint as successor Servicer
the entity selected by DLJMC in accordance with Section 8.02;
provided that DLJMC shall first furnish to the Trustee a letter from each
Rating Agency that the appointment of such successor will not result in a
downgrading of the rating of any of the Certificates.
SECTION
8.02. Trustee
to Act; Appointment of Successor.
On
and
after the time the Servicer receives a notice of termination pursuant to
Section 8.01 hereof or resigns pursuant to Section 7.04 hereof,
subject to the provisions of Section 3.04 hereof, the Trustee shall be the
successor in all respects to the Servicer, as applicable, in its capacity
as
servicer under this Agreement and with respect to the transactions set forth
or
provided for herein and shall be subject to all the responsibilities, duties
and
liabilities relating thereto placed on the Servicer by the terms and provisions
hereof; provided, that the Trustee shall not be deemed to have made any
representation or warranty as to any Mortgage Loan made by the Servicer and
shall not effect any repurchases or substitutions of any Mortgage
Loan. As compensation therefor, the Trustee shall be entitled to all
funds relating to the Mortgage Loans that the Servicer (the “Replaced Servicer”)
would have been entitled to charge to the Collection Account if the Replaced
Servicer had continued to act hereunder (except that the Replaced Servicer
shall
retain the right to be reimbursed for advances (including, without limitation,
Advances and Servicing Advances) theretofore made by the Replaced Servicer
with
respect to which it would be entitled to be reimbursed as provided in
Section 3.08 if it had not been so terminated or
resigned). Notwithstanding the foregoing, if the Trustee has become
the successor to a Replaced Servicer, in accordance with this Section 8.02,
the Trustee may, if it shall be unwilling to so act, or shall, if it is unable
to so act, appoint, or petition a court of competent jurisdiction to appoint,
any established mortgage loan servicing institution, the appointment of which
does not adversely affect the then current rating of the Certificates, as
the
successor to the Servicer hereunder in the assumption of all or any part
of the
responsibilities, duties or liabilities of the Servicer, provided that
such successor to the Servicer shall not be deemed to have made any
representation or warranty as to any Mortgage Loan made by the
Servicer. Pending appointment of a successor to the Servicer
hereunder, the Trustee, unless such party is prohibited by law from so acting,
shall act in such capacity as provided herein. In connection with
such appointment and assumption, the Trustee may make such arrangements for
the
compensation of such successor out of payments on Mortgage Loans as it and
such
successor shall agree; provided, however, that no such
compensation shall be in excess of that permitted the Replaced Servicer,
hereunder. The Trustee and such successor shall take such action,
consistent with this Agreement, as shall be necessary to effectuate any such
succession. Neither of the Trustee nor any other successor servicer
shall be deemed to be in default hereunder by reason of any failure to make,
or
any delay in making, any distribution hereunder or any portion thereof caused
by
the failure of a Replaced Servicer to deliver, or any delay in delivering,
cash,
documents or records to it.
A
Replaced Servicer that has been terminated shall, at the request of the Trustee,
but at the expense of such Replaced Servicer deliver to the assuming party
all
documents and records relating to the applicable Mortgage Loans and an
accounting of amounts collected and held by it and otherwise use commercially
reasonable efforts to effect the orderly and efficient transfer and assignment
of such servicing, but only to the extent of the Mortgage Loans serviced
thereunder, to the assuming party. Notwithstanding anything to the
contrary contained herein, the termination of the Servicer under this Agreement
shall not extend to any Sub-Servicer meeting the requirements of
Section 3.02(a) and otherwise servicing the related Mortgage Loans in
accordance with the servicing provisions of this Agreement.
The
Servicer shall cooperate with the Trustee and any successor servicer in
effecting the termination of a Replaced Servicer’s responsibilities and rights
hereunder, including without limitation, the transfer to such successor for
administration by it of all cash amounts which shall at the time be credited
by
the Servicer to the Collection Account or thereafter received with respect
to
the Mortgage Loans.
Neither
the Trustee nor any other successor servicer shall be deemed to be in default
hereunder by reason of any failure to make, or any delay in making, any
distribution hereunder or any portion thereof caused by (a) the failure of
the Servicer to (i) deliver, or any delay in delivering, cash, documents or
records to it, or (ii) cooperate as required by this Agreement, or
(b) restrictions imposed by any regulatory authority having jurisdiction
over the Servicer.
Any
successor to the Servicer as servicer shall during the term of its service
as
servicer maintain in force the policy or policies that the Servicer is required
to maintain pursuant to Section 3.09(b) hereof.
All
reasonable out of pocket costs and expenses (including attorney’s fees) incurred
in connection with transferring servicing to a successor Servicer shall be
paid
by the predecessor servicer (or if the predecessor servicer is the Trustee,
the
initial servicer) upon presentation of reasonable documentation of such costs
and expenses. If the Servicer that has been terminated fails to pay
all costs related to the transition of servicing to the successor Servicer,
the
successor Servicer shall be entitled to reimbursement of those amounts from
the
Trust.
In
connection with the termination or resignation of the Servicer hereunder,
either
(i) the successor Servicer, including the Trustee if it is acting as
successor Servicer, shall represent and warrant that it or an affiliate is
a
member of MERS in good standing and shall agree to comply in all material
respects with the rules and procedures of MERS in connection with the servicing
of the related Mortgage Loans that are registered with MERS, or (ii) the
Replaced Servicer, at its sole expense, shall cooperate with the successor
Servicer either (x) in causing MERS to execute and deliver an Assignment of
Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee
and to execute and deliver such other notices, documents and other instruments
as may be necessary or desirable to effect a transfer of such Mortgage Loan
or
servicing of such Mortgage Loan on the MERS® System to the successor Servicer or
(y) in causing MERS to designate on the MERS® System the successor Servicer
as the servicer of such Mortgage Loan (at the cost and expense of the successor
Servicer to the extent such costs relate to the qualification of such successor
Servicer as a member of MERS, otherwise at the cost and expense of the Replaced
Servicer). The Replaced Servicer shall file or cause to be filed any
such assignment in the appropriate recording office. The successor
Servicer shall cause such assignment to be delivered to the Trustee promptly
upon receipt of the original with evidence of recording thereon or a copy
certified by the public recording office in which such assignment was
recorded.
SECTION
8.03. Notification
to Certificateholders.
(a) Upon
any termination or appointment of a successor to the Servicer, the Trustee
shall
give prompt written notice thereof to the Seller and the Certificateholders
at
their respective addresses appearing in the Certificate Register and to the
Rating Agencies.
(b) Within
two Business Days after the occurrence of any Event of Default, the Trustee
shall transmit by mail to the Seller and all Certificateholders, and the
Rating
Agencies notice of each such Event of Default hereunder known to the Trustee,
unless such Event of Default shall have been cured or waived.
SECTION
8.04. Waiver
of Events of Default.
As
set
forth in Section 8.04 of ARTICLE VIII of the Standard Terms.
ARTICLE
IX
CONCERNING
THE TRUSTEE
SECTION
9.01. Duties
of Trustee.
The
Trustee, prior to the occurrence of an Event of Default and after the curing
or
waiver of all Events of Default that may have occurred, undertakes with respect
to the Trust Fund to perform such duties and only such duties as are
specifically set forth in this Agreement. In case an Event of Default
of which a Responsible Officer of the Trustee shall have actual
knowledge has occurred and remains uncured, the Trustee shall exercise such
of
the rights and powers vested in it by this Agreement, and use the same degree
of
care and skill in their exercise, as a prudent person would exercise or use
under the circumstances in the conduct of such person’s own
affairs. Any permissive right of the Trustee set forth in this
Agreement shall not be construed as a duty.
The
Trustee, upon receipt of all resolutions, certificates, statements, opinions,
reports, documents, orders or other instruments furnished to the Trustee
that
are specifically required to be furnished pursuant to any provision of this
Agreement shall examine them to determine whether they conform to the
requirements of this Agreement. The Trustee shall have no duty to
recompute, recalculate or verify the accuracy of any resolution, certificate,
statement, opinion, report, document, order or other instrument so furnished
to
the Trustee. If any such instrument is found not to conform in any
material respect to the requirements of this Agreement, the Trustee shall
notify
the Certificateholders of such instrument in the event that the Trustee,
after
so requesting, does not receive a satisfactorily corrected
instrument.
No
provision of this Agreement shall be construed to relieve the Trustee from
liability for its own negligent action, its own negligent failure to act
or its
own misconduct, its negligent failure to perform its obligations in compliance
with this Agreement, or any liability which would be imposed by reason of
its
willful misfeasance or bad faith; provided, however,
that:
(a) prior
to the occurrence of an Event of Default of which a Responsible
Officer of the Trustee shall have actual knowledge, and after the curing
or of
all such Events of Default that may have occurred, the duties and obligations
of
the Trustee shall be determined solely by the express provisions of this
Agreement, the Trustee shall not be liable except for the performance of
such
duties and obligations as are specifically set forth in this Agreement, no
implied covenants or obligations shall be read into this Agreement against
the
Trustee and the Trustee may conclusively rely, as to the truth of the statements
and the correctness of the opinions expressed therein, upon any certificates
or
opinions furnished to the Trustee and conforming to the requirements of this
Agreement which it reasonably believed in good faith to be genuine and to
have
been duly executed by the proper authorities respecting any matters arising
hereunder;
(b) the
Trustee shall not be liable for an error of judgment made in good faith by
a
Responsible Officer or Responsible Officers of the Trustee, unless it shall
be
finally proven that the Trustee was negligent in ascertaining the pertinent
facts;
(c) the
Trustee shall not be liable with respect to any action taken, suffered or
omitted to be taken by it in good faith in accordance with this Agreement
at the
direction of the Holders of Certificates evidencing greater than 50% of the
Voting Rights allocated to each Class of Certificates relating to the time,
method and place of conducting any proceeding for any remedy available to
the
Trustee, or exercising any trust or power conferred upon the Trustee, under
this
Agreement;
(d) no
provision of this Agreement shall require the Trustee to expend or risk its
own
funds or otherwise incur any financial liability in the performance of any
of
its duties hereunder or in the exercise of any of its rights or powers if
it
shall have reasonable grounds for believing that repayment of such funds
or
adequate indemnity against such risk or liability is not reasonably assured
to
it; and
(e) the
Trustee shall have no responsibility for any act or omission of a Custodian,
it
being understood and agreed that the Trustee and any Custodian are independent
contractors and not agents, partners or joint venturers.
The
Trustee shall not be deemed to have knowledge of any Event of Default or
event
which, with notice or lapse of time, or both, would become an Event of Default,
unless a Responsible Officer of the Trustee shall have received written notice
thereof from the Servicer, the Depositor or a Certificateholder, or a
Responsible Officer of the Trustee has actual notice thereof, and in the
absence
of such notice no provision hereof requiring the taking of any action or
the
assumption of any duties or responsibility by the Trustee following the
occurrence of any Event of Default or event which, with notice or lapse of
time
or both, would become an Event of Default, shall be effective as to the
Trustee.
The
Trustee shall have no duty hereunder with respect to any complaint, claim,
demand, notice or other document it may receive or which may be alleged to
have
been delivered to or served upon it by the parties as a consequence of the
assignment of any Mortgage Loan hereunder; provided, however, that
the Trustee shall use its best efforts to remit to the Servicer upon receipt
of
any such complaint, claim, demand, notice or other document (i) which is
delivered to the Corporate Trust Office of the Trustee, (ii) of which a
Responsible Officer has actual knowledge, and (iii) which contains
information sufficient to permit the Trustee to make a determination that
the
real property to which such document relates is a Mortgaged
Property.
SECTION
9.02. Certain
Matters Affecting the Trustee.
As
set
forth in Section 9.02 of ARTICLE IX of the Standard Terms.
SECTION
9.03. Trustee
Not Liable for Certificates or Mortgage Loans.
As
set
forth in Section 9.03 of ARTICLE IX of the Standard Terms.
SECTION
9.04. Trustee
May Own Certificates.
As
set
forth in Section 9.04 of ARTICLE IX of the Standard Terms.
SECTION
9.05. Trustee’s
Fees and Expenses.
(a) In
addition to the Trustee Fee, the Trustee, as compensation for its activities
hereunder, shall be entitled to withdraw from the Certificate Account on
each
Distribution Date prior to making distributions pursuant to Section 4.01
any
investment income or other benefit derived from balances in the Certificate
Account for such Distribution Date pursuant to Section
3.05(e). Subject to the limitations set forth in Section 9.05(b), the
Trustee and any director, officer, employee or agent of the Trustee shall
be
indemnified by by DLJMC (or if DLJMC shall fail to do so, by the Trust) and
held
harmless against any loss, liability or expense (including reasonable attorney’s
fees and expenses) incurred in connection with any claim or legal action
relating to (a) this Agreement, any Custodial Agreement or any Swap Agreement,
(b) the Certificates, or (c) the performance of any of the Trustee’s duties
hereunder (including, without limitation, website posting of statements,
reports
or other information as required under this Agreement) or under any Custodial
Agreement or the Swap Agreement, other than any loss, liability or expense
incurred by reason of willful misfeasance, bad faith or negligence in the
performance of any of the Trustee’s duties hereunder or incurred by reason of
any action of the Trustee taken at the direction of the Certificateholders.
Such
indemnity shall survive the termination of this Agreement or the resignation
or
removal of the Trustee hereunder. Without limiting the foregoing, DLJMC (or
if
DLJMC shall fail to do so, by the Trust) shall, subject to the limitation
set
forth in Section 9.05(b), and except for any such expense, disbursement or
advance as may arise from the Trustee’s negligence, bad faith or willful
misconduct, pay or reimburse the Trustee, for all reasonable expenses,
disbursements and advances incurred or made by the Trustee in accordance
with
any of the provisions of this Agreement with respect to: (A) the reasonable
compensation and the expenses and disbursements of its counsel not associated
with the closing of the issuance of the Certificates, (B) the reasonable
compensation, expenses and disbursements of any accountant, engineer or
appraiser that is not regularly employed by the Trustee, to the extent that
the
Trustee must engage such persons to perform acts or services hereunder, (C)
printing and engraving expenses in connection with preparing any Definitive
Certificates and (D) any other reasonable expenses incurred other than in
the
ordinary course of its business by the Trustee in connection with its duties
hereunder. Except as otherwise provided herein, the Trustee shall not be
entitled to payment or reimbursement for any routine ongoing expenses incurred
by the Trustee in the ordinary course of its duties as Trustee or Paying
Agent
hereunder or for any other expenses.
(b) Notwithstanding
anything to the contrary in this Agreement, DLJMC (or if DLJMC shall fail
to do
so, by the Trust) shall not be obligated to pay to the Trustee more than,
in the
aggregate, $150,000 per year pursuant to Section 9.05(a) hereof; provided
that
any amounts not payable by DLJMC or the Trust to the Trustee due to such
limitation shall be payable by DLJMC (or if DLJMC fails to do so, by the
Trust)
in any succeeding year, subject to the aggregate $150,000 per annum limitation
imposed by the preceding limitation. Other than as set forth in this
Section 9.05, the Trustee shall not be entitled to any other compensation
or
reimbursement for loss or expenses. Anything in this Agreement to the
contrary notwithstanding, in no event shall the Trustee be liable for special,
indirect or consequential loss or damage of any kind whatsoever (including
but
not limited to lost profits), even if the Trustee has been advised of the
likelihood of such loss or damage and regardless of the form of
action.
SECTION
9.06. Eligibility
Requirements for Trustee.
The
Trustee hereunder shall at all times be a corporation or association organized
and doing business under the laws of any state or the United States of America,
authorized under such laws to exercise corporate trust powers, having ratings
on
its long term debt obligations at the time of such appointment in at least
the
third highest rating category by both Xxxxx’x and S&P (provided that if such
rating is in the third highest rating category of S&P, the Trustee shall
also have a short-term rating from S&P of A-1) or such lower ratings as will
not cause Xxxxx’x or S&P to lower their then current ratings of the
Certificates, having a combined capital and surplus of at least $50,000,000
and
subject to supervision or examination by federal or state
authority. If such corporation or association publishes reports of
condition at least annually, pursuant to law or to the requirements of the
aforesaid supervising or examining authority, then for the purposes of this
Section 9.06 the combined capital and surplus of such corporation or
association shall be deemed to be its combined capital and surplus as set
forth
in its most recent report of condition so published. In case at any
time the Trustee shall cease to be eligible in accordance with the provisions
of
this Section 9.06, the Trustee shall resign immediately in the manner and
with the effect specified in Section 9.07 hereof.
SECTION
9.07. Resignation
and Removal of Trustee.
As
set
forth in Section 9.07 of ARTICLE IX of the Standard Terms.
SECTION
9.08. Successor
Trustee.
Any
successor trustee appointed as provided in Section 9.07 hereof shall execute,
acknowledge and deliver to the Depositor and to its predecessor trustee an
instrument accepting such appointment hereunder and thereupon the resignation
or
removal of the predecessor trustee shall become effective and such successor
trustee, without any further act, deed or conveyance, shall become fully
vested
with all the rights, powers, duties and obligations of its predecessor
hereunder, with the like effect as if originally named as trustee
herein. The Depositor, upon receipt of all amounts due it hereunder,
and the predecessor trustee shall execute and deliver such instruments and
do
such other things as may reasonably be required for more fully and certainly
vesting and confirming in the successor trustee all such rights, powers,
duties,
and obligations.
No
successor trustee shall accept appointment as provided in this Section 9.08
unless at the time of such acceptance such successor trustee shall be eligible
under the provisions of Section 9.06 hereof and its acceptance shall not
adversely affect the then current rating of the Certificates.
Upon
acceptance of appointment by a successor trustee as provided in this Section
9.08, the Depositor shall mail notice of the succession of such trustee
hereunder to all Holders of Certificates at their addresses as shown in the
Certificate Register. If the Depositor fails to mail such notice
within ten days after acceptance of appointment by the successor trustee,
the
successor trustee shall cause such notice to be mailed at the expense of
the
Depositor.
Any
Person appointed as successor trustee pursuant to Section 9.07 of Article
IX of
the Standard Terms shall also be required to serve as successor Supplemental
Interest Trust Trustee under the Swap Agreement.
SECTION
9.09. Merger
or Consolidation of Trustee.
As
set
forth in Section 9.09 of ARTICLE IX of the Standard Terms.
SECTION
9.10. Appointment
of Co-Trustee or Separate Trustee.
As
set
forth in Section 9.10 of ARTICLE IX of the Standard Terms.
SECTION
9.11. Office
of the Trustee.
As
set
forth in Section 9.11 of ARTICLE IX of the Standard Terms.
SECTION
9.12. Tax
Return.
The
Servicer, upon request, shall furnish the Trustee with all such information
related to the Mortgage Loans in the possession of the Servicer as may be
reasonably required in connection with the preparation by the Trustee of
all tax
and information returns of the Trust Fund, and the Trustee shall sign such
returns. The Servicer shall indemnify the Trustee for all reasonable costs,
including legal fees and expenses, related to errors in such tax returns
due to
errors only in such information provided by the Servicer.
SECTION
9.13. Determination
of Certificate Index.
On
each
Interest Determination Date, the Trustee shall determine each Certificate
Index
for the Accrual Period and such rate shall be final and binding, absent a
manifest error of the Trustee.
SECTION
9.14. Tax
Matters.
It
is
intended that the assets with respect to which the REMIC elections are to
be
made, as set forth in the Preliminary Statement, shall constitute, and that
the
conduct of matters relating to each such segregated pool of assets shall
be such
as to qualify such assets as, a “real estate mortgage investment conduit” as
defined in and in accordance with the Trust Fund Provisions. In furtherance
of
such intention, the Trustee covenants and agrees that it shall act as agent
(and
the Trustee is hereby appointed to act as agent) for the Tax Matters Person
and
on behalf of the Trust Fund and that in such capacity it shall: (a) prepare
and
file, or cause to be prepared and filed, in a timely manner, a U.S. Real
Estate
Mortgage Investment Conduit Income Tax Return (Form 1066 or any successor
form
adopted by the Internal Revenue Service) and prepare and file or cause to
be
prepared and filed with the Internal Revenue Service and applicable state
or
local tax authorities income tax or information returns for each taxable
year
with respect to each of REMIC I, REMIC II and REMIC III containing such
information and at the times and in the manner as may be required by the
Code or
state or local tax laws, regulations, or rules, and furnish or cause to be
furnished to Certificateholders the schedules, statements or information
at such
times and in such manner as may be required thereby; (b) within thirty days
of
the Closing Date, furnish or cause to be furnished to the Internal Revenue
Service, on Forms 8811 or as otherwise may be required by the Code, the name,
title, address, and telephone number of the person that the holders of the
Certificates may contact for tax information relating thereto, together with
such additional information as may be required by such form, and update such
information at the time or times in the manner required by the Code; (c)
make or
cause to be made elections that the assets of each of REMIC I, REMIC II and
REMIC III be treated as a REMIC on the federal tax return for its first taxable
year (and, if necessary, under applicable state law); (d) prepare and forward,
or cause to be prepared and forwarded, to the Certificateholders and to the
Internal Revenue Service and, if necessary, state tax authorities, all
information returns and reports as and when required to be provided to them
in
accordance with the REMIC Provisions, including without limitation, the
calculation of any original issue discount using the Prepayment Assumption;
(e)
provide information necessary for the computation of tax imposed on the transfer
of a Residual Certificate to a Person that is not a Permitted Transferee,
or an
agent (including a broker, nominee or other middleman) of a Non-Permitted
Transferee, or a pass-through entity in which a Non-Permitted Transferee
is the
record holder of an interest (the reasonable cost of computing and furnishing
such information may be charged to the Person liable for such tax); (f) to
the
extent that they are under its control, conduct matters relating to such
assets
at all times that any Certificates are outstanding so as to maintain the
status
of REMIC I, REMIC II and REMIC III as a REMIC under the REMIC Provisions;
(g)
not knowingly or intentionally take any action or omit to take any action
that
would cause the termination of the REMIC status of REMIC I, REMIC II and
REMIC
III; (h) pay, from the sources specified in the fourth paragraph of this
Section
9.14, the amount of any federal or state tax, including prohibited transaction
taxes as described below, imposed on the Trust Fund prior to its termination
when and as the same shall be due and payable (but such obligation shall
not
prevent the Trustee or any other appropriate Person from contesting any such
tax
in appropriate proceedings and shall not prevent the Trustee from withholding
payment of such tax, if permitted by law, pending the outcome of such
proceedings); (i) ensure that federal, state or local income tax or information
returns shall be signed by the Trustee or such other person as may be required
to sign such returns by the Code or state or local laws, regulations or rules;
(j) maintain records relating to the Trust Fund, including but not limited
to
the income, expenses, assets and liabilities thereof and the fair market
value
and adjusted basis of the assets determined at such intervals as may be required
by the Code, as may be necessary to prepare the foregoing returns, schedules,
statements or information; and (k) as and when necessary and appropriate,
represent the Trust Fund in any administrative or judicial proceedings relating
to an examination or audit by any governmental taxing authority, request
an
administrative adjustment as to any taxable year of the Trust Fund, enter
into
settlement agreements with any governmental taxing agency, extend any statute
of
limitations relating to any tax item of the Trust Fund, and otherwise act
on
behalf of the Trust Fund in relation to any tax matter or controversy involving
it.
To
the
extent that they are under its control, the Servicer shall conduct matters
relating to the assets of each REMIC at all times that any Certificates are
outstanding so as to maintain the status of REMIC I, REMIC II and REMIC III
as a
REMIC under the REMIC Provisions. No Servicer shall knowingly or intentionally
take any action that would cause the termination of the REMIC status of REMIC
I,
REMIC II and REMIC III.
In
order
to enable the Trustee to perform its duties as set forth herein, the Depositor
shall provide, or cause to be provided, to the Trustee within ten (10) days
after the Closing Date all information or data that the Trustee requests
in
writing and determines to be relevant for tax purposes to the valuations
and
offering prices of the Certificates, including, without limitation, the price,
yield, prepayment assumption and projected cash flows of the Certificates
and
the Mortgage Loans. Thereafter, the Depositor shall provide to the Trustee
promptly upon written request therefor any such additional information or
data
that the Trustee may, from time to time, reasonably request in order to enable
the Trustee to perform its duties as set forth herein. DLJMC hereby indemnifies
the Trustee for any losses, liabilities, damages, claims or expenses of the
Trustee arising from any errors or miscalculations of the Trustee that result
from any failure of the Depositor to provide, or to cause to be provided,
accurate information or data to the Trustee on a timely basis.
In
the
event that any tax is imposed on “prohibited transactions” of the Trust Fund as
defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure
property” of the Trust Fund as defined in Section 860G(c) of the Code, on any
contribution to the Trust Fund after the Startup Day pursuant to Section
860G(d)
of the Code, or any other tax is imposed, if not paid as otherwise provided
for
herein, such tax shall be paid by (i) the Trustee, if any such other tax
arises
out of or results from a breach by the Trustee of any of its obligations
under
this Agreement, (ii) the related Servicer or the Seller, in the case of any
such
minimum tax, if such tax arises out of or results from a breach by such Servicer
or the Seller of any of their obligations under this Agreement or (iii) the
Seller, if any such tax arises out of or results from the Seller’s obligation to
repurchase a related Mortgage Loan pursuant to Section 2.02 or 2.03 or (iv)
in
all other cases, or in the event that the Trustee, the related Servicer or
Seller fails to honor its obligations under the preceding clauses (i), (ii)
or
(iii), any such tax will be paid with amounts otherwise to be distributed
to the
Certificateholders, as provided in Section 4.02.
Neither
a
Servicer nor the Trustee shall enter into any arrangement by which any of
REMIC
I, REMIC II or REMIC III will receive a fee or other compensation for services
nor permit any of REMIC I, REMIC II or REMIC III to receive any income from
assets other than “qualified mortgages” as defined in Section 860G(a)(3) of the
Code or “permitted investments” as defined in Section 860G(a)(5) of the
Code.
SECTION
9.15.
Indemnification
with Respect to Certain Taxes and Loss of REMIC Status.
In
the
event that any REMIC fails to qualify as a REMIC, loses its status as a REMIC,
or incurs federal, state or local taxes as a result of a prohibited transaction
or prohibited contribution under the REMIC Provisions due to the negligent
performance by the Servicer of its duties and obligations set forth herein,
the
Servicer shall indemnify the Trustee and the Trust Fund against any and all
losses, claims, damages, liabilities or expenses (“Losses”) resulting from such
negligence; provided, however, that the Servicer shall not be liable for
any
such Losses attributable to the negligence of the Trustee, the Depositor
or the
Holder of such Class R Certificate, as applicable, nor for any such Losses
resulting from misinformation provided by the Holder of such Class R Certificate
on which the Servicer has relied. The foregoing shall not be deemed
to limit or restrict the rights and remedies of the Holder of such Class
R
Certificate now or hereafter existing at law or in
equity. Notwithstanding the foregoing, however, in no event shall the
Servicer have any liability (1) for any action or omission that is taken
by it
in accordance with and in compliance with the express terms of, or which
is
expressly permitted by the terms of, this Agreement, (2) for any Losses other
than arising out of a negligent performance by the Servicer of its duties
and
obligations set forth herein, and (3) for any special or consequential damages
to Certificateholders (in addition to payment of principal and interest on
the
Certificates).
ARTICLE
X
[Reserved].
ARTICLE
XI
TERMINATION
SECTION 11.01.
Termination
upon Liquidation or Purchase of all Mortgage Loans.
The
obligations and responsibilities of any Special Servicer, the Servicer, the
Seller, the Depositor and the Trustee created hereby with respect to the
related
Loan Group(s) created hereby shall terminate upon the earlier of:
(a) the
purchase by the Terminating Entity, at its election, of all Mortgage Loans
and
all property acquired in respect of any remaining Mortgage Loan, which purchase
right the Terminating Entity may exercise at its sole and exclusive election
as
of any Distribution Date (such applicable Distribution Date with respect
to such
Mortgage Loans being herein referred to as the “Optional Termination Date”) on
or after the date on which the aggregate Principal Balance of the Mortgage
Loans, at the time of the purchase is less than or equal to 10% of the Aggregate
Loan Balance; provided that if the Terminating Entity does not exercise such
option, Ocwen, in its capacity as Servicer, may exercise such option on or
after
the date which the aggregate Principal Balance of the Mortgage Loans declines
below 5% of the Aggregate Loan Balance as of the Cut-off Date; or
(b) the
later of (i) twelve months after the maturity of the last Mortgage Loan
remaining in the Trust Fund, (ii) the liquidation (or any advance with
respect thereto) of the last Mortgage Loan remaining in the Trust Fund and
the
disposition of all REO Property and (iii) the distribution to
Certificateholders of all amounts required to be distributed to them pursuant
to
this Agreement.
In
no
event shall the trust created hereby continue beyond the earlier of (i) the
expiration of 21 years from the death of the last survivor of the descendants
of
Xx. Xxxxxx X. Xxxxxxx, former Ambassador of the United States to Great Britain,
living on the date of execution of this Agreement or (ii) the Distribution
Date following the third anniversary of the scheduled maturity date of the
Mortgage Loan having the latest scheduled maturity date as of the Cut-off
Date.
The
“Mortgage Loan Purchase Price” for any such Optional Termination shall be equal
to the sum of (i) 100% of the Stated Principal Balance of each Mortgage
Loan in the applicable Loan Group(s) (other than in respect of
REO Property) plus accrued and unpaid interest thereon from the date to
which such interest was paid or advanced at the applicable Mortgage Rate,
to but
not including the Due Date in the month of the final Distribution Date (or
the
Net Mortgage Rate with respect to any related Mortgage Loan currently serviced
by the entity exercising such Optional Termination) and (ii) with respect
to any REO Property, the lesser of (x) the appraised value of any
REO Property as determined by the higher of two appraisals completed by two
independent appraisers selected by the Depositor at the expense of the Depositor
and (y) the Stated Principal Balance of each related Mortgage Loan related
to any REO Property, in each case and (iii) (A) any remaining
unreimbursed Advances, Servicing Advances and unpaid Servicing Fees (other
than
any remaining unreimbursed Advances and Servicing Advances and unpaid Servicing
Fees, if any, due to the Terminating Entity) and other amounts payable to
the
Servicer, the Custodian and the Trustee and (B) any Swap Termination Payments
owed to the Swap Counterparty which remains unpaid or which is due to the
exercise of such option (the “Swap Optional Termination Payment”).
(c) [Reserved].
(d) [Reserved].
SECTION
11.02. [Reserved].
SECTION
11.03. Procedure
Upon Optional Termination.
(a) In
case of any Optional Termination, the Terminating Entity or Ocwen, as
applicable, shall, no later than ten (10) days prior to the first day of
the related Optional Termination Notice Period, notify the Trustee of such
Optional Termination Date and of the applicable purchase price of the Mortgage
Loans to be purchased. Upon purchase by the Terminating Entity or
Ocwen, as applicable, of any Mortgage Loans pursuant to Section 11.01, the
Trustee shall notify the Servicer that is servicing any of such Mortgage
Loans
(and with respect to the purchase of the Mortgage Loans in any Loan Group
to
which a Swap or a Cap relates, the related Counterparty) of such
purchase.
In
connection with any Optional Termination, four (4) Business Days prior to
the
final Distribution Date specified in the notice required pursuant to this
Section 11.03(a), the Trustee shall, no later than 4:00 pm New York City
time on
such day, request in writing (in accordance with the applicable provision
in the
Swap Agreement) and by phone from the Swap Counterparty the amount of the
Estimated Swap Termination Payment. The Swap Counterparty shall, no
later than 2:00 pm on the following Business Day, notify in writing (which
may
be done in electronic format) the Trustee of the amount of the Estimated
Swap
Termination Payment; the Trustee shall promptly on the same day notify the
Terminating Entity of the amount of the Estimated Swap Termination
Payment.
(b) Any
purchase of the Mortgage Loans by the Terminating Entity or Ocwen, as
applicable, shall be made on an Optional Termination Date in accordance with
the
following procedures. Two (2) Business Days prior to the final Distribution
Date
specified in the notice required pursuant to this Section 11.03, (i) the
Terminating Entity or Ocwen, as applicable, shall, no later than 1:00 pm
New
York City time on such day, deposit funds in the Certificate Account in an
amount equal to the sum of the Mortgage Loan Purchase Price (other than the
Swap
Optional Termination Payment) and the Estimated Swap Termination Payment,
and
(ii) if the Trustee shall have determined that the aggregate Stated Principal
Balance of all of the Mortgage Loans in the Trust Fund and the appraised
value
of the REO Properties as of the related Determination Date is less than 10%
or
5%, as applicable, of the Aggregate Loan Balance as of the Cut-off Date and
that
all other requirements of the Optional Termination have been met, including
without limitation, the deposit required pursuant to the second paragraph
of
this Section 11.03 as well as the requirements specified in Section 11.04,
then
the Trustee shall, on the same Business Day, provide written notice to the
Terminating Entity or Ocwen, as applicable, the Depositor, the Servicer and
the
Swap Counterparty (in accordance with the applicable provision of the Swap
Agreement) confirming (a) its receipt of the Mortgage Loan Purchase Price
(other
than the Swap Optional Termination Payment) and the Estimated Swap Termination
Payment and (b) that all other requirements of the Optional Termination have
been met. Upon the Trustee’s providing the notice described in the
preceding sentence, the Optional Termination shall become irrevocable, the
notice to Certificateholders of such Optional Termination provided pursuant
to
the preceding paragraph of this Section 11.03 shall become unrescindable,
the
Swap Counterparty shall determine the Swap Optional Termination Payment in
accordance with the Swap Agreement, and the Swap Counterparty shall provide
to
the Trustee written notice of the amount of the Swap Optional Termination
Payment not later than one Business Day prior to the final Distribution Date
specified in the notice required pursuant to this Section 11.03. Upon
receipt by the Trustee of an Officer’s Certificate of the Terminating Entity or
Ocwen, as applicable, certifying as to the deposit of such amounts into the
Certificate Account, the Trustee shall, upon request and at the expense of
the
Terminating Entity or Ocwen, as applicable, execute and deliver all such
instruments of transfer or assignment delivered to it by the Terminating
Entity,
or Ocwen, as applicable, in each case without recourse, as shall be reasonably
requested by the Terminating Entity or Ocwen, as applicable, to vest title
in
the Terminating Entity or Ocwen, as applicable, in the Mortgage Loans so
purchased and shall transfer or deliver to the Terminating Entity or Ocwen,
as
applicable, the purchased Mortgage Loans. Any distributions on the
Mortgage Loans which have been subject to an Optional Termination received
by
the Trustee subsequent to (or with respect to any period subsequent to) the
Optional Termination Date shall be promptly remitted by it to the Terminating
Entity.
(c) Notice
of the Distribution Date on which the Trustee anticipates that the final
distribution shall be made on a Class of Certificates (whether upon Optional
Termination or otherwise), shall be given promptly by the Trustee by first
class
mail to Holders of the affected Certificates. Such notice shall be
mailed no earlier than the 15th day and not later than the 10th day preceding
the applicable Optional Termination Date or date of final distribution, as
the
case may be. Such notice shall specify (i) the Distribution Date
upon which final distribution on the affected Certificates shall be made
upon
presentation and surrender of such Certificates at the office or agency therein
designated, (ii) the amount of such final distribution and (iii) that
the Record Date otherwise applicable to such Distribution Date is not
applicable, such distribution being made only upon presentation and surrender
of
such Certificates at the office or agency maintained for such purposes (the
address of which shall be set forth in such notice).
(d) Upon
presentation and surrender of the Certificates, the Trustee shall cause the
final distribution to the Certificateholders of each Class on the final
Distribution Date to be made in accordance with the priorities of Section
4.01. In connection with any Optional Termination, only an amount
equal to the Mortgage Loan Purchase Price less any Swap Optional Termination
Payment shall be made available for distribution to the Regular Certificates.
Any Estimated Swap Termination Payment deposited into the Certificate Account
by
the Terminating Entity or Ocwen, as applicable, shall be withdrawn by the
Trustee from the Certificate Account on the related final Distribution Date
and
distributed as follows: (i) to the Supplemental Interest Trust for
payment to the Swap Counterparty in accordance with Section 4.08, an amount
equal to the Swap Optional Termination Amount calculated pursuant to the
Swap
Agreement, provided that in no event shall the amount distributed to the
Swap
Counterparty in respect of the Swap Optional Termination Amount exceed the
Estimated Swap Termination Payment, and (ii) to the Terminating Entity or
Ocwen,
as applicable, an amount equal to the excess, if any, of the Estimated Swap
Termination Payment over the Swap Optional Termination Payment. The
Swap Optional Termination Payment shall not be part of any REMIC and shall
not
be paid into any account which is part of any REMIC.
(e) In
the event that any Certificateholders shall not surrender Certificates for
cancellation within six months after the date specified in the above mentioned
written notice, the Trustee shall give a second written notice to the remaining
such Certificateholders to surrender their Certificates for cancellation
and
receive the final distribution with respect thereto. If within six
months after the second notice all the Certificates shall not have been
surrendered for cancellation, the Trustee may take appropriate steps, or
may
appoint an agent to take appropriate steps, to contact the remaining
Certificateholders concerning surrender of their Certificates, and the cost
thereof shall be paid out of the funds and other assets which remain subject
to
the Trust Fund.
(f) Notwithstanding
anything to the contrary herein, the occurrence of an Optional Termination
shall
be subject to, and shall in no way adversely affect, the rights of the owner
of
the servicing rights related to the Mortgage Loans purchased in such Optional
Termination.
SECTION
11.04. Additional
Termination Requirements.
(a) In
the event the Terminating Entity or Ocwen, as applicable, exercises its purchase
option pursuant to Section 11.01(A), the related subsidiary REMIC shall be
terminated in accordance with the following additional requirements, unless
the
Trustee has received an Opinion of Counsel to the effect that the failure
to
comply with the requirements of this Section 11.04 will not
(i) result in the imposition of taxes on a “prohibited transaction” of any
REMIC created hereunder, as described in Section 860F of the Code, or
(ii) cause any REMIC created hereunder to fail to qualify as a REMIC at any
time that any Certificates are outstanding:
(i) within
90 days prior to the final Distribution Date set forth in the notice given
by
Terminating Entity or Ocwen, as applicable, under Section 11.03, the Holder
of the related Residual Certificates shall adopt a plan of complete liquidation
for the related REMIC; and
(ii) at
or after the time of adoption of any such plan of complete liquidation for
such
REMIC and at or prior to the final Distribution Date, the Trustee shall sell
all
of the assets of such REMIC to the Depositor for cash.
(b) Upon
the exercise of an Optional Termination by the Terminating Entity or Ocwen,
as
applicable, in respect of the final remaining subsidiary REMIC (the “Remaining
Subsidiary REMIC”) pursuant to Section 11.01, each remaining REMIC shall be
terminated in accordance with the following additional requirements, unless
the
Trustee has received an Opinion of Counsel to the effect that the failure
to
comply with the requirements of this Section 11.04 will not
(i) result in the imposition of taxes on a “prohibited transaction” of a
REMIC, as described in Section 860F of the Code, or (ii) cause any
REMIC created hereunder to fail to qualify as a REMIC at any time that any
Certificates are outstanding:
(i) concurrently
with the adoption of the plan of complete liquidation of the Remaining
Subsidiary REMIC, as set forth in paragraph (a) of this Section 11.04,
the Holder of the related Residual Certificates, as applicable, shall adopt
a
plan of complete liquidation of each remaining REMIC; and
(ii) at
or after the time of adoption of any such plan of complete liquidation for
each
such remaining REMIC, at or prior to the final Distribution Date of the
Remaining Subsidiary REMIC to be terminated, the Trustee shall sell all of
the
assets of each such remaining REMIC to the Depositor for cash.
(c) By
its acceptance of a Residual Certificate, the Holder thereof hereby agrees
to
adopt such a plan of complete liquidation and to take such other action in
connection therewith as may be reasonably required to liquidate and otherwise
terminate the related REMIC created pursuant to this Agreement.
ARTICLE
XII
MISCELLANEOUS
PROVISIONS
SECTION
12.01. Amendment.
(a) This
Agreement may be amended from time to time by the Depositor, the Servicer,
any
Special Servicer, the Seller and the Trustee, without the consent of any
of the
Certificateholders,
(i) to
cure any error or ambiguity,
(ii) to
correct or supplement any provisions herein that may be inconsistent with
any
other provisions herein or in the Prospectus Supplement,
(iii) to
modify, eliminate or add to any of its provisions to such extent as shall
be
necessary or desirable to maintain the qualification of the Trust Fund as
a
REMIC at all times that any Certificate is outstanding or to avoid or minimize
the risk of the imposition of any federal income tax on the Trust Fund pursuant
to the Code that would be a claim against the Trust Fund, provided that
the Trustee has received an Opinion of Counsel to the effect that (A) such
action is necessary or desirable to maintain such qualification or to avoid
or
minimize the risk of the imposition of any such federal income tax and (B)
such
action will not adversely affect the status of the Trust Fund as a REMIC
or
adversely affect in any material respect the interests of any
Certificateholder,
(iv) in
connection with the appointment of a successor servicer, to modify, eliminate
or
add to any of the servicing provisions, provided the Rating Agencies
confirm the rating of the Certificates, or
(v) to
make any other provisions with respect to matters or questions arising under
this Agreement that are not materially inconsistent with the provisions of
this
Agreement, provided that such action shall not adversely affect in any
material respect the interests of any Certificateholder or cause an Adverse
REMIC Event. Any Amendment pursuant to
Section 12.01(a)(v) shall not be deemed to adversely affect in any
material respect the interests of any Certificateholder if a letter is obtained
from each Rating Agency stating that such amendment would not result in the
downgrading or withdrawal of the respective ratings then assigned to the
Certificates; or to comply with the provisions of Regulation AB.
(b) Except
as provided in Section 12.01(c), this Agreement may be amended from time to
time by the Depositor, the Servicer, the Seller and the Trustee with the
consent
of the Holders of Certificates evidencing, in the aggregate, not less than
66
2/3% of the Voting Rights of all the Certificates for the purpose of adding
any
provisions to or changing in any manner or eliminating any of the provisions
of
this Agreement or of modifying in any manner the rights of the Holders of
the
Certificates; provided, however, that no such amendment may
(i) reduce in any manner the amount of, delay the timing of or change the
manner in which payments received on or with respect to Mortgage Loans are
required to be distributed with respect to any Certificate without the consent
of the Holder of such Certificate, (ii) adversely affect in any material
respect the interests of the Holders of a Class of Certificates in a manner
other than as set forth in (i) above without the consent of the Holders of
Certificates evidencing not less than 66 2/3% of the Voting Rights of such
Class, (iii) reduce the aforesaid percentages of Voting Rights, the holders
of which are required to consent to any such amendment without the consent
of
100% of the Holders of Certificates of the Class affected thereby,
(iv) change the percentage of the Stated Principal Balance of the Mortgage
Loans specified in Section 11.01(a) relating to optional termination
of the Trust Fund, (v) modify the provisions of this
Section 12.01.
It
shall
not be necessary for the consent of Certificateholders under this
Section 12.01 to approve the particular form of any proposed amendment, but
it shall be sufficient if such consent shall approve the substance
thereof. The manner of obtaining such consents and of evidencing the
authorization of the execution thereof by Certificateholders shall be subject
to
such reasonable regulations as the Trustee may prescribe.
(c) This
Agreement may be amended from time to time by the Depositor, any Special
Servicer, the Servicer and the Trustee for the purpose of making one or more
REMIC elections with respect to one or more Classes of Certificates delivered
to
the Trustee and issuing one or more additional classes of certificates
representing interests in the Classes of Certificates delivered to the Trustee;
provided, however, such amendment shall require the consent of
100% of the Holders of the Certificates of the Class or Classes delivered
to the
Trustee and such amendment shall not cause an Adverse REMIC Event.
(d) Promptly
after the execution of any amendment to this Agreement, the Trustee shall
furnish written notification of the substance of such amendment to each
Certificateholder, and the Rating Agencies.
(e) Prior
to the execution of any amendment to this Agreement,the Trustee shall receive
and be entitled to conclusively rely on an Opinion of Counsel (at the expense
of
the Person seeking such amendment) stating that the execution of such amendment
is authorized and permitted by this Agreement. The Trustee may, but
shall not be obligated to, enter into any such amendment which affects the
Trustee’s own rights, duties or immunities under this Agreement.
(f) [Reserved].
(g) [Reserved].
(h) [Reserved].
(i) Notwithstanding
anything to the contrary in this Section 12.01, any Special Servicer, the
Servicer, the Seller and the Trustee shall reasonably cooperate with the
Depositor and its counsel to enter into such amendments or modifications
to the
Agreement as may be necessary to comply with Regulation AB and any
interpretation thereof by the Commission.
(j) Notwithstanding
any of the other provisions of this section 12.01, none of the parties to
this
Agreement shall enter into any amendment to this Agreement that could reasonably
be expected to have a material adverse effect on the interests of the
Swap Counterparty hereunder (excluding, for the avoidance of doubt, any
amendment to this Agreement that is entered into solely for the purpose of
appointing a successor servicer, master servicer, securities administrator,
trustee or other service provider) without the prior written consent of the
Swap
Counterparty, which consent shall not be unreasonably withheld, conditioned
or
delayed.
SECTION
12.02. Recordation
of Agreement; Counterparts.
As
set
forth in Section 12.02 of ARTICLE XII of the Standard Terms.
SECTION
12.03. Governing
Law.
As
set
forth in Section 12.03 of ARTICLE XII of the Standard Terms.
SECTION
12.04. Intention
of Parties.
As
set
forth in Section 12.04 of
ARTICLE XII of the Standard Terms.
SECTION
12.05. Notices.
In
addition to other notices provided
under this Agreement, the Trustee shall notify the Rating Agencies, and the
Swap
Counterparty with respect to clauses (c) and (d), in writing: (a) of any
substitution of any Mortgage Loan; (b) of any payment or draw on any
insurance policy applicable to the Mortgage Loans; (c) of the final payment
of any amounts owing to a Class of Certificates; (d) any Event of Default
under this Agreement; and (e) in the event any Mortgage Loan is purchased
in accordance with this Agreement.
All
directions, demands and notices
hereunder shall be in writing and shall be deemed to have been duly given
when
received (i) in the case of the Depositor, with respect to notices required
to be delivered by the Trustee pursuant to Article XIII, Credit Suisse First
Boston Mortgage Securities Corp. via facsimile to (000) 000-0000 or via email
to
Xxxxx.Xxxxxxxxx@Xxxxxx-Xxxxxx.xxx,
and for all other purposes, Credit
Suisse First Boston Mortgage Securities Corp., 00 Xxxxxxx Xxxxxx,
0xx Xxxxx, Xxx Xxxx, Xxx Xxxx 00000, Attention: Xxxxx Xxxx (with a
copy to DLJ Mortgage Acceptance Corp., 00 Xxxxxxx Xxxxxx, 0xx Xxxxx, Xxx
Xxxx,
Xxx Xxxx 00000, Attention: Xxxxx Xxxx); (ii) in the case of the
Trustee, the Corporate Trust Office, Attention: Structured Finance – CSMC
2007-NC1 OSI, or such other address as may hereafter be furnished to the
Depositor in writing by the Trustee; (iii) in the case of DLJMC,
11 Madison Avenue, 4th Floor, New York, New York 10010,
Attention: Xxxxx Xxxx, Fax: (000) 000-0000 (with a copy to DLJ Mortgage
Acceptance Corp., 00 Xxxxxxx Xxxxxx, 0xx Xxxxx, Xxx Xxxx, Xxx Xxxx 00000,
Attention: Xxxxx Xxxxxxxxx, Fax: (000) 000-0000), or such other address as
may be hereafter furnished to the Depositor and the Trustee by DLJMC in writing;
(iv) in the case of Fitch, Fitch Ratings, 0 Xxxxx Xxxxxx Xxxxx, Xxx Xxxx,
Xxx Xxxx 00000, Attention: CSMC Asset-Backed Trust 2007-NC1 OSI, or
such other address as Fitch may hereafter furnish to the Depositor, the Servicer
and the Trustee; (v) in the case of Standard & Poor’s, 00 Xxxxx Xxxxxx,
Xxx Xxxx, Xxx Xxxx 00000; (vi) in the case of SPS, 0000 Xxxxx Xxxx Xxxxxx,
Xxxx
Xxxx Xxxx, Xxxx 00000, Attention: Xxxxxx Xxxxx, with a copy to 0000 Xxxxx
Xxxx Xxxxxx, Xxxx Xxxx Xxxx, Xxxx 00000, Attention: General Counsel;
(vii) in the case of Ocwen Loan Servicing, LLC, 0000 Xxxxxxxxxxx Xxxx,
Xxxxx 000, Xxxx Xxxx Xxxxx, Xxxxxxx 00000; (viii) in the case of the Swap
Counterparty, Credit Suisse International, One Xxxxx Xxxxxx, Xxxxxx X00 0XX,
Attention: Head of Credit Risk Management, with copies to: Managing Director
-
Operations Department and Managing Director - Legal Department, or such other
address as may be hereafter furnished in writing by the Swap Counterparty
and
(ix) with respect to any other party, as set forth in the Series
Supplement.
Notices
to Certificateholders shall be
deemed given when mailed, first class postage prepaid.
SECTION
12.06. Severability
of Provisions.
As
set
forth in Section 12.06 of ARTICLE XII of the Standard Terms.
SECTION
12.07. Limitation
on Rights of Certificateholders.
As
set
forth in Section 12.07 of ARTICLE XII of the Standard Terms.
SECTION
12.08. Certificates
Nonassessable and Fully Paid.
As
set
forth in Section 12.08 of ARTICLE XII of the Standard Terms.
SECTION
12.09. Protection
of Assets.
As
set
forth in Section 12.09 of ARTICLE XII of the Standard Terms.
SECTION
12.10. Non
Solicitation.
As
set
forth in Section 12.10 of ARTICLE XII of the Standard Terms.
ARTICLE
XIII
EXCHANGE
ACT REPORTING
SECTION
13.01. Periodic
Filings.
(a) The
Trustee, the Servicer and any Special Servicer shall reasonably cooperate
with
the Depositor in connection with the Trust’s satisfying the reporting
requirements under the Exchange Act. As set forth below, the Trustee
shall prepare on behalf of the Depositor any Forms 8-K, 10-D and 10-K customary
for similar securities as required by the Exchange Act and the rules and
regulations of the Commission thereunder, and the Depositor shall sign and
the
Trustee shall file (via XXXXX) such Forms on behalf of the
Depositor. The Depositor hereby grants to the Trustee a limited power
of attorney to execute and file each such document on behalf of the
Depositor. Such power of attorney shall continue until the earlier of
(i) receipt by the Trustee from the Depositor of written termination of such
power of attorney and (ii) the termination of the Trust. The
Depositor agrees to provide individual powers of attorney and a board resolution
authorizing the grant of such power of attorney each time the Trustee acts
in
such capacity, and the Trustee shall file such powers of attorney and
resolutions in accordance with the Exchange Act and the rules and regulations
promulgated thereunder.
(b) The
Trustee will prepare and file Current Reports on Form 8-K in respect of the
Trust at the direction and expense of the Depositor, provided, that, the
Depositor, the Seller, any Special Servicer or the Servicer shall have timely
notified the Trustee of an item reportable on a Form 8-K (unless such item
is
specific to the Trustee, in which case the Trustee will be deemed to have
notice) and shall have delivered to the Trustee no later than two Business
Days
prior to the filing deadline for such Form 8-K, all information, signatures,
data, and exhibits required to be provided or filed with such Form
8-K. Any disclosure required to be included on the Form 8-K
(“Additional Form 8-K Disclosure”) shall be determined and prepared by the
Trustee provided the entity indicated in Exhibit AA as the responsible party
for
providing that information notifies the Trustee in writing thereof no later
than
two Business Day prior to the filing deadline for such Form 8-K, and the
Trustee
shall have no liability with respect to any failure to properly prepare or
file
such Form 8-K resulting from or relating to the Trustee’s inability or failure
to obtain any information in a timely manner from the party responsible for
delivery of such Additional Form 8-K Disclosure (unless the Trustee was the
responsible party for providing such information)
(c) Within
15 days after each Distribution Date, the Trustee shall, in accordance with
industry standards and the rules of the Commission as in effect from time
to
time, prepare and file with the Commission via the Electronic Data Gathering
and
Retrieval System (“XXXXX”), and the Depositor shall sign, a Form 10-D that
includes (i) a copy of the statement to the Certificateholders for such
Distribution Date prepared by the Trustee pursuant to Section 4.04, (ii)
such
other information provided to the Trustee by the Servicer or any Special
Servicer as is required by Form 10-D, including, but not limited to, the
information required by Item 1121 (17 C.F.R. § 229.1121) of Regulation AB and
(iii) such other information provided to the Trustee by the Depositor as
is
required by Item 7 of Form 10-D; provided that such information is provided
to
the Trustee no later than the first Business Day immediately following the
related Determination Date. Any disclosure in addition to the
Distribution Date Statement required to be included on the Form 10-D
(“Additional Form 10-D Disclosure”) shall be determined and prepared by the
Trustee provided the entity indicated in Exhibit AA as the responsible party
for
providing that information notifies the Trustee in writing thereof within
5
calendar days after each Distribution Date, and the Trustee shall have no
liability with respect to any failure to properly prepare or file such Form
10-D
resulting from or relating to the Trustee’s inability or failure to obtain any
information in a timely manner from the party responsible for delivery of
such
Additional Form 10-D Disclosure (unless the Trustee was the responsible party
for providing such information).
(d) Prior
to March 31st of the calendar year following the calendar year during which
the
Closing Date occurs (or such earlier date as may be required by the Exchange
Act
and the rules and regulations of the Commission) (the “Form 10-K Filing
Deadline”), the Trustee shall file a Form 10-K, in substance as required by
applicable law or applicable Commission staff’s interpretations. To
facilitate the Trustee’s preparation of the Form 10-K, the Trustee shall provide
to the Depositor its proposed Form 10-K template no later than forty-five
(45)
days prior to the Form 10-K Filing Deadline and the Depositor shall review
such
template and provide to the Trustee, no later than thirty (30) days prior
to the
Form 10-K Filing Deadline, any comments to such Form 10-K template. Such
Form
10-K shall include as exhibits, each annual statement of compliance required
to
be delivered pursuant to Section 13.02 and each Accountant’s Attestation and
Assessment of Compliance required to be furnished pursuant to Section 13.03,
in
each case to the extent they have been timely delivered to the Trustee (or
the
Depositor, in the case of the Trustee’s Assessment of Compliance) and such other
information as is required by Regulation AB.
Any
disclosure or information in addition to that described in the preceding
paragraph that is required to be included on Form 10-K (“Additional Form 10-K
Disclosure”) shall be determined and provided to the Trustee by the entity that
is indicated in Exhibit AA as the responsible party for providing that
information, if other than the Trustee, in an XXXXX-compatible form (which
may
be Word or Excel documents easily convertible to XXXXX format), in each case
no
later than March 15 of each year.
If
such
documents are not so timely delivered, the Trustee shall file an amended
Form
10-K including such documents as exhibits promptly after they are delivered
to
the Trustee. The Trustee shall have no liability with respect to any
failure to properly or timely prepare or file such periodic reports resulting
from or relating to the Trustee’s inability or failure to obtain any information
not resulting from its own negligence or willful misconduct. The Form
10-K shall also include a certification in the form attached hereto as Exhibit
BB (the “Depositor Certification”), which shall be signed by the senior officer
of the Depositor in charge of securitization. Not later than 5
Business Days before the date on which the Depositor’s Form 10-K is required to
be filed in accordance with the Exchange Act and the rules and regulations
of
the Commission, the Depositor will deliver to the Trustee a form of the
Depositor Certification. The Depositor shall subsequently deliver to
the Trustee the executed Depositor Certification no later than the date on
which
the Form 10-K is required to be filed. The Trustee shall have no
responsibility to file any items other than those specified in this Section
13.01; provided, however, the Trustee will cooperate with the Depositor in
connection with any additional filings with respect to the Trust Fund as
the
Depositor deems necessary under Regulation AB. The Trustee shall not
be responsible for determining what information is required to be filed on
a
Form 10-K in connection with the transactions contemplated by this Agreement
and
shall not be liable for any late filing of a Form 10-K or for the expenses
of
filing an amendment to a Form 10-K in the event that it does not receive
the
documents required to be delivered to it in accordance with Section 13.02,
Section 13.03 or this Section 13.01 or an executed copy of the Form 10-K
from
the Depositor later than the times set forth herein.
(e) Not
later than 15 calendar days before the date on which the Depositor’s Form 10-K
is required to be filed in accordance with the Exchange Act and the rules
and
regulations of the Commission (or, if such day is not a Business Day, the
immediately preceding Business Day, the Trustee shall sign a certification
in
the form attached hereto as Exhibit CC (the “Trustee Certification”) for the
benefit of the Depositor and its officers, directors and affiliates regarding
certain aspects of items 1 through 3 of the Depositor
Certification. In addition, the Trustee shall, subject to the
provisions of Sections 9.01 and 9.02 hereof, indemnify and hold harmless
the
Depositor, the Servicer, each Person, if any, that “controls” the Depositor or
the Servicer within the meaning of the Securities Act and their respective
officers, directors and affiliates from and against any losses, damages,
penalties, fines, forfeitures, reasonable and necessary legal fees and related
costs, judgments and other costs and expenses arising out of or based upon
a
breach of the Trustee’s obligations under this Section 13.01 or any inaccuracy
made in the Trustee Certification. If the indemnification provided
for in this Section 13.01(d) is unavailable or insufficient to hold harmless
such Persons, then the Trustee shall contribute to the amount paid or payable
by
such Persons as a result of the losses, claims, damages or liabilities of
such
Persons in such proportion as is appropriate to reflect the relative fault
of
the Depositor or the Servicer on the one hand and the Trustee on the
other. The Trustee acknowledges that the Depositor is relying on the
Trustee’s performance of its obligations under this Section 13.01 in order to
perform its obligations under Section 13.01(b) above.
(f) Not
later than 15 calendar days before the date on which the Depositor’s Form 10-K
is required to be filed in accordance with the Exchange Act and the rules
and
regulations of the Commissions (or, if such day is not a Business Day, the
immediately preceding Business Day) the Servicer will deliver to the Depositor
and the Trustee an Officer’s Certificate for the prior calendar year,
substantially in the form attached hereto as Exhibit DD (a “Servicer
Certification”). The Servicer agrees to indemnify and hold harmless
each of the Depositor, the Trustee, each Person, if any, who “controls” the
Depositor or the Trustee within the meaning of the Securities Act and their
respective officers, directors and affiliates from and against any losses,
damages, penalties, fines, forfeitures, reasonable and necessary legal fees
and
related costs, judgments and other costs and expenses that such Person may
sustain arising out of third party claims based on (i) the failure of the
Servicer to deliver or cause to be delivered when required any Officer’s
Certificate required pursuant to this Section 13.01(d), or (ii) any material
misstatement or omission contained in any Officer’s Certificate provided
pursuant to this Section 8.12(e). If an event occurs that would
otherwise result in an indemnification obligation under clauses (i) or (ii)
above, but the indemnification provided for in this Section 13.01(e) by the
Servicer is unavailable or insufficient to hold harmless such Persons, then
the
Servicer shall contribute to the amount paid or payable by such Persons as
a
result of the losses, claims, damages or liabilities of such Persons in such
proportion as is appropriate to reflect the relative fault of the Depositor
or
the Trustee on the one hand and the Servicer on the other. The
Servicer acknowledges that the Depositor and the Trustee are relying on the
Servicer’s performance of its obligations under this Agreement in order to
perform their respective obligations under this Section 13.01.
(g) Upon
any filing with the Commission, the Trustee shall promptly deliver to the
Depositor and the Servicer a copy of any executed report, statement or
information.
(h) If
the Commission issues additional interpretative guidance or promulgates
additional rules or regulations with respect to Regulation AB or otherwise,
or
if other changes in applicable law occur, that would require the reporting
arrangements, or the allocation of responsibilities with respect thereto,
described in this Section 13.01, to be conducted differently than as described,
the Depositor, the Servicer and the Trustee will reasonably cooperate to
amend
the provisions of this Section 13.01 in order to comply with such amended
reporting requirements and such amendment of this Section 13.01. Any
such amendment shall be made in accordance with Section 12.01 without the
consent of the Certificateholders, and may result in a change in the reports
filed by the Trustee on behalf of the Trust under the Exchange
Act. Notwithstanding the foregoing, the Depositor, the Servicer and
the Trustee shall not be obligated to enter into any amendment pursuant to
this
Section 13.01 that adversely affects its obligations and immunities under
this
Agreement.
(i) Prior
to January 31 of the first year in which the Trustee is able to do so under
applicable law, the Trustee shall file a Form 15D Suspension Notification
with
respect to the Trust.
(j) For
each Distribution Date through and including the Distribution Date in December
2007, the Trustee shall calculate the Significance Percentage and include
the
Significance Percentage on the related Monthly Statement. If on any
such Distribution Date, the Significance Percentage is equal to or greater
than
9%, the Trustee shall promptly notify the Depositor and the Swap
Counterparty. If, on any Distribution Date through and including the
Distribution Date in December 2007, the Significance Percentage is equal
to or
greater than 10%, the Trustee shall promptly notify the Depositor and the
Swap
Counterparty of the Significance Percentage and the Depositor shall, within
5
Business Days of such Distribution Date, deliver to the Trustee the financial
information to the extent required, pursuant to the Swap Agreement, to be
provided to it by the Swap Counterparty, respectively, for inclusion in the
Form
10-D relating to such Distribution Date pursuant to Section
13.01(c).
SECTION
13.02. Annual
Statements as to Compliance.
Not
later
than the earlier of (a) March 15th of each calendar year (other than the
calendar year during which the Closing Date occurs) or (b) with respect to
any
calendar year during which the Depositor’s annual report on Form 10-K is
required to be filed in accordance with the Exchange Act and the rules and
regulations of the Commission, 15 calendar days before the date on which
the
Depositor’s annual report on Form 10-K is required to be filed in accordance
with the Exchange Act and the rules and regulations of the Commission (or,
in
each case, if such day is not a Business Day, the immediately preceding Business
Day) and the Servicer shall deliver to the Depositor, the Rating Agencies
and
the Trustee an Officer’s Certificate (an “Annual Statement of Compliance”)
stating, as to the signer thereof, that (i) a review of the activities of
the
Servicer during the preceding calendar year (or applicable portion thereof)
and
of the performance of the Servicer under this Agreement has been made under
such
officer’s supervision, and (ii) to the best of such officer’s knowledge, based
on such review, the Servicer has fulfilled all its obligations under this
Agreement in all material respects throughout such year (or applicable portion
thereof), or, if there has been a failure to fulfill any such obligation
in any
material respect, specifying each failure known to such officer and the nature
and status thereof. With respect to any Subservicer that meets the
criteria of Item 1108(a)(2)(i) through (iii) of Regulation AB, the Servicer
shall deliver, on behalf of that Subservicer, the Officer’s Certificate set
forth in this Section 13.02 as and when required with respect to the
Servicer.
SECTION
13.03. Report
on Assessment of Compliance and Attestation.
(a) (i) Not
later than the earlier of (a) March 15th of each calendar year (other than
the
calendar year during which the Closing Date occurs) or (b) with respect to
any
calendar year during which the Depositor’s annual report on Form 10-K is
required to be filed in accordance with the Exchange Act and the rules and
regulations of the Commission, 15 calendar days before the date on which
the
Depositor’s annual report on Form 10-K is required to be filed in accordance
with the Exchange Act and the rules and regulations of the Commission (or,
in
each case, if such day is not a Business Day, the immediately preceding Business
Day), the Servicer and any Special Servicer, at its expense, shall deliver
to
the Depositor and the Trustee an officer’s certification and assessment of its
compliance with the Servicing Criteria applicable to it (as indicated on
Exhibit
R hereto) during the preceding calendar year as required by Rules 13a-18
and
15d-18 of the Exchange Act and Item 1122 of Regulation AB (the “Assessment of
Compliance”), which assessment shall be substantially in the form of Exhibit EE
hereto.
(ii) Not
later than the earlier of (a) March 15th of each calendar year (other than
the
calendar year during which the Closing Date occurs) or (b) with respect to
any
calendar year during which the Depositor’s annual report on Form 10-K is
required to be filed in accordance with the Exchange Act and the rules and
regulations of the Commission, 15 calendar days before the date on which
the
Depositor’s annual report on Form 10-K is required to be filed in accordance
with the Exchange Act and the rules and regulations of the Commission (or,
in
each case, if such day is not a Business Day, the immediately preceding Business
Day), the Servicer and any Special Servicer, at its expense, shall cause
a
nationally or regionally recognized firm of independent registered public
accountants (who may also render other services to the Servicer, the Seller
or
any affiliate thereof) which is a member of the American Institute of Certified
Public Accountants to furnish a statement to the Depositor and the Trustee
that
attests to and reports on the Assessment of Compliance provided by the Servicer
and any Special Servicer, as applicable, pursuant to Section 13.03(a)(i)
above
(the “Accountant’s Attestation”). Such Accountant’s Attestation shall
be in accordance with Rules 1-02(a)(3) and 2-02(g) of Regulation S-X under
the
Securities Act and the Exchange Act.
(b) (i) The
Servicer, and if required by the Depositor, any Special Servicer shall deliver
on behalf of any Subservicer and each Subcontractor engaged by it not later
than
the earlier of (a) March 15th of each calendar year (other than the calendar
year during which the Closing Date occurs) or (b) with respect to any calendar
year during which the Depositor’s annual report on Form 10-K is required to be
filed in accordance with the Exchange Act and the rules and regulations of
the
Commission, 15 calendar days before the date on which the Depositor’s annual
report on Form 10-K is required to be filed in accordance with the Exchange
Act
and the rules and regulations of the Commission (or, in each case, if such
day
is not a Business Day, the immediately preceding Business Day) to the Depositor
and the Trustee an Assessment of Compliance, which assessment shall be
substantially in the form of Exhibit EE hereto.
(ii) Not
later than the earlier of (a) March 15th of each calendar year (other than
the
calendar year during which the Closing Date occurs) or (b) with respect to
any
calendar year during which the Depositor’s annual report on Form 10-K is
required to be filed in accordance with the Exchange Act and the rules and
regulations of the Commission, 15 calendar days before the date on which
the
Depositor’s annual report on Form 10-K is required to be filed in accordance
with the Exchange Act and the rules and regulations of the Commission (or,
in
each case, if such day is not a Business Day, the immediately preceding Business
Day), the Servicer shall cause each Subservicer and each Subcontractor to
deliver to the Depositor and the Trustee an Accountant’s Attestation by a
registered public accounting firm that attests to, and reports on, the
Assessment of Compliance pursuant to Section 13.03(b)(i) above.
(c) (i) Not
later than 15 calendar days before the date on which the Depositor’s annual
report on Form 10-K with respect to the transactions contemplated by this
Agreement is required to be filed in accordance with the Exchange Act and
the
rules and regulations of the Commission (or, in each case, if such day is
not a
Business Day, the immediately preceding Business Day), the Trustee shall
deliver
to the Depositor an Assessment of Compliance with regard to the Servicing
Criteria applicable to the Trustee (as indicated on Exhibit R hereto) during
the
preceding calendar year, which assessment shall be substantially in the form
of
Exhibit EE hereto.
(ii) Not
later than 15 calendar days before the date on which the Depositor’s annual
report on Form 10-K with respect to the transactions contemplated by this
Agreement is required to be filed in accordance with the Exchange Act and
the
rules and regulations of the Commission (or, in each case, if such day is
not a
Business Day, the immediately preceding Business Day), the Trustee shall
deliver
to the Depositor an Accountant’s Attestation by a nationally recognized
registered public accounting firm that attests to, and reports on, the
Assessment of Compliance pursuant to Section 13.03(c)(i) above.
(d) (i) If
required by the Commission pursuant to Regulation AB, not later than, with
respect to any calendar year during which the Depositor’s annual report on Form
10-K is required to be filed in accordance with the Exchange Act and the
rules
and regulations of the Commission, 15 calendar days before the date on which
the
Depositor’s annual report on Form 10-K is required to be filed in accordance
with the Exchange Act and the rules and regulations of the Commission (or,
in
each case, if such day is not a Business Day, the immediately preceding Business
Day), the Depositor shall cause the Custodian to deliver to the Depositor
and
the Trustee, pursuant to the Custodial Agreement, an Assessment of Compliance
with regard to the Servicing Criteria applicable to such Custodian (as indicated
on Exhibit 7 to the Custodial Agreement) during the preceding calendar
year. Each such report shall include (i) a statement of the party’s
responsibility for assessing compliance with the servicing criteria applicable
to such party, (ii) a statement that such party used the criteria identified
in
Item 1122(d)(4)(i) and Item 1122(d)(4)(ii) of Regulation AB (as defined herein)
to assess compliance with the applicable servicing criteria and that no other
Servicing Criteria are applicable to such party, (iii) a statement that such
party was in compliance with the servicing criteria applicable to such party,
(iv) disclosure of any material instance of noncompliance identified by such
party, and (iv) a statement that a registered public accounting firm has
issued
an attestation report on such party’s assessment of compliance with the
applicable servicing criteria.
(ii) If
the Custodian is required by the Commission pursuant to Regulation AB to
deliver
an Assessment of Compliance pursuant to clause (d)(i) above, not later than,
with respect to any calendar year during which the Depositor’s annual report on
Form 10-K is required to be filed in accordance with the Exchange Act and
the
rules and regulations of the Commission, 15 calendar days before the date
on
which the Depositor’s annual report on Form 10-K is required to be filed in
accordance with the Exchange Act and the rules and regulations of the Commission
(or, in each case, if such day is not a Business Day, the immediately preceding
Business Day), the Depositor shall cause the Custodian to deliver to the
Depositor and the Trustee an Accountant’s Attestation by a registered public
accounting firm that attests to, and reports on, the Assessment of Compliance
pursuant to Section 13.03(d)(i) above.
(e) [RESERVED]
(f) (i) The
Servicer agrees to indemnify and hold harmless each of the Depositor and
the
Trustee and each Person, if any, who “controls” the Depositor or the Trustee
within the meaning of the Securities Act and their respective officers,
directors and affiliates from and against any losses, damages, penalties,
fines,
forfeitures, reasonable and necessary legal fees and related costs, judgments
and other costs and expenses that such Person may sustain arising out of
third
party claims based on (i) the failure of the Servicer or any related Subservicer
or Subcontractor to deliver or cause to be delivered when required any
Assessment of Compliance or Accountant’s Attestation required pursuant to
Section 13.03(a) or 13.03(b), as applicable, or (ii) any material misstatement
or omission contained in any Assessment of Compliance provided pursuant to
Section 13.03(a) or 13.03(b), as applicable.
(ii) The
Trustee agrees to indemnify and hold harmless the Depositor and each Person,
if
any, who “controls” the Depositor within the meaning of the Securities Act and
its officers, directors and affiliates from and against any losses, damages,
penalties, fines, forfeitures, reasonable and necessary legal fees and related
costs, judgments and other reasonable costs and expenses that such Person
may
sustain arising out of third party claims based on (i) the failure of the
Trustee to deliver when required any Assessment of Compliance or Accountant’s
Attestation required pursuant to Section 13.03(c) or (ii) any material
misstatement or omission contained in any Assessment of Compliance provided
pursuant to Section 13.03(c). Notwithstanding the foregoing, in no
event shall the Trustee be liable for any consequential, indirect or punitive
damages pursuant to this Section 13.03.
(iii) The
Custodian agrees to indemnify and hold harmless the Depositor and the Trustee
and each Person, if any, who “controls” the Depositor or the Trustee within the
meaning of the Securities Act and their respective officers, directors and
affiliates from and against any losses, damages, penalties, fines, forfeitures,
reasonable and necessary legal fees and related costs, judgments and other
costs
and expenses that such Person may sustain arising out of third party claims
based on (i) the failure of such Custodian to deliver or cause to be delivered
when required any Assessment of Compliance or Accountant’s Attestation required
pursuant to Section 13.03(d) or (ii) any material misstatement or omission
contained in any Assessment of Compliance provided pursuant to Section
13.03(d).
(g) Copies
of such Assessments of Compliance and Accountant’s Attestations shall be
provided by the Trustee to any Certificateholder, upon request, provided
such
statement is delivered to the Trustee. The initial Assessments of
Compliance and Accountant’s Attestations required pursuant to this Section 13.03
shall be delivered to the Trustee and the Depositor, as applicable, by each
party no later than March 15, 2008.
(h) Each
of the parties hereto acknowledges and agrees that the purpose of this Section
13.03 is to facilitate compliance by the Seller and the Depositor with the
provisions of Regulation AB, as such may be amended or clarified from time
to
time. Therefore, each of the parties agrees that the parties’
obligations hereunder will be supplemented and modified as necessary to be
consistent with any such amendments, interpretive advice or guidance, convention
or consensus among active participants in the asset-backed securities markets,
advice of counsel, or otherwise in respect of the requirements of Regulation
AB
and the parties shall comply, to the extent practicable from a timing and
information systems perspective, with requests made by the Seller or the
Depositor for delivery of additional or different information as the Seller
or
the Depositor may determine in good faith is necessary to comply with the
provisions of Regulation AB.
IN
WITNESS WHEREOF, the Depositor, the Seller, the Trustee, Ocwen and SPS have
caused their names to be signed hereto by their respective officers thereunto
duly authorized all as of the date first written above.
CREDIT
SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
|
|||
as
Depositor
|
|||
|
By:
|
/s/ Xxxxx Xxxxxx | |
Name:
|
Xxxxx Xxxxxx | ||
Title:
|
Vice President | ||
DLJ
MORTGAGE CAPITAL, INC.,
|
|||
as
Seller
|
|||
By:
|
/s/ Xxx Xxx | ||
Name:
|
Xxx Xxx | ||
Title:
|
Vice President | ||
U.S. BANK NATIONAL ASSOCIATION, | |||
as Trustee | |||
|
By:
|
/s/ Xxxxx Xxxxxx | |
Name: | Xxxxx Xxxxxx | ||
Title: |
Vice President
|
||
OCWEN LOAN SERVICING, LLC, | |||
as a Servicer | |||
|
By:
|
/s/ Xxxxxxx Xxxxxx | |
Name: | Xxxxxxx Xxxxxx | ||
Title: | Authorized Representative | ||
SELECT PORTFOLIO SERVICING, INC., | |||
as a Servicer | |||
|
By:
|
/s/ Xxxxxx Xxxxx | |
Name: | Xxxxxx Xxxxx | ||
Title: | Senior Vice President | ||
STATE OF NEW YORK | ) |
) ss.: | |
COUNTY OF NEW YORK | ) |
On
this
31 day of August, 2007 before me, personally appeared Xxxxx Xxxxxx, known
to me
to be a Vice President of Credit Suisse First Boston Mortgage Securities
Corp.,
one of the corporations that executed the within instrument, and also known
to
me to be the person who executed it on behalf of said corporation, and
acknowledged to me that such corporation executed the within
instrument.
IN
WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal
the
day and year in this certificate first above written.
Notary
Public
[NOTARIAL
SEAL]
/s/ Xxxxxxx Xxxxxxxx | |
XXXXXXX XXXXXXXX | |
Notary Publi, State of New York | |
No. 01-ST6085126 | |
Qualified in New York County | |
Commission Expires April 13, 0000 |
XXXXX XX XXX XXXX | ) |
) ss.: | |
COUNTY OF NEW YORK | ) |
On
the
31th day of August, 2007 before me, personally appeared Xxx Xxx, known to
me to
be a Vice President of DLJ Mortgage Capital, Inc., one of the corporations
that
executed the within instrument and also known to me to be the person who
executed it on behalf of said corporation, and acknowledged to me that such
corporation executed the within instrument.
IN
WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal
the
day and year in this certificate first above written.
Notary
Public
[NOTARIAL
SEAL]
/s/ Xxxxxxx Xxxxxxxx | |
XXXXXXX XXXXXXXX | |
Notary Publi, State of New York | |
No. 01-ST6085126 | |
Qualified in New York County | |
Commission Expires April 13, 2011 |
STATE OF UTAH | ) |
) ss.: | |
COUNTY OF SALT LAKE | ) |
On
the
30th day of August, 2007 before me, a Notary Public in and for said State,
personally appeared Xxxxxx Xxxxx, known to me to be a SVP of SPS, the Utah
corporation that executed the within instrument and also known to me to be
the
person who executed it on behalf of said corporation, and acknowledged to
me
that such limited partnership executed the within instrument.
IN
WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal
the
day and year in this certificate first above written.
Notary
Public
[NOTARIAL
SEAL]
/s/ Xxxxxx Xxxxxxx | |
XXXXXX XXXXXXX | |
Xxxxxx, Xxxx 00000 | |
My Commission Expires | |
May 30, 0000 | |
XXXXX XX XXXX |
XXXXX XX XXXXXXX | ) |
) ss.: | |
COUNTY OF PALM BEACH | ) |
On
the
30st day of August, 2007 before me, a Notary Public in and for said State,
personally appeared Xxxxxxx Xxxxxxx, known to me to be a Authorized
Representative of Ocwen Loan Servicing, LLC, one of the corporations that
executed the within instrument and also known to me to be the person who
executed it on behalf of said national banking association, and acknowledged
to
me that such banking corporation executed the within instrument.
IN
WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal
the
day and year in this certificate first above written.
Notary
Public
[NOTARIAL
SEAL]
/s/ K.S. Ferruggia | |
K.S. Ferruggia | |
Notary Public - State of Florida | |
My Commission Expires Jun 3, 2009 | |
Commission # DD 000000 | |
XXXXX XX XXX XXXX | ) |
) ss.: | |
COUNTY OF NEW YORK | ) |
On
the
31st day of August, 2007 before me, a Notary Public in and for said State,
personally appeared Xxxxx Xxxxxx, known to me to be a Vice President of U.S.
Bank National Association, the national banking association that executed
the
within instrument and also known to me to be the person who executed it on
behalf of said national banking association, and acknowledged to me that
such
national banking association executed the within instrument.
IN
WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal
the
day and year in this certificate first above written.
Notary
Public
[NOTARIAL
SEAL]
/s/ Xxxxxx X. Xxxxxxx | |
Xxxxxx X. Xxxxxxx | |
NOTARY PUBLI - MINNESOTA | |
My Commission Expires jAN. 31, 2013 |
Exhibit
A
Standard
Terms of Pooling and Servicing Agreement
(see
attached)
EXHIBIT
M-1
FORM
OF INVESTMENT LETTER
[date]
Credit
Suisse First Boston Mortgage Securities Corp.
00
Xxxxxxx Xxxxxx, 0xx Xxxxx
Xxx
Xxxx,
Xxx Xxxx 00000
Attention:
Xxxxx Xxxx
U.S.
Bank
National Association,
as
Trustee for the
CSMC
Asset-Backed Trust 0000-XX0 XXX
00
Xxxxxxxxxx Xxxxxx,
Xx.
Xxxx,
Xxxxxxxxx 00000
|
Re:
|
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0
XXX
|
Ladies
and Gentlemen:
In
connection with our acquisition of the above Certificates we certify that
(a) we
understand that the Certificates are not being registered under the Securities
Act of 1933, as amended (the “Act”), or any state securities laws and are being
transferred to us in a transaction that is exempt from the registration
requirements of the Act and any such laws, (b) we are an “accredited investor,”
as defined in Regulation D under the Act, and have such knowledge and experience
in financial and business matters that we are capable of evaluating the merits
and risks of investments in the Certificates, (c) we have had the opportunity
to
ask questions of and receive answers from the Depositor concerning the purchase
of the Certificates and all matters relating thereto or any additional
information deemed necessary to our decision to purchase the Certificates,
(d)
either (i) we are not an employee benefit plan or arrangement that is
subject to the Employee Retirement Income Security Act of 1974, as amended,
or
Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we
using the assets of any such plan or arrangement or (ii) we are providing
an
Opinion of Counsel which establishes to the reasonable satisfaction of the
Trustee that the purchase and holding of ERISA-Restricted Certificates by,
on
behalf of or with “plan assets” of such plan or arrangement will not result in
non-exempt prohibited transactions under Section 406 of ERISA or
Section 4975 of the Code, and will not subject the Depositor, the Trustee
or the Servicer to any obligation in addition to those undertaken in this
Agreement, (e) we are acquiring the Certificates for investment for our own
account and not with a view to any distribution of such Certificates (but
without prejudice to our right at all times to sell or otherwise dispose
of the
Certificates in accordance with clause (g) below), (f) we have not offered
or
sold any Certificates to, or solicited offers to buy any Certificates from,
any
person, or otherwise approached or negotiated with any person with respect
thereto, or taken any other action which would result in a violation of
Section 5 of the Act, and (g) we will not sell, transfer or otherwise
dispose of any Certificates unless (1) such sale, transfer or other
disposition is made pursuant to an effective registration statement under
the
Act or is exempt from such registration requirements, and if requested, we
will
at our expense provide an opinion of counsel satisfactory to the addressees
of
this Certificate that such sale, transfer or other disposition may be made
pursuant to an exemption from the Act, (2) the purchaser or transferee of
such
Certificate has executed and delivered to you a certificate to substantially
the
same effect as this certificate, and (3) the purchaser or transferee has
otherwise complied with any conditions for transfer set forth in the Series
Supplement dated as of August 1, 2007 and the Standard Terms of Pooling and
Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by
and among the Depositor, the Seller, the Trustee and the Servicers that are
party to the Series Supplement.
Very truly yours, | |||
Print Name of Transferor | |||
|
By:
|
||
Authorized
Officer
|
|||
EXHIBIT
M-2
FORM
OF RULE 144A LETTER
[date]
Credit
Suisse First Boston Mortgage Securities Corp.
00
Xxxxxxx Xxxxxx, 0xx Xxxxx
Xxx
Xxxx,
Xxx Xxxx 00000
Attention:
Xxxxx Xxxx
U.S.
Bank
National Association,
as
Trustee for the
CSMC
Asset-Backed Trust 0000-XX0 XXX
00
Xxxxxxxxxx Xxxxxx,
Xx.
Xxxx,
Xxxxxxxxx 00000
|
Re:
|
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0
XXX
|
Ladies
and Gentlemen:
In
connection with our acquisition of the above Certificates we certify that
(a) we
understand that the Certificates are not being registered under the Securities
Act of 1933, as amended (the “Act”), or any state securities laws and are being
transferred to us in a transaction that is exempt from the registration
requirements of the Act and any such laws, (b) we have such knowledge and
experience in financial and business matters that we are capable of evaluating
the merits and risks of investments in the Certificates, (c) we have had
the
opportunity to ask questions of and receive answers from the Depositor
concerning the purchase of the Certificates and all matters relating thereto
or
any additional information deemed necessary to our decision to purchase the
Certificates, (d) either (i) we are not an employee benefit plan or
arrangement that is subject to the Employee Retirement Income Security Act
of
1974, as amended, or Section 4975 of the Internal Revenue Code
of 1986, as amended, nor are we using the assets of any such plan or arrangement
or (ii) we are providing an Opinion of Counsel which establishes to the
reasonable satisfaction of the Trustee that the purchase and holding of
ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such
plan will not result in a non-exempt prohibited transaction under
Section 406 of ERISA or Section 4975 of the Code, and will not subject
the Depositor, the Trustee or the Servicer to any obligation in addition
to
those undertaken in this Agreement, (e) we have not, nor has anyone acting
on
our behalf offered, transferred, pledged, sold or otherwise disposed of the
Certificates, any interest in the Certificates or any other similar security
to,
or solicited any offer to buy or accept a transfer, pledge or other disposition
of the Certificates, any interest in the Certificates or any other similar
security from, or otherwise approached or negotiated with respect to the
Certificates, any interest in the Certificates or any other similar security
with, any person in any manner, or made any general solicitation by means
of
general advertising or in any other manner, or taken any other action, that
would constitute a distribution of the Certificates under the Act or that
would
render the disposition of the Certificates a violation of Section 5 of the
Act or require registration pursuant thereto, nor will act, nor has authorized
or will authorize any person to act, in such manner with respect to the
Certificates, (f) we are a “qualified institutional buyer” as that term is
defined in Rule 144A under the Act (“Rule 144A”) and have completed either of
the forms of certification to that effect attached hereto as Annex 1 or Annex
2,
(g) we are aware that the sale to us is being made in reliance on Rule 144A,
and
(i) we are acquiring the Certificates for our own account or for resale
pursuant to Rule 144A and further, understand that such Certificates may
be
resold, pledged or transferred only (A) to a person reasonably believed to
be a
qualified institutional buyer that purchases for its own account or for the
account of a qualified institutional buyer to whom notice is given that the
resale, pledge or transfer is being made in reliance on Rule 144A, or (B)
pursuant to another exemption from registration under the Act.
Very truly yours, | |||
Print Name of Transferor | |||
|
By:
|
||
Authorized
Officer
|
|||
EXHIBIT
M-3
FORM
OF REGULATION S LETTER
Credit
Suisse First Boston Mortgage Securities Corp.
00
Xxxxxxx Xxxxxx, 0xx Xxxxx
Xxx
Xxxx,
Xxx Xxxx 00000
Attention:
Xxxxx Xxxx
U.S.
Bank
National Association,
as
Trustee for the
CSMC
Asset-Backed Trust 0000-XX0 XXX
00
Xxxxxxxxxx Xxxxxx,
Xx.
Xxxx,
Xxxxxxxxx 00000
|
Re:
|
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0 XXX (the
“Certificates”)
|
|
|
Ladies
and Gentlemen:
In
connection with our acquisition of the above Certificates we certify that
(a) we
understand that the Certificates are not being registered under the Securities
Act of 1933, as amended (the “Act”), or any state securities laws and are being
transferred to us in a transaction that is exempt from the registration
requirements of the Act and any such laws, (b) we have such knowledge and
experience in financial and business matters that we are capable of evaluating
the merits and risks of investments in the Certificates, (c) we have had
the
opportunity to ask questions of and receive answers from the Depositor
concerning the purchase of the Certificates and all matters relating thereto
or
any additional information deemed necessary to our decision to purchase the
Certificates, (d) either (i) we are not an employee benefit plan or
arrangement that is subject to the Employee Retirement Income Security Act
of
1974, as amended, or Section 4975 of the Internal Revenue Code
of 1986, as amended, nor are we using the assets of any such plan or arrangement
or (ii) we are providing an Opinion of Counsel which establishes to the
reasonable satisfaction of the Trustee that the purchase and holding of
ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such
plan will not result in a non-exempt prohibited transaction under
Section 406 of ERISA or Section 4975 of the Code, and will not subject
the Depositor, the Trustee or the Servicer to any obligation in addition
to
those undertaken in this Agreement, (e) we have not, nor has anyone acting
on
our behalf offered, transferred, pledged, sold or otherwise disposed of the
Certificates, any interest in the Certificates or any other similar security
to,
or solicited any offer to buy or accept a transfer, pledge or other disposition
of the Certificates, any interest in the Certificates or any other similar
security from, or otherwise approached or negotiated with respect to the
Certificates, any interest in the Certificates or any other similar security
with, any person in any manner, or made any general solicitation by means
of
general advertising or in any other manner, or taken any other action, that
would constitute a distribution of the Certificates under the Act or that
would
render the disposition of the Certificates a violation of Section 5 of the
Act or require registration pursuant thereto, nor will act, nor has authorized
or will authorize any person to act, in such manner with respect to the
Certificates, (f) we are not a “U.S. person” within the meaning of Regulation S
under the Act (a “Non-U.S. Person”), (g) we are aware that the sale to us is
being made in reliance on Regulation S, and (h) we are acquiring the
Certificates for our own account or for resale pursuant to Regulation S under
the Act and further, understand that such Certificates may be resold, pledged
or
transferred only (A) to a person reasonably believed to be a qualified
institutional buyer that purchases for its own account or for the account
of a
qualified institutional buyer to whom notice is given that the resale, pledge
or
transfer is being made in reliance on Rule 144A, (B) to a Non-U.S. Person
in
accordance with Regulation S under the Act or (C) pursuant to another
exemption from registration under the Act.
Very truly yours, | |||
[Print Name of Transferee] | |||
|
By:
|
||
Authorized
Officer
|
|||
EXHIBIT
H-1
FORM
OF
SERVICER REPORT
The
following information will be e-mailed by the Servicer to Trustee in accordance
with Sections 4.04 and 4.05:
FIELD
|
DESCRIPTION
|
LOAN
|
loan
number
|
STOP_ADV_FLAG
|
stop
advance flag (Y = Yes, blank or N = No)
|
RATE
|
interest
rate (entered as a %)
|
SF_RATE
|
servicing
fee rate (entered as a %)
|
LPMI_RATE
|
lpmi
rate (entered as a %)
|
BEG_SCHED
|
beg
scheduled balance
|
END_SCHED
|
end
scheduled balance
|
END_ACT
|
end
actual balance
|
P&I
|
monthly
p&i
|
GROSS_INT
|
gross
scheduled interest
|
NEG_AM
|
negative
amortization
|
SCHED_P
|
scheduled
principal
|
CURTAIL
|
curtailments
|
PREPAY
|
prepayments
or liquidation principal
|
PREPAY_DATE
|
prepayment
or liquidation date
|
PREPAY_CODE
|
PIF=60,
repurchase = 65, liquidation = 2
|
NEXT_DUE
|
borrower’s
next payment due
|
STATUS
|
Bankruptcy,
Foreclosure, REQ
|
BKCY_DATE
|
date
the loan went into Bkcy
|
FCLS_DATE
|
date
the loan went into Fcls
|
REQ_DATE
|
date
the loan went into REQ
|
DELINQ
|
0,1,30,60,90,120
(1 = 1-29, 30 = 30-59, etc...)
|
PPIS
|
prepayment
interest shortfall (negative is excess)
|
RAIS
|
relief
act interest shortfall
|
CURRLTV
|
current
loan to value ratio (entered as %)
|
BOOK_VALUE
|
latest
BPO or market value or other book value as defined in governing
doc
|
PPP_Collected
|
PPPs
collected from borrower
|
PPP_Waived
|
PPPs
waived by the servicer
|
PPPServicer
|
PPPs
waived but paid by the servicer
|
NON_REC_ADV
|
nonrecoverable
advances claimed (reimbursed) in the current period
|
REIN_STOP_GINT
|
reinstated
stop advance gross interest
|
REIN_STOP_NINT
|
reinstated
stop advance net interest
|
REMIT
|
total
remit for the loan
|
MAT_DATE
|
Maturity
Date
|
ADV_P&I_CUR
|
current
period delinquent P&l advances made by servicer
|
ADV_P&I_OUT
|
cumulative
outstanding delinquent P&l advances
|
ADV_SERV_MADE
|
current
period servicer advances made by servicer (not including delinquent
P&I advances)
|
ADV_SERV_REIM
|
current
period servicer advances reimbursed to servicer (not including
delinquent
P&l advances)
|
ADV_SERV_DESC
|
description
of current period servicer advances made/reimbursed by servicer
(purpose,
terms)
|
MOD_EXT_WAIVE_FLAG
|
Y
if mod
|
MOD_EXT_WAIVE
|
description
of modification, extensions or waivers to asset terms, fees or
penalties
|
MTHROLL
|
Month
until the next rate adjustment occurs (for ARMs only)
|
DNEXTRATE
|
Next
Rate Adjustment Date
|
NEXT_RATE
|
next
period’s interest rate
|
LIQUIDATION_FLAG
|
liquidation
flag (Y = Yes, blank or N = No)
|
GROSS_PROCEEDS
|
gross
sales proceeds
|
SERV_ADV
|
unpaid
servicing advances
|
DEL_ADV
|
unpaid
delinquency advances
|
SERV_FEES_UNPAID
|
unpaid
servicing fees
|
LEGAL_FEES
|
unpaid
legal fees
|
NET_PROCEEDS
|
net
proceeds (gross_proceeds - serv_adv - del_adv - serv_fees_unpaid
-
legal_fees)
|
LOSS
|
loss
(beg_sched - net_proceeds)
|
LOSS_ADD
|
trailing
loss/ (gain)
|
LOSS_ADD_DATE
|
trailing
loss/ (gain) date
|
EXHIBIT
H-2
INFORMATION
TO BE PROVIDED BY THE SERVICER RELATING TO MODIFIED MORTGAGE LOANS
Loan
Number
Modification
Date
Unpaid
Principal Balance Prior to Modification
Unpaid
Principal Balance Post Modification
Scheduled
Payment Prior to Modification
Scheduled
Payment Post Modification
Mortgage
Rate Prior to Modification
Mortgage
Rate Post Modification
Maturity
Date Prior to Modification
Maturity
Date Post Modification
EXHIBIT
R
RELEVANT
SERVICING CRITERIA
The
assessment of compliance to be delivered by the Master Servicer and the Trust
Administrator shall address, at a minimum, the criteria identified as below
as
“Applicable Servicing Criteria” with respect to such party:
Where
there are multiple checks for criteria the attesting party will identify
in
their management assertion that they are attesting only to the portion of
the
distribution chain they are responsible for in the related transaction
agreements.
Regulation
AB Reference
|
Servicing
Criteria
|
Servicers
|
Trustee
|
General
Servicing Considerations
|
1122(d)(1)(i)
|
Policies
and procedures are instituted to monitor any performance or other
triggers
and events of default in accordance with the transaction
agreements.
|
X
|
X
|
1122(d)(1)(ii)
|
If
any material servicing activities are outsourced to third parties,
policies and procedures are instituted to monitor the third party’s
performance and compliance with such servicing activities.
|
X
|
|
1122(d)(1)(iii)
|
Any
requirements in the transaction agreements to maintain a back-up
servicer
for the Pool Assets are maintained.
|
||
1122(d)(1)(iv)
|
A
fidelity bond and errors and omissions policy is in effect on the
party
participating in the servicing function throughout the reporting
period in
the amount of coverage required by and otherwise in accordance
with the
terms of the transaction agreements.
|
X
|
|
Cash
Collection and Administration
|
|||
1122(d)(2)(i)
|
Payments
on pool assets are deposited into the appropriate custodial bank
accounts
and related bank clearing accounts no more than two business days
following receipt, or such other number of days specified in the
transaction agreements.
|
X
|
|
1122(d)(2)(ii)
|
Disbursements
made via wire transfer on behalf of an obligor or to an investor
are made
only by authorized personnel.
|
X
|
X
|
1122(d)(2)(iii)
|
Advances
of funds or guarantees regarding collections, cash flows or distributions,
and any interest or other fees charged for such advances, are made,
reviewed and approved as specified in the transaction
agreements.
|
X
|
|
1122(d)(2)(iv)
|
The
related accounts for the transaction, such as cash reserve accounts
or
accounts established as a form of over collateralization, are separately
maintained (e.g., with respect to commingling of cash) as set forth
in the
transaction agreements.
|
X
|
X
|
1122(d)(2)(v)
|
Each
custodial account is maintained at a federally insured depository
institution as set forth in the transaction agreements. For purposes
of
this criterion, “federally insured depository institution” with respect to
a foreign financial institution means a foreign financial institution
that
meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange
Act.
|
X
|
|
1122(d)(2)(vi)
|
Unissued
checks are safeguarded so as to prevent unauthorized
access.
|
X
|
|
1122(d)(2)(vii)
|
Reconciliations
are prepared on a monthly basis for all asset-backed securities
related
bank accounts, including custodial accounts and related bank clearing
accounts. These reconciliations are (A) mathematically accurate;
(B)
prepared within 30 calendar days after the bank statement cutoff
date, or
such other number of days specified in the transaction agreements;
(C)
reviewed and approved by someone other than the person who prepared
the
reconciliation; and (D) contain explanations for reconciling items.
These
reconciling items are resolved within 90 calendar days of their
original
identification, or such other number of days specified in the transaction
agreements.
|
X
|
|
Investor
Remittances and Reporting
|
|||
1122(d)(3)(i)
|
Reports
to investors, including those to be filed with the Commission,
are
maintained in accordance with the transaction agreements and applicable
Commission requirements. Specifically, such reports (A) are prepared
in
accordance with timeframes and other terms set forth in the transaction
agreements; (B) provide information calculated in accordance with
the
terms specified in the transaction agreements; (C) are filed with
the
Commission as required by its rules and regulations; and (D) agree
with
investors’ or the trustee’s records as to the total unpaid principal
balance and number of Pool Assets serviced by the
Servicer.
|
X
|
X
|
1122(d)(3)(ii)
|
Amounts
due to investors are allocated and remitted in accordance with
timeframes,
distribution priority and other terms set forth in the transaction
agreements.
|
X
|
X
|
1122(d)(3)(iii)
|
Disbursements
made to an investor are posted within two business days to the
Servicer’s
investor records, or such other number of days specified in the
transaction agreements.
|
X
|
|
1122(d)(3)(iv)
|
Amounts
remitted to investors per the investor reports agree with cancelled
checks, or other form of payment, or custodial bank
statements.
|
X
|
|
Pool
Asset Administration
|
|||
1122(d)(4)(i)
|
Collateral
or security on pool assets is maintained as required by the transaction
agreements or related pool asset documents.
|
X
|
|
1122(d)(4)(ii)
|
Pool
assets and related documents are safeguarded as required by the
transaction agreements
|
X
|
|
1122(d)(4)(iii)
|
Any
additions, removals or substitutions to the asset pool are made,
reviewed
and approved in accordance with any conditions or requirements
in the
transaction agreements.
|
X
|
X
|
1122(d)(4)(iv)
|
Payments
on pool assets, including any payoffs, made in accordance with
the related
pool asset documents are posted to the Servicer’s obligor records
maintained no more than two business days after receipt, or such
other
number of days specified in the transaction agreements, and allocated
to
principal, interest or other items (e.g., escrow) in accordance
with the
related pool asset documents.
|
X
|
|
1122(d)(4)(v)
|
The
Servicer’s records regarding the pool assets agree with the Servicer’s
records with respect to an obligor’s unpaid principal
balance.
|
X
|
|
1122(d)(4)(vi)
|
Changes
with respect to the terms or status of an obligor’s pool assets (e.g.,
loan modifications or re-agings) are made, reviewed and approved
by
authorized personnel in accordance with the transaction agreements
and
related pool asset documents.
|
X
|
|
1122(d)(4)(vii)
|
Loss
mitigation or recovery actions (e.g., forbearance plans, modifications
and
deeds in lieu of foreclosure, foreclosures and repossessions, as
applicable) are initiated, conducted and concluded in accordance
with the
timeframes or other requirements established by the transaction
agreements.
|
X
|
|
1122(d)(4)(viii)
|
Records
documenting collection efforts are maintained during the period
a pool
asset is delinquent in accordance with the transaction agreements.
Such
records are maintained on at least a monthly basis, or such other
period
specified in the transaction agreements, and describe the entity’s
activities in monitoring delinquent pool assets including, for
example,
phone calls, letters and payment rescheduling plans in cases where
delinquency is deemed temporary (e.g., illness or
unemployment).
|
X
|
|
1122(d)(4)(ix)
|
Adjustments
to interest rates or rates of return for pool assets with variable
rates
are computed based on the related pool asset documents.
|
X
|
|
1122(d)(4)(x)
|
Regarding
any funds held in trust for an obligor (such as escrow accounts):
(A) such
funds are analyzed, in accordance with the obligor’s pool asset documents,
on at least an annual basis, or such other period specified in
the
transaction agreements; (B) interest on such funds is paid, or
credited,
to obligors in accordance with applicable pool asset documents
and state
laws; and (C) such funds are returned to the obligor within 30
calendar
days of full repayment of the related pool assets, or such other
number of
days specified in the transaction agreements.
|
X
|
|
1122(d)(4)(xi)
|
Payments
made on behalf of an obligor (such as tax or insurance payments)
are made
on or before the related penalty or expiration dates, as indicated
on the
appropriate bills or notices for such payments, provided that such
support
has been received by the servicer at least 30 calendar days prior
to these
dates, or such other number of days specified in the transaction
agreements.
|
X
|
|
1122(d)(4)(xii)
|
Any
late payment penalties in connection with any payment to be made
on behalf
of an obligor are paid from the Servicer’s funds and not charged to the
obligor, unless the late payment was due to the obligor’s error or
omission.
|
X
|
|
1122(d)(4)(xiii)
|
Disbursements
made on behalf of an obligor are posted within two business days
to the
obligor’s records maintained by the servicer, or such other number of days
specified in the transaction agreements.
|
X
|
|
1122(d)(4)(xiv)
|
Delinquencies,
charge-offs and uncollectible accounts are recognized and recorded
in
accordance with the transaction agreements.
|
X
|
|
1122(d)(4)(xv)
|
Any
external enhancement or other support, identified in Item 1114(a)(1)
through (3) or Item 1115 of Regulation AB, is maintained as set
forth in
the transaction agreements.
|
X
|
[NAME
OF COMPANY]
Date: _________________________
By:
Name: _______________________________
Title: _______________________________
EXHIBIT
AA
FORM
10-D, FORM 8-K AND FORM 10-K REPORTING RESPONSIBILITY
As
to
each item described below, the entity indicated as the Responsible Party
shall
be primarily responsible for reporting the information to the Trustee pursuant
to Section 13.01(b), (c) and (d). If the Trustee is indicated below
as to any item, then the Trustee is primarily responsible for obtaining that
information.
Under
Item 1 of Form 10-D: a) items marked “4.04 statement” are required to be
included in the Monthly Statement under Section 4.04, provided by the Trustee
based on information received from the Servicer to the extent required of
the
Servicer under the Pooling and Servicing Agreement; and b) items marked “Form
10-D report” are required to be in the Form 10-D report but not the 4.04
statement, provided by the party indicated. Information under all
other Items of Form 10-D is to be included in the Form 10-D
report. Items indicated as “N/A” are not applicable to the
transaction.
For
purposes of this Exhibit, “Servicer” includes any Special Servicer.
Form
|
Item
|
Description
|
Responsible
Party
|
10-D
|
|||
1
|
Distribution
and Pool Performance Information
|
||
Item
1121(a) – Distribution and Pool Performance
Information
|
|||
(1)
Any applicable record dates, accrual dates, determination dates
for
calculating distributions and actual distribution dates for the
distribution period.
|
4.04
statement
|
||
(2)
Cash flows received and the sources thereof for distributions,
fees and
expenses.
|
4.04
statement
|
||
(3)
Calculated amounts and distribution of the flow of funds for the
period
itemized by type and priority of payment, including:
|
4.04
statement
|
||
(i)
Fees or expenses accrued and
paid, with an identification of the general purpose of such fees
and the
party receiving such fees or expenses.
|
4.04
statement
|
||
(ii)
Payments accrued or paid
with respect to enhancement or other support identified in Item
1114 of
Regulation AB (such as insurance premiums or other enhancement
maintenance
fees), with an identification of the general purpose of such payments
and
the party receiving such payments.
|
N/A
|
||
(iii)
Principal, interest and
other distributions accrued and paid on the asset-backed securities
by
type and by class or series and any principal or interest shortfalls
or
carryovers.
|
4.04
statement
|
||
(iv)
The amount of excess cash
flow or excess spread and the disposition of excess cash
flow.
|
4.04
statement
|
||
(4)
Beginning and ending principal balances of the asset-backed
securities.
|
4.04
statement
|
||
(5)
Interest rates applicable to the pool assets and the asset-backed
securities, as applicable. Consider providing interest rate information
for pool assets in appropriate distributional groups or incremental
ranges.
|
4.04
statement
|
||
(6)
Beginning and ending balances of transaction accounts, such as
reserve
accounts, and material account activity during the period.
|
4.04
statement
|
||
(7)
Any amounts drawn on any credit enhancement or other support identified
in
Item 1114 of Regulation AB, as applicable, and the amount of coverage
remaining under any such enhancement, if known and
applicable.
|
N/A
|
||
(8)
Number and amount of pool assets at the beginning and ending of
each
period, and updated pool composition information, such as weighted
average
coupon, weighted average life, weighted average remaining term,
pool
factors and prepayment amounts.
|
4.04
statement
Updated
pool composition information fields to be as reasonably requested
by
Depositor in writing to the Servicer and the Trustee at least 30
days
prior to the related Servicer Remittance Date from time to
time
|
||
(9)
Delinquency and loss information for the period.
In
addition, describe any material changes to the information specified
in
Item 1100(b)(5) of Regulation AB regarding the pool
assets.
|
4.04
statement.
Form
10-D report: Servicer/Depositor
|
||
(10)
Information on the amount, terms and general purpose of any advances
made
or reimbursed during the period, including the general use of funds
advanced and the general source of funds for
reimbursements.
|
4.04
statement
|
||
(11)
Any material modifications, extensions or waivers to pool asset
terms,
fees, penalties or payments during the distribution period or that
have
cumulatively become material over time.
|
Form
10-D report: Depositor
|
||
(12)
Material breaches of pool asset representations or warranties or
transaction covenants.
|
Form
10-D report: Seller (subject to Depositor approval)
|
||
(13)
Information on ratio, coverage or other tests used for determining
any
early amortization, liquidation or other performance trigger and
whether
the trigger was met.
|
4.04
statement
|
||
(14)
Information regarding any new issuance of asset-backed securities
backed
by the same asset pool,
[information
regarding] any pool asset changes (other than in connection with
a pool
asset converting into cash in accordance with its terms), such
as
additions or removals in connection with a prefunding or revolving
period
and pool asset substitutions and repurchases (and purchase rates,
if
applicable), and cash flows available for future purchases, such
as the
balances of any prefunding or revolving accounts, if
applicable.
Disclose
any material changes in the solicitation, credit-granting, underwriting,
origination, acquisition or pool selection criteria or procedures,
as
applicable, used to originate, acquire or select the new pool
assets.
|
Form
10-D report: Depositor
Form
10-D report: Seller (subject to Depositor approval)
Form
10-D report: Seller (subject to Depositor approval)
|
||
Item
1121(b) – Pre-Funding or Revolving Period Information
Updated
pool information as required under Item 1121(b).
|
Seller
(subject to Depositor approval)
|
||
2
|
Legal
Proceedings
|
||
Item
1117 – Legal proceedings pending against the following entities, or their
respective property, that is material to Certificateholders, including
proceedings known to be contemplated by governmental
authorities:
Sponsor
(Seller)
Depositor
Trustee
Issuing
entity
Servicer
or any Subservicer to which Servicer delegates servicing function
to that
is servicing 20% or more of pool assets at time of report
Originator
of 20% or more of pool assets as of the Cut-off Date
Custodian
|
Seller
Depositor
Trustee
Depositor
Servicer
Depositor
Custodian
|
||
3
|
Sales
of Securities and Use of Proceeds
|
||
Information
from Item 2(a) of Part II of Form 10-Q:
With
respect to any sale of securities by the sponsor, depositor or
issuing
entity, that are backed by the same asset pool or are otherwise
issued by
the issuing entity, whether or not registered, provide the sales
and use
of proceeds information in Item 701 of Regulation S-K. Pricing
information can be omitted if securities were not
registered.
|
Depositor
|
||
4
|
Defaults
Upon Senior Securities
|
||
Information
from Item 3 of Part II of Form 10-Q:
Report
the occurrence of any Event of Default of which the Trustee has
received
written notice or has actual knowledge (after expiration of any
grace
period and provision of any required notice)
|
Trustee
|
||
5
|
Submission
of Matters to a Vote of Security Holders
|
||
Information
from Item 4 of Part II of Form 10-Q
|
Trustee
|
||
6
|
Significant
Obligors of Pool Assets
|
||
Item
1112(b) –Significant Obligor Financial
Information*
|
N/A
|
||
*This
information need only be reported on the Form 10-D for the distribution
period in which updated information is required pursuant to the
Item.
|
|||
7
|
Significant
Enhancement Provider Information
|
||
Item
1114(b)(2) – Credit Enhancement Provider Financial
Information*
Determining
applicable disclosure threshold
Obtaining
required financial information or effecting incorporation by
reference
|
N/A
|
||
Item
1115(b) – Derivative Counterparty Financial Information*
Determining
current maximum probable exposure
Determining
current significance percentage
Obtaining
required financial information or effecting incorporation by
reference
|
Depositor
Depositor
Depositor
|
||
*This
information need only be reported on the Form 10-D for the distribution
period in which updated information is required pursuant to the
Items.
|
|||
8
|
Other
Information
|
||
Disclose
any information required to be reported on Form 8-K during the
period
covered by the Form 10-D but not reported
|
The
Responsible Party for the applicable Form 8-K item as indicated
below
|
||
9
|
Exhibits
|
||
Distribution
report
|
Trustee
|
||
Exhibits
required by Item 601 of Regulation S-K, such as material
agreements
|
Depositor
|
||
8-K
|
|||
1.01
|
Entry
into a Material Definitive Agreement
|
||
Disclosure
is required regarding entry into or amendment of any definitive
agreement
that is material to the securitization, even if depositor is not
a
party.
Examples:
servicing agreement, custodial agreement.
Note:
disclosure not required as to definitive agreements that are fully
disclosed in the prospectus
|
Any
of the following that is entering into a material definitive agreement:
Servicer, Trustee, Seller, Depositor
|
||
1.02
|
Termination
of a Material Definitive Agreement
|
||
Disclosure
is required regarding termination of any definitive agreement
that is material to the securitization (other than expiration in
accordance with its terms), even if depositor is not a party.
Examples:
servicing agreement, custodial agreement.
|
Any
of the following that is requesting termination of a material definitive
agreement: Servicer, Trustee, Seller, Depositor
|
||
1.03
|
Bankruptcy
or Receivership
|
||
Disclosure
is required regarding the bankruptcy or receivership, if known
to the
Depositor, with respect to any of the following:
Sponsor
(Seller), Depositor, affiliated Servicer, other Servicer servicing
20% or
more of pool assets at time of report, other material servicers,
Trustee,
significant obligor, credit enhancer (10% or more), derivatives
counterparty, Custodian
|
Any
of the following that is in bankruptcy or receivership: Servicer,
Trustee,
Seller, Depositor, Custodian
|
||
2.04
|
Triggering
Events that Accelerate or Increase a Direct Financial Obligation
or an
Obligation under an Off-Balance Sheet Arrangement
|
||
Includes
an early amortization, performance trigger or other event, including
event
of default, that would materially alter the payment priority/distribution
of cash flows/amortization schedule.
Disclosure
will be made of events other than waterfall triggers which are
disclosed
in the 4.04 statement
|
Trustee
|
||
3.03
|
Material
Modification to Rights of Security Holders
|
||
Disclosure
is required of any material modification to documents defining
the rights
of Certificateholders, including the Pooling and Servicing
Agreement
|
Trustee
(or Depositor, if the Trustee is not a party to such agreement
or required
to provide prior written consent to such amendment)
|
||
5.03
|
Amendments
to Articles of Incorporation or Bylaws; Change in Fiscal
Year
|
||
Disclosure
is required of any amendment “to the governing documents of the issuing
entity”
|
Depositor
|
||
5.06
|
Change
in Shell Company Status
|
||
[Not
applicable to ABS issuers]
|
N/A
|
||
6.01
|
ABS
Informational and Computational Material
|
Depositor
|
|
[Not
included in reports to be filed under Section 8.12]
|
|||
6.02
|
Change
of Servicer or Trustee
|
||
Requires
disclosure of any removal, replacement, substitution or addition
of any
servicer, affiliated servicer, other servicer servicing 10% or
more of
pool assets at time of report, other material servicers, certificate
administrator or trustee. Reg AB disclosure about any new
servicer or trustee is also required.
|
Servicer
(as to replacement of Servicer) or Trustee (as to replacement of
Trustee)
|
||
6.03
|
Change
in Credit Enhancement or Other External Support
|
||
Covers
termination of any enhancement in manner other than by its terms,
the
addition of an enhancement, or a material change in the enhancement
provided. Applies to external credit enhancements as well as
derivatives. Reg AB disclosure about any new enhancement
provider is also required.
|
Trustee
|
||
6.04
|
Failure
to Make a Required Distribution
|
Trustee
|
|
6.05
|
Securities
Act Updating Disclosure
|
||
If
any material pool characteristic differs by 5% or more at the time
of
issuance of the securities from the description in the final prospectus,
provide updated Reg AB disclosure about the actual asset
pool.
|
Depositor
|
||
If
there are any new servicers or originators required to be disclosed
under
Regulation AB as a result of the foregoing, provide the information
called
for in Items 1108 and 1110 respectively.
|
Depositor
|
||
7.01
|
Regulation
FD Disclosure
|
Depositor
|
|
8.01
|
Other
Events
|
||
Any
event, with respect to which information is not otherwise called
for in
Form 8-K, that the registrant deems of importance to security
holders.
|
Depositor
|
||
9.01
|
Financial
Statements and Exhibits
|
The
Responsible Party applicable to reportable event
|
|
10-K
|
|||
9B
|
Other
Information
|
||
Disclose
any information required to be reported on Form 8-K during the
fourth
quarter covered by the Form 10-K but not reported
|
The
Responsible Party for the applicable Form 8-K item as indicated
above
|
||
15
|
Exhibits
and Financial Statement Schedules
|
||
Item
1112(b) –Significant Obligor Financial
Information
|
N/A
|
||
Item
1114(b)(2) – Credit Enhancement Provider Financial
Information
Determining
applicable disclosure threshold
Obtaining
required financial information or effecting incorporation by
reference
|
N/A
|
||
Item
1115(b) – Derivative Counterparty Financial Information
Determining
current maximum probable exposure
Determining
current significance percentage
Obtaining
required financial information or effecting incorporation by
reference
|
Depositor
Depositor
Depositor
|
||
Item
1117 – Legal proceedings pending against the following entities, or their
respective property, that is material to Certificateholders, including
proceedings known to be contemplated by governmental
authorities:
Sponsor
(Seller)
Depositor
Trustee
Issuing
entity
Servicer
or any other Subservicer to which Servicer delegates servicing
function to
that is servicing 20% or more of pool assets at time of
report
Originator
of 20% or more of pool assets as of the Cut-off Date
Custodian
|
Seller
Depositor
Trustee
Depositor
Servicer
Depositor
Custodian
|
||
Item
1119 – Affiliations and relationships between the following entities,
or
their respective affiliates, that are material to
Certificateholders:
Sponsor
(Seller)
Depositor
Trustee
Servicer
or any other Subservicer to which Servicer delegates servicing
function to
that is servicing 20% or more of pool assets at time of
report
Originator
Custodian
Counterparty
|
Seller
Depositor
Trustee
Servicer
Depositor
Custodian
Depositor
|
||
Item
1122 – Assessment of Compliance with Servicing
Criteria
|
Trustee,
Servicer, Custodian
|
||
Item
1123 – Servicer Compliance Statement
|
Servicer
|
EXHIBIT
BB
FORM
OF
DEPOSITOR CERTIFICATION
Re: Credit
Suisse First Boston Mortgage Securities Corp.
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0 XXX
I,
[Name
of Signer], certify that:
1. I
have reviewed this report on Form 10-K and all reports on Form 10-D required
to
be filed in respect of the period covered by this report on Form 10-K of
CSMC
Asset-Backed Trust 2007-NC1 OSI CSMC Asset-Backed Pass-Through Certificates,
Series 2007-NC1 OSI (the “Exchange Act periodic reports”);
2. Based
on my knowledge, the Exchange Act periodic reports, taken as a whole, do
not
contain any untrue statement of a material fact or omit to state a material
fact
necessary to make the statements made, in light of the circumstances under
which
such statements were made, not misleading with respect to the period covered
by
this report;
3. Based
on my knowledge, all of the distribution, servicing and other information
required to be provided under Form 10-D for the period covered by this report
is
included in the Exchange Act periodic reports;
4. Based
on my knowledge and the servicer compliance statement required in this report
under Item 1123 of Regulation AB, and except as disclosed in the Exchange
Act
periodic reports, the servicer has fulfilled its obligations under the servicing
agreements in all material respects; and
5. All
of the reports on assessment of compliance with servicing criteria for
asset-backed securities and their related attestation reports on assessment
of
compliance with servicing criteria for asset-backed securities required to
be
included in this report in accordance with Item 1122 of Regulation AB and
Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to
this
report, except as otherwise disclosed in this report. Any material instances
of
noncompliance described in such reports have been disclosed in this report
on
Form 10-K.
In
giving
the certifications above, I have reasonably relied on information provided
to me
by the following unaffiliated parties: [INSERT NAME OF SERVICER, CUSTODIAN
OR
TRUSTEE]
Dated: _________________________
By:
/s/ _________________________
Title: _________________________
CREDIT
SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
EXHIBIT
CC
FORM
OF
TRUSTEE CERTIFICATION FOR MONTHLY STATEMENTS
Re: Credit
Suisse First Boston Mortgage Securities Corp.
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0 XXX
U.S.
Bank
National Association (the “Trustee”) hereby certifies to Credit Suisse First
Boston Mortgage Securities Corp. (the “Depositor”), and each Person, if any, who
“controls” the Depositor within the meaning of the Securities Act of 1933, as
amended, and its officers, directors and affiliates, and with the knowledge
and
intent that they will rely upon this certification, that:
1. The
Trustee has reviewed the annual report on Form 10-K for the fiscal year [___],
all reports on Form 10-D containing Monthly Statements filed in respect of
periods included in the year covered by that annual report, of the Depositor
relating to the above-referenced trust and all Current Reports on Form
8-K;
2. Subject
to paragraph 4 hereof, based on the Trustee’s knowledge, and assuming the
accuracy and completeness of the information supplied to the Trustee by the
Servicer, the Distribution Information in the Monthly Statements contained
in
such reports on Form 10-D, taken as a whole, does not contain any untrue
statement of a material fact or omit to state a material fact required by
the
Pooling and Servicing Agreement to be included therein and necessary to make
the
statements made, in light of the circumstances under which such statements
were
made, not misleading as of the last day of the period covered by that annual
report;
3. Based
on the Trustee’s knowledge, the Distribution Information required to be provided
by the Trustee under the Pooling and Servicing Agreement is included in these
reports; and
4. In
compiling the Distribution Information and making the foregoing certifications,
the Trustee has relied upon information furnished to it by the Servicer under
the Pooling and Servicing Agreement. The Trustee shall have no
responsibility or liability for any inaccuracy in such reports on Form 10-D
to
the extent such inaccuracy results from information received from the
Servicer.
For
purposes of this Certificate, the following terms shall have the meanings
ascribed below:
“Distribution
Information” shall mean that information (x) calculated and reported by the
Trustee and (y) reported by the Trustee, in either case, pursuant to Section
4.04 of the Pooling and Servicing Agreement.
“Monthly
Statements” shall mean the monthly statements prepared by the Trustee
pursuant to Section 4.04 of the Pooling and Servicing Agreement.
Any
additional capitalized terms used but not defined herein have the meanings
ascribed to them in the Series Supplement to the Standard Terms of Pooling
and
Servicing Agreement dated as of August 1, 2007 (the “Pooling and Servicing
Agreement”), among Credit Suisse First Boston Mortgage Securities Corp., as
depositor (the “Depositor”), DLJ Mortgage Capital, Inc., as seller (the
“Seller”), Select Portfolio Servicing, Inc., as servicer (“SPS”), Ocwen Loan
Servicing, LLC, as servicer (“Ocwen”) and U.S. Bank National Association as
trustee (the “Trustee”).
[____________________], | |
as Trustee | |
By: __________________ | |
[Name] | |
[Title] | |
[Date] |
EXHIBIT
DD
FORM
OF
SERVICER CERTIFICATION
Re: Credit
Suisse First Boston Mortgage Securities Corp.
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0 XXX
I,
[name
of certifying individual], a duly elected and acting officer of
[__________________________] (the “Servicer”), certify pursuant to Section
13.01(f) of the Pooling and Servicing Agreement to the Depositor, the Trustee
and each Person, if any, who “controls” the Depositor or the Trustee within the
meaning of the Securities Act of 1933, as amended, and their respective officers
and directors, with respect to the calendar year immediately preceding the
date
of this Certificate (the “Relevant Year”), as follows:
1. I
have reviewed the servicer compliance statement of the Servicer and
[SUBSERVICER] (the “Subservicer”) provided in accordance with Item 1123 of
Regulation AB (the “Compliance Statement”), the report on assessment of the
Servicer’s and Subservicer’s compliance with the Servicing Criteria provided in
accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Item 1122
of
Regulation AB (the “Servicing Assessment”), the registered public accounting
firm’s attestation report provided in accordance with Rules 13a-18 and 15d-18
under the Exchange Act and Section 1122(b) of Regulation AB (the “Attestation
Report”), and all servicing reports, officer’s certificates and other
information relating to the servicing of the related Mortgage Loans by the
Servicer during the Relevant Year (collectively, the “Relevant
Information”).
2. Based
on my knowledge, the Relevant Information, taken as a whole, does not contain
any untrue statement of a material fact or omit to state a material fact
required to be stated therein which is necessary to make the statements made
therein, in light of the circumstances under which such statements were made,
not misleading as of the last day of the Relevant Year.
3. The
Relevant Information has been provided to those Persons entitled to receive
it.
4. I
am responsible for reviewing the activities performed by the Servicer as
the
servicer under the Pooling and Servicing Agreement, and based on my knowledge
and the compliance review conducted in preparing the Compliance Statement
and
except as disclosed in the Compliance Statement, the Servicing Assessment
or the
Attestation Report, the Servicer has fulfilled its obligations under the
Pooling
and Servicing Agreement.
5. Any
material instances of noncompliance described in the Compliance Statement,
the
Servicing Assessment or the Attestation Report have been disclosed to the
Depositor and the Trustee. Any material instances of noncompliance
with the Servicing Criteria have been disclosed in such reports.
Capitalized
terms used but not defined herein have the meanings ascribed to them in the
Series Supplement to the Standard Terms of Pooling and Servicing Agreement
dated
as of August 1, 2007 (the “Pooling and Servicing Agreement”), among Credit
Suisse First Boston Mortgage Securities Corp., as depositor (the “Depositor”),
DLJ Mortgage Capital, Inc., as seller (the “Seller”), Select Portfolio
Servicing, Inc., as servicer (“SPS”), Ocwen Loan Servicing, LLC, as servicer
(“Ocwen”) and U.S. Bank National Association as trustee (the
“Trustee”).
[____________________], | |
as Servicer | |
By: __________________ | |
[Name] | |
[Title] | |
[Date] |
EXHIBIT
EE
FORM
OF
ASSESSMENT OF COMPLIANCE
Re:
Credit Suisse First Boston Mortgage Securities Corp.
CSMC
Asset-Backed Pass-Through Certificates, Series 0000-XX0 XXX
I,
[name
of certifying individual], a duly elected and acting officer of
[_____________________] (the “Assessing Party”), certify pursuant to Section
13.03 of the Series Supplement to the Standard Terms of Pooling and Servicing
Agreement dated as of August 1, 2007 (the “Pooling and Servicing Agreement”),
among Credit Suisse First Boston Mortgage Securities Corp., as depositor
(the
“Depositor”), DLJ Mortgage Capital, Inc., as seller (in such capacity, the
“Seller”), Select Portfolio Servicing, Inc., as servicer (“SPS”), Ocwen Loan
Servicing, LLC, as servicer (“Ocwen”) and U.S. Bank National Association as
trustee (the “Trustee”), to the Depositor, [the Trustee] and each Person, if
any, who “controls” the Depositor [or the Trustee] within the meaning of the
Securities Act of 1933, as amended, and their respective officers and directors,
with respect to the calendar year immediately preceding the date of this
Certificate (the “Relevant Year”), as follows:
1. I
am responsible for assessing compliance with the Servicing Criteria applicable
to the Assessing Party during the Relevant Year. For purposes of this
assessment, I have used the Servicing Criteria as set forth in Item 1122
of
Regulation AB and as set forth on Exhibit Y of the Pooling and Servicing
Agreement.
2. Based
on my knowledge, the Assessing Party was in compliance with the Servicing
Criteria applicable to the Assessing Party during the Relevant Year other
than
[state any material instance of noncompliance with respect thereto during
such
period]. This assessment is based on the activities the Assessing Party performs
with respect to asset-backed securities transactions taken as a whole involving
the Assessing Party, that are backed by the same asset type as the related
Mortgage Loans serviced by it.
3. Based
on the activities the Assessing Party performs with respect to asset-backed
securities transactions taken as a whole involving the Assessing Party, that
are
backed by the same asset type as the related Mortgage Loans serviced by it,
the
following Servicing Criteria are not applicable to the Assessing
Party: [_______________].
4. A
registered public accounting firm has issued an attestation report on the
Assessing Party’s assessment of compliance for the period consisting of Relevant
Year.
Capitalized
terms used but not defined herein have the meanings ascribed to them in the
Pooling and Servicing Agreement.
[____________________], | |
as Assessing Party | |
By: __________________ | |
[Name] | |
[Title] | |
[Date] |
Schedule
I
Mortgage
Loan Schedule
LOAN_ID STATE ZIPCODE OCCUPANCY PROPERTY_TYPE ORIG_TERM REMAINING_TERM LTV COMBINED LTV CURR_RATE FIRST_PAY_DATE MATURITY DATE ------- ----- ------- --------- ------------- --------- -------------- --- ------------ --------- -------------- ------------- 412446135 TX 75686 P SFR 360 351 77.32 77.32 9.6 12/1/2006 11/1/2036 412451223 FL 33024 I SFR 360 350 55 55 8.675 11/1/2006 10/1/2036 412446196 SC 29588 P SFR 360 350 61.54 61.54 9.55 11/1/2006 10/1/2036 412446256 SC 29687 P PUD 360 350 95 95 8.05 11/1/2006 10/1/2036 412446262 XX 00000 P SFR 360 350 85.09 85.09 8.15 11/1/2006 10/1/2036 412451343 FL 33023 P SFR 360 351 85 85 8.6 12/1/2006 11/1/2036 412446314 GA 30008 P SFR 360 351 79.67 79.67 9.55 12/1/2006 11/1/2036 412446332 MD 20737 P SFR 360 351 60 60 9.575 12/1/2006 11/1/2036 412446454 FL 32907 P SFR 360 352 63.64 63.64 9.45 1/1/2007 12/1/2036 412446524 GA 31216 P SFR 360 352 95 95 9.75 1/1/2007 12/1/2036 412446556 MO 63125 P SFR 360 352 90.96 90.96 8.775 1/1/2007 12/1/2036 412448441 FL 32174 P SFR 360 355 85 85 9.925 4/1/2007 3/1/2037 412445622 OR 97222 P SFR 360 351 80 100 7.525 12/1/2006 11/1/2036 412446355 PA 19149 P SFR 360 355 90 90 8.45 4/1/2007 3/1/2037 412446393 NY 12553 P SFR 360 354 80 100 9.075 3/1/2007 2/1/2037 412446427 FL 33160 S CO 360 353 100 100 11.05 2/1/2007 1/1/2037 412446428 FL 33160 S CO 360 353 80 100 6.9 2/1/2007 1/1/2037 412446445 TX 78250 P SFR 360 355 80 80 10.6 4/1/2007 3/1/2037 412446481 NY 11422 P SFR 360 351 85 85 6.95 12/1/2006 11/1/2036 412446621 GA 30274 P SFR 360 352 95 95 10.05 1/1/2007 12/1/2036 412446697 XX 00000 P PUD 360 353 80 100 7.95 2/1/2007 1/1/2037 412451703 FL 33055 P SFR 360 352 80 100 8.575 1/1/2007 12/1/2036 412446781 CA 91405 P SFR 360 353 80 80 9.52 2/1/2007 1/1/2037 412451799 TX 75137 I SFR 360 354 95 95 9.875 3/1/2007 2/1/2037 412451833 MI 48111 I SFR 360 354 90 90 10.225 3/1/2007 2/1/2037 412446889 PA 17356 P SFR 360 354 85 85 8.9 3/1/2007 2/1/2037 412446905 GA 30683 P SFR 360 354 80 100 7.725 3/1/2007 2/1/2037 412446907 GA 30683 P SFR 360 354 100 100 12.05 3/1/2007 2/1/2037 412446911 NJ 08203 S SFR 360 353 80 100 7.175 2/1/2007 1/1/2037 412446929 PA 18346 P PUD 360 354 80 100 8.4 3/1/2007 2/1/2037 412446930 PA 18346 P PUD 360 354 100 100 12.1 3/1/2007 2/1/2037 412446953 CO 80816 P SFR 360 355 80 100 7.625 4/1/2007 3/1/2037 412451990 CA 95822 P SFR 360 353 95 95 8.6 2/1/2007 1/1/2037 412451995 CO 81427 P SFR 180 174 71.6 100 6.99 3/1/2007 2/1/2022 412447046 FL 34952 I SFR 360 353 83.68 83.68 6.6 2/1/2007 1/1/2037 412452007 NV 89183 P PUD 360 353 80 100 7.25 2/1/2007 1/1/2037 412452008 XX 00000 P PUD 360 353 100 100 11.425 2/1/2007 1/1/2037 412447050 MI 48023 P SFR 360 354 90 90 8.5 3/1/2007 2/1/2037 412447051 MA 02777 P SFR 360 353 88.54 88.54 7.45 2/1/2007 1/1/2037 412447066 CA 90806 P SFR 360 355 95 95 7.15 4/1/2007 3/1/2037 412447076 NJ 08094 P SFR 360 353 90 90 7.55 2/1/2007 1/1/2037 412447083 OH 45069 P CO 360 355 95 95 9.538 4/1/2007 3/1/2037 412447114 XX 00000 P PUD 360 353 77.09 77.09 6.55 2/1/2007 1/1/2037 412447117 CA 93728 P SFR 360 353 83.2 83.2 9.65 2/1/2007 1/1/2037 412447122 NJ 07753 P SFR 360 354 85 85 9.5 3/1/2007 2/1/2037 412447132 NV 89179 S PUD 360 354 80 100 7.575 3/1/2007 2/1/2037 412447148 DC 20032 I SFR 360 354 95 95 9.8 3/1/2007 2/1/2037 412447149 CA 90807 P SFR 360 354 80 100 6.525 3/1/2007 2/1/2037 412447152 CA 95949 P CO 360 354 80 100 7.375 3/1/2007 2/1/2037 412447156 TX 76131 P PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412447157 TX 76131 P PUD 360 353 80 100 8.325 2/1/2007 1/1/2037 412447160 CA 92701 P CO 360 355 49.73 49.73 7.75 4/1/2007 3/1/2037 412447177 PA 17339 P SFR 360 355 68.77 94.78 7.4 4/1/2007 3/1/2037 412447187 MA 01746 I SFR 360 354 79.38 79.38 10.4 3/1/2007 2/1/2037 412447214 TX 75217 P SFR 360 354 80 100 8.925 3/1/2007 2/1/2037 412447215 CA 94803 P SFR 360 353 80 100 7.275 2/1/2007 1/1/2037 412447251 IN 47432 P SFR 360 354 78.87 78.87 8.588 3/1/2007 2/1/2037 412447261 SC 29541 P PUD 360 353 80 100 7.65 2/1/2007 1/1/2037 412452152 FL 33404 S SFR 360 355 80 100 9.475 4/1/2007 3/1/2037 412447273 CA 92705 P CO 360 354 80 100 7.625 3/1/2007 2/1/2037 412447292 TX 77095 P PUD 360 353 90 90 9.825 2/1/2007 1/1/2037 412447298 SC 29316 S SFR 360 354 80 100 7.275 3/1/2007 2/1/2037 412447299 SC 29316 S SFR 360 354 100 100 10.7 3/1/2007 2/1/2037 412447302 FL 33463 P CO 360 354 95 95 9.4 3/1/2007 2/1/2037 412447320 FL 33068 P SFR 360 354 78.26 78.26 8.15 3/1/2007 2/1/2037 412447363 FL 34210 P CO 360 354 95 95 9.1 3/1/2007 2/1/2037 412447364 NJ 07036 P SFR 360 355 100 100 11.9 4/1/2007 3/1/2037 412447365 NJ 07036 P SFR 360 355 80 100 8.613 4/1/2007 3/1/2037 412447375 CA 93551 P SFR 360 355 100 100 10.6 4/1/2007 3/1/2037 412447376 CA 93551 P SFR 360 355 80 100 6.99 4/1/2007 3/1/2037 412447382 MI 49448 P SFR 360 354 80 100 6.8 3/1/2007 2/1/2037 412447383 MI 49448 P SFR 360 354 100 100 12.35 3/1/2007 2/1/2037 412447408 MI 48879 P SFR 360 355 80 80 9.35 4/1/2007 3/1/2037 412447412 GA 30044 S SFR 360 355 95 95 8.6 4/1/2007 3/1/2037 412447419 NJ 07302 P CO 360 354 91.63 91.63 8.865 3/1/2007 2/1/2037 412447422 NM 87401 P SFR 360 354 90 90 9 3/1/2007 2/1/2037 412447429 FL 34212 P PUD 360 353 80 99.99 7.725 2/1/2007 1/1/2037 412447437 FL 32837 S CO 360 354 80 100 8.725 3/1/2007 2/1/2037 412447441 GA 30331 S CO 360 355 80 99.99 7.575 4/1/2007 3/1/2037 412447442 GA 30331 S CO 360 355 99.99 99.99 10.2 4/1/2007 3/1/2037 412452231 OH 43076 P SFR 360 355 80 100 8.85 4/1/2007 3/1/2037 412447462 CA 92592 P PUD 360 354 95 95 8.125 3/1/2007 2/1/2037 412452234 TX 75060 I 2F 360 354 95 95 7.49 3/1/2007 2/1/2037 412452235 TX 75060 I 2F 360 354 95 95 7.99 3/1/2007 2/1/2037 412447476 TX 78251 P SFR 360 354 80 100 7.675 3/1/2007 2/1/2037 412447495 FL 33852 P SFR 360 355 85 85 11.35 4/1/2007 3/1/2037 412447500 OH 44107 I SFR 360 354 95 95 9.9 3/1/2007 2/1/2037 412447510 NJ 07108 P SFR 360 355 80 100 7.925 4/1/2007 3/1/2037 412447522 PA 18337 P PUD 360 354 83.87 83.87 7.5 3/1/2007 2/1/2037 412447526 IL 60637 P SFR 360 355 80 100 7.725 4/1/2007 3/1/2037 412452252 WI 53206 I 2F 360 354 90 100 9.65 3/1/2007 2/1/2037 412447528 CA 91762 P SFR 360 354 85 85 9.3 3/1/2007 2/1/2037 412447536 IN 46342 P SFR 360 354 75.73 75.73 10.45 3/1/2007 2/1/2037 412447541 CA 91752 P SFR 360 354 79.99 100 6.475 3/1/2007 2/1/2037 412447543 CA 91752 P SFR 360 354 100 100 11.65 3/1/2007 2/1/2037 412447552 AZ 85335 P SFR 360 355 80 100 9.425 4/1/2007 3/1/2037 412447553 AZ 85335 P SFR 360 355 100 100 13.1 4/1/2007 3/1/2037 412447554 FL 32822 S CO 360 355 80 100 8.625 4/1/2007 3/1/2037 412447557 TN 37029 P SFR 360 354 85 85 10.8 3/1/2007 2/1/2037 412447559 PA 17036 P SFR 360 354 54.38 73.11 9.9 3/1/2007 2/1/2037 412447560 FL 33467 S PUD 360 354 95 95 10.175 3/1/2007 2/1/2037 412447565 IL 60478 P CO 360 355 83.61 83.61 9.475 4/1/2007 3/1/2037 412447566 MD 21207 P SFR 360 354 100 100 7.99 3/1/2007 2/1/2037 412447571 HI 96778 P SFR 360 355 90 90 6.975 4/1/2007 3/1/2037 412447573 DE 19702 P SFR 360 355 83.33 83.33 6.25 4/1/2007 3/1/2037 412447575 MA 02301 P SFR 360 355 100 100 10.65 4/1/2007 3/1/2037 412447576 MA 02301 P SFR 360 355 78.82 100 5.825 4/1/2007 3/1/2037 412452259 XX 00000 I SFR 360 354 90 90 10.875 3/1/2007 2/1/2037 412447579 FL 33067 S CO 360 355 80 100 8.825 4/1/2007 3/1/2037 412452260 CA 92591 P PUD 360 355 80 99.99 6.075 4/1/2007 3/1/2037 412452262 CA 92591 P PUD 360 355 99.99 99.99 10.2 4/1/2007 3/1/2037 412447582 DC 20011 P SFR 360 355 72.99 72.99 7.5 4/1/2007 3/1/2037 412447588 NJ 08330 S PUD 360 355 90 90 9.525 4/1/2007 3/1/2037 412447589 CA 93257 P SFR 360 355 85 85 8.5 4/1/2007 3/1/2037 412447591 AZ 85268 S PUD 360 354 80 80 9.8 3/1/2007 2/1/2037 412447598 MD 21230 P SFR 360 354 58.25 58.25 10.4 3/1/2007 2/1/2037 412447604 CA 92882 P SFR 360 354 80 80 7.05 3/1/2007 2/1/2037 412447606 NC 28043 P SFR 360 355 100 100 12.05 4/1/2007 3/1/2037 412447607 NC 28043 P SFR 360 355 80 100 7.25 4/1/2007 3/1/2037 412447609 NY 11205 I 3F 360 354 64.08 96.95 8.975 3/1/2007 2/1/2037 412447610 FL 33128 P CO 360 355 79.94 79.94 7.99 4/1/2007 3/1/2037 412447614 VA 22304 P SFR 360 355 90 90 8.775 4/1/2007 3/1/2037 412447628 NY 10033 P CO 360 355 80 100 7.875 4/1/2007 3/1/2037 412447632 XX 00000 P SFR 360 355 80 100 7.25 4/1/2007 3/1/2037 412447633 XX 00000 P SFR 360 355 100 100 11.6 4/1/2007 3/1/2037 412447635 IL 60633 I SFR 360 355 67.92 67.92 9.45 4/1/2007 3/1/2037 412447638 FL 33314 P CO 360 354 90 90 7.95 3/1/2007 2/1/2037 412447641 FL 32808 P SFR 360 355 75 75 7.75 4/1/2007 3/1/2037 412447642 CA 92391 P SFR 360 355 90 90 8.525 4/1/2007 3/1/2037 412452278 FL 32218 P SFR 360 355 80 100 8.55 4/1/2007 3/1/2037 412447645 NJ 08003 P SFR 360 354 95 95 9.913 3/1/2007 2/1/2037 412447650 FL 34473 I SFR 360 355 95 95 9.05 4/1/2007 3/1/2037 412447653 NC 27405 I SFR 360 354 90 90 9.525 3/1/2007 2/1/2037 412447654 TX 77450 P PUD 360 354 83.98 83.98 9.775 3/1/2007 2/1/2037 412447656 TX 76248 S SFR 360 355 100 100 9.8 4/1/2007 3/1/2037 412447657 KS 66047 P SFR 360 355 80 100 7.713 4/1/2007 3/1/2037 412447664 FL 33010 I 2F 360 354 95 95 8.95 3/1/2007 2/1/2037 412447666 WI 54820 P SFR 360 355 100 100 10.75 4/1/2007 3/1/2037 412447667 WI 54820 P SFR 360 355 80 100 7.775 4/1/2007 3/1/2037 412447670 MD 21850 P SFR 360 355 75 75 9.35 4/1/2007 3/1/2037 412447674 AZ 85239 S PUD 360 354 80 100 7.775 3/1/2007 2/1/2037 412452289 XX 00000 I SFR 360 354 90 90 10.875 3/1/2007 2/1/2037 412447679 CA 92392 P SFR 360 354 100 100 10.45 3/1/2007 2/1/2037 412447680 CA 92392 P SFR 360 354 80 100 6.825 3/1/2007 2/1/2037 412447682 IL 60103 P PUD 360 354 90 90 9.55 3/1/2007 2/1/2037 412447687 NJ 07501 P SFR 360 355 90 90 9.975 4/1/2007 3/1/2037 412447698 CA 91345 P CO 360 354 80 100 7.925 3/1/2007 2/1/2037 412447700 CA 91345 P CO 360 354 100 100 11 3/1/2007 2/1/2037 412447706 FL 32703 S PUD 360 355 95 95 6.25 4/1/2007 3/1/2037 412447707 NJ 08232 P CO 360 355 90 90 8.7 4/1/2007 3/1/2037 412447712 CA 90640 P CO 360 354 95 95 8.25 3/1/2007 2/1/2037 412452298 CA 91913 P CO 360 355 80 100 6.475 4/1/2007 3/1/2037 412447718 VA 23324 P SFR 360 354 100 100 10.1 3/1/2007 2/1/2037 412447719 VA 23324 P SFR 360 354 80 100 7.325 3/1/2007 2/1/2037 412452300 TN 37013 S PUD 360 354 80 100 8.475 3/1/2007 2/1/2037 412447720 NY 11226 P SFR 360 355 85 100 5.5 4/1/2007 3/1/2037 412447721 AL 35210 P SFR 360 355 71.96 71.96 8.05 4/1/2007 3/1/2037 412447727 FL 33543 P PUD 360 355 85 85 7.5 4/1/2007 3/1/2037 412447728 UT 84120 I SFR 360 354 85 85 8.525 3/1/2007 2/1/2037 412447732 NM 87020 P SFR 360 355 87.1 87.1 9.75 4/1/2007 3/1/2037 412447734 FL 33771 S CO 360 355 80 100 8.775 4/1/2007 3/1/2037 412447735 MN 55398 P SFR 360 355 80 100 8.275 4/1/2007 3/1/2037 412447736 MD 21054 P SFR 360 355 88.29 88.29 6.99 4/1/2007 3/1/2037 412447737 AZ 85365 I PUD 360 355 90 90 8.35 4/1/2007 3/1/2037 412447753 NY 11967 I SFR 360 354 95 95 9.6 3/1/2007 2/1/2037 412447757 CA 90606 P SFR 360 354 80 80 7.7 3/1/2007 2/1/2037 412447760 CA 90221 P SFR 360 354 80 80 9.175 3/1/2007 2/1/2037 412447766 GA 31024 P SFR 360 355 90 90 9.325 4/1/2007 3/1/2037 412452312 MA 01760 P SFR 360 355 90 90 8.25 4/1/2007 3/1/2037 412447767 FL 32804 P SFR 360 355 95 95 8.725 4/1/2007 3/1/2037 412447773 MA 02359 P SFR 360 355 100 100 11.15 4/1/2007 3/1/2037 412447774 MA 02359 P SFR 360 355 80 100 8.975 4/1/2007 3/1/2037 412452314 CA 92057 P PUD 360 354 80 100 5.6 3/1/2007 2/1/2037 412447780 CO 80108 P CO 360 354 95 95 8.95 3/1/2007 2/1/2037 412447781 CA 90220 P PUD 360 354 94.79 94.79 8.2 3/1/2007 2/1/2037 412447784 TX 79707 P SFR 360 355 85 85 9.625 4/1/2007 3/1/2037 412452324 GA 30296 S PUD 360 355 80 100 7.275 4/1/2007 3/1/2037 412447802 VA 23837 P SFR 360 355 75 75 9.75 4/1/2007 3/1/2037 412447803 FL 32934 P PUD 360 355 56.41 56.41 7.65 4/1/2007 3/1/2037 412447804 MA 01420 P SFR 360 355 88.65 88.65 10.4 4/1/2007 3/1/2037 412447805 MA 01420 P SFR 360 355 74.65 88.65 7.95 4/1/2007 3/1/2037 412447808 TX 75835 P SFR 360 354 80 100 8.4 3/1/2007 2/1/2037 412447809 NJ 08046 I PUD 360 354 90 90 8.65 3/1/2007 2/1/2037 412447811 AZ 85029 P SFR 360 355 65 65 7.4 4/1/2007 3/1/2037 412447815 MI 48235 P SFR 360 355 75.52 75.52 10.538 4/1/2007 3/1/2037 412447827 TX 77015 P PUD 360 355 76.59 76.59 7.6 4/1/2007 3/1/2037 412447828 XX 00000 P SFR 360 355 85 85 9.5 4/1/2007 3/1/2037 412447829 CA 91913 P SFR 360 355 100 100 11.7 4/1/2007 3/1/2037 412447830 CA 91913 P SFR 360 355 80 100 8.45 4/1/2007 3/1/2037 412447831 MA 02351 P SFR 360 354 100 100 10.35 3/1/2007 2/1/2037 412447832 MA 02351 P SFR 360 354 80 100 7.875 3/1/2007 2/1/2037 412447833 MA 02155 P SFR 360 355 100 100 11.15 4/1/2007 3/1/2037 412447834 MA 02155 P SFR 360 355 80 100 7.975 4/1/2007 3/1/2037 412447843 PA 18104 P SFR 360 354 53.13 53.13 8.975 3/1/2007 2/1/2037 412447844 XX 00000 I SFR 360 354 95 95 9.05 3/1/2007 2/1/2037 412447847 SC 29910 P PUD 360 355 95 95 8.25 4/1/2007 3/1/2037 412447848 NJ 08080 P SFR 360 355 90 90 9 4/1/2007 3/1/2037 412447850 FL 33157 P SFR 360 355 39.34 39.34 7.175 4/1/2007 3/1/2037 412447854 NY 10302 P SFR 360 354 80 100 6.99 3/1/2007 2/1/2037 412447856 FL 32034 I CO 360 355 74.12 74.12 8.99 4/1/2007 3/1/2037 412447859 CA 95404 P SFR 360 354 80 100 8.263 3/1/2007 2/1/2037 412447861 CA 95404 P SFR 360 354 100 100 11.4 3/1/2007 2/1/2037 412447872 CA 90018 P SFR 360 355 75 75 9.1 4/1/2007 3/1/2037 412447881 MO 64082 P PUD 360 355 90 90 9.075 4/1/2007 3/1/2037 412447885 MA 01851 P SFR 360 355 95 95 8.15 4/1/2007 3/1/2037 412447886 CA 91331 P SFR 360 354 100 100 11.8 3/1/2007 2/1/2037 412447887 CA 91331 P SFR 360 354 80 100 6.575 3/1/2007 2/1/2037 412447891 FL 33056 P SFR 360 355 80 80 8.3 4/1/2007 3/1/2037 412447892 MA 01810 P SFR 360 355 85 85 7.9 4/1/2007 3/1/2037 412447893 OR 97702 I SFR 360 355 80 80 7.45 4/1/2007 3/1/2037 412447896 MA 02556 P SFR 360 355 67.5 67.5 7 4/1/2007 3/1/2037 412447900 AZ 85041 P SFR 360 355 70 70 10.1 4/1/2007 3/1/2037 412452352 OR 97007 P PUD 360 354 80 100 7.725 3/1/2007 2/1/2037 412452354 AZ 85648 I SFR 360 355 80 80 8.9 4/1/2007 3/1/2037 412447901 MI 48221 I SFR 360 355 90 90 9.99 4/1/2007 3/1/2037 412447903 NY 11210 P SFR 360 355 80 95 8.225 4/1/2007 3/1/2037 412447904 NY 11210 P SFR 360 355 95 95 11.85 4/1/2007 3/1/2037 412447905 TX 79936 P SFR 360 355 79.44 79.44 8.8 4/1/2007 3/1/2037 412447906 IL 60543 P PUD 360 355 80 100 8.275 4/1/2007 3/1/2037 412452358 MA 01821 I SFR 360 354 95 95 9.65 3/1/2007 2/1/2037 412447908 CA 92071 P SFR 360 355 64.41 64.41 8.375 4/1/2007 3/1/2037 412452361 FL 33064 P CO 360 355 80 100 8.95 4/1/2007 3/1/2037 412452362 FL 33064 P CO 360 355 100 100 11.4 4/1/2007 3/1/2037 412447913 AZ 85653 I PUD 360 354 90 90 9.8 3/1/2007 2/1/2037 412447917 PA 15052 I 2F 360 355 95 95 11.25 4/1/2007 3/1/2037 412447918 MD 21144 I CO 360 355 95 95 10.5 4/1/2007 3/1/2037 412447919 TX 78723 P SFR 360 355 79.33 79.33 10.9 4/1/2007 3/1/2037 412447922 WI 53010 P SFR 360 354 62.09 62.09 8.15 3/1/2007 2/1/2037 412447923 FL 32207 P SFR 360 354 85 85 8.99 3/1/2007 2/1/2037 412447928 MA 01778 P SFR 360 355 69.01 69.01 6.45 4/1/2007 3/1/2037 412447929 NJ 08087 P SFR 360 355 81.63 81.63 9 4/1/2007 3/1/2037 412447930 TX 77025 P PUD 360 354 95 95 10.15 3/1/2007 2/1/2037 412447931 HI 96826 S CO 360 355 80 100 6.99 4/1/2007 3/1/2037 412447936 MD 21863 P SFR 360 354 79.96 99.96 8.825 3/1/2007 2/1/2037 412447940 PA 18360 P SFR 360 355 83.73 83.73 8.675 4/1/2007 3/1/2037 412447941 CA 92225 P SFR 360 355 90 90 6.9 4/1/2007 3/1/2037 412447943 CA 90706 P SFR 360 352 80 100 7.535 1/1/2007 12/1/2036 412447947 MD 21136 P SFR 360 355 80 94.93 7.325 4/1/2007 3/1/2037 412447949 NY 10472 P SFR 360 354 95 95 9.45 3/1/2007 2/1/2037 412447950 CA 92677 P SFR 360 355 92.95 92.95 6.65 4/1/2007 3/1/2037 412447955 PA 19136 P SFR 360 355 67.8 67.8 7.05 4/1/2007 3/1/2037 412447959 CO 80134 I PUD 360 354 95 95 9.6 3/1/2007 2/1/2037 412447961 XX 00000 P CO 360 355 61.25 61.25 8.7 4/1/2007 3/1/2037 412447962 IL 60073 P PUD 360 355 80 80 9.8 4/1/2007 3/1/2037 412447963 IL 60631 P CO 360 355 89.31 89.31 8.25 4/1/2007 3/1/2037 412447964 NY 11949 I SFR 360 355 90 90 6.99 4/1/2007 3/1/2037 412447969 AZ 85648 P SFR 360 354 88.14 88.14 8.575 3/1/2007 2/1/2037 412452373 TX 75189 I PUD 360 355 95 95 7.975 4/1/2007 3/1/2037 412447971 XX 00000 P PUD 360 354 79.99 99.98 7.975 3/1/2007 2/1/2037 412447972 XX 00000 P PUD 360 354 99.98 99.98 12.05 3/1/2007 2/1/2037 412447977 VA 23434 I SFR 360 355 85 85 9.475 4/1/2007 3/1/2037 412447980 MO 64151 P SFR 360 355 87 87 10.2 4/1/2007 3/1/2037 412447981 MD 21209 P SFR 360 355 80 100 7.975 4/1/2007 3/1/2037 412447983 FL 32808 P PUD 360 355 72.16 72.16 7 4/1/2007 3/1/2037 412447984 NJ 07065 P SFR 360 355 80 100 7.525 4/1/2007 3/1/2037 412447989 CA 93312 P SFR 360 354 94.99 94.99 7.85 3/1/2007 2/1/2037 412447992 IN 46360 P SFR 360 355 85 85 9.975 4/1/2007 3/1/2037 412448004 GA 30045 P SFR 360 355 85 85 9.55 4/1/2007 3/1/2037 412448006 AZ 85015 P SFR 360 355 77.92 77.92 9.8 4/1/2007 3/1/2037 412448008 NJ 08005 P SFR 360 355 80 80 7.975 4/1/2007 3/1/2037 412448012 CA 93004 P SFR 360 355 80 100 6.65 4/1/2007 3/1/2037 412448013 CA 93004 P SFR 360 355 100 100 9.6 4/1/2007 3/1/2037 412448014 NV 89506 P SFR 360 355 60 60 6.925 4/1/2007 3/1/2037 412448015 XX 00000 I SFR 360 355 88.58 88.58 8.7 4/1/2007 3/1/2037 412448018 NY 10457 P SFR 360 356 80 100 7.575 5/1/2007 4/1/2037 412448019 NY 10457 P SFR 360 356 100 100 11.8 5/1/2007 4/1/2037 412448020 MA 02072 P SFR 360 355 90 90 7.8 4/1/2007 3/1/2037 412448021 LA 70058 P SFR 360 355 63.29 63.29 8.325 4/1/2007 3/1/2037 412448023 MD 20637 P SFR 360 354 82.67 82.67 7.663 3/1/2007 2/1/2037 412448031 FL 33477 S SFR 360 355 94.94 94.94 9 4/1/2007 3/1/2037 412448032 FL 34446 P PUD 360 355 75.66 75.66 9.2 4/1/2007 3/1/2037 412448037 NC 28732 P SFR 360 355 80 100 8.6 4/1/2007 3/1/2037 412448039 VA 23669 P SFR 360 355 80 100 7.275 4/1/2007 3/1/2037 412448043 VA 23669 P SFR 360 355 100 100 11.1 4/1/2007 3/1/2037 412448045 AZ 85339 P PUD 360 355 79.98 99.96 5.975 4/1/2007 3/1/2037 412448046 ID 83833 P SFR 360 355 69.81 69.81 8.698 4/1/2007 3/1/2037 412448048 AZ 85339 P PUD 360 355 99.96 99.96 10.6 4/1/2007 3/1/2037 412448053 CA 90047 P SFR 360 355 74.53 74.53 7.1 4/1/2007 3/1/2037 412448059 CT 06615 P SFR 360 355 75 75 9.95 4/1/2007 3/1/2037 412448062 CA 92805 P SFR 360 355 80 100 6.6 4/1/2007 3/1/2037 412448063 XX 00000 P CO 360 355 80 100 7.975 4/1/2007 3/1/2037 412448064 CA 92805 P SFR 360 355 100 100 9.6 4/1/2007 3/1/2037 412448065 MD 20619 P SFR 360 355 80 100 7.375 4/1/2007 3/1/2037 412448066 AZ 85746 P PUD 360 354 80 80 7.99 3/1/2007 2/1/2037 412448067 TX 76135 P SFR 180 175 29.14 29.14 11.025 4/1/2007 3/1/2022 412448069 FL 32725 P SFR 360 355 80 100 8.575 4/1/2007 3/1/2037 412448070 FL 32725 P SFR 360 355 100 100 11.45 4/1/2007 3/1/2037 412448073 AZ 85041 P SFR 360 355 95 95 8.1 4/1/2007 3/1/2037 412448078 PA 18104 I SFR 360 355 95 95 9.5 4/1/2007 3/1/2037 412448085 UT 84043 P SFR 360 355 90 90 9.75 4/1/2007 3/1/2037 412452399 MA 01851 P SFR 360 355 99.37 99.37 11.8 4/1/2007 3/1/2037 412448089 CA 93263 P SFR 360 355 80 80 6.85 4/1/2007 3/1/2037 412452401 MA 01851 P SFR 360 355 79.5 99.37 7.55 4/1/2007 3/1/2037 412448092 CA 91761 P SFR 360 355 80 100 6.65 4/1/2007 3/1/2037 412448093 CA 91761 P SFR 360 355 100 100 10.1 4/1/2007 3/1/2037 412448095 AR 72703 I CO 360 355 56.82 56.82 8.65 4/1/2007 3/1/2037 412448098 TX 79936 P SFR 360 355 77.55 77.55 7.6 4/1/2007 3/1/2037 412448106 TN 37138 P PUD 360 355 80 100 8.675 4/1/2007 3/1/2037 412448107 TN 37138 P PUD 360 355 100 100 8.71 4/1/2007 3/1/2037 412448108 MO 65079 S PUD 360 355 90 90 8.875 4/1/2007 3/1/2037 412448109 CT 06371 P SFR 360 355 90 90 9.99 4/1/2007 3/1/2037 412448113 MA 01821 P SFR 360 355 90 90 7.95 4/1/2007 3/1/2037 412448114 MA 01606 P SFR 360 355 60.73 60.73 8.2 4/1/2007 3/1/2037 412448115 NJ 07107 P SFR 360 355 80 100 7.225 4/1/2007 3/1/2037 412448120 GA 30315 P SFR 360 355 61.25 61.25 10.05 4/1/2007 3/1/2037 412448121 NY 11520 P SFR 360 355 60 60 8.975 4/1/2007 3/1/2037 412448123 IL 60194 P CO 360 355 80 80 8.45 4/1/2007 3/1/2037 412448125 XX 00000 P SFR 360 355 80 100 6.9 4/1/2007 3/1/2037 412448126 XX 00000 P SFR 360 355 100 100 12.05 4/1/2007 3/1/2037 412448128 CA 92509 P SFR 360 355 66.74 66.74 5.9 4/1/2007 3/1/2037 412448129 NV 89144 S PUD 360 355 80 100 7.95 4/1/2007 3/1/2037 412448131 PA 19001 P SFR 360 355 80 80 11.05 4/1/2007 3/1/2037 412448132 NV 89144 S PUD 360 355 100 100 11.25 4/1/2007 3/1/2037 412448134 CA 91406 P SFR 360 355 80 100 7.225 4/1/2007 3/1/2037 412452410 UT 84312 P SFR 360 355 80 100 8.375 4/1/2007 3/1/2037 412448136 NJ 07751 P SFR 360 355 94.79 94.79 8.8 4/1/2007 3/1/2037 412452411 UT 84312 P SFR 360 355 100 100 12.1 4/1/2007 3/1/2037 412448138 CA 93550 P SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412448139 CA 93505 P SFR 360 355 80 100 7.65 4/1/2007 3/1/2037 412448140 CA 93550 P SFR 360 355 80 100 7.325 4/1/2007 3/1/2037 412448145 NY 12446 P SFR 360 355 90 90 7.15 4/1/2007 3/1/2037 412448147 AZ 85032 P SFR 360 355 95 95 8.85 4/1/2007 3/1/2037 412448148 AZ 85719 P CO 360 355 80 100 8.225 4/1/2007 3/1/2037 412448152 AZ 85719 P CO 360 355 100 100 10.5 4/1/2007 3/1/2037 412448154 OR 97030 P CO 360 355 92.86 92.86 8.9 4/1/2007 3/1/2037 412448155 CA 91325 P SFR 360 355 56.95 56.95 5.7 4/1/2007 3/1/2037 412448156 AZ 85042 P SFR 360 355 70 70 8.05 4/1/2007 3/1/2037 412448160 MD 21206 P SFR 360 355 90 90 9.35 4/1/2007 3/1/2037 412448162 AZ 85379 S PUD 360 355 80 100 8.975 4/1/2007 3/1/2037 412448165 CA 95076 P SFR 360 355 60.94 60.94 8.325 4/1/2007 3/1/2037 412448166 PA 19126 P SFR 360 355 79.26 79.26 9.925 4/1/2007 3/1/2037 412448167 NJ 07052 P SFR 360 355 90.2 90.2 6.49 4/1/2007 3/1/2037 412452426 XX 00000 P SFR 360 355 80 100 7.525 4/1/2007 3/1/2037 412452427 XX 00000 P SFR 360 355 100 100 13.05 4/1/2007 3/1/2037 412448170 XX 00000 I CO 360 355 76.11 76.11 10.1 4/1/2007 3/1/2037 412448171 IA 52405 P SFR 360 355 90 90 9.55 4/1/2007 3/1/2037 412448173 AZ 85303 P SFR 360 355 49.55 49.55 8.275 4/1/2007 3/1/2037 412448174 CA 90247 P CO 360 354 80 100 7.65 3/1/2007 2/1/2037 412452430 NJ 07108 P 2F 360 355 94.75 94.75 9.1 4/1/2007 3/1/2037 412448179 TX 77041 P PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412448180 TX 77041 P PUD 360 355 80 100 8 4/1/2007 3/1/2037 412448181 WV 25425 P PUD 360 354 80 100 7.175 3/1/2007 2/1/2037 412448185 PA 18951 P SFR 360 355 72.46 72.46 8.95 4/1/2007 3/1/2037 412448189 TX 78227 P SFR 360 355 80 80 9.775 4/1/2007 3/1/2037 412448191 TX 78526 P SFR 360 355 79.4 79.4 9.6 4/1/2007 3/1/2037 412448195 FL 34119 S CO 360 355 80 100 9.075 4/1/2007 3/1/2037 412448198 IL 60126 P SFR 360 355 65 65 9.9 4/1/2007 3/1/2037 412448200 MD 20774 P SFR 360 355 61.95 61.95 8.2 4/1/2007 3/1/2037 412448205 CA 90278 P CO 360 355 80 100 7.8 4/1/2007 3/1/2037 412448207 CA 90278 P CO 360 355 100 100 10.8 4/1/2007 3/1/2037 412448209 CA 90504 P SFR 360 355 80 80 7.99 4/1/2007 3/1/2037 412448210 PA 19022 P SFR 360 355 79.67 79.67 9.95 4/1/2007 3/1/2037 412448211 VA 23462 P SFR 360 355 80 80 8.7 4/1/2007 3/1/2037 412448212 MA 02721 P SFR 360 355 80 80 7.4 4/1/2007 3/1/2037 412448213 FL 33418 P PUD 360 355 89.06 89.06 8.35 4/1/2007 3/1/2037 412448216 CA 93535 P SFR 360 354 90 90 7.25 3/1/2007 2/1/2037 412448217 NJ 08007 P SFR 360 355 80 100 7 4/1/2007 3/1/2037 412448218 NY 11226 I SFR 360 355 85 85 6.25 4/1/2007 3/1/2037 412448219 MA 02563 P SFR 360 355 70 70 9.95 4/1/2007 3/1/2037 412448220 MA 02740 S SFR 360 355 95 95 9.725 4/1/2007 3/1/2037 412448222 AZ 85016 P SFR 360 355 90 90 9.15 4/1/2007 3/1/2037 412448223 AL 35661 P SFR 360 355 33.96 33.96 9.325 4/1/2007 3/1/2037 412448224 CA 91343 P SFR 360 355 90 90 8.975 4/1/2007 3/1/2037 412448226 CA 94591 P SFR 360 355 92.53 92.53 7.4 4/1/2007 3/1/2037 412448227 CT 06033 P SFR 360 355 87.59 87.59 8.45 4/1/2007 3/1/2037 412448228 NJ 08753 P SFR 360 355 90 90 9 4/1/2007 3/1/2037 412448229 NJ 08046 I PUD 360 355 85 85 10.513 4/1/2007 3/1/2037 412448234 OK 73401 S SFR 360 355 90 90 9.675 4/1/2007 3/1/2037 412448236 AK 99645 P SFR 360 355 95 95 8.45 4/1/2007 3/1/2037 412448238 AZ 85236 S PUD 360 355 80 100 7.075 4/1/2007 3/1/2037 412448240 FL 33909 P SFR 360 355 79.58 79.58 8.9 4/1/2007 3/1/2037 412448242 NC 27127 I SFR 360 354 95 95 9.2 3/1/2007 2/1/2037 412448243 GA 30032 P SFR 360 355 85 85 9.75 4/1/2007 3/1/2037 412448246 AZ 85024 P SFR 360 355 45.94 45.94 9.175 4/1/2007 3/1/2037 412448248 GA 30349 P SFR 180 175 65.83 65.83 9.55 4/1/2007 3/1/2022 412448250 AZ 85020 P SFR 360 355 62.85 62.85 6.7 4/1/2007 3/1/2037 412448253 FL 34691 P PUD 360 355 50 50 11.9 4/1/2007 3/1/2037 412448254 IL 60565 P SFR 360 355 80 100 6.625 4/1/2007 3/1/2037 412448256 GA 30331 S PUD 360 355 80 100 8.9 4/1/2007 3/1/2037 412452443 MI 48420 P SFR 360 355 80 100 8.525 4/1/2007 3/1/2037 412448263 TX 75154 I 2F 360 355 95 95 8.7 4/1/2007 3/1/2037 412448264 TN 37918 P SFR 360 355 80 100 8.925 4/1/2007 3/1/2037 412448265 TN 37918 P SFR 360 355 100 100 8.71 4/1/2007 3/1/2037 412448267 CA 92111 P SFR 360 355 80 80 7.25 4/1/2007 3/1/2037 412448269 WI 53072 P CO 360 355 95 95 9.25 4/1/2007 3/1/2037 412448271 OR 97015 P SFR 360 355 74.49 74.49 9.3 4/1/2007 3/1/2037 412448273 IL 60638 P SFR 360 355 85 85 9.975 4/1/2007 3/1/2037 412448274 NJ 07631 P SFR 360 355 80 80 6.75 4/1/2007 3/1/2037 412448275 PA 16502 I SFR 360 355 90 90 10.075 4/1/2007 3/1/2037 412448276 TX 77433 P PUD 360 355 80 80 8.95 4/1/2007 3/1/2037 412448287 CA 92562 P SFR 360 355 72.9 72.9 7.4 4/1/2007 3/1/2037 412448289 CT 06514 P SFR 360 355 85 85 9.99 4/1/2007 3/1/2037 412448290 MD 21209 P SFR 360 355 100 100 11 4/1/2007 3/1/2037 412448292 NY 11731 P SFR 360 355 59.95 59.95 7.5 4/1/2007 3/1/2037 412448293 NC 28262 P PUD 360 355 85 85 9.95 4/1/2007 3/1/2037 412448295 CA 93550 P SFR 360 355 100 100 9.1 4/1/2007 3/1/2037 412452449 MI 49106 P SFR 360 355 63.64 63.64 8.95 4/1/2007 3/1/2037 412448296 CA 95824 P SFR 360 355 84.23 84.23 7.55 4/1/2007 3/1/2037 412452451 TX 78063 P SFR 360 355 49.46 49.46 9.55 4/1/2007 3/1/2037 412448302 NC 28152 P PUD 360 355 100 100 11.6 4/1/2007 3/1/2037 412448303 NC 28152 P PUD 360 355 80 100 6.75 4/1/2007 3/1/2037 412448305 IL 60061 P PUD 360 355 80 100 7.8 4/1/2007 3/1/2037 412448309 AZ 85242 P PUD 360 355 80 100 7.775 4/1/2007 3/1/2037 412448310 NJ 08520 P PUD 360 355 80 100 7.725 4/1/2007 3/1/2037 412448311 NJ 08520 P PUD 360 355 100 100 10.65 4/1/2007 3/1/2037 412448312 CA 93041 P CO 360 355 65 65 6.5 4/1/2007 3/1/2037 412448313 AZ 85242 P PUD 360 355 100 100 12.05 4/1/2007 3/1/2037 412448314 FL 32725 I SFR 360 355 95 95 10.55 4/1/2007 3/1/2037 412448315 CA 93722 P SFR 360 355 40.43 40.43 7.475 4/1/2007 3/1/2037 412448317 AR 72023 P SFR 360 355 80 100 8.875 4/1/2007 3/1/2037 412448318 FL 34609 P PUD 360 355 80 100 8.425 4/1/2007 3/1/2037 412448320 FL 34609 P PUD 360 355 100 100 12.05 4/1/2007 3/1/2037 412448321 IL 60104 P SFR 360 355 75 75 9.8 4/1/2007 3/1/2037 412448322 NJ 07105 P SFR 360 355 80 100 7.325 4/1/2007 3/1/2037 412448323 LA 71107 P SFR 360 355 85 85 9.55 4/1/2007 3/1/2037 412448324 XX 00000 I PUD 360 355 90 90 8.825 4/1/2007 3/1/2037 412448325 MI 48911 P SFR 360 355 85 85 9.575 4/1/2007 3/1/2037 412448327 MA 01905 P CO 360 355 80 100 7.475 4/1/2007 3/1/2037 412448328 MA 01905 P CO 360 355 100 100 11.05 4/1/2007 3/1/2037 412448331 IL 60192 P CO 360 355 80 100 7.2 4/1/2007 3/1/2037 412448333 FL 33024 P SFR 360 355 88.15 88.15 6.55 4/1/2007 3/1/2037 412448343 TX 77833 I SFR 360 356 90 90 7.65 5/1/2007 4/1/2037 412448345 CA 90046 P SFR 360 355 79.74 79.74 7.5 4/1/2007 3/1/2037 412448346 CA 91701 P SFR 360 355 100 100 9.1 4/1/2007 3/1/2037 412448347 IL 60478 P SFR 360 355 90 90 6.75 4/1/2007 3/1/2037 412448348 FL 32807 P PUD 360 355 100 100 11.45 4/1/2007 3/1/2037 412448349 AZ 85210 I SFR 360 355 90 90 9.05 4/1/2007 3/1/2037 412448350 FL 32807 P PUD 360 355 80 100 7.075 4/1/2007 3/1/2037 412448352 CA 95035 P SFR 360 355 80 100 7.2 4/1/2007 3/1/2037 412448353 CA 95035 P SFR 360 355 100 100 10.7 4/1/2007 3/1/2037 412448354 FL 34953 P PUD 360 355 77.74 77.74 6.6 4/1/2007 3/1/2037 412452461 CA 90262 P PUD 360 355 80 100 8.325 4/1/2007 3/1/2037 412452462 CA 90262 P PUD 360 355 100 100 11.7 4/1/2007 3/1/2037 412448356 VA 23223 P SFR 360 355 80 95 7.825 4/1/2007 3/1/2037 412448357 VA 23223 P SFR 360 355 95 95 12.5 4/1/2007 3/1/2037 412448358 PA 15106 P SFR 360 355 75 75 10.9 4/1/2007 3/1/2037 412448360 NJ 08816 P PUD 360 355 80 100 7.025 4/1/2007 3/1/2037 412448361 NJ 08816 P PUD 360 355 100 100 11.45 4/1/2007 3/1/2037 412452465 MA 02136 P SFR 360 355 50.63 50.63 11.975 4/1/2007 3/1/2037 412448363 FL 32937 P SFR 360 355 75 75 10.25 4/1/2007 3/1/2037 412448369 NY 10550 P SFR 360 355 80 80 9.85 4/1/2007 3/1/2037 412448372 VA 23320 P SFR 360 355 74.42 74.42 9.6 4/1/2007 3/1/2037 412448373 MA 02132 P SFR 360 355 84.9 84.9 7.6 4/1/2007 3/1/2037 412448377 OH 43147 P SFR 360 355 100 100 11.8 4/1/2007 3/1/2037 412448378 MA 01109 P SFR 360 355 89.24 89.24 9.45 4/1/2007 3/1/2037 412448380 MA 01420 P SFR 360 355 85 85 7.8 4/1/2007 3/1/2037 412448381 NJ 08085 P SFR 360 355 80 100 6.875 4/1/2007 3/1/2037 412448388 PA 18017 P SFR 360 355 65 65 7.4 4/1/2007 3/1/2037 412448389 MA 02478 I SFR 360 355 67.91 67.91 8.99 4/1/2007 3/1/2037 412448390 XX 00000 P SFR 360 355 79.74 79.74 8.55 4/1/2007 3/1/2037 412448391 FL 33018 P SFR 360 355 67.14 67.14 6.8 4/1/2007 3/1/2037 412448392 CA 90623 P SFR 360 355 80 80 7 4/1/2007 3/1/2037 412448395 NC 28411 P SFR 360 355 85 85 8.99 4/1/2007 3/1/2037 412452470 FL 32837 P PUD 360 355 69.35 69.35 7.99 4/1/2007 3/1/2037 412448397 GA 30310 I SFR 360 355 85 85 9.5 4/1/2007 3/1/2037 412448401 CA 92505 P SFR 360 355 95 95 9.99 4/1/2007 3/1/2037 412448402 FL 33027 P PUD 360 355 79.55 79.55 8 4/1/2007 3/1/2037 412448403 IN 47885 P SFR 360 355 90 90 10.925 4/1/2007 3/1/2037 412448405 AZ 85042 P SFR 360 355 85 85 7.85 4/1/2007 3/1/2037 412448406 XX 00000 P PUD 360 355 63 63 7.6 4/1/2007 3/1/2037 412448407 NE 68137 P SFR 360 355 94.78 94.78 7.65 4/1/2007 3/1/2037 412448408 VA 23455 P SFR 360 355 65 65 8.15 4/1/2007 3/1/2037 412448409 NJ 08648 I CO 360 355 85 85 10.775 4/1/2007 3/1/2037 412448410 NY 11433 P SFR 360 355 90 90 7.75 4/1/2007 3/1/2037 412448415 AZ 85714 P SFR 360 355 85 85 11.1 4/1/2007 3/1/2037 412448418 AZ 85031 P SFR 360 355 74.26 74.26 8.475 4/1/2007 3/1/2037 412448419 CA 95382 P SFR 360 355 80 100 7.6 4/1/2007 3/1/2037 412448422 NJ 08520 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412448427 MA 01835 P SFR 360 355 85 85 7.5 4/1/2007 3/1/2037 412448428 OK 73127 P SFR 360 355 85 85 8.99 4/1/2007 3/1/2037 412448432 PA 15003 P SFR 360 355 70 70 11.3 4/1/2007 3/1/2037 412448436 PA 19030 P SFR 360 355 82.5 82.5 9.35 4/1/2007 3/1/2037 412448438 AL 36606 P SFR 180 175 71.43 71.43 11.1 4/1/2007 3/1/2022 412448439 MA 02301 P SFR 360 355 95 95 7.5 4/1/2007 3/1/2037 412448442 MO 64485 P SFR 360 355 85 85 9.75 4/1/2007 3/1/2037 412448448 MA 02067 P SFR 360 355 72.56 72.56 8.2 4/1/2007 3/1/2037 412448450 AZ 85345 P PUD 360 355 80 80 8.488 4/1/2007 3/1/2037 412448454 MA 02719 P SFR 360 355 100 100 9.35 4/1/2007 3/1/2037 412448455 MA 01821 P SFR 360 355 75 75 8.99 4/1/2007 3/1/2037 412448457 MA 02719 P SFR 360 355 80 100 7.225 4/1/2007 3/1/2037 412448458 AZ 85041 P PUD 360 355 80 100 8.325 4/1/2007 3/1/2037 412448460 AZ 85041 P PUD 360 355 100 100 10.85 4/1/2007 3/1/2037 412448461 DE 19804 P SFR 360 355 95 95 7.4 4/1/2007 3/1/2037 412448465 NJ 07017 P SFR 360 355 51.89 51.89 9.375 4/1/2007 3/1/2037 412448466 TX 78228 P SFR 360 355 80 80 10.05 4/1/2007 3/1/2037 412448467 FL 34224 P SFR 360 355 69.12 69.12 8.5 4/1/2007 3/1/2037 412448468 MA 02703 P CO 360 355 90 90 8.25 4/1/2007 3/1/2037 412448470 GA 30013 P SFR 360 355 83.69 83.69 9.65 4/1/2007 3/1/2037 412448474 CA 93307 P SFR 360 355 74.92 74.92 8.65 4/1/2007 3/1/2037 412448475 AZ 85033 P SFR 360 355 90 90 9.25 4/1/2007 3/1/2037 412452480 PA 15226 P 2F 360 355 85 85 11.25 4/1/2007 3/1/2037 412448476 MA 01602 P SFR 360 355 78.57 78.57 7.85 4/1/2007 3/1/2037 412448478 IL 60712 P SFR 360 355 80 100 7.525 4/1/2007 3/1/2037 412448479 MA 01040 P SFR 360 355 85 85 7.675 4/1/2007 3/1/2037 412448482 CO 80831 P SFR 360 355 80 100 8.175 4/1/2007 3/1/2037 412448483 VA 22408 P PUD 360 355 100 100 12.25 4/1/2007 3/1/2037 412448484 CO 80831 P SFR 360 355 100 100 11.9 4/1/2007 3/1/2037 412448485 KS 66208 P SFR 360 355 81.15 81.15 9.25 4/1/2007 3/1/2037 412448486 MA 01104 P SFR 360 355 84.85 84.85 7.5 4/1/2007 3/1/2037 412448487 MA 01970 P CO 360 355 80 100 7.75 4/1/2007 3/1/2037 412448489 MA 01970 P CO 360 355 100 100 10.75 4/1/2007 3/1/2037 412448491 MD 21001 P SFR 360 355 90 90 8.25 4/1/2007 3/1/2037 412448492 FL 33055 P SFR 360 355 44 44 8.675 4/1/2007 3/1/2037 412448493 IL 60620 P SFR 360 355 85 85 9.7 4/1/2007 3/1/2037 412448494 AZ 85338 P SFR 360 354 100 100 12.4 3/1/2007 2/1/2037 412448497 AZ 85338 P SFR 360 354 80 100 9.011 3/1/2007 2/1/2037 412448501 CA 90001 P SFR 360 355 65 65 8.525 4/1/2007 3/1/2037 412448503 NY 10928 P SFR 360 355 75 75 8.65 4/1/2007 3/1/2037 412448504 CA 92804 P CO 360 355 80 100 6.525 4/1/2007 3/1/2037 412448505 DE 19720 P SFR 360 355 85 85 8.75 4/1/2007 3/1/2037 412448507 CA 92804 P CO 360 355 100 100 11.9 4/1/2007 3/1/2037 412448508 CA 90061 P SFR 360 355 84.84 84.84 8.75 4/1/2007 3/1/2037 412448509 NC 27406 P SFR 360 355 80 80 9.3 4/1/2007 3/1/2037 412448510 XX 00000 I SFR 360 355 90 90 8.75 4/1/2007 3/1/2037 412448511 TX 77584 I SFR 360 355 76.82 76.82 7.7 4/1/2007 3/1/2037 412448514 FL 32169 P SFR 360 355 77.97 77.97 8.6 4/1/2007 3/1/2037 412448518 AZ 85301 P SFR 360 355 80 80 6.25 4/1/2007 3/1/2037 412448519 SC 29693 P SFR 360 355 90 90 9.963 4/1/2007 3/1/2037 412448520 TX 78214 P SFR 360 355 80 80 10.8 4/1/2007 3/1/2037 412448523 CA 93291 P SFR 360 355 79.5 79.5 7.1 4/1/2007 3/1/2037 412448524 CA 95605 P SFR 360 355 80 80 9.45 4/1/2007 3/1/2037 412448527 NM 88005 P SFR 360 355 80 80 6.99 4/1/2007 3/1/2037 412448530 IL 60411 P SFR 360 355 82.09 82.09 7.99 4/1/2007 3/1/2037 412448531 TX 77045 P SFR 360 355 90 90 9.35 4/1/2007 3/1/2037 412448532 UT 84058 P SFR 360 355 75 75 9.7 4/1/2007 3/1/2037 412448534 AZ 85008 P SFR 360 355 85 85 6.45 4/1/2007 3/1/2037 412448535 AZ 85705 P SFR 360 355 86.61 86.61 8.5 4/1/2007 3/1/2037 412448536 FL 33069 P SFR 360 355 76.84 76.84 8.85 4/1/2007 3/1/2037 412448537 AZ 85306 P SFR 360 355 60 60 5.775 4/1/2007 3/1/2037 412448538 CA 93307 P SFR 360 354 65 65 6.85 3/1/2007 2/1/2037 412448540 CA 90222 P SFR 360 354 51.28 51.28 7.925 3/1/2007 2/1/2037 412448541 CA 90278 P SFR 360 355 80 100 6.55 4/1/2007 3/1/2037 412448543 WI 53115 P SFR 360 355 80 80 7.5 4/1/2007 3/1/2037 412448547 CA 92201 P SFR 360 354 95 95 7.25 3/1/2007 2/1/2037 412448548 XX 00000 P SFR 360 355 77.94 77.94 7.05 4/1/2007 3/1/2037 412448550 XX 00000 I SFR 360 354 64 64 7.775 3/1/2007 2/1/2037 412448551 CA 96161 P PUD 360 355 32.73 32.73 7.575 4/1/2007 3/1/2037 412448554 AZ 85302 P PUD 360 355 70 70 9.125 4/1/2007 3/1/2037 412448556 NJ 08360 P SFR 360 355 85 85 9.15 4/1/2007 3/1/2037 412448557 IL 60655 P SFR 360 355 80 100 7.3 4/1/2007 3/1/2037 412448558 FL 32818 P PUD 360 355 64.29 64.29 8.35 4/1/2007 3/1/2037 412448559 IL 60030 P SFR 360 355 85 85 7.875 4/1/2007 3/1/2037 412448563 RI 02879 P SFR 360 355 85 85 8.575 4/1/2007 3/1/2037 412448564 MA 01501 P SFR 360 355 80 100 8.125 4/1/2007 3/1/2037 412448566 MA 02131 P SFR 360 355 89.76 89.76 7.99 4/1/2007 3/1/2037 412448567 MA 01501 P SFR 360 355 100 100 11.35 4/1/2007 3/1/2037 412448569 FL 32738 P SFR 360 355 75.93 75.93 7.45 4/1/2007 3/1/2037 412448573 NJ 07205 P SFR 360 355 91.13 91.13 7.99 4/1/2007 3/1/2037 412448577 MN 55112 P SFR 360 355 95 95 9.65 4/1/2007 3/1/2037 412448580 MA 01013 P SFR 360 355 80 80 8.6 4/1/2007 3/1/2037 412448586 OR 97030 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448590 NY 14094 P SFR 360 355 89.41 89.41 8.6 4/1/2007 3/1/2037 412448592 MD 21244 P SFR 360 355 60.75 60.75 7.825 4/1/2007 3/1/2037 412448593 AZ 85203 P SFR 360 355 78.59 78.59 5.55 4/1/2007 3/1/2037 412448594 NC 28387 P SFR 360 355 95 95 9.55 4/1/2007 3/1/2037 412448596 LA 70605 P SFR 360 355 80.92 80.92 8.6 4/1/2007 3/1/2037 412448597 CA 90660 P SFR 360 355 70 70 8.15 4/1/2007 3/1/2037 412448600 AZ 85257 P SFR 360 355 69.63 69.63 7.5 4/1/2007 3/1/2037 412448601 OK 74105 P SFR 360 355 69.44 69.44 10.6 4/1/2007 3/1/2037 412448605 GA 30263 I SFR 360 355 90 90 9.85 4/1/2007 3/1/2037 412448606 CA 91328 P SFR 360 355 75.79 100 7.3 4/1/2007 3/1/2037 412448607 NJ 08332 P SFR 360 355 85.04 85.04 8.9 4/1/2007 3/1/2037 412448608 MN 55013 P SFR 360 355 75.19 75.19 7.9 4/1/2007 3/1/2037 412452499 NV 89110 P SFR 360 355 85 98.25 6.3 4/1/2007 3/1/2037 412448610 NJ 08003 P CO 360 355 90 90 8.55 4/1/2007 3/1/2037 412448617 MA 01603 P SFR 360 355 85 85 6.65 4/1/2007 3/1/2037 412448620 AZ 85019 S SFR 360 355 80 80 6.35 4/1/2007 3/1/2037 412448622 NY 12538 P SFR 360 355 70 70 7.15 4/1/2007 3/1/2037 412448623 CA 95123 P CO 360 355 90 90 8.6 4/1/2007 3/1/2037 412448625 NY 11701 P SFR 360 355 80 100 7.25 4/1/2007 3/1/2037 412448628 WI 53104 P SFR 360 355 95 95 7.7 4/1/2007 3/1/2037 412448629 NY 10312 P SFR 360 356 80 80 6 5/1/2007 4/1/2037 412448631 MA 02648 P SFR 360 355 89.99 89.99 8.4 4/1/2007 3/1/2037 412448634 TX 78750 P SFR 360 355 46.88 46.88 9.925 4/1/2007 3/1/2037 412448635 NY 12182 P 2F 360 355 83.81 83.81 9.95 4/1/2007 3/1/2037 412448636 MA 02360 P SFR 360 355 95 95 8.1 4/1/2007 3/1/2037 412448637 MA 02043 P SFR 360 355 75.76 75.76 7.95 4/1/2007 3/1/2037 412448639 MA 02720 P SFR 360 355 57 57 9.45 4/1/2007 3/1/2037 412448641 XX 00000 P SFR 360 355 85 85 7.75 4/1/2007 3/1/2037 412448644 CA 92553 P SFR 360 355 90 90 8.05 4/1/2007 3/1/2037 412448646 MA 01887 P SFR 360 355 73.44 73.44 7.99 4/1/2007 3/1/2037 412448647 FL 33619 P SFR 360 355 90 90 7.55 4/1/2007 3/1/2037 412448648 TX 75672 P SFR 360 355 80 80 9.05 4/1/2007 3/1/2037 412448649 FL 34974 P SFR 360 355 75 75 6.25 4/1/2007 3/1/2037 412448650 CA 93268 P SFR 360 355 100 100 9.35 4/1/2007 3/1/2037 412448651 CA 93268 P SFR 360 355 80 100 8.675 4/1/2007 3/1/2037 412448654 CA 95503 P SFR 360 355 85 85 7.95 4/1/2007 3/1/2037 412452509 FL 33014 P SFR 360 355 72.52 72.52 6.9 4/1/2007 3/1/2037 412448655 MD 21207 P SFR 360 355 65.13 65.13 11.15 4/1/2007 3/1/2037 412448658 FL 33185 P SFR 360 355 55.56 55.56 6.475 4/1/2007 3/1/2037 412448659 CA 92675 P SFR 360 355 68.63 68.63 8.425 4/1/2007 3/1/2037 412448660 DE 19802 P SFR 360 355 85 85 9.6 4/1/2007 3/1/2037 412448661 FL 33172 P CO 360 355 80 100 8.375 4/1/2007 3/1/2037 412448663 FL 32609 P SFR 360 355 95 95 8.7 4/1/2007 3/1/2037 412448666 MA 02760 P SFR 360 355 90 90 7.99 4/1/2007 3/1/2037 412448667 TX 75002 P SFR 360 355 80 80 8.35 4/1/2007 3/1/2037 412448668 NJ 07001 P SFR 360 355 59.7 59.7 7.6 4/1/2007 3/1/2037 412448669 WI 53085 P SFR 360 355 90 90 9.65 4/1/2007 3/1/2037 412448671 FL 34473 P SFR 360 355 67.5 67.5 7.15 4/1/2007 3/1/2037 412448672 FL 33510 P SFR 360 355 90 90 7.85 4/1/2007 3/1/2037 412448673 TX 77568 P PUD 360 355 56.67 56.67 8.975 4/1/2007 3/1/2037 412448674 FL 34711 P PUD 360 355 77.56 77.56 6.7 4/1/2007 3/1/2037 412448675 XX 00000 I SFR 360 355 85 85 7.95 4/1/2007 3/1/2037 412448676 CO 80634 P PUD 360 355 83.57 83.57 8.54 4/1/2007 3/1/2037 412448677 CA 92705 P CO 360 355 80 100 7.875 4/1/2007 3/1/2037 412448678 CA 90713 P SFR 360 355 80 100 6.575 4/1/2007 3/1/2037 412448682 VA 23832 P SFR 360 355 76.67 76.67 7.15 4/1/2007 3/1/2037 412448685 TN 37918 P SFR 360 355 90 90 9.088 4/1/2007 3/1/2037 412448687 XX 00000 P PUD 360 355 90 90 8.45 4/1/2007 3/1/2037 412448688 MA 02121 P SFR 360 355 29.55 29.55 9.463 4/1/2007 3/1/2037 412448689 XX 00000 P PUD 360 355 95 95 9.99 4/1/2007 3/1/2037 412448690 ME 04276 P SFR 360 356 80 80 6.99 5/1/2007 4/1/2037 412448692 XX 00000 P SFR 360 355 79.14 79.14 9.8 4/1/2007 3/1/2037 412448693 NY 10310 P SFR 360 355 80 100 8.85 4/1/2007 3/1/2037 412448694 NY 10310 P SFR 360 355 100 100 11.2 4/1/2007 3/1/2037 412448695 AZ 85361 P SFR 360 355 80 100 7.925 4/1/2007 3/1/2037 412448696 MA 02125 I CO 360 355 90 90 10.625 4/1/2007 3/1/2037 412448697 NY 11778 P SFR 360 355 89.86 89.86 7.7 4/1/2007 3/1/2037 412448699 WI 54166 P SFR 360 355 95 95 9.75 4/1/2007 3/1/2037 412448700 FL 32820 P PUD 360 355 85 85 9.25 4/1/2007 3/1/2037 412448702 AZ 85205 P PUD 360 355 80 100 6.975 4/1/2007 3/1/2037 412448705 MA 02136 P SFR 360 355 85 85 6.99 4/1/2007 3/1/2037 412448706 MD 21014 P SFR 360 353 66.3 66.3 7.65 2/1/2007 1/1/2037 412448708 AZ 85205 P PUD 360 355 100 100 11.6 4/1/2007 3/1/2037 412448711 VA 20111 P SFR 360 355 80 100 7.5 4/1/2007 3/1/2037 412448712 NM 87507 P SFR 360 355 60.73 60.73 7.95 4/1/2007 3/1/2037 412448713 AZ 85308 P SFR 360 355 64.29 64.29 9.45 4/1/2007 3/1/2037 412448714 MA 01605 P SFR 360 355 80 80 10.15 4/1/2007 3/1/2037 412448716 AZ 85051 P SFR 360 355 80 100 9.45 4/1/2007 3/1/2037 412448717 CA 90638 P SFR 360 355 60.95 60.95 9.7 4/1/2007 3/1/2037 412448720 WI 54901 P SFR 360 355 85 85 10.575 4/1/2007 3/1/2037 412448721 MA 01453 P SFR 360 355 74.89 74.89 6.75 4/1/2007 3/1/2037 412448726 PA 17110 P SFR 360 355 75 75 10.6 4/1/2007 3/1/2037 412452522 VA 23851 P SFR 360 355 88 96.1 9.15 4/1/2007 3/1/2037 412448731 MT 59405 P SFR 360 355 80 80 8.35 4/1/2007 3/1/2037 412448732 XX 00000 P SFR 360 355 88.1 88.1 8.5 4/1/2007 3/1/2037 412448735 CT 06513 I SFR 360 355 78 78 9.59 4/1/2007 3/1/2037 412448736 CA 91384 P SFR 360 355 75 75 8.6 4/1/2007 3/1/2037 412452527 MA 02338 P SFR 360 355 65 65 8.99 4/1/2007 3/1/2037 412448740 MA 02367 P SFR 360 355 84.76 84.76 7.725 4/1/2007 3/1/2037 412448741 MA 01844 P SFR 360 355 82.95 82.95 6.25 4/1/2007 3/1/2037 412448745 MA 02301 P SFR 360 355 95 95 6.85 4/1/2007 3/1/2037 412448748 VA 22947 P SFR 360 355 59.73 59.73 7.85 4/1/2007 3/1/2037 412448749 CT 06112 P SFR 360 355 85 85 9.275 4/1/2007 3/1/2037 412448753 CO 80231 P CO 360 355 95 95 7 4/1/2007 3/1/2037 412448756 XX 00000 P PUD 360 355 85 85 6.65 4/1/2007 3/1/2037 412448757 XX 00000 P SFR 360 355 74.86 74.86 7.95 4/1/2007 3/1/2037 412448758 CO 80247 I CO 360 355 87.09 87.09 11.375 4/1/2007 3/1/2037 412448759 CA 94603 P SFR 360 355 79.18 79.18 9.65 4/1/2007 3/1/2037 412448760 MN 55350 P SFR 360 355 87.58 87.58 9.725 4/1/2007 3/1/2037 412448762 TX 78664 P PUD 360 355 80 100 6.99 4/1/2007 3/1/2037 412448763 TX 78664 P PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412448765 TX 76010 P SFR 360 355 80 80 9.99 4/1/2007 3/1/2037 412448766 MA 01834 P SFR 360 355 69.7 69.7 7.55 4/1/2007 3/1/2037 412448767 MT 59602 P SFR 360 355 80 100 7.775 4/1/2007 3/1/2037 412448769 NM 88012 P SFR 360 355 51.05 51.05 8.675 4/1/2007 3/1/2037 412448771 TX 76034 P PUD 360 355 80 80 7.9 4/1/2007 3/1/2037 412448773 MN 55378 P SFR 360 355 70 70 7.65 4/1/2007 3/1/2037 412448774 TX 75070 P PUD 360 355 80 100 7.825 4/1/2007 3/1/2037 412452533 MA 01095 P SFR 360 355 75.3 75.3 7.125 4/1/2007 3/1/2037 412448779 AR 72745 P SFR 360 355 90 90 8.938 4/1/2007 3/1/2037 412448780 PA 17360 P SFR 360 355 90 90 7.45 4/1/2007 3/1/2037 412448781 NY 11937 P SFR 360 355 78.04 78.04 8.375 4/1/2007 3/1/2037 412448783 SC 29687 P SFR 360 355 95 95 10.2 4/1/2007 3/1/2037 412448785 NJ 07104 P SFR 360 355 95 95 9 4/1/2007 3/1/2037 412448786 MN 55410 P SFR 360 355 80 80 8.55 4/1/2007 3/1/2037 412448787 CA 96001 P SFR 360 355 100 100 10.8 4/1/2007 3/1/2037 412448788 TX 75773 P SFR 360 355 80 100 7.8 4/1/2007 3/1/2037 412448791 MA 01516 P SFR 360 355 95 95 8.4 4/1/2007 3/1/2037 412448794 FL 32277 P SFR 360 355 90 90 8.4 4/1/2007 3/1/2037 412448795 CA 92595 P SFR 360 355 100 100 10.85 4/1/2007 3/1/2037 412448796 CA 92595 P SFR 360 355 80 100 6.875 4/1/2007 3/1/2037 412448798 CA 91351 P CO 360 355 80 100 7.85 4/1/2007 3/1/2037 412448799 FL 33801 P SFR 360 355 79.84 79.84 8.35 4/1/2007 3/1/2037 412448801 ND 58102 P SFR 360 355 84.3 84.3 9.85 4/1/2007 3/1/2037 412448803 WI 53029 P SFR 360 355 88.3 88.3 8.8 4/1/2007 3/1/2037 412448805 FL 33351 P PUD 360 355 69.51 69.51 6.75 4/1/2007 3/1/2037 412448807 GA 30728 P SFR 360 355 85 85 9.99 4/1/2007 3/1/2037 412452538 MI 48458 P SFR 360 355 85 85 9.9 4/1/2007 3/1/2037 412448811 WI 53151 P SFR 360 355 62.03 62.03 8.963 4/1/2007 3/1/2037 412448812 IL 60632 P SFR 360 355 90 90 8.99 4/1/2007 3/1/2037 412448813 MD 21228 P SFR 360 355 85 85 8.4 4/1/2007 3/1/2037 412448814 MD 20695 P PUD 360 355 74.11 74.11 9.4 4/1/2007 3/1/2037 412448816 IN 46360 P SFR 360 355 64.86 64.86 10 4/1/2007 3/1/2037 412448820 MA 01536 P CO 360 355 80 100 7.725 4/1/2007 3/1/2037 412448821 TN 37918 P SFR 360 355 75 75 8.95 4/1/2007 3/1/2037 412448822 FL 33018 P SFR 360 355 75 75 9 4/1/2007 3/1/2037 412448824 IL 60165 P SFR 360 355 95 95 7.99 4/1/2007 3/1/2037 412452540 MA 01950 P SFR 360 355 13.95 13.95 9.775 4/1/2007 3/1/2037 412448829 CA 92336 P SFR 360 355 84.36 84.36 6.375 4/1/2007 3/1/2037 412448830 XX 00000 P PUD 360 355 95 95 8.5 4/1/2007 3/1/2037 412448831 TX 78028 P SFR 360 355 100 100 9.8 4/1/2007 3/1/2037 412448832 TX 78028 P SFR 360 355 80 100 8.7 4/1/2007 3/1/2037 412448833 MA 01109 P SFR 360 355 95 95 6.99 4/1/2007 3/1/2037 412448834 MA 02563 P SFR 360 355 74.29 74.29 9.7 4/1/2007 3/1/2037 412448835 MA 02301 I SFR 360 355 85 85 8.5 4/1/2007 3/1/2037 412448836 MA 01570 P SFR 360 355 80 80 7.35 4/1/2007 3/1/2037 412448837 NJ 08751 P CO 360 355 85 85 8.3 4/1/2007 3/1/2037 412448838 CA 92344 P PUD 360 355 90 90 8.4 4/1/2007 3/1/2037 412448839 GA 30005 P PUD 360 355 85 85 9.075 4/1/2007 3/1/2037 412448840 XX 00000 P CO 360 355 80 100 7.49 4/1/2007 3/1/2037 412448843 GA 30144 P PUD 360 355 80 100 8.425 4/1/2007 3/1/2037 412448844 TX 76118 P SFR 360 355 80 100 8.625 4/1/2007 3/1/2037 412452543 NY 11427 P SFR 360 355 74.91 74.91 6.99 4/1/2007 3/1/2037 412448845 TX 76118 P SFR 360 355 100 100 9.8 4/1/2007 3/1/2037 412448851 MA 01536 P CO 360 355 100 100 11.35 4/1/2007 3/1/2037 412448852 XX 00000 P SFR 360 355 77.55 96.94 7.575 4/1/2007 3/1/2037 412448856 MA 02743 P SFR 360 356 95 95 7.45 5/1/2007 4/1/2037 412448857 MA 02125 P SFR 360 355 65 65 8.75 4/1/2007 3/1/2037 412448858 FL 32225 P SFR 360 355 95 95 8.15 4/1/2007 3/1/2037 412448859 FL 33594 P SFR 360 355 44.57 44.57 8.525 4/1/2007 3/1/2037 412448860 MA 01801 P CO 360 355 73.96 73.96 6.975 4/1/2007 3/1/2037 412448861 TX 76106 P SFR 360 355 90 90 10.825 4/1/2007 3/1/2037 412448862 CA 95330 P SFR 360 354 80 80 9.75 3/1/2007 2/1/2037 412452551 TX 75180 P SFR 360 355 76.7 100 8.725 4/1/2007 3/1/2037 412452552 TX 75180 P SFR 360 355 100 100 9.8 4/1/2007 3/1/2037 412448871 MO 63376 P SFR 360 355 75 75 11.05 4/1/2007 3/1/2037 412448872 NJ 08401 P SFR 360 355 100 100 11.9 4/1/2007 3/1/2037 412448873 AZ 85323 P PUD 360 355 95 95 6.5 4/1/2007 3/1/2037 412448874 LA 70422 P SFR 360 355 85 85 8.7 4/1/2007 3/1/2037 412448875 NJ 08401 P SFR 360 355 80 100 9.75 4/1/2007 3/1/2037 412448879 MD 21740 P SFR 360 355 85 85 9.5 4/1/2007 3/1/2037 412448880 MA 01605 P SFR 360 355 83.33 83.33 8.538 4/1/2007 3/1/2037 412448881 OR 97015 P PUD 360 355 91.64 91.64 7.2 4/1/2007 3/1/2037 412448882 CA 92411 P SFR 360 355 80 80 7.4 4/1/2007 3/1/2037 412448883 NJ 07410 P SFR 360 355 85 85 7.95 4/1/2007 3/1/2037 412448885 TX 78213 P SFR 360 355 80 80 8.7 4/1/2007 3/1/2037 412448886 AZ 86314 P SFR 360 355 82.95 82.95 9.75 4/1/2007 3/1/2037 412448887 MA 01341 P SFR 360 355 77.78 77.78 7.3 4/1/2007 3/1/2037 412448888 MI 49418 P SFR 360 355 63.46 63.46 7 4/1/2007 3/1/2037 412448889 MA 01864 P SFR 360 355 93.5 93.5 8.99 4/1/2007 3/1/2037 412448893 CA 91722 P SFR 360 355 80 100 6.15 4/1/2007 3/1/2037 412448896 XX 00000 P PUD 360 355 90 90 7.49 4/1/2007 3/1/2037 412448897 RI 02816 P SFR 360 355 54.81 54.81 8.125 4/1/2007 3/1/2037 412452560 FL 34691 P SFR 360 355 61.54 61.54 10.5 4/1/2007 3/1/2037 412448898 IL 60623 P SFR 360 355 61.85 61.85 8.95 4/1/2007 3/1/2037 412448899 WI 53704 P SFR 360 355 80 100 7.1 4/1/2007 3/1/2037 412448901 FL 32738 P SFR 360 355 79.15 79.15 6.3 4/1/2007 3/1/2037 412448902 MN 55016 P SFR 360 355 80 100 7.675 4/1/2007 3/1/2037 412448903 MA 01581 P SFR 360 355 56.76 56.76 8.5 4/1/2007 3/1/2037 412448905 IL 60618 P SFR 360 356 90 90 7.475 5/1/2007 4/1/2037 412448906 TN 37921 P SFR 360 355 100 100 8.87 4/1/2007 3/1/2037 412448907 TN 37921 P SFR 360 355 80 100 7.875 4/1/2007 3/1/2037 412448908 NY 11550 P SFR 360 355 78.48 78.48 8.2 4/1/2007 3/1/2037 412448911 TX 75019 P PUD 360 355 80 100 7.175 4/1/2007 3/1/2037 412448912 LA 70043 P SFR 360 355 90 90 7.49 4/1/2007 3/1/2037 412448914 IL 60548 P SFR 360 355 77.36 77.36 6.85 4/1/2007 3/1/2037 412448917 KS 66067 P SFR 360 355 90 90 7.2 4/1/2007 3/1/2037 412448918 FL 32218 P PUD 360 355 85 85 10.2 4/1/2007 3/1/2037 412448919 IA 51501 P SFR 360 355 85 85 10.45 4/1/2007 3/1/2037 412448921 CA 92395 P PUD 360 355 85 85 8.35 4/1/2007 3/1/2037 412448922 NJ 08251 I SFR 360 355 90 90 10.625 4/1/2007 3/1/2037 412448923 VA 23836 P SFR 360 355 80 95 6.49 4/1/2007 3/1/2037 412448931 MN 55119 P SFR 360 355 80 100 7.025 4/1/2007 3/1/2037 412448932 IN 46324 P SFR 360 355 100 100 12.05 4/1/2007 3/1/2037 412448933 IN 46324 P SFR 360 355 80 100 7.775 4/1/2007 3/1/2037 412448934 MD 21113 P CO 360 355 80 100 7.775 4/1/2007 3/1/2037 412448935 FL 34759 P PUD 360 355 94.9 94.9 6.99 4/1/2007 3/1/2037 412448937 MA 01588 P SFR 360 355 80 100 7.525 4/1/2007 3/1/2037 412448942 MA 01588 P SFR 360 355 100 100 10.65 4/1/2007 3/1/2037 412452568 NE 68152 P SFR 360 355 80 100 7.875 4/1/2007 3/1/2037 412448945 XX 00000 P SFR 360 355 95 95 6.4 4/1/2007 3/1/2037 412448946 CA 90302 P SFR 360 355 85 85 6.875 4/1/2007 3/1/2037 412448948 MD 20724 P PUD 360 355 90 90 7.475 4/1/2007 3/1/2037 412448950 AZ 85745 S PUD 360 356 90 90 8.99 5/1/2007 4/1/2037 412448951 CA 95361 P SFR 360 355 87.76 87.76 6.125 4/1/2007 3/1/2037 412448958 NM 88012 P SFR 360 355 85 85 9.113 4/1/2007 3/1/2037 412448959 MA 01945 P SFR 360 355 53.13 53.13 5.825 4/1/2007 3/1/2037 412452573 TX 78245 P PUD 360 356 94.06 94.06 7.35 5/1/2007 4/1/2037 412448961 CA 93065 P SFR 360 356 77.51 100 7.9 5/1/2007 4/1/2037 412448962 TX 77382 P PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412448963 TX 77382 P PUD 360 355 80 100 9.075 4/1/2007 3/1/2037 412448964 NJ 07029 P SFR 360 356 57.14 57.14 6.7 5/1/2007 4/1/2037 412448969 CA 94590 P CO 360 355 80 100 7.775 4/1/2007 3/1/2037 412448979 XX 00000 P SFR 360 356 100 100 9.9 5/1/2007 4/1/2037 412448990 OR 97702 P 2F 360 353 80 100 7.525 2/1/2007 1/1/2037 412449010 CA 92592 P SFR 360 351 67.23 67.23 9.8 12/1/2006 11/1/2036 412449018 NV 89121 P SFR 360 350 85 85 9.25 11/1/2006 10/1/2036 412449141 UT 84118 P SFR 360 351 80 80 9.1 12/1/2006 11/1/2036 412449147 MO 63136 P SFR 360 351 75 75 10.6 12/1/2006 11/1/2036 412449156 IL 60070 P SFR 360 351 76.92 76.92 6.7 12/1/2006 11/1/2036 412449162 NJ 08901 I 2F 360 351 78.38 78.38 8.9 12/1/2006 11/1/2036 412449200 AZ 85226 P SFR 360 351 95 95 10.85 12/1/2006 11/1/2036 412449204 OH 44320 P SFR 360 351 85 85 10.3 12/1/2006 11/1/2036 412452752 OH 44667 P SFR 360 351 90 95 10.35 12/1/2006 11/1/2036 412449214 CT 06515 P SFR 360 351 69.77 69.77 9.05 12/1/2006 11/1/2036 412449216 XX 00000 P SFR 360 351 81.82 81.82 7.925 12/1/2006 11/1/2036 412452774 GA 30058 P SFR 360 351 80 100 9.2 12/1/2006 11/1/2036 412449457 AZ 85242 P PUD 360 350 90 90 8.275 11/1/2006 10/1/2036 412452936 AZ 85202 P PUD 360 351 80 100 6.375 12/1/2006 11/1/2036 412450522 TX 77459 P PUD 360 355 100 100 6.625 4/1/2007 3/1/2037 412450523 TX 77459 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412445515 TX 77089 P PUD 360 355 90 90 6 4/1/2007 3/1/2037 412445520 TX 77494 P PUD 480 475 80 100 7.475 4/1/2007 3/1/2047 412450536 TX 77568 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412445529 TX 77469 P PUD 360 355 95 95 9 4/1/2007 3/1/2037 412445530 TX 77373 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412445531 TX 77433 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412445535 TX 77396 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412450541 TX 77377 P PUD 360 355 100 100 6.375 4/1/2007 3/1/2037 412450542 TX 77459 P PUD 360 355 80 80 6 4/1/2007 3/1/2037 412445541 TX 77545 P PUD 360 355 100 100 6.5 4/1/2007 3/1/2037 412445542 TX 77396 P PUD 180 175 100 100 8.5 4/1/2007 3/1/2022 412450549 TX 77459 P PUD 360 355 80 100 6.375 4/1/2007 3/1/2037 412450553 TX 77459 P PUD 360 355 100 100 8.25 4/1/2007 3/1/2037 412445546 TX 77092 P PUD 180 175 89.98 89.98 7.75 4/1/2007 3/1/2022 412445547 TX 77584 P PUD 180 175 95 95 8.125 4/1/2007 3/1/2022 412445550 TX 76123 P PUD 360 355 89.98 89.98 7.5 4/1/2007 3/1/2037 412450556 TX 75201 P PUD 360 355 79.99 99.98 6.125 4/1/2007 3/1/2037 412450557 TX 75201 P PUD 360 355 99.98 99.98 7.875 4/1/2007 3/1/2037 412445554 TX 76123 P PUD 360 355 79.99 89.95 5.75 4/1/2007 3/1/2037 412445555 TX 76123 P PUD 360 355 89.95 89.95 7.75 4/1/2007 3/1/2037 412445556 TX 75208 P TH 360 355 80 90 5.875 4/1/2007 3/1/2037 412445557 TX 75208 P TH 360 355 90 90 7.75 4/1/2007 3/1/2037 412450558 TX 75209 P PUD 360 355 79.99 99.99 6.75 4/1/2007 3/1/2037 412445558 TX 75209 P PUD 360 355 99.99 99.99 9 4/1/2007 3/1/2037 412450559 TX 75002 P SFR 360 355 100 100 6.625 4/1/2007 3/1/2037 412450560 TX 78006 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412445576 TX 77581 P PUD 180 175 100 100 8.5 4/1/2007 3/1/2022 412445583 TX 77044 P PUD 180 175 100 100 7.75 4/1/2007 3/1/2022 412445586 TX 78735 P PUD 360 355 100 100 7.5 4/1/2007 3/1/2037 412450569 TX 78641 P PUD 360 355 90 90 6 4/1/2007 3/1/2037 412445591 TX 78653 P PUD 360 355 80 100 6.875 4/1/2007 3/1/2037 412445593 TX 78735 P PUD 360 355 89.99 89.99 10.375 4/1/2007 3/1/2037 412450597 TX 78221 P PUD 360 355 98.45 98.45 6.25 4/1/2007 3/1/2037 412450598 TX 78108 P PUD 360 355 73.82 73.82 6 4/1/2007 3/1/2037 412452680 TX 76207 P PUD 360 355 99.98 99.98 6.375 4/1/2007 3/1/2037 412449068 TX 76227 P PUD 180 175 99.99 99.99 8.375 4/1/2007 3/1/2022 412449072 CO 80910 P PUD 360 355 100 100 7.125 4/1/2007 3/1/2037 412449073 CO 80863 P SFR 180 175 94.98 94.98 8.375 4/1/2007 3/1/2022 412449074 CO 80817 P SFR 180 175 100 100 8.375 4/1/2007 3/1/2022 412452711 TX 77386 P PUD 360 355 80 95 5.5 4/1/2007 3/1/2037 412449099 TX 77433 P PUD 360 355 100 100 6.75 4/1/2007 3/1/2037 412449102 TX 77396 P PUD 360 355 100 100 6.75 4/1/2007 3/1/2037 412449110 CO 80601 P PUD 360 355 89.97 89.97 7.775 4/1/2007 3/1/2037 412449111 CO 80230 P PUD 360 355 80 80 6.375 4/1/2007 3/1/2037 412449116 CO 80109 I PUD 360 355 80 100 7 4/1/2007 3/1/2037 412449117 CO 80109 P PUD 360 355 80 99.99 8.125 4/1/2007 3/1/2037 412452716 CO 80603 P PUD 360 355 80 89.97 6 4/1/2007 3/1/2037 412449121 CO 80603 P PUD 360 355 89.97 89.97 7.375 4/1/2007 3/1/2037 412449185 TX 76248 P PUD 360 355 75.62 75.62 6 4/1/2007 3/1/2037 412452746 TX 75409 P PUD 360 355 99.22 99.22 6.5 4/1/2007 3/1/2037 412449189 TX 76248 P PUD 360 355 100 100 7.875 4/1/2007 3/1/2037 412452920 TX 78641 P PUD 360 355 80 100 6.875 4/1/2007 3/1/2037 412449442 TX 78653 P PUD 360 355 95 95 7.5 4/1/2007 3/1/2037 412449443 TX 76574 P SFR 360 355 93.33 93.33 8.5 4/1/2007 3/1/2037 412447648 CT 06606 P SFR 360 355 85.79 85.79 6.25 4/1/2007 3/1/2037 412447868 TX 79764 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412447869 TX 79764 P SFR 360 355 100 100 9.375 4/1/2007 3/1/2037 412452380 CA 92113 P SFR 360 355 80 80 7.25 4/1/2007 3/1/2037 412448094 CA 92503 P SFR 360 355 90 90 6.75 4/1/2007 3/1/2037 412448175 CA 92270 P SFR 360 356 80 100 7.5 5/1/2007 4/1/2037 412448176 CA 92270 P SFR 360 356 100 100 12.625 5/1/2007 4/1/2037 412448196 NY 11427 P SFR 360 355 80 100 7 4/1/2007 3/1/2037 412448214 WI 53716 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448215 WI 53716 P SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412448286 MI 49071 P SFR 360 355 80 100 8 4/1/2007 3/1/2037 412448288 MI 49071 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448298 CA 93551 P SFR 360 355 64.68 64.68 6.75 4/1/2007 3/1/2037 412448299 NY 11432 P SFR 360 355 33.85 33.85 6.5 4/1/2007 3/1/2037 412448336 FL 33993 P SFR 360 355 100 100 11.625 4/1/2007 3/1/2037 412448337 FL 33993 P SFR 360 355 80 100 7 4/1/2007 3/1/2037 412452459 MI 48187 P SFR 360 355 80 100 6.625 4/1/2007 3/1/2037 412452460 MI 48187 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448371 FL 32958 P SFR 360 355 70 70 6.5 4/1/2007 3/1/2037 412448382 CA 94044 P SFR 360 355 80 100 7.125 4/1/2007 3/1/2037 412448424 CA 91911 P SFR 360 355 67.31 67.31 6.625 4/1/2007 3/1/2037 412448447 CA 94536 P PUD 360 355 80 100 7.375 4/1/2007 3/1/2037 412448451 VA 22204 P SFR 360 355 80 80 7.375 4/1/2007 3/1/2037 412448452 CA 94536 P PUD 360 355 100 100 11.75 4/1/2007 3/1/2037 412448471 CA 91342 P SFR 360 355 75.82 75.82 6.125 4/1/2007 3/1/2037 412448506 CA 94044 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448515 WI 53536 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412448516 WI 53536 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448579 FL 33189 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448583 FL 33189 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448611 FL 33165 P SFR 360 355 100 100 11.875 4/1/2007 3/1/2037 412448613 FL 33165 P SFR 360 355 80 100 6.875 4/1/2007 3/1/2037 412448614 MN 55014 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412448618 FL 34761 P PUD 360 355 90 90 6.875 4/1/2007 3/1/2037 412448621 CA 92377 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448624 CA 92377 P SFR 360 355 100 100 11.5 4/1/2007 3/1/2037 412448645 TX 78750 P SFR 360 355 76.62 76.62 6.75 4/1/2007 3/1/2037 412448652 CA 94303 P SFR 360 355 80 100 7.625 4/1/2007 3/1/2037 412448653 CA 94303 P SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412448656 CA 91505 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412448657 CA 91505 P SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412448681 CA 92154 P PUD 360 355 80 95 6.875 4/1/2007 3/1/2037 412448724 FL 34688 P PUD 360 355 72.22 72.22 7 4/1/2007 3/1/2037 412448734 FL 34984 P SFR 360 355 90 90 7.75 4/1/2007 3/1/2037 412448744 CA 95762 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412448750 CA 91701 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448751 CA 91701 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448752 OR 97402 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412448754 OR 97402 P SFR 360 355 100 100 11.125 4/1/2007 3/1/2037 412448777 TN 37764 P SFR 360 355 80 80 6.625 4/1/2007 3/1/2037 412448778 CO 80219 P SFR 360 355 67.1 67.1 6.75 4/1/2007 3/1/2037 412448782 TX 77073 P PUD 360 355 100 100 9.75 4/1/2007 3/1/2037 412448792 CA 93635 P SFR 360 356 80 80 6.375 5/1/2007 4/1/2037 412452536 CA 95660 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412452537 CA 95660 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412448817 FL 33414 P PUD 360 355 100 100 11.75 4/1/2007 3/1/2037 412448818 FL 33414 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412448819 GA 31027 P SFR 360 355 100 100 9.375 4/1/2007 3/1/2037 412448847 OR 97132 P PUD 360 355 100 100 9.125 4/1/2007 3/1/2037 412448848 OR 97132 P PUD 360 355 80 100 6.375 4/1/2007 3/1/2037 412448854 FL 32778 P SFR 360 356 80 100 6.5 5/1/2007 4/1/2037 412448855 FL 32778 P SFR 360 356 100 100 10.875 5/1/2007 4/1/2037 412448865 CA 95356 P SFR 360 355 80 90 7.25 4/1/2007 3/1/2037 412448866 CA 95356 P SFR 360 355 90 90 10.75 4/1/2007 3/1/2037 412448877 NY 11717 P SFR 360 355 80 80 6.5 4/1/2007 3/1/2037 412452556 AR 72120 P SFR 360 355 80 100 6.375 4/1/2007 3/1/2037 412452557 AR 72120 P SFR 360 355 100 100 9.625 4/1/2007 3/1/2037 412448894 CA 93535 P SFR 360 355 80 100 6.625 4/1/2007 3/1/2037 412448895 CA 93535 P SFR 360 355 100 100 10.875 4/1/2007 3/1/2037 412448913 MN 56529 P SFR 360 355 90 90 6.625 4/1/2007 3/1/2037 412448915 FL 33060 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412448916 FL 33060 P SFR 360 355 100 100 11.875 4/1/2007 3/1/2037 412448924 TX 77003 P PUD 360 355 100 100 9.875 4/1/2007 3/1/2037 412448925 TX 77003 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412448926 AZ 85015 P SFR 360 355 70.17 70.17 6.375 4/1/2007 3/1/2037 412448938 FL 32065 P PUD 360 356 100 100 12.5 5/1/2007 4/1/2037 412448940 FL 32065 P PUD 360 356 80 100 6.75 5/1/2007 4/1/2037 412448943 FL 34953 P SFR 360 355 100 100 11 4/1/2007 3/1/2037 412448954 FL 33442 P PUD 360 355 100 100 8.625 4/1/2007 3/1/2037 412448956 MN 55364 P SFR 360 355 95 95 7 4/1/2007 3/1/2037 412448967 NY 11520 P SFR 360 355 80 100 7.25 4/1/2007 3/1/2037 412448968 NY 11520 P SFR 360 355 100 100 11.875 4/1/2007 3/1/2037 412448972 CA 95122 P SFR 360 356 69.34 69.34 6.625 5/1/2007 4/1/2037 412448977 CA 93313 P SFR 360 355 80 100 6.375 4/1/2007 3/1/2037 412448978 CA 93313 P SFR 360 355 100 100 9.125 4/1/2007 3/1/2037 412448994 CA 92509 P SFR 420 415 100 100 6.25 4/1/2007 3/1/2042 412452633 CA 93535 P SFR 360 355 80 80 5.375 4/1/2007 3/1/2037 412449025 CA 93536 P SFR 360 355 79.98 99.96 7.5 4/1/2007 3/1/2037 412449027 CA 93536 P SFR 180 175 99.96 99.96 12.5 4/1/2007 3/1/2022 412452652 CA 95928 P SFR 360 355 48.04 48.04 6.5 4/1/2007 3/1/2037 412449032 FL 32746 P PUD 180 158 90 90 7.125 11/1/2005 10/1/2020 412452670 TX 75654 P SFR 360 355 100 100 7.25 4/1/2007 3/1/2037 412449175 XX 00000 P PUD 360 355 100 100 8.25 4/1/2007 3/1/2037 412449202 AZ 85008 P CO 360 355 96.97 96.97 5.99 4/1/2007 3/1/2037 412452754 OH 44112 P 2F 360 355 100 100 8 4/1/2007 3/1/2037 412449219 NC 27377 P PUD 360 355 79.84 79.84 6.5 4/1/2007 3/1/2037 412452777 GA 30252 S PUD 360 355 80 100 7.75 4/1/2007 3/1/2037 412449257 AZ 85743 I PUD 360 355 70 70 6.5 4/1/2007 3/1/2037 412449260 AZ 85249 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412449265 XX 00000 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412449266 XX 00000 P SFR 180 175 100 100 9.25 4/1/2007 3/1/2022 412449267 AZ 85085 I PUD 360 355 80 89.99 7.125 4/1/2007 3/1/2037 412449269 AZ 85014 P TH 360 355 100 100 7 4/1/2007 3/1/2037 412449272 AZ 85016 P PUD 180 175 100 100 9.875 4/1/2007 3/1/2022 412452784 AZ 85022 P PUD 360 355 39.71 39.71 6 4/1/2007 3/1/2037 412449283 NC 27312 P SFR 360 355 100 100 6.25 4/1/2007 3/1/2037 412452803 OH 44310 I SFR 360 355 80 80 6.5 4/1/2007 3/1/2037 412449294 IL 60022 P SFR 360 355 50 50 6.5 4/1/2007 3/1/2037 412452807 GA 30044 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449305 FL 32208 P SFR 360 355 74 74 6.5 4/1/2007 3/1/2037 412449306 NC 27603 P PUD 480 475 100 100 6.375 4/1/2007 3/1/2047 412449307 NC 27103 P SFR 480 475 100 100 6.5 4/1/2007 3/1/2047 412449309 NC 28411 P SFR 360 355 80 90 6.5 4/1/2007 3/1/2037 412449312 IN 46703 P SFR 360 355 100 100 6.875 4/1/2007 3/1/2037 412449318 NC 27103 P SFR 480 475 100 100 6.625 4/1/2007 3/1/2047 412452813 FL 32210 P SFR 360 355 79.27 79.27 5.75 4/1/2007 3/1/2037 412452814 FL 32439 P SFR 360 355 36.69 36.69 6 4/1/2007 3/1/2037 412449322 GA 30022 P PUD 360 355 94.94 94.94 6.375 4/1/2007 3/1/2037 412449333 CA 94545 I SFR 360 355 62.62 62.62 6.375 4/1/2007 3/1/2037 412449336 CA 92026 P SFR 360 355 88.09 88.09 8.125 4/1/2007 3/1/2037 412449344 CA 90631 P PUD 360 355 100 100 8 4/1/2007 3/1/2037 412449352 CA 90620 P SFR 360 355 84.96 84.96 8.125 4/1/2007 3/1/2037 412449354 CA 93292 P SFR 360 355 90 90 7.875 4/1/2007 3/1/2037 412449356 CA 92604 P SFR 360 355 80 80 5.5 4/1/2007 3/1/2037 412449358 CA 92009 P CO 360 355 79.31 79.31 6.25 4/1/2007 3/1/2037 412449374 NM 87401 P SFR 360 355 100 100 6.625 4/1/2007 3/1/2037 412452865 MA 02703 P SFR 360 355 100 100 6.625 4/1/2007 3/1/2037 412449393 CO 80013 I SFR 360 355 100 100 9.5 4/1/2007 3/1/2037 412452871 CO 80134 I PUD 360 355 75 95 8.75 4/1/2007 3/1/2037 412449398 KS 66073 P SFR 360 355 100 100 6.625 4/1/2007 3/1/2037 412452875 CO 80128 P CO 360 355 100 100 6.5 4/1/2007 3/1/2037 412452882 CO 80013 P SFR 360 355 75 100 6 4/1/2007 3/1/2037 412452883 CO 80013 P SFR 360 355 100 100 9 4/1/2007 3/1/2037 412452884 TX 77083 P PUD 360 355 80 100 7.125 4/1/2007 3/1/2037 412452885 TX 77083 P PUD 180 175 100 100 9.25 4/1/2007 3/1/2022 412449403 CO 80205 P SFR 180 175 100 100 8.75 4/1/2007 3/1/2022 412449404 CO 80128 P PUD 360 355 79.08 79.08 6.125 4/1/2007 3/1/2037 412452889 CO 80241 P PUD 360 355 82.97 82.97 6.25 4/1/2007 3/1/2037 412452897 CO 80504 P PUD 480 475 100 100 6.375 4/1/2007 3/1/2047 412449409 TN 37863 P SFR 360 355 79.82 79.82 6.375 4/1/2007 3/1/2037 412449412 CO 80118 P PUD 360 355 90 90 6.25 4/1/2007 3/1/2037 412449413 MO 65807 I SFR 240 235 75 75 6.125 4/1/2007 3/1/2027 412449415 CO 80234 P PUD 360 355 90 90 8 4/1/2007 3/1/2037 412449416 CO 80209 P SFR 360 355 95 95 7.75 4/1/2007 3/1/2037 412452902 MO 64015 P SFR 360 355 100 100 6.875 4/1/2007 3/1/2037 412449417 CO 81001 P SFR 360 355 73.94 73.94 8 4/1/2007 3/1/2037 412449418 AK 99611 P SFR 360 355 73.64 73.64 6.125 4/1/2007 3/1/2037 412449419 CO 81001 I SFR 360 355 67.39 67.39 6.625 4/1/2007 3/1/2037 412449423 TN 37922 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449424 CO 80228 I CO 360 355 100 100 8.75 4/1/2007 3/1/2037 412449425 CO 80219 P SFR 180 175 100 100 8.375 4/1/2007 3/1/2022 412449433 KS 66061 P PUD 180 175 100 100 8.25 4/1/2007 3/1/2022 412449472 AZ 85032 P CO 360 355 75.56 86.67 6.375 4/1/2007 3/1/2037 412449474 AZ 85032 P CO 360 355 86.67 86.67 8.625 4/1/2007 3/1/2037 412449503 TX 75662 P SFR 360 355 98.45 98.45 7 4/1/2007 3/1/2037 412452940 CA 92128 P CO 360 355 80 98.14 6.625 4/1/2007 3/1/2037 412452941 CA 92128 P CO 360 355 98.14 98.14 8.125 4/1/2007 3/1/2037 412449514 NJ 08096 P SFR 360 355 75 95 7 4/1/2007 3/1/2037 412449515 NJ 08096 P SFR 360 355 100 100 13.375 4/1/2007 3/1/2037 412449518 NJ 08046 P SFR 360 355 80 90 7.125 4/1/2007 3/1/2037 412449522 NJ 08046 P SFR 360 355 90 90 11.75 4/1/2007 3/1/2037 412449524 NJ 08060 P TH 360 355 80 99.91 7 4/1/2007 3/1/2037 412449525 NJ 08060 P TH 360 355 100 100 13 4/1/2007 3/1/2037 412449526 FL 33801 P SFR 360 355 80 100 7.625 4/1/2007 3/1/2037 412449530 FL 32953 I SFR 360 355 80 90 7.125 4/1/2007 3/1/2037 412452946 FL 32953 I SFR 360 355 80 95 7.125 4/1/2007 3/1/2037 412449535 PA 19006 P SFR 360 355 80 80 7.75 4/1/2007 3/1/2037 412449540 VA 22315 P CO 360 355 97.1 97.1 6.75 4/1/2007 3/1/2037 412449543 TX 79602 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449544 TX 79762 P SFR 360 355 56.69 56.69 6.75 4/1/2007 3/1/2037 412449549 TX 79761 P SFR 180 175 77.32 77.32 8.25 4/1/2007 3/1/2022 412449550 TX 79763 P SFR 360 355 100 100 8.25 4/1/2007 3/1/2037 412449551 TX 79714 P SFR 360 355 100 100 7 4/1/2007 3/1/2037 412449552 TX 79762 P SFR 360 355 100 100 7.75 4/1/2007 3/1/2037 412452955 TX 79763 P SFR 360 355 100 100 7.5 4/1/2007 3/1/2037 412449555 TX 79761 P SFR 360 355 80 100 6.625 4/1/2007 3/1/2037 412449557 TX 79764 P SFR 360 355 100 100 8.375 4/1/2007 3/1/2037 412449570 TX 77511 P SFR 180 175 90 90 7.625 4/1/2007 3/1/2022 412452965 TX 77007 P PUD 360 355 80 100 6.375 4/1/2007 3/1/2037 412452966 TX 77007 P PUD 180 175 100 100 8.25 4/1/2007 3/1/2022 412449578 NV 89408 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412452994 LA 71106 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449606 LA 71111 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449609 LA 71129 P PUD 360 355 100 100 6.5 4/1/2007 3/1/2037 412449615 TX 78332 P SFR 360 355 100 100 8.125 4/1/2007 3/1/2037 412449620 TX 78380 P SFR 360 355 100 100 8.125 4/1/2007 3/1/2037 412449624 OR 97754 P SFR 480 475 99.98 99.98 6.625 4/1/2007 3/1/2047 412449625 OR 97754 P SFR 360 355 100 100 6.625 4/1/2007 3/1/2037 412449630 GA 30008 P SFR 360 355 100 100 8.875 4/1/2007 3/1/2037 412449635 IL 61834 P SFR 360 355 80 100 7 4/1/2007 3/1/2037 412449638 IL 61834 P SFR 360 355 100 100 9.75 4/1/2007 3/1/2037 412449646 NC 28806 P SFR 360 355 68.57 68.57 6.5 4/1/2007 3/1/2037 412449648 NC 28792 P PUD 360 355 100 100 7.875 4/1/2007 3/1/2037 412449649 NC 28037 P PUD 360 355 80 90 5.875 4/1/2007 3/1/2037 412449650 NC 28114 P SFR 360 355 69.23 69.23 7.25 4/1/2007 3/1/2037 412449651 NC 28721 P SFR 180 175 100 100 7.75 4/1/2007 3/1/2022 412449652 NC 28270 S PUD 360 355 80 100 6.825 4/1/2007 3/1/2037 412449659 VA 22204 P SFR 360 355 47.23 47.23 11.075 4/1/2007 3/1/2037 412449660 MD 21217 I TH 360 355 75 75 7.75 4/1/2007 3/1/2037 412449662 MD 20744 P SFR 360 355 70.08 70.08 6.75 4/1/2007 3/1/2037 412449679 NC 28212 P PUD 360 355 100 100 7.25 4/1/2007 3/1/2037 412449682 TX 76063 P SFR 360 355 80 93.33 6.125 4/1/2007 3/1/2037 412449683 TX 76063 P SFR 360 355 93.33 93.33 11.5 4/1/2007 3/1/2037 412453023 NM 87121 P SFR 360 355 96.48 96.48 7.75 4/1/2007 3/1/2037 412453024 NM 87121 P SFR 360 355 80 96.48 6.5 4/1/2007 3/1/2037 412449686 NY 10606 S SFR 360 355 70.78 70.78 6.75 4/1/2007 3/1/2037 412449687 IL 61008 P SFR 360 355 79.55 79.55 7.25 4/1/2007 3/1/2037 412449688 PA 19136 P SFR 360 355 80 97.42 6.25 4/1/2007 3/1/2037 412449689 PA 19136 P SFR 360 355 97.42 97.42 8.5 4/1/2007 3/1/2037 412449690 IN 46038 P SFR 360 355 100 100 7 4/1/2007 3/1/2037 412449691 FL 32766 P SFR 360 355 67.56 67.56 6.625 4/1/2007 3/1/2037 412449692 IL 60185 P SFR 360 355 81.59 81.59 7.125 4/1/2007 3/1/2037 412449693 FL 33876 P SFR 360 355 67 67 7 4/1/2007 3/1/2037 412449694 AZ 85251 I CO 360 355 78.54 78.54 7 4/1/2007 3/1/2037 412449695 TN 37737 P SFR 360 355 87.92 87.92 7.125 4/1/2007 3/1/2037 412449696 TX 79606 P SFR 360 355 80 97.44 6.5 4/1/2007 3/1/2037 412449697 TX 79606 P SFR 360 355 97.44 97.44 7.5 4/1/2007 3/1/2037 412449698 NJ 07719 P SFR 360 355 80 91.89 6.875 4/1/2007 3/1/2037 412449699 NJ 07719 P SFR 360 355 91.89 91.89 9.5 4/1/2007 3/1/2037 412449705 PA 18067 P SFR 360 355 66.43 87.99 6.75 4/1/2007 3/1/2037 412449706 CA 91342 I SFR 360 355 64.67 64.67 6.625 4/1/2007 3/1/2037 412449711 CA 92557 P SFR 360 355 58.33 58.33 6.625 4/1/2007 3/1/2037 412449712 MN 55387 P SFR 360 355 94.72 94.72 10.125 4/1/2007 3/1/2037 412449713 CT 06790 P SFR 360 355 100 100 8 4/1/2007 3/1/2037 412453031 CT 06108 P SFR 360 355 80 95.3 6.5 4/1/2007 3/1/2037 412453032 CT 06108 P SFR 360 355 95.41 95.41 10.625 4/1/2007 3/1/2037 412449714 MA 01040 P 2F 360 355 75 75 6.5 4/1/2007 3/1/2037 412453033 AZ 85281 P CO 360 355 79.87 79.87 6.5 4/1/2007 3/1/2037 412449719 AZ 85201 P CO 360 355 80 80 5.875 4/1/2007 3/1/2037 412449720 WA 98294 P SFR 360 355 100 100 7 4/1/2007 3/1/2037 412449724 NH 03820 P CO 360 355 100 100 7.875 4/1/2007 3/1/2037 412449727 MA 02740 P SFR 360 355 100 100 9.35 4/1/2007 3/1/2037 412453035 PA 18901 P SFR 360 355 49.68 49.68 6.5 4/1/2007 3/1/2037 412449733 CA 92832 P SFR 360 355 41.06 41.06 5.75 4/1/2007 3/1/2037 412449743 FL 33042 P SFR 360 355 66.7 66.7 6.125 4/1/2007 3/1/2037 412449747 CA 92545 P CO 180 175 100 100 8.25 4/1/2007 3/1/2022 412449748 FL 33190 P PUD 360 355 76.71 76.71 4.375 4/1/2007 3/1/2037 412449749 CA 92694 I SFR 360 355 57.08 57.08 6.5 4/1/2007 3/1/2037 412449751 CA 95245 P SFR 360 355 33.27 33.27 5.5 4/1/2007 3/1/2037 412449752 MA 02135 P MU 360 355 62.59 62.59 5.875 4/1/2007 3/1/2037 412449763 CA 94533 P SFR 360 355 74.52 74.52 6 4/1/2007 3/1/2037 412449764 CA 94590 P MU 360 355 70 70 6.5 4/1/2007 3/1/2037 412449765 CA 94585 P SFR 360 355 80 93.91 5.75 4/1/2007 3/1/2037 412449766 CA 94585 P SFR 360 355 93.91 93.91 8.875 4/1/2007 3/1/2037 412449767 OH 45714 P SFR 360 355 80 100 7.125 4/1/2007 3/1/2037 412449768 OH 45714 P SFR 180 175 100 100 8.875 4/1/2007 3/1/2022 412449770 OH 45750 P SFR 360 355 100 100 9.75 4/1/2007 3/1/2037 412449773 PA 19406 P CO 360 355 100 100 7.5 4/1/2007 3/1/2037 412449774 MD 20748 P SFR 360 355 65 65 8.95 4/1/2007 3/1/2037 412449776 MD 20886 P CO 360 355 78.57 78.57 8.4 4/1/2007 3/1/2037 412449777 VA 22304 P CO 180 175 100 100 8.5 4/1/2007 3/1/2022 412449780 WA 98406 P SFR 360 355 75 75 10.25 4/1/2007 3/1/2037 412449782 OR 97386 P SFR 480 475 100 100 6.5 4/1/2007 3/1/2047 412453055 OR 97386 P SFR 480 475 100 100 6.625 4/1/2007 3/1/2047 412449786 FL 33916 P CO 360 355 72.97 72.97 6.375 4/1/2007 3/1/2037 412446627 NH 03842 S SFR 360 356 90 90 9.85 5/1/2007 4/1/2037 412447254 MS 39358 P SFR 360 356 71.43 71.43 10.838 5/1/2007 4/1/2037 412447461 CA 93907 P SFR 360 356 77.19 77.19 6.25 5/1/2007 4/1/2037 412447671 MN 55396 P SFR 360 355 80 98.57 8.5 4/1/2007 3/1/2037 412448030 OH 44105 I SFR 360 356 85 85 9.65 5/1/2007 4/1/2037 412448074 CA 92705 P CO 360 356 90 90 9.35 5/1/2007 4/1/2037 412448103 FL 34744 P SFR 360 356 70 70 6.35 5/1/2007 4/1/2037 412448111 NY 11233 I SFR 360 356 90 90 7.75 5/1/2007 4/1/2037 412448124 FL 34983 P SFR 360 356 49.78 49.78 7.425 5/1/2007 4/1/2037 412448184 TX 79525 P SFR 360 356 90 90 7.875 5/1/2007 4/1/2037 412448188 NJ 08831 I SFR 360 356 95 95 9.8 5/1/2007 4/1/2037 412448237 NM 87544 P SFR 360 355 87.5 87.5 7.55 4/1/2007 3/1/2037 412448281 MN 55985 P SFR 360 355 94.95 94.95 7.875 4/1/2007 3/1/2037 412448306 LA 70117 S SFR 360 356 95 95 8.55 5/1/2007 4/1/2037 412448330 MD 20744 P SFR 360 356 85 85 7.85 5/1/2007 4/1/2037 412448332 CA 91730 P PUD 360 355 87.58 87.58 6.85 4/1/2007 3/1/2037 412448341 CA 95307 P SFR 360 355 68.21 68.21 6.7 4/1/2007 3/1/2037 412448362 OH 44110 I SFR 360 356 90 90 8.725 5/1/2007 4/1/2037 412448367 CT 06604 P SFR 360 355 80 100 7.825 4/1/2007 3/1/2037 412448368 CT 06604 P SFR 360 355 100 100 9.65 4/1/2007 3/1/2037 412448374 NJ 07481 P SFR 360 356 90 90 9.275 5/1/2007 4/1/2037 412448412 MA 01610 P SFR 360 355 100 100 10.15 4/1/2007 3/1/2037 412448413 MA 01610 P SFR 360 355 80 100 7.275 4/1/2007 3/1/2037 412448414 FL 34668 P SFR 360 356 85 85 7.7 5/1/2007 4/1/2037 412448459 KY 40006 P SFR 360 355 95 95 8.35 4/1/2007 3/1/2037 412448462 MA 02129 I SFR 360 355 95 95 9.8 4/1/2007 3/1/2037 412448499 CA 90008 P SFR 360 356 90 90 8.25 5/1/2007 4/1/2037 412452495 NJ 08046 P SFR 360 356 87.95 87.95 6.65 5/1/2007 4/1/2037 412448679 FL 34482 P SFR 360 356 74.15 74.15 6.8 5/1/2007 4/1/2037 412448691 TX 78757 P PUD 360 355 80 80 10.1 4/1/2007 3/1/2037 412448698 NJ 07503 P SFR 360 355 87.1 87.1 8.15 4/1/2007 3/1/2037 412448742 WA 98902 P SFR 360 355 95 95 9.1 4/1/2007 3/1/2037 412448755 TX 77546 P PUD 360 356 90 90 9.525 5/1/2007 4/1/2037 412448827 NJ 07106 I SFR 360 355 84.99 84.99 7.9 4/1/2007 3/1/2037 412448842 FL 34683 P PUD 360 356 90 90 6.1 5/1/2007 4/1/2037 412448870 PA 18976 P SFR 360 356 95 95 9.3 5/1/2007 4/1/2037 412448884 TX 77089 P PUD 360 356 80 80 7.415 5/1/2007 4/1/2037 412448892 NV 89109 P CO 360 355 94.99 94.99 10.35 4/1/2007 3/1/2037 412452563 TX 78217 P CO 360 356 94.99 94.99 9.538 5/1/2007 4/1/2037 412448944 TX 76021 P SFR 360 355 80 80 6.95 4/1/2007 3/1/2037 412448949 MI 48322 P CO 360 355 90 90 9.8 4/1/2007 3/1/2037 412448955 WI 54495 P SFR 360 356 84.69 84.69 9.05 5/1/2007 4/1/2037 412448957 CA 92592 P SFR 360 356 95 95 7.7 5/1/2007 4/1/2037 412448966 NV 89434 P SFR 360 355 74.29 74.29 7.35 4/1/2007 3/1/2037 412448971 OH 43138 P SFR 360 356 95 95 8.15 5/1/2007 4/1/2037 412448973 LA 70115 I SFR 360 356 75 75 9.95 5/1/2007 4/1/2037 412448975 MA 02066 I SFR 360 355 90 90 10.375 4/1/2007 3/1/2037 412448980 PA 19144 I SFR 360 356 90 90 7.975 5/1/2007 4/1/2037 412448984 MD 21237 P SFR 360 356 85 85 7.775 5/1/2007 4/1/2037 412448985 MD 20784 P SFR 360 356 95 95 10.15 5/1/2007 4/1/2037 412448986 ND 58203 P SFR 360 356 95 95 9.95 5/1/2007 4/1/2037 412449455 IN 47172 P SFR 360 355 100 100 8.5 4/1/2007 3/1/2037 412447417 CA 93534 P SFR 360 355 73.53 73.53 6.75 4/1/2007 3/1/2037 412448703 FL 33566 P SFR 360 356 90 90 7.375 5/1/2007 4/1/2037 412448747 CA 91762 P PUD 360 355 80 80 6.875 4/1/2007 3/1/2037 412448776 TX 77469 P PUD 360 356 88.99 88.99 7.75 5/1/2007 4/1/2037 412448947 WI 54143 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412448952 WI 53217 P SFR 360 355 95 95 14.25 4/1/2007 3/1/2037 412448953 WI 53217 P SFR 360 355 80 95 7.5 4/1/2007 3/1/2037 412448960 NV 89801 P SFR 360 355 100 100 10.875 4/1/2007 3/1/2037 412449328 CA 92648 P CO 360 355 100 100 8.75 4/1/2007 3/1/2037 412449450 NY 12834 S SFR 360 355 100 100 11.375 4/1/2007 3/1/2037 412449545 TX 79762 P SFR 360 355 95 95 8.125 4/1/2007 3/1/2037 412449621 TX 78332 P SFR 360 355 100 100 7.625 4/1/2007 3/1/2037 412452998 TX 78330 P SFR 360 355 100 100 7.375 4/1/2007 3/1/2037 412449657 VA 20181 P SFR 360 355 86.4 86.4 7 4/1/2007 3/1/2037 412449677 NC 28112 P SFR 360 355 95 95 8.125 4/1/2007 3/1/2037 412449740 CO 80130 P PUD 360 355 88.66 88.66 7.625 4/1/2007 3/1/2037 412449741 CA 92407 P SFR 360 355 80 80 6.75 4/1/2007 3/1/2037 412449744 CO 80550 P SFR 360 355 88.98 88.98 7.625 4/1/2007 3/1/2037 412449746 AZ 85338 P PUD 360 355 77.38 77.38 8 4/1/2007 3/1/2037 412449755 PA 17331 P SFR 360 355 85 100 7.875 4/1/2007 3/1/2037 412450538 TX 77590 P PUD 360 355 100 100 6.5 4/1/2007 3/1/2037 412449375 KS 67060 P SFR 360 355 94.94 94.94 6.5 4/1/2007 3/1/2037 412452925 GA 30214 P CO 360 355 100 100 12.75 4/1/2007 3/1/2037 412449363 CO 80123 P PUD 360 355 95 95 10.75 4/1/2007 3/1/2037 412448241 CA 90706 P SFR 360 355 86.21 86.21 6.75 4/1/2007 3/1/2037 412445565 TX 78572 P PUD 360 355 95 95 9.3 4/1/2007 3/1/2037 412449783 CT 06854 P SFR 360 355 69.38 69.38 6.125 4/1/2007 3/1/2037 412452839 GA 30606 P SFR 360 355 100 100 8 4/1/2007 3/1/2037 412449547 TX 79762 P SFR 180 175 100 100 9.625 4/1/2007 3/1/2022 412449112 CO 80126 P PUD 360 355 77.22 77.22 7.25 4/1/2007 3/1/2037 412449490 AZ 85234 P SFR 480 475 80 100 7.075 4/1/2007 3/1/2047 412449491 AZ 85234 P SFR 360 355 100 100 10.1 4/1/2007 3/1/2037 412449337 CA 90720 I SFR 360 355 79.27 79.27 6.75 4/1/2007 3/1/2037 412447395 IN 46237 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412449303 GA 30043 P PUD 480 475 100 100 7.375 4/1/2007 3/1/2047 412449604 LA 71112 P SFR 360 355 100 100 7.875 4/1/2007 3/1/2037 412447748 IL 60406 P SFR 360 355 80 80 7.125 4/1/2007 3/1/2037 412445540 TX 77583 P PUD 360 355 100 100 8.5 4/1/2007 3/1/2037 412449338 NV 89110 P CO 360 355 80 80 6.75 4/1/2007 3/1/2037 412449339 CA 90638 P SFR 360 355 100 100 8.25 4/1/2007 3/1/2037 412447311 NY 10472 P 2F 360 354 80 100 8.1 3/1/2007 2/1/2037 412447673 CA 91791 P CO 360 355 80 100 7.25 4/1/2007 3/1/2037 412446837 CA 90638 P PUD 360 354 80 100 8.7 3/1/2007 2/1/2037 412447484 CA 94954 P SFR 360 354 80 100 7.825 3/1/2007 2/1/2037 412447418 NV 89030 S SFR 360 354 80 100 7.5 3/1/2007 2/1/2037 412447421 CA 90660 P SFR 360 354 80 100 7.475 3/1/2007 2/1/2037 412447697 CA 95076 P CO 360 354 80 100 6.825 3/1/2007 2/1/2037 412449760 CA 95203 P SFR 360 355 80 80 6.5 4/1/2007 3/1/2037 412449775 DC 20008 P SFR 360 355 57.89 57.89 6.75 4/1/2007 3/1/2037 412452800 NC 28610 P SFR 480 475 100 100 6.625 4/1/2007 3/1/2047 412449379 NM 87120 P SFR 360 355 79.99 99.97 6.375 4/1/2007 3/1/2037 412449380 NM 87120 P SFR 360 355 99.97 99.97 8.125 4/1/2007 3/1/2037 412449390 KS 67220 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412447583 AZ 85374 P PUD 360 354 80 100 7.4 3/1/2007 2/1/2037 412447361 CA 90002 P 2F 360 354 80 100 7.5 3/1/2007 2/1/2037 412452330 CA 92127 S CO 360 354 80 100 8.25 3/1/2007 2/1/2037 412447465 NY 11710 P SFR 360 354 80 100 6.2 3/1/2007 2/1/2037 412452708 TX 77494 P PUD 360 355 98.45 98.45 5.875 4/1/2007 3/1/2037 412452844 CA 96130 P SFR 360 355 90 90 6.875 4/1/2007 3/1/2037 412449351 TX 78258 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412447852 CA 91384 P SFR 360 355 85 85 7 4/1/2007 3/1/2037 412449296 SC 29108 P SFR 360 355 80 80 6.875 4/1/2007 3/1/2037 412447323 CA 92392 P SFR 360 354 80 100 6.025 3/1/2007 2/1/2037 412447501 AZ 85353 P PUD 360 354 80 100 6.5 3/1/2007 2/1/2037 412447509 CA 94538 P SFR 360 354 80 100 6.99 3/1/2007 2/1/2037 412447570 NV 89509 P SFR 360 354 80 100 6.575 3/1/2007 2/1/2037 412447460 CA 95062 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447535 CA 92392 P SFR 360 354 80 100 6.625 3/1/2007 2/1/2037 412447140 OR 97458 P SFR 360 354 80 100 6.675 3/1/2007 2/1/2037 412447447 CA 92880 P SFR 360 354 80 100 7.225 3/1/2007 2/1/2037 412452104 AR 72745 P SFR 360 354 80 100 8.4 3/1/2007 2/1/2037 412447616 CA 95838 P SFR 360 354 80 100 6.68 3/1/2007 2/1/2037 412447480 VA 22701 P PUD 360 354 80 100 8.125 3/1/2007 2/1/2037 412447067 NJ 08817 P SFR 360 354 80 100 6.675 3/1/2007 2/1/2037 412449736 CA 91709 P SFR 360 354 66.91 66.91 6.625 3/1/2007 2/1/2037 412448334 NY 11758 P SFR 360 355 80 100 6.8 4/1/2007 3/1/2037 412447304 CA 91104 P SFR 360 354 80 100 8.6 3/1/2007 2/1/2037 412447685 CA 95035 P SFR 360 354 80 100 6.625 3/1/2007 2/1/2037 412447725 CA 90303 P SFR 360 354 80 100 6.975 3/1/2007 2/1/2037 412447344 CA 92703 P SFR 360 354 80 100 7.35 3/1/2007 2/1/2037 412447355 CA 92596 P PUD 360 354 80 100 6.675 3/1/2007 2/1/2037 412447384 CA 92026 P SFR 360 354 80 100 7.225 3/1/2007 2/1/2037 412447567 CA 91402 P SFR 360 353 80 100 7.275 2/1/2007 1/1/2037 412447325 CA 96094 P PUD 360 354 80 100 8.975 3/1/2007 2/1/2037 412447366 CA 91350 P PUD 360 354 80 100 6.775 3/1/2007 2/1/2037 412447312 CA 92203 P SFR 360 354 80 100 7.475 3/1/2007 2/1/2037 412447367 CA 93535 P SFR 360 354 80 100 7.375 3/1/2007 2/1/2037 412447405 CA 91342 P CO 360 354 80 100 6.99 3/1/2007 2/1/2037 412447074 GA 30013 S PUD 360 353 95 95 8.95 2/1/2007 1/1/2037 412452696 KS 66044 P SFR 480 475 100 100 6.875 4/1/2007 3/1/2047 412447154 MD 20657 P PUD 360 354 80 100 7.425 3/1/2007 2/1/2037 412449115 CO 80018 P PUD 360 355 99.97 99.97 8.5 4/1/2007 3/1/2037 412449589 OK 74134 P SFR 180 175 100 100 9 4/1/2007 3/1/2022 412446398 FL 34953 P PUD 360 351 85 85 8.975 12/1/2006 11/1/2036 412446829 CA 90250 P CO 360 353 75 75 8.45 2/1/2007 1/1/2037 412446406 RI 02814 P SFR 360 351 53.01 53.01 9.25 12/1/2006 11/1/2036 412453029 NJ 08225 P SFR 360 355 74.51 74.51 6.875 4/1/2007 3/1/2037 412453041 CA 92407 I SFR 180 175 45.45 45.45 6.25 4/1/2007 3/1/2022 412447631 FL 32244 P SFR 360 355 90 90 8.7 4/1/2007 3/1/2037 412448061 GA 30005 P PUD 360 355 90 90 7.975 4/1/2007 3/1/2037 412449310 NC 28574 P SFR 360 355 100 100 9.875 4/1/2007 3/1/2037 412449468 AZ 85044 P PUD 360 355 74.64 74.64 7.75 4/1/2007 3/1/2037 412445553 TX 75052 P PUD 360 354 99.98 99.98 7.75 3/1/2007 2/1/2037 412448077 NJ 07008 P SFR 360 355 94.62 94.62 8.95 4/1/2007 3/1/2037 412448351 CO 81503 P SFR 360 355 79.37 79.37 8.7 4/1/2007 3/1/2037 412447993 CT 06790 P SFR 360 355 53.13 53.13 9.875 4/1/2007 3/1/2037 412449617 TX 78332 P SFR 360 355 100 100 7.5 4/1/2007 3/1/2037 412448304 AZ 85331 P PUD 360 355 90 90 9.4 4/1/2007 3/1/2037 412447471 CA 91403 P CO 360 355 80 100 7.475 4/1/2007 3/1/2037 412447779 GA 30161 P SFR 360 354 80 80 8 3/1/2007 2/1/2037 412449350 FL 34105 P PUD 360 355 47.62 47.62 6.625 4/1/2007 3/1/2037 412449357 CA 92117 P CO 360 355 80 80 6.25 4/1/2007 3/1/2037 412447267 OH 43065 P SFR 360 353 100 100 11.45 2/1/2007 1/1/2037 412446998 PA 19460 P SFR 360 353 100 100 11.05 2/1/2007 1/1/2037 412449730 CA 92201 P SFR 360 355 85.34 85.34 7.625 4/1/2007 3/1/2037 412446638 NY 12601 P SFR 360 353 100 100 11.4 2/1/2007 1/1/2037 412448071 NE 68505 P SFR 360 355 80 100 7.65 4/1/2007 3/1/2037 412447799 MA 02128 P 2F 360 355 100 100 9.35 4/1/2007 3/1/2037 412447800 MA 02128 P 2F 360 355 80 100 5.925 4/1/2007 3/1/2037 412449330 VA 23116 P PUD 360 355 48.19 48.19 7.5 4/1/2007 3/1/2037 412449541 PA 19341 P SFR 360 355 100 100 8.875 4/1/2007 3/1/2037 412452981 NV 89447 P SFR 360 355 34.56 34.56 6.375 4/1/2007 3/1/2037 412448797 WA 98105 P SFR 360 355 95 95 9.425 4/1/2007 3/1/2037 412452316 MA 02571 S SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412452317 MA 02571 S SFR 360 355 80 100 7.75 4/1/2007 3/1/2037 412452924 GA 30214 P CO 360 355 80 100 7 4/1/2007 3/1/2037 412452980 NV 89506 P PUD 360 355 73.81 73.81 6.25 4/1/2007 3/1/2037 412449603 LA 71112 P SFR 360 355 99.92 99.92 9.125 4/1/2007 3/1/2037 412451942 MI 48091 P SFR 360 353 100 100 11.45 2/1/2007 1/1/2037 412446927 TX 79423 P SFR 360 353 100 100 9.8 2/1/2007 1/1/2037 412449329 CA 90042 P SFR 480 475 72.65 72.65 6.5 4/1/2007 3/1/2047 412452876 CO 81004 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412447394 IN 46237 P SFR 360 355 80 100 7.125 4/1/2007 3/1/2037 412449295 DE 19806 P SFR 180 175 79.25 79.25 7.875 4/1/2007 3/1/2022 412449372 MO 64444 P SFR 360 355 71.32 71.32 6.375 4/1/2007 3/1/2037 412452695 KS 66047 P SFR 360 355 95 95 6.125 4/1/2007 3/1/2037 412445532 TX 77386 P PUD 360 355 100 100 6.625 4/1/2007 3/1/2037 412447672 CA 92596 P SFR 360 354 80 100 6.625 3/1/2007 2/1/2037 412447088 UT 84043 P SFR 360 353 80 100 6.4 2/1/2007 1/1/2037 412447713 MA 02539 P SFR 360 354 77.33 100 7.4 3/1/2007 2/1/2037 412447624 CA 91605 P SFR 360 355 80 100 7.75 4/1/2007 3/1/2037 412447297 WA 99016 P PUD 360 354 80 100 7.75 3/1/2007 2/1/2037 412452196 CA 92101 P CO 360 354 80 100 6.375 3/1/2007 2/1/2037 412447258 CA 92054 P CO 360 354 80 100 7.375 3/1/2007 2/1/2037 412447094 CA 92407 P SFR 360 354 90 100 9.1 3/1/2007 2/1/2037 412447547 TX 77578 S PUD 360 354 80 100 7.725 3/1/2007 2/1/2037 412447284 MA 01364 P SFR 360 353 77.78 100 7.725 2/1/2007 1/1/2037 412447661 CA 92392 P SFR 360 355 95 95 6.5 4/1/2007 3/1/2037 412449287 GA 30331 I SFR 360 355 80 95 8.875 4/1/2007 3/1/2037 412449335 CA 94706 P CO 180 175 100 100 8 4/1/2007 3/1/2022 412447185 CA 93311 P SFR 360 354 80 100 7.175 3/1/2007 2/1/2037 412447217 AZ 85297 P PUD 360 353 80 100 8.875 2/1/2007 1/1/2037 412449761 CA 94533 P CO 360 355 59.09 59.09 6.75 4/1/2007 3/1/2037 412447870 UT 84655 P SFR 360 355 85 85 6.625 4/1/2007 3/1/2037 412449342 AZ 85379 P SFR 360 355 96.61 96.61 6.625 4/1/2007 3/1/2037 412449346 CA 90630 P SFR 360 355 100 100 8.375 4/1/2007 3/1/2037 412449438 MO 64083 P SFR 360 355 96.09 96.09 6.875 4/1/2007 3/1/2037 412448116 WA 98226 P SFR 360 355 95 95 11.5 4/1/2007 3/1/2037 412450548 TX 77090 S PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412449587 OK 74134 P SFR 360 355 80 100 6.875 4/1/2007 3/1/2037 412452694 KS 66049 P SFR 480 475 100 100 7.125 4/1/2007 3/1/2047 412450544 TX 77090 S PUD 360 355 80 100 8.675 4/1/2007 3/1/2037 412449754 PA 17111 P PUD 360 354 85 100 7.675 3/1/2007 2/1/2037 412446864 UT 84065 P SFR 360 353 75 75 11.75 2/1/2007 1/1/2037 412446361 FL 33068 P CO 360 351 90 90 8.65 12/1/2006 11/1/2036 412447269 CA 95125 P SFR 360 353 80 100 6.875 2/1/2007 1/1/2037 412446663 FL 32907 P SFR 360 353 90 90 8.65 2/1/2007 1/1/2037 412446732 ME 04064 P SFR 360 353 85 85 9.125 2/1/2007 1/1/2037 412446751 TX 77450 P PUD 120 112 84.52 84.52 8.613 1/1/2007 12/1/2016 412446882 NY 11798 I SFR 360 353 65 65 10.25 2/1/2007 1/1/2037 412449308 NC 28574 P SFR 360 355 79.93 100 7.125 4/1/2007 3/1/2037 412452379 CA 92027 P SFR 360 355 95 95 9.25 4/1/2007 3/1/2037 412448068 TX 75147 P SFR 360 355 79.94 79.94 11.5 4/1/2007 3/1/2037 412452389 MO 63031 P SFR 360 355 90 90 10.05 4/1/2007 3/1/2037 412448539 CA 92509 P SFR 360 354 80 100 6.525 3/1/2007 2/1/2037 412448268 FL 33809 P CO 360 354 79.99 79.99 8.325 3/1/2007 2/1/2037 412448159 TX 75052 S PUD 360 355 95 95 8.25 4/1/2007 3/1/2037 412448149 PA 19003 P SFR 360 355 85 85 8.3 4/1/2007 3/1/2037 412448225 FL 33319 P PUD 360 355 72 72 8.99 4/1/2007 3/1/2037 412448266 MO 63136 P SFR 360 355 85 85 11.5 4/1/2007 3/1/2037 412449588 OK 74037 P SFR 180 175 100 100 8.375 4/1/2007 3/1/2022 412448552 CA 93534 P SFR 360 355 88.77 88.77 10.99 4/1/2007 3/1/2037 412447825 NV 89502 P PUD 360 354 79.71 79.71 7.95 3/1/2007 2/1/2037 412448638 VA 23505 P SFR 360 355 95 95 6.85 4/1/2007 3/1/2037 412447540 MA 01420 P 3F 360 355 80 80 8.85 4/1/2007 3/1/2037 412450526 TX 77459 P PUD 360 355 100 100 6.375 4/1/2007 3/1/2037 412449080 KS 66046 P PUD 480 475 100 100 7 4/1/2007 3/1/2047 412447688 NJ 08081 P SFR 360 354 73.83 73.83 9.55 3/1/2007 2/1/2037 412449273 AZ 85220 P PUD 360 355 74.98 74.98 6.375 4/1/2007 3/1/2037 412449280 NC 28467 P PUD 360 355 71.43 71.43 6.375 4/1/2007 3/1/2037 412447040 CA 93041 P CO 360 354 80 100 6.75 3/1/2007 2/1/2037 412447518 NY 11236 P 2F 360 355 80 100 7.8 4/1/2007 3/1/2037 412448169 TX 77084 P PUD 360 355 88.22 88.22 9.3 4/1/2007 3/1/2037 412448329 TX 78043 P SFR 360 355 80 100 8.125 4/1/2007 3/1/2037 412447765 NY 11236 P 2F 360 355 60.75 60.75 7 4/1/2007 3/1/2037 412449284 SC 29210 P CO 360 355 84.12 84.12 6.875 4/1/2007 3/1/2037 412452859 CO 80022 P PUD 360 355 80 80 5.875 4/1/2007 3/1/2037 412447822 FL 32955 P PUD 360 355 90 90 13.125 4/1/2007 3/1/2037 412447988 CA 94565 P SFR 360 355 80 99.34 6.625 4/1/2007 3/1/2037 412449258 AZ 85745 P PUD 360 355 80 95 6.125 4/1/2007 3/1/2037 412452801 NC 28092 P SFR 360 355 77.88 77.88 6.5 4/1/2007 3/1/2037 412449026 CA 93551 P SFR 360 355 79.99 99.97 6.875 4/1/2007 3/1/2037 412449028 CA 93551 P SFR 180 175 99.97 99.97 12 4/1/2007 3/1/2022 412446830 NC 28584 P SFR 360 353 90 90 10.275 2/1/2007 1/1/2037 412446823 AZ 85303 I PUD 360 352 75 75 10.25 1/1/2007 12/1/2036 412451645 NJ 08070 P SFR 360 352 40 40 9.85 1/1/2007 12/1/2036 412449262 AZ 85730 P PUD 360 355 90 90 7.75 4/1/2007 3/1/2037 412449473 AZ 85016 I CO 360 355 43.75 43.75 6.375 4/1/2007 3/1/2037 412449489 AZ 85226 P PUD 360 355 77.78 77.78 5.75 4/1/2007 3/1/2037 412449513 NJ 08360 P SFR 360 355 80 90 6.75 4/1/2007 3/1/2037 412446657 TN 38111 P SFR 360 352 79.39 79.39 9 1/1/2007 12/1/2036 412446410 UT 84062 P SFR 360 352 90 90 8.75 1/1/2007 12/1/2036 412446421 GA 30017 P PUD 360 351 94.95 94.95 8.05 12/1/2006 11/1/2036 412446614 NJ 08401 S SFR 360 352 53.33 53.33 8.325 1/1/2007 12/1/2036 412448335 NY 11735 P SFR 360 355 68.63 68.63 7.4 4/1/2007 3/1/2037 412448075 MD 21222 P SFR 360 355 85 85 9.65 4/1/2007 3/1/2037 412447467 MO 64506 P 2F 360 354 90 90 11 3/1/2007 2/1/2037 412447341 CA 95122 P SFR 360 354 100 100 11.35 3/1/2007 2/1/2037 412447944 AZ 85706 P SFR 360 354 80 100 6.925 3/1/2007 2/1/2037 412448010 AZ 85382 I SFR 360 355 80 80 9.95 4/1/2007 3/1/2037 412446672 NM 87109 P SFR 360 352 56.25 56.25 8.975 1/1/2007 12/1/2036 412448112 FL 32805 P SFR 360 355 89.73 89.73 6.5 4/1/2007 3/1/2037 412448549 CA 90604 P SFR 360 354 52.35 52.35 6.425 3/1/2007 2/1/2037 412447855 NY 11791 S SFR 360 355 80 80 7.675 4/1/2007 3/1/2037 412448425 VA 22735 P SFR 360 355 80 100 7.025 4/1/2007 3/1/2037 412447369 MN 55316 P CO 360 355 80 100 8.013 4/1/2007 3/1/2037 412448585 VA 22191 P PUD 360 355 85 100 6.525 4/1/2007 3/1/2037 412447762 NM 87122 P SFR 360 355 80 80 9.4 4/1/2007 3/1/2037 412448001 VA 22304 P SFR 360 354 80 100 7.625 3/1/2007 2/1/2037 412447968 FL 33065 P CO 360 354 74.42 74.42 10.25 3/1/2007 2/1/2037 412448003 AZ 85225 P PUD 360 355 80 80 8.4 4/1/2007 3/1/2037 412448097 NY 11207 P 2F 360 355 48.18 48.18 7.675 4/1/2007 3/1/2037 412445588 TX 78732 P PUD 360 355 90 90 6.875 4/1/2007 3/1/2037 412449389 CO 80127 P PUD 360 355 89.99 89.99 7.875 4/1/2007 3/1/2037 412449291 NC 28208 I SFR 360 355 100 100 7.5 4/1/2007 3/1/2037 412449302 WV 26101 P SFR 360 355 100 100 8 4/1/2007 3/1/2037 412449581 NV 89509 P PUD 360 355 55.75 55.75 5.75 4/1/2007 3/1/2037 412452456 UT 84067 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412452457 UT 84067 P SFR 360 355 100 100 9.375 4/1/2007 3/1/2037 412448247 NJ 08016 P SFR 360 355 90 90 8.95 4/1/2007 3/1/2037 412452387 TX 77316 P PUD 360 355 80 80 10.65 4/1/2007 3/1/2037 412448079 FL 33566 P PUD 360 355 90 90 8.3 4/1/2007 3/1/2037 412448437 IL 60440 P SFR 360 355 93.96 93.96 9.35 4/1/2007 3/1/2037 412448080 PA 18518 I SFR 360 355 90 90 8.625 4/1/2007 3/1/2037 412447866 FL 33168 P SFR 360 355 75 75 10.5 4/1/2007 3/1/2037 412448526 ID 83815 P SFR 360 355 100 100 10.55 4/1/2007 3/1/2037 412448665 TX 78404 I SFR 360 355 90 90 9.7 4/1/2007 3/1/2037 412447640 CA 92582 I SFR 360 354 90 90 9.65 3/1/2007 2/1/2037 412448081 TX 77389 P PUD 360 355 80 100 10.175 4/1/2007 3/1/2037 412448249 NE 68333 P SFR 360 355 80 100 7.775 4/1/2007 3/1/2037 412449290 OH 44310 I 2F 360 355 72.93 72.93 6.375 4/1/2007 3/1/2037 412452835 CA 93615 I SFR 360 355 70 70 6.5 4/1/2007 3/1/2037 412449396 CO 80138 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412449601 LA 71108 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412447788 FL 33186 P SFR 360 355 64.1 64.1 6.125 4/1/2007 3/1/2037 412449297 PA 15956 P SFR 240 235 84.38 84.38 6.75 4/1/2007 3/1/2027 412448083 WI 53913 P SFR 360 355 85 85 7.55 4/1/2007 3/1/2037 412447835 NY 12401 P SFR 360 355 100 100 10.35 4/1/2007 3/1/2037 412448025 NJ 08628 P SFR 360 355 80 100 6.275 4/1/2007 3/1/2037 412448142 FL 32707 P SFR 360 355 95 95 7.2 4/1/2007 3/1/2037 412448502 VA 23456 P SFR 360 355 80 100 7.925 4/1/2007 3/1/2037 412452406 MI 48195 P CO 360 355 80 100 8.4 4/1/2007 3/1/2037 412451529 NC 27822 P SFR 360 351 90 90 11.075 12/1/2006 11/1/2036 412446574 RI 02920 P SFR 360 352 38.46 38.46 7.775 1/1/2007 12/1/2036 412446452 WI 54817 P SFR 360 352 92.78 92.78 8.875 1/1/2007 12/1/2036 412447974 CA 93704 P SFR 360 355 89.25 89.25 6.09 4/1/2007 3/1/2037 412448232 UT 84010 P SFR 360 355 85 85 8.375 4/1/2007 3/1/2037 412452309 CA 95765 P PUD 360 355 80 100 7.05 4/1/2007 3/1/2037 412452398 NV 89706 P SFR 360 355 80 100 7.725 4/1/2007 3/1/2037 412447529 FL 34743 P PUD 360 355 80 80 9.9 4/1/2007 3/1/2037 412449367 CO 80237 P CO 360 355 100 100 6.375 4/1/2007 3/1/2037 412449637 IL 61832 P SFR 360 355 100 100 7.25 4/1/2007 3/1/2037 412447821 FL 32955 P PUD 360 355 80 90 7.875 4/1/2007 3/1/2037 412449268 AZ 85260 P SFR 360 355 49.58 49.58 6.25 4/1/2007 3/1/2037 412446558 NV 89110 I PUD 360 354 90 100 9.8 3/1/2007 2/1/2037 412448042 ID 83705 P SFR 360 354 85 85 8.638 3/1/2007 2/1/2037 412447207 MD 20721 P PUD 360 353 56.18 56.18 6.675 2/1/2007 1/1/2037 412447746 MS 39564 P SFR 360 355 90 90 10.8 4/1/2007 3/1/2037 412447948 AZ 85706 P SFR 360 354 100 100 11.65 3/1/2007 2/1/2037 412448011 AR 72076 P SFR 360 355 93.14 93.14 9.85 4/1/2007 3/1/2037 412452404 GA 30038 P SFR 360 355 100 100 12.15 4/1/2007 3/1/2037 412452412 GA 30035 I SFR 360 355 93.1 93.1 8.9 4/1/2007 3/1/2037 412452403 GA 30038 P SFR 360 355 80 100 9.047 4/1/2007 3/1/2037 412447192 CA 92807 P SFR 360 353 80 80 7.05 2/1/2007 1/1/2037 412452798 GA 30038 P PUD 360 355 100 100 6.5 4/1/2007 3/1/2037 412449285 FL 34953 P SFR 360 355 80 80 6.375 4/1/2007 3/1/2037 412449633 CA 95482 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412449634 CA 95482 P SFR 180 175 100 100 9.5 4/1/2007 3/1/2022 412452405 MI 48195 P CO 360 355 100 100 10.8 4/1/2007 3/1/2037 412447470 MI 48386 P SFR 360 355 29.85 29.85 11.475 4/1/2007 3/1/2037 412448555 NV 89015 P PUD 360 355 80 100 6.725 4/1/2007 3/1/2037 412447481 MA 01331 P 2F 360 354 100 100 10.65 3/1/2007 2/1/2037 412447483 MA 01331 P 2F 360 354 80 100 8.325 3/1/2007 2/1/2037 412447373 NY 10314 P 2F 360 354 85 85 7.375 3/1/2007 2/1/2037 412449100 TX 77049 P PUD 360 355 99.22 99.22 6.5 4/1/2007 3/1/2037 412448445 FL 33325 P PUD 360 355 80 100 6.325 4/1/2007 3/1/2037 412446608 TX 75125 P SFR 360 352 100 100 9.8 1/1/2007 12/1/2036 412447402 FL 32696 P SFR 360 354 95 95 8.6 3/1/2007 2/1/2037 412447812 WA 98662 P SFR 360 354 100 100 11.6 3/1/2007 2/1/2037 412447593 TX 75035 P PUD 360 355 68.15 68.15 7.25 4/1/2007 3/1/2037 412447636 OK 73051 P SFR 360 355 80 80 8.6 4/1/2007 3/1/2037 412447646 TX 78261 P PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412447647 TX 78261 P PUD 360 355 80 100 8.175 4/1/2007 3/1/2037 412452257 NY 12401 P SFR 360 355 80 100 7.975 4/1/2007 3/1/2037 412448186 GA 30316 P PUD 360 355 80 100 7.575 4/1/2007 3/1/2037 412448300 NJ 07461 P SFR 360 355 61.02 61.02 7.99 4/1/2007 3/1/2037 412448598 NC 27107 P SFR 360 355 55.94 55.94 8.85 4/1/2007 3/1/2037 412448627 FL 33056 P SFR 360 355 75 75 6.74 4/1/2007 3/1/2037 412448416 NJ 08043 P CO 360 355 100 100 11.45 4/1/2007 3/1/2037 412449220 TX 78006 P PUD 360 355 79.96 94.95 6.875 4/1/2007 3/1/2037 412449221 TX 78006 P PUD 360 355 94.95 94.95 12.125 4/1/2007 3/1/2037 412449572 TX 77590 I SFR 360 355 100 100 8.875 4/1/2007 3/1/2037 412452804 IN 47374 P SFR 360 355 90 90 7.125 4/1/2007 3/1/2037 412452297 SC 29445 S SFR 360 355 70 70 9.35 4/1/2007 3/1/2037 412446667 NJ 07420 P SFR 360 353 75 75 8.55 2/1/2007 1/1/2037 412447618 CA 94591 P SFR 360 354 100 100 10.1 3/1/2007 2/1/2037 412447875 FL 33312 P SFR 360 355 83.08 83.08 6.95 4/1/2007 3/1/2037 412447193 WA 98337 P SFR 360 354 90 90 8.75 3/1/2007 2/1/2037 412449187 TX 76063 P PUD 360 355 80 100 6.75 4/1/2007 3/1/2037 412448342 CT 06074 P SFR 360 355 80 100 7.225 4/1/2007 3/1/2037 412448453 FL 33325 P PUD 360 355 100 100 10.25 4/1/2007 3/1/2037 412447976 CA 91710 P CO 360 354 80 100 7.575 3/1/2007 2/1/2037 412448307 NJ 08050 P SFR 360 355 71.72 71.72 8.95 4/1/2007 3/1/2037 412447916 MA 02777 P SFR 360 355 89.44 89.44 7.45 4/1/2007 3/1/2037 412447683 NY 11762 P SFR 360 355 95 95 7.75 4/1/2007 3/1/2037 412447786 AZ 85254 P PUD 360 355 42.22 42.22 8.025 4/1/2007 3/1/2037 412448087 CA 94112 P SFR 360 354 80 100 8.325 3/1/2007 2/1/2037 412447372 AL 36703 P SFR 360 354 80 100 10.425 3/1/2007 2/1/2037 412447380 MD 21237 P PUD 360 354 95 95 7.9 3/1/2007 2/1/2037 412447397 FL 33542 P 2F 360 355 90 90 8.525 4/1/2007 3/1/2037 412447880 FL 34743 P SFR 360 355 40.3 40.3 8.775 4/1/2007 3/1/2037 412447826 MD 21229 P SFR 360 354 85 85 9.975 3/1/2007 2/1/2037 412447708 VA 22830 P SFR 360 354 70 70 8.3 3/1/2007 2/1/2037 412449553 TX 79714 P SFR 360 355 80 100 7.675 4/1/2007 3/1/2037 412449678 NC 28213 P PUD 360 355 100 100 7.875 4/1/2007 3/1/2037 412449781 AL 36830 P SFR 360 355 100 100 7.25 4/1/2007 3/1/2037 412448260 CT 06614 P SFR 360 355 90 90 6.5 4/1/2007 3/1/2037 412447276 OR 97266 P SFR 360 355 84.21 84.21 7.2 4/1/2007 3/1/2037 412447934 FL 33990 P SFR 360 355 68.24 68.24 7.75 4/1/2007 3/1/2037 412445538 TX 77494 P PUD 180 175 95 95 7.625 4/1/2007 3/1/2022 412450599 TX 78006 P PUD 360 355 59.11 59.11 6 4/1/2007 3/1/2037 412449103 TX 77584 P PUD 180 175 89.78 89.78 7.5 4/1/2007 3/1/2022 412448058 AZ 85207 P PUD 360 355 95 95 6.85 4/1/2007 3/1/2037 412447978 CA 91710 P CO 360 354 100 100 11.8 3/1/2007 2/1/2037 412448258 CA 91792 P PUD 360 355 95 95 7.7 4/1/2007 3/1/2037 412447954 SC 29906 P SFR 360 355 88.46 88.46 7.8 4/1/2007 3/1/2037 412448034 AZ 85212 P PUD 360 355 80 80 6 4/1/2007 3/1/2037 412450532 TX 77494 P PUD 360 355 79.97 99.96 6.5 4/1/2007 3/1/2037 412450540 TX 77494 P PUD 360 355 79.97 79.97 5.875 4/1/2007 3/1/2037 412448157 CA 92553 P SFR 360 355 66.51 66.51 8.7 4/1/2007 3/1/2037 412448319 MA 01960 P SFR 360 355 32.17 32.17 8.075 4/1/2007 3/1/2037 412448033 TX 75229 P SFR 180 175 28.81 28.81 8.665 4/1/2007 3/1/2022 412447925 CT 06488 P SFR 360 354 80 100 7.275 3/1/2007 2/1/2037 412447626 FL 32347 P SFR 360 354 39.22 39.22 9.7 3/1/2007 2/1/2037 412446675 AL 35064 P SFR 360 354 72.73 72.73 10.275 3/1/2007 2/1/2037 412450550 TX 77494 P PUD 180 175 99.96 99.96 9.75 4/1/2007 3/1/2022 412448091 CA 94112 P SFR 360 354 100 100 11.8 3/1/2007 2/1/2037 412447658 GA 30143 P SFR 360 354 90 90 9.6 3/1/2007 2/1/2037 412447999 WA 98513 P PUD 360 354 100 100 12.05 3/1/2007 2/1/2037 412447998 WA 98513 P PUD 360 354 80 100 6.225 3/1/2007 2/1/2037 412445543 TX 77375 P PUD 180 175 100 100 8.25 4/1/2007 3/1/2022 412445545 TX 77573 P PUD 180 175 99.96 99.96 11 4/1/2007 3/1/2022 412452342 CA 94565 P SFR 360 354 100 100 10.95 3/1/2007 2/1/2037 412449434 KS 66208 P SFR 360 355 75 100 6.25 4/1/2007 3/1/2037 412447741 FL 34747 P PUD 360 354 54.61 54.61 7.813 3/1/2007 2/1/2037 412448151 CA 95133 P SFR 360 353 80 80 8.89 2/1/2007 1/1/2037 412449264 AZ 85204 P SFR 360 355 80 80 6.125 4/1/2007 3/1/2037 412452603 CA 92129 P CO 360 355 79.99 100 7.5 4/1/2007 3/1/2037 412449247 GA 30281 P SFR 360 355 99.22 99.22 6.375 4/1/2007 3/1/2037 412446750 MD 20706 P PUD 360 353 100 100 11.45 2/1/2007 1/1/2037 412448257 PA 18618 S SFR 360 355 80 95 8.875 4/1/2007 3/1/2037 412448259 PA 18618 S SFR 360 355 95 95 11.5 4/1/2007 3/1/2037 412448568 NE 68505 P SFR 360 355 100 100 11.8 4/1/2007 3/1/2037 412449410 CO 80229 P SFR 360 355 99.96 99.96 8.25 4/1/2007 3/1/2037 412453045 CA 93065 P SFR 360 355 51.66 51.66 6.25 4/1/2007 3/1/2037 412452846 CA 92596 P PUD 360 355 78.12 100 6.5 4/1/2007 3/1/2037 412449292 NC 27704 I SFR 360 355 100 100 7.625 4/1/2007 3/1/2037 412447503 GA 30331 P SFR 360 354 71.67 71.67 8.95 3/1/2007 2/1/2037 412448784 MN 56469 S SFR 360 355 76.19 76.19 8.9 4/1/2007 3/1/2037 412448049 NJ 08753 P SFR 360 355 95 95 9.7 4/1/2007 3/1/2037 412448423 NY 12569 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448028 CT 06897 P SFR 360 355 65 65 6.375 4/1/2007 3/1/2037 412447550 FL 33569 P PUD 360 355 85 85 6.875 4/1/2007 3/1/2037 412447069 DE 19901 P SFR 360 355 80 80 9.8 4/1/2007 3/1/2037 412448488 WI 53209 P 2F 360 355 85 85 7.35 4/1/2007 3/1/2037 412448560 VA 22312 P CO 360 355 48.08 48.08 7.35 4/1/2007 3/1/2037 412448262 MA 01104 P 2F 360 355 84.61 84.61 7.25 4/1/2007 3/1/2037 412448261 TN 37379 P SFR 360 355 85 85 10.175 4/1/2007 3/1/2037 412448199 IL 61822 P SFR 360 355 85 85 7.9 4/1/2007 3/1/2037 412448029 FL 32068 P PUD 360 355 89.86 89.86 7.9 4/1/2007 3/1/2037 412448449 UT 84790 P SFR 360 355 100 100 12.5 4/1/2007 3/1/2037 412448574 MA 02780 P SFR 360 355 100 100 11.05 4/1/2007 3/1/2037 412448804 FL 34743 P PUD 360 355 100 100 10.85 4/1/2007 3/1/2037 412447951 UT 84092 P SFR 360 355 70 70 9.65 4/1/2007 3/1/2037 412448153 MA 02721 P SFR 360 355 80 80 6.92 4/1/2007 3/1/2037 412452864 CO 80015 P PUD 480 475 100 100 6.5 4/1/2007 3/1/2047 412449394 CO 80631 P SFR 360 355 80 99.98 7.125 4/1/2007 3/1/2037 412449395 CO 80631 P SFR 360 355 99.98 99.98 8.75 4/1/2007 3/1/2037 412452869 CO 80020 P SFR 360 355 100 100 6.375 4/1/2007 3/1/2037 412449738 FL 32563 P SFR 360 355 90 90 7.875 4/1/2007 3/1/2037 412448102 CA 92587 P SFR 360 355 100 100 11 4/1/2007 3/1/2037 412452886 CO 80108 P SFR 360 355 67.72 67.72 6.125 4/1/2007 3/1/2037 412449392 CO 80011 P SFR 480 475 100 100 7 4/1/2007 3/1/2047 412449494 AZ 85364 P SFR 360 355 75.47 75.47 6 4/1/2007 3/1/2037 412448664 MA 02766 P SFR 360 355 90 90 9.2 4/1/2007 3/1/2037 412448387 LA 71111 P SFR 360 355 85 85 7.5 4/1/2007 3/1/2037 412448384 ME 04901 P SFR 300 295 84.5 84.5 7.7 4/1/2007 3/1/2032 412448525 ID 83815 P SFR 360 355 80 100 7.675 4/1/2007 3/1/2037 412448444 UT 84790 P SFR 360 355 80 100 7 4/1/2007 3/1/2037 412448584 MA 02150 P 2F 360 355 80 100 5.65 4/1/2007 3/1/2037 412448808 GA 30518 P PUD 360 355 80 100 7.375 4/1/2007 3/1/2037 412448190 FL 33607 P SFR 360 355 95 95 9.3 4/1/2007 3/1/2037 412447849 FL 32940 P PUD 360 355 90 90 9.15 4/1/2007 3/1/2037 412448394 DC 20011 P SFR 360 355 75 75 7.1 4/1/2007 3/1/2037 412448849 FL 33991 P SFR 360 355 80 100 7.025 4/1/2007 3/1/2037 412448359 GA 30106 P SFR 360 355 80 80 10.337 4/1/2007 3/1/2037 412448619 WI 54130 P SFR 360 355 80 100 7.625 4/1/2007 3/1/2037 412448308 IL 60115 P SFR 360 355 75 75 10.45 4/1/2007 3/1/2037 412448429 IN 46106 I SFR 360 355 85 85 9.9 4/1/2007 3/1/2037 412449734 CA 90810 P SFR 360 355 89.09 89.09 12.125 4/1/2007 3/1/2037 412452847 CA 92596 P PUD 360 355 100 100 8.75 4/1/2007 3/1/2037 412448615 CA 91744 P SFR 360 355 90 90 6.75 4/1/2007 3/1/2037 412447790 CA 94603 P SFR 360 355 58.14 58.14 6.5 4/1/2007 3/1/2037 412447413 TX 75602 P SFR 360 355 90 90 8.99 4/1/2007 3/1/2037 412448770 MA 01201 P SFR 360 355 80 100 7.99 4/1/2007 3/1/2037 412448575 MA 02780 P SFR 360 355 80 100 7.075 4/1/2007 3/1/2037 412447453 MI 49265 P SFR 360 355 95 95 8.5 4/1/2007 3/1/2037 412448565 CA 93245 P SFR 360 355 84.28 84.28 7.4 4/1/2007 3/1/2037 412448733 GA 30064 P SFR 360 355 85 85 10.075 4/1/2007 3/1/2037 412447521 IN 46143 P SFR 360 355 80 80 10 4/1/2007 3/1/2037 412448168 CA 92373 P SFR 360 355 80 100 7.475 4/1/2007 3/1/2037 412453025 AL 35214 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412449778 MD 20874 P TH 360 355 80 80 6.125 4/1/2007 3/1/2037 412449779 GA 30215 P PUD 360 355 95 95 8.8 4/1/2007 3/1/2037 412447914 TX 77459 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412447915 TX 77459 P PUD 360 355 100 100 9.875 4/1/2007 3/1/2037 412448144 CA 93535 P SFR 360 355 80 100 7.9 4/1/2007 3/1/2037 412448158 NM 87122 P SFR 360 355 80 100 8.663 4/1/2007 3/1/2037 412448587 NJ 07203 P SFR 360 355 69.77 69.77 9.8 4/1/2007 3/1/2037 412448529 TN 38125 P SFR 360 355 80 100 7.825 4/1/2007 3/1/2037 412447986 TX 76207 P SFR 360 355 74.64 74.64 7.45 4/1/2007 3/1/2037 412447838 TX 78148 P PUD 360 355 80 80 7.89 4/1/2007 3/1/2037 412448469 MA 01970 I CO 360 355 69.96 69.96 8.8 4/1/2007 3/1/2037 412448251 GA 30742 P SFR 360 355 85 85 10 4/1/2007 3/1/2037 412452452 MA 02131 P SFR 360 355 79.56 79.56 8.6 4/1/2007 3/1/2037 412452943 NJ 08081 P PUD 360 355 80 90 7 4/1/2007 3/1/2037 412448709 WI 53189 P SFR 360 355 80 92.73 7.25 4/1/2007 3/1/2037 412449348 CA 91762 P SFR 360 355 80 100 6.5 4/1/2007 3/1/2037 412449349 CA 91762 P SFR 360 355 100 100 8.5 4/1/2007 3/1/2037 412449737 CA 94561 P SFR 180 175 77.57 77.57 6.5 4/1/2007 3/1/2022 412448355 CA 93304 P SFR 360 355 72.22 72.22 6.5 4/1/2007 3/1/2037 412449642 VA 23181 P SFR 360 355 100 100 8.5 4/1/2007 3/1/2037 412447816 CA 93309 I SFR 360 354 70.18 70.18 6.99 3/1/2007 2/1/2037 412449470 AZ 85233 P PUD 360 355 80 90 6.875 4/1/2007 3/1/2037 412449762 CA 94928 P SFR 180 175 88.52 88.52 7.5 4/1/2007 3/1/2022 412453049 OH 45750 P SFR 360 355 80 90 6.5 4/1/2007 3/1/2037 412452976 LA 71112 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412446553 AZ 85748 P SFR 360 352 42.55 42.55 7 1/1/2007 12/1/2036 412452341 CA 94565 P SFR 360 354 80 100 7.863 3/1/2007 2/1/2037 412448035 CA 93535 P SFR 360 354 80 100 7.975 3/1/2007 2/1/2037 412447724 OH 45041 P SFR 360 355 79.77 79.77 8.9 4/1/2007 3/1/2037 412449593 LA 71108 P SFR 360 355 100 100 7 4/1/2007 3/1/2037 412447777 CA 90221 P SFR 360 354 80 80 7.65 3/1/2007 2/1/2037 412447729 CA 92251 P SFR 360 355 85 85 8.8 4/1/2007 3/1/2037 412446330 FL 34711 S PUD 360 354 94.99 94.99 7.9 3/1/2007 2/1/2037 412448054 GA 30038 S PUD 360 355 85 85 8.125 4/1/2007 3/1/2037 412448141 MS 38676 P SFR 360 355 100 100 11.2 4/1/2007 3/1/2037 412448208 CA 93065 P PUD 360 355 82.14 82.14 7.99 4/1/2007 3/1/2037 412447942 GA 31558 P SFR 360 354 100 100 11.213 3/1/2007 2/1/2037 412447278 MI 48214 I 2F 360 354 88.7 88.7 9.525 3/1/2007 2/1/2037 412448297 AZ 85335 P PUD 360 355 95 95 6.45 4/1/2007 3/1/2037 412448339 GA 30052 P SFR 360 355 100 100 10.9 4/1/2007 3/1/2037 412448338 GA 30052 P SFR 360 355 80 100 8.025 4/1/2007 3/1/2037 412447264 FL 34287 P SFR 360 354 65 65 9.975 3/1/2007 2/1/2037 412448026 FL 33173 P SFR 360 355 85 85 9.15 4/1/2007 3/1/2037 412448544 CA 90044 P SFR 360 354 90 90 7.675 3/1/2007 2/1/2037 412447879 CA 95066 P SFR 360 355 100 100 10.4 4/1/2007 3/1/2037 412448542 CA 90723 P SFR 360 354 80 100 6 3/1/2007 2/1/2037 412447818 FL 33525 S PUD 360 355 95 95 7.925 4/1/2007 3/1/2037 412445559 TX 75208 P SFR 360 355 100 100 8.25 4/1/2007 3/1/2037 412447577 FL 33067 S CO 360 355 100 100 11.95 4/1/2007 3/1/2037 412450551 TX 77375 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412445564 TX 78240 P PUD 360 355 80 100 6.625 4/1/2007 3/1/2037 412448163 AZ 85379 S PUD 360 355 100 100 12.4 4/1/2007 3/1/2037 412445578 TX 77494 P PUD 180 175 90 90 7.5 4/1/2007 3/1/2022 412447733 FL 33771 S CO 360 355 100 100 10.55 4/1/2007 3/1/2037 412452299 TN 37013 S PUD 360 354 100 100 8.71 3/1/2007 2/1/2037 412448255 GA 30331 S PUD 360 355 100 100 11.7 4/1/2007 3/1/2037 412448364 NY 11429 P 2F 360 355 90 90 8.25 4/1/2007 3/1/2037 412448252 FL 34472 P SFR 360 355 69.46 69.46 6.95 4/1/2007 3/1/2037 412448643 CA 95758 P SFR 360 355 89.14 89.14 8.025 4/1/2007 3/1/2037 412448365 NC 27330 P SFR 360 355 85 85 8.95 4/1/2007 3/1/2037 412448463 MA 02673 P SFR 360 355 94.08 94.08 9.525 4/1/2007 3/1/2037 412448082 HI 96706 P PUD 360 354 78.92 78.92 6.4 3/1/2007 2/1/2037 412448421 FL 32948 P SFR 360 355 80 80 8.85 4/1/2007 3/1/2037 412447967 FL 34119 S CO 360 355 100 100 11.6 4/1/2007 3/1/2037 412448239 AZ 85236 S PUD 360 355 100 100 11 4/1/2007 3/1/2037 412452381 MA 01701 P SFR 360 355 95 95 8.875 4/1/2007 3/1/2037 412447865 IL 60119 P SFR 360 355 70 70 8.25 4/1/2007 3/1/2037 412452951 PA 19446 I SFR 360 355 75 75 7.125 4/1/2007 3/1/2037 412449608 LA 71112 P SFR 360 355 100 100 6.875 4/1/2007 3/1/2037 412448710 WI 53189 P SFR 360 355 92.73 92.73 14.625 4/1/2007 3/1/2037 412447945 CA 90706 P SFR 360 352 100 100 12.8 1/1/2007 12/1/2036 412447430 FL 34212 P PUD 360 353 99.99 99.99 12.3 2/1/2007 1/1/2037 412452153 FL 33404 S SFR 360 355 100 100 11.75 4/1/2007 3/1/2037 412447731 TN 37830 P SFR 360 354 100 100 8.71 3/1/2007 2/1/2037 412447091 NJ 08203 S SFR 360 353 100 100 11.1 2/1/2007 1/1/2037 412447440 FL 32837 S CO 360 354 100 100 10.75 3/1/2007 2/1/2037 412451704 FL 33055 P SFR 360 352 100 100 10.75 1/1/2007 12/1/2036 412447644 FL 34741 S PUD 360 354 100 100 10.75 3/1/2007 2/1/2037 412448104 IL 60174 P PUD 360 355 79.98 99.98 6.675 4/1/2007 3/1/2037 412447899 MA 01960 P SFR 360 354 73.08 73.08 7.475 3/1/2007 2/1/2037 412447937 MI 49426 P SFR 360 355 93.25 93.25 8.65 4/1/2007 3/1/2037 412448595 PA 19040 P SFR 360 355 77.33 77.33 6.7 4/1/2007 3/1/2037 412447877 MO 63116 P 2F 360 355 85 85 9 4/1/2007 3/1/2037 412448194 FL 34119 S CO 360 355 100 100 11.6 4/1/2007 3/1/2037 412448117 WA 98226 P SFR 360 355 80 95 6 4/1/2007 3/1/2037 412448604 PA 17265 P SFR 360 355 85 85 9.95 4/1/2007 3/1/2037 412452608 CA 92129 P CO 360 355 100 100 12.5 4/1/2007 3/1/2037 412449293 NC 27704 I SFR 360 355 100 100 7.625 4/1/2007 3/1/2037 412449340 NM 87120 I SFR 360 355 79.76 95 8.75 4/1/2007 3/1/2037 412449517 NJ 08360 P SFR 360 355 90 90 13 4/1/2007 3/1/2037 412449528 FL 32773 P SFR 360 355 80 100 6.375 4/1/2007 3/1/2037 412449731 CA 92677 P SFR 180 175 79.54 79.54 7.25 4/1/2007 3/1/2022 412449378 CO 80003 P CO 480 475 100 100 7 4/1/2007 3/1/2047 412452880 KS 67207 P SFR 360 355 80 80 6.5 4/1/2007 3/1/2037 412447990 CA 94565 P SFR 360 355 99.34 99.34 11.625 4/1/2007 3/1/2037 412449108 TX 78737 P PUD 180 175 94.97 94.97 8.625 4/1/2007 3/1/2022 412449259 AZ 85745 P PUD 180 175 95 95 10.25 4/1/2007 3/1/2022 412449327 CA 90047 P 3F 360 355 80 80 6.25 4/1/2007 3/1/2037 412447677 NJ 07060 I 2F 360 354 79.07 79.07 8.65 3/1/2007 2/1/2037 412447814 VA 23518 P 2F 360 354 100 100 10.7 3/1/2007 2/1/2037 412447813 VA 23518 P 2F 360 354 80 100 6.99 3/1/2007 2/1/2037 412447443 AL 36606 P SFR 360 354 85 85 7.75 3/1/2007 2/1/2037 412448280 MD 21221 I PUD 360 355 90 90 8.95 4/1/2007 3/1/2037 412447188 VA 23704 I SFR 360 354 80 80 9.3 3/1/2007 2/1/2037 412448326 IL 60629 P SFR 360 355 72.69 72.69 7.99 4/1/2007 3/1/2037 412448869 VA 20164 P SFR 360 355 80 100 7.675 4/1/2007 3/1/2037 412448589 PA 19067 P SFR 360 355 80 100 7.95 4/1/2007 3/1/2037 412447041 CA 93041 P CO 360 354 100 100 10.5 3/1/2007 2/1/2037 412448473 MS 38922 P SFR 360 355 85 90 9.475 4/1/2007 3/1/2037 412447836 SC 29582 S CO 360 355 95 95 7.475 4/1/2007 3/1/2037 412449411 CO 80138 P PUD 180 175 100 100 9 4/1/2007 3/1/2022 412449278 FL 32765 P PUD 360 355 90 90 8.125 4/1/2007 3/1/2037 412449369 MO 64086 P SFR 360 355 80 95 7.25 4/1/2007 3/1/2037 412449432 NY 13350 P SFR 360 355 99.09 99.09 7 4/1/2007 3/1/2037 412449435 KS 66208 P SFR 180 175 100 100 8.375 4/1/2007 3/1/2022 412452386 FL 33909 P SFR 360 355 89.84 89.84 9.05 4/1/2007 3/1/2037 412448099 FL 33168 P SFR 360 355 55.36 55.36 8.925 4/1/2007 3/1/2037 412448301 NC 28791 P SFR 360 355 80 100 7.275 4/1/2007 3/1/2037 412448500 ME 04351 S SFR 360 355 75.94 75.94 8.55 4/1/2007 3/1/2037 412448533 AZ 85706 P SFR 360 355 80 100 7.4 4/1/2007 3/1/2037 412448417 NJ 08043 P CO 360 355 80 100 7.225 4/1/2007 3/1/2037 412447965 WI 53209 P SFR 360 355 85 85 9.888 4/1/2007 3/1/2037 412448127 CA 91950 P SFR 360 355 77.63 77.63 7.475 4/1/2007 3/1/2037 412446753 TX 79925 P SFR 360 353 84.75 84.75 9.25 2/1/2007 1/1/2037 412446606 FL 33176 P SFR 360 352 72.12 72.12 9.2 1/1/2007 12/1/2036 412446437 NV 89130 P SFR 360 352 70 70 7.99 1/1/2007 12/1/2036 412448197 NJ 08046 P SFR 360 355 44.74 44.74 9.475 4/1/2007 3/1/2037 412447620 CA 91311 P CO 360 355 80 100 7.725 4/1/2007 3/1/2037 412447876 NC 28205 P SFR 360 355 80 100 7.9 4/1/2007 3/1/2037 412448270 CA 92544 P SFR 360 355 80 80 7.99 4/1/2007 3/1/2037 412448024 NY 11411 P SFR 360 354 95 95 6.75 3/1/2007 2/1/2037 412448000 VA 22304 P SFR 360 354 100 100 10.95 3/1/2007 2/1/2037 412447349 NJ 08401 P SFR 360 354 60 60 7.4 3/1/2007 2/1/2037 412447973 IL 62062 P SFR 360 355 80 80 10.336 4/1/2007 3/1/2037 412447935 CA 95111 P SFR 360 355 90 90 9.475 4/1/2007 3/1/2037 412446609 TX 75125 P SFR 360 352 80 100 8.125 1/1/2007 12/1/2036 412447340 CA 95122 P SFR 360 354 80 100 6.65 3/1/2007 2/1/2037 412447542 NY 11550 P SFR 360 354 93.56 93.56 6.85 3/1/2007 2/1/2037 412448105 CA 92344 P SFR 360 355 77.61 77.61 7.9 4/1/2007 3/1/2037 412448202 CA 90221 P 2F 360 353 90 90 8.85 2/1/2007 1/1/2037 412447810 WA 98662 P SFR 360 354 80 100 8.75 3/1/2007 2/1/2037 412446487 NJ 07630 P SFR 360 354 78.02 78.02 6.99 3/1/2007 2/1/2037 412448110 CA 95662 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412448435 CA 92870 P SFR 360 355 80 80 7 4/1/2007 3/1/2037 412448090 MS 39212 P SFR 360 355 75 75 10.5 4/1/2007 3/1/2037 412447758 FL 32043 P SFR 360 354 74.84 74.84 8.8 3/1/2007 2/1/2037 412449582 NV 89441 P SFR 360 355 72.84 72.84 8.8 4/1/2007 3/1/2037 412449256 AZ 85755 I PUD 360 355 62.5 62.5 7.25 4/1/2007 3/1/2037 412447619 CA 94591 P SFR 360 354 76.5 100 7.325 3/1/2007 2/1/2037 412447952 GA 30082 P PUD 360 355 90 90 8.25 3/1/2007 2/1/2037 412446530 NY 11234 P SFR 360 352 61.36 61.36 6.5 1/1/2007 12/1/2036 412450534 TX 77546 P PUD 360 355 80 100 6.375 4/1/2007 3/1/2037 412445537 TX 77044 P PUD 360 355 80 80 6 4/1/2007 3/1/2037 412449188 TX 76063 P PUD 180 175 100 100 9.625 4/1/2007 3/1/2022 412448344 CT 06074 P SFR 360 355 100 100 10.15 4/1/2007 3/1/2037 412447924 CT 06488 P SFR 360 354 100 100 10.65 3/1/2007 2/1/2037 412448022 VA 23805 P SFR 360 354 64.49 64.49 9.725 3/1/2007 2/1/2037 412448440 CA 92376 P SFR 360 353 91.67 91.67 9.18 2/1/2007 1/1/2037 412448230 FL 33189 P PUD 360 355 83.08 83.08 7.75 4/1/2007 3/1/2037 412449300 OH 44301 I SFR 360 355 73.97 73.97 6.25 4/1/2007 3/1/2037 412447705 NY 10461 P SFR 360 355 65 65 6.825 4/1/2007 3/1/2037 412447966 IL 60123 P CO 360 354 94.84 94.84 8.55 3/1/2007 2/1/2037 412448420 NY 12569 P SFR 360 355 80 100 6.875 4/1/2007 3/1/2037 412448282 MA 02176 P SFR 360 355 54.35 54.35 8.338 4/1/2007 3/1/2037 412448570 MA 02346 P SFR 360 355 75 75 9.025 4/1/2007 3/1/2037 412448446 NC 27265 P SFR 360 355 80 80 10.575 4/1/2007 3/1/2037 412448582 MA 02150 P 2F 360 355 100 100 10.15 4/1/2007 3/1/2037 412448291 MA 02719 P SFR 360 355 80 80 10 4/1/2007 3/1/2037 412452407 OK 74066 P SFR 360 355 85 85 8.55 4/1/2007 3/1/2037 412448192 NJ 07304 P 2F 360 355 80 95 8.225 4/1/2007 3/1/2037 412448806 FL 34743 P PUD 360 355 80 100 7.975 4/1/2007 3/1/2037 412448572 CA 92243 P SFR 360 355 88.16 88.16 7.45 4/1/2007 3/1/2037 412448076 FL 34222 P SFR 360 355 37.78 37.78 7.725 4/1/2007 3/1/2037 412447581 NY 11210 P 2F 360 355 80 100 5.575 4/1/2007 3/1/2037 412448588 PA 19067 P SFR 360 355 100 100 11.95 4/1/2007 3/1/2037 412448772 MA 01201 P SFR 360 355 100 100 10.4 4/1/2007 3/1/2037 412448052 TX 79423 P SFR 360 355 67.25 67.25 7.125 4/1/2007 3/1/2037 412452926 NY 11207 P 2F 360 355 74 74 6.25 4/1/2007 3/1/2037 412453026 AL 35214 P SFR 360 355 100 100 8.75 4/1/2007 3/1/2037 412449709 CO 80634 P SFR 360 355 95 95 8.75 4/1/2007 3/1/2037 412448100 CA 92587 P SFR 360 355 80 100 6.25 4/1/2007 3/1/2037 412449408 CO 80403 P SFR 360 355 99.98 99.98 8.625 4/1/2007 3/1/2037 412449516 NJ 08081 P PUD 360 355 90 90 8 4/1/2007 3/1/2037 412449579 CA 95240 P SFR 360 355 53.52 53.52 5.875 4/1/2007 3/1/2037 412449745 AZ 85024 P SFR 360 355 20.36 20.36 5.5 4/1/2007 3/1/2037 412448602 VA 24019 P SFR 360 355 80 80 6.875 4/1/2007 3/1/2037 412452922 TX 78640 P PUD 360 355 100 100 6.5 4/1/2007 3/1/2037 412448137 MS 38676 P SFR 360 355 80 100 8.3 4/1/2007 3/1/2037 412447445 MI 48214 I 2F 360 354 90 90 9.525 3/1/2007 2/1/2037 412447878 CA 95066 P SFR 360 355 80 100 5.975 4/1/2007 3/1/2037 412448007 AZ 85365 P SFR 360 355 75 75 7.2 4/1/2007 3/1/2037 412448545 CA 90723 P SFR 360 354 100 100 11.25 3/1/2007 2/1/2037 412445573 TX 77379 P PUD 180 175 100 100 8.5 4/1/2007 3/1/2022 412452710 TX 77373 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412450547 TX 77469 P PUD 360 355 97 97 6.125 4/1/2007 3/1/2037 412448235 TX 75154 S SFR 360 355 100 100 9.8 4/1/2007 3/1/2037 412447135 NV 89179 S PUD 360 354 100 100 11 3/1/2007 2/1/2037 412449571 TX 77511 P SFR 360 355 80 100 8.5 4/1/2007 3/1/2037 412447516 FL 33068 P SFR 360 354 78.49 78.49 7.5 3/1/2007 2/1/2037 412447750 FL 32736 P SFR 360 354 51.52 51.52 8.285 3/1/2007 2/1/2037 412448283 TX 78239 P PUD 360 355 75.7 75.7 7.65 4/1/2007 3/1/2037 412447927 NY 10466 P 4F 360 355 95 95 8.225 4/1/2007 3/1/2037 412448630 MA 02370 P 2F 360 355 90 90 8.55 4/1/2007 3/1/2037 412448480 AK 99504 P SFR 360 355 85 85 9.688 4/1/2007 3/1/2037 412447406 SC 29672 S SFR 360 354 100 100 11.4 3/1/2007 2/1/2037 412450525 TX 77429 P PUD 360 349 100 100 9.8 10/1/2006 9/1/2036 412452918 TX 78634 P PUD 360 349 80 100 7.875 10/1/2006 9/1/2036 412452919 TX 78634 P PUD 360 349 100 100 9.8 10/1/2006 9/1/2036 412445507 TX 77429 P PUD 360 349 80 100 8.725 10/1/2006 9/1/2036 412449451 IN 47150 I 3F 360 349 75 75 8.575 10/1/2006 9/1/2036 412445770 IN 46402 P SFR 360 347 80 80 11.475 8/1/2006 7/1/2036 412449668 NY 11776 P SFR 360 350 73.87 73.87 8.7 11/1/2006 10/1/2036 412449483 AZ 85239 I PUD 360 350 85 85 7.15 11/1/2006 10/1/2036 412449725 MT 59041 P SFR 180 170 62.5 62.5 8.05 11/1/2006 10/1/2021 412449479 AZ 85242 P PUD 360 350 100 100 11.15 11/1/2006 10/1/2036 412449558 TX 77388 P PUD 360 350 80 100 8.625 11/1/2006 10/1/2036 412449478 AZ 85242 P PUD 360 350 80 100 6.375 11/1/2006 10/1/2036 412445509 TX 77459 P PUD 360 350 80 80 7.575 11/1/2006 10/1/2036 412449628 GA 30088 P SFR 360 350 95 95 9.3 11/1/2006 10/1/2036 412449612 TX 78411 S SFR 360 350 85 85 10.925 11/1/2006 10/1/2036 412450563 TX 77089 P PUD 360 350 80 100 8.875 11/1/2006 10/1/2036 412450564 TX 77089 P PUD 360 350 100 100 9.8 11/1/2006 10/1/2036 412445514 TX 77087 P PUD 360 350 100 100 9.8 11/1/2006 10/1/2036 412449051 TX 75766 P SFR 360 348 100 100 7.75 9/1/2006 8/1/2036 412445895 IN 46750 P SFR 360 348 100 100 8.9 9/1/2006 8/1/2036 412445643 TX 78221 P PUD 360 350 90 90 9.075 11/1/2006 10/1/2036 412449461 AZ 85243 P PUD 360 350 80 100 6.975 11/1/2006 10/1/2036 412449462 AZ 85243 P PUD 360 350 100 100 11.65 11/1/2006 10/1/2036 412449496 TX 75762 P SFR 360 350 90 90 7.575 11/1/2006 10/1/2036 412449626 CO 81401 P SFR 360 350 80 100 7.65 11/1/2006 10/1/2036 412449495 TX 75703 P SFR 360 351 90 90 8.925 12/1/2006 11/1/2036 412449583 OK 74055 P PUD 360 351 80 100 8.375 12/1/2006 11/1/2036 412449584 OK 74055 P PUD 360 351 100 100 12.3 12/1/2006 11/1/2036 412449534 NJ 08108 P SFR 360 350 80 100 6.975 11/1/2006 10/1/2036 412452929 AZ 85232 S PUD 360 351 80 100 8.475 12/1/2006 11/1/2036 412452930 AZ 85232 S PUD 360 351 100 100 12.15 12/1/2006 11/1/2036 412449359 KS 67740 P SFR 360 351 99.96 99.96 7.625 12/1/2006 11/1/2036 412452749 NM 87002 P SFR 360 350 95 95 8.15 11/1/2006 10/1/2036 412449563 TX 77459 P PUD 360 351 80 80 8.025 12/1/2006 11/1/2036 412449560 TX 77026 I SFR 360 351 90 90 10.625 12/1/2006 11/1/2036 412445516 TX 77377 P PUD 360 351 77.42 77.42 8.4 12/1/2006 11/1/2036 412449324 OK 73115 P SFR 360 351 85 85 10.125 12/1/2006 11/1/2036 412452937 AZ 85202 P PUD 360 351 100 100 11.4 12/1/2006 11/1/2036 412449096 TX 77379 P PUD 360 351 80 100 6.725 12/1/2006 11/1/2036 412449097 TX 77379 P PUD 360 351 100 100 9.8 12/1/2006 11/1/2036 412449482 AZ 85250 P PUD 360 351 20.55 20.55 6.5 12/1/2006 11/1/2036 412449576 NV 89436 P PUD 360 351 80 80 7.025 12/1/2006 11/1/2036 412449663 TX 77573 P PUD 360 351 80 100 8.025 12/1/2006 11/1/2036 412449664 TX 77573 P SFR 360 351 100 100 9.8 12/1/2006 11/1/2036 412445632 TX 77018 P SFR 360 351 90 90 8.875 12/1/2006 11/1/2036 412445506 TX 77429 P PUD 360 351 80 100 6.875 12/1/2006 11/1/2036 412445641 TX 78154 P PUD 360 351 85.52 85.52 8.425 12/1/2006 11/1/2036 412449497 TX 75701 P SFR 360 351 80 100 7.375 12/1/2006 11/1/2036 412449498 TX 75701 P SFR 360 351 100 100 9.8 12/1/2006 11/1/2036 412449481 TX 77084 P PUD 360 351 80 80 7.75 12/1/2006 11/1/2036 412449459 AZ 85355 P PUD 360 351 80 100 6.62 12/1/2006 11/1/2036 412449460 AZ 85355 P PUD 360 351 100 100 9.45 12/1/2006 11/1/2036 412445634 TX 77346 P PUD 360 350 80 100 8.575 11/1/2006 10/1/2036 412445635 TX 77346 P PUD 360 350 100 100 9.8 11/1/2006 10/1/2036 412445511 TX 77584 P PUD 360 351 80 100 7.875 12/1/2006 11/1/2036 412445512 TX 77584 P PUD 360 351 100 100 9.8 12/1/2006 11/1/2036 412449046 CA 93306 P SFR 360 350 80 100 6.725 11/1/2006 10/1/2036 412449715 AZ 85212 P PUD 360 351 80.69 80.69 8.05 12/1/2006 11/1/2036 412449485 AZ 85396 P PUD 360 351 94.29 94.29 7.175 12/1/2006 11/1/2036 412452674 TX 76227 I PUD 360 351 95 95 8.1 12/1/2006 11/1/2036 412449566 TX 77554 S PUD 360 351 90 90 7.5 12/1/2006 11/1/2036 412445563 TX 78240 I PUD 360 351 90 90 8.275 12/1/2006 11/1/2036 412449505 TX 79521 P SFR 360 351 94.97 94.97 8.35 12/1/2006 11/1/2036 412451306 TX 77377 P SFR 360 350 100 100 9.8 11/1/2006 10/1/2036 412451278 TX 77060 P SFR 240 230 90 90 10.6 11/1/2006 10/1/2026 412445997 CA 93063 P SFR 360 350 94.85 94.85 8.875 11/1/2006 10/1/2036 412446119 IL 60007 P CO 360 350 90 90 9.95 11/1/2006 10/1/2036 412446120 TN 37128 P SFR 360 350 80 100 9.05 11/1/2006 10/1/2036 412446170 CA 90001 P SFR 360 350 90 90 8.5 11/1/2006 10/1/2036 412451231 CA 94587 P SFR 360 350 95 95 9.8 11/1/2006 10/1/2036 412446209 OH 44128 P SFR 360 350 90 100 7.9 11/1/2006 10/1/2036 412446278 MD 20783 P CO 360 350 100 100 12.5 11/1/2006 10/1/2036 412446187 CA 94590 P SFR 360 350 100 100 11.2 11/1/2006 10/1/2036 412446299 ME 04237 S SFR 360 350 95 95 9.325 11/1/2006 10/1/2036 412446131 IA 52806 P PUD 360 350 90 90 9.95 11/1/2006 10/1/2036 412451259 TX 75069 P SFR 360 350 84.5 84.5 9.975 11/1/2006 10/1/2036 412451361 MA 02780 P SFR 360 350 90 90 8.45 11/1/2006 10/1/2036 412446224 TX 78521 I SFR 360 350 75 75 10.55 11/1/2006 10/1/2036 412446307 VA 20152 I PUD 360 350 90 90 8.975 11/1/2006 10/1/2036 412446188 CA 92880 P PUD 360 350 94.38 94.38 10.25 11/1/2006 10/1/2036 412446217 FL 33954 P SFR 360 350 80 80 8.9 11/1/2006 10/1/2036 412446222 AZ 85706 P PUD 360 350 90 90 10.625 11/1/2006 10/1/2036 412446231 NJ 08360 P 2F 360 350 70 70 10.5 11/1/2006 10/1/2036 412446197 KY 40229 P SFR 360 350 100 100 11.75 11/1/2006 10/1/2036 412446292 TX 75241 I SFR 360 351 90 90 10.95 12/1/2006 11/1/2036 412445928 CA 91767 P SFR 360 349 90 90 9.99 10/1/2006 9/1/2036 412450997 SC 29609 P SFR 360 349 84.01 84.01 10 10/1/2006 9/1/2036 412445562 TX 78240 P PUD 360 351 90 90 8.925 12/1/2006 11/1/2036 412451176 AR 72209 P SFR 360 350 100 100 8.5 11/1/2006 10/1/2036 412449484 AZ 85031 P SFR 480 472 45.79 45.79 6.75 1/1/2007 12/1/2046 412452743 TX 76108 P PUD 360 352 80 100 7.225 1/1/2007 12/1/2036 412452744 TX 76108 P PUD 360 352 100 100 9.8 1/1/2007 12/1/2036 412449229 AZ 86401 P SFR 360 351 65 65 7.8 12/1/2006 11/1/2036 412445815 NJ 08015 P SFR 360 348 80 100 11 9/1/2006 8/1/2036 412445911 TX 76140 P SFR 360 349 80 100 9.15 10/1/2006 9/1/2036 412450966 TX 77070 P PUD 360 349 80 100 8.575 10/1/2006 9/1/2036 412446083 TX 78664 S PUD 360 349 80.26 80.26 10.675 10/1/2006 9/1/2036 412445988 CA 95050 P CO 360 349 80 100 7.825 10/1/2006 9/1/2036 412449585 OK 74112 P SFR 360 351 80 100 7.825 12/1/2006 11/1/2036 412449586 OK 74112 P SFR 360 351 100 100 12.1 12/1/2006 11/1/2036 412445521 TX 77469 P PUD 360 352 80 100 8.275 1/1/2007 12/1/2036 412445522 TX 77469 P PUD 360 352 100 100 9.8 1/1/2007 12/1/2036 412449360 CO 81401 P PUD 360 352 100 100 7.5 1/1/2007 12/1/2036 412449599 LA 71118 P SFR 360 352 95 95 5.875 1/1/2007 12/1/2036 412445644 TX 78163 P SFR 360 352 77.78 77.78 8.625 1/1/2007 12/1/2036 412446032 MD 21085 P SFR 360 349 85 100 8.85 10/1/2006 9/1/2036 412446012 MS 39560 P 2F 360 349 100 100 9.6 10/1/2006 9/1/2036 412446009 CA 90011 P SFR 360 349 95 95 8.5 10/1/2006 9/1/2036 412449361 KS 67601 P SFR 360 352 80 80 7.875 1/1/2007 12/1/2036 412449182 TX 76248 P PUD 360 352 80 100 7.6 1/1/2007 12/1/2036 412449458 AZ 85204 P SFR 360 352 70 70 9.3 1/1/2007 12/1/2036 412449475 AZ 85364 P SFR 360 352 80 100 6.425 1/1/2007 12/1/2036 412445492 LA 71104 P SFR 360 351 100 100 11.5 12/1/2006 11/1/2036 412445640 TX 77379 P PUD 360 351 100 100 9.8 12/1/2006 11/1/2036 412445623 OR 97222 P SFR 360 351 100 100 10.85 12/1/2006 11/1/2036 412445608 WA 98360 P PUD 360 351 100 100 9.9 12/1/2006 11/1/2036 412449020 NV 89144 S CO 360 351 100 100 9.95 12/1/2006 11/1/2036 412449148 MO 63121 P SFR 360 351 65 65 10.15 12/1/2006 11/1/2036 412449130 IL 62040 P SFR 360 351 95 95 11 12/1/2006 11/1/2036 412448999 CA 92102 P CO 360 351 100 100 11.65 12/1/2006 11/1/2036 412449039 TX 79912 P SFR 360 351 100 100 9.8 12/1/2006 11/1/2036 412445491 LA 71104 P SFR 360 351 80 99.17 9.525 12/1/2006 11/1/2036 412445639 TX 77379 P PUD 360 351 80 100 8.4 12/1/2006 11/1/2036 412445627 TX 77536 P SFR 360 351 85 85 10.55 12/1/2006 11/1/2036 412452770 GA 30288 P PUD 360 351 100 100 10.95 12/1/2006 11/1/2036 412445614 WA 98823 P SFR 360 351 90 90 10.5 12/1/2006 11/1/2036 412449252 WA 98802 P SFR 360 351 80 80 8.025 12/1/2006 11/1/2036 412445633 TX 77065 P PUD 360 351 90 90 9.65 12/1/2006 11/1/2036 412449230 TN 37221 P SFR 360 351 80 100 8.388 12/1/2006 11/1/2036 412449029 CA 95407 P SFR 360 351 37.32 37.32 9.925 12/1/2006 11/1/2036 412449034 FL 33604 P PUD 360 351 80 100 9.75 12/1/2006 11/1/2036 412445606 WA 98360 P PUD 360 351 80 100 7.525 12/1/2006 11/1/2036 412449154 IL 60014 P CO 360 350 100 100 11.2 11/1/2006 10/1/2036 412449019 NV 89144 S CO 360 351 80 100 6.475 12/1/2006 11/1/2036 412448997 CA 92102 P CO 360 351 80 100 6.775 12/1/2006 11/1/2036 412449038 TX 79912 P SFR 360 351 80 100 6.275 12/1/2006 11/1/2036 412449217 FL 34952 P SFR 360 351 74.35 74.35 8.588 12/1/2006 11/1/2036 412449215 CO 80112 P PUD 360 351 88.99 88.99 7.4 12/1/2006 11/1/2036 412445625 WA 98685 P SFR 360 351 60.67 60.67 10.6 12/1/2006 11/1/2036 412449155 IL 60525 P SFR 360 351 80 100 8.575 12/1/2006 11/1/2036 412452769 GA 30288 P PUD 360 351 80 100 6.375 12/1/2006 11/1/2036 412449124 IL 61802 P SFR 360 351 100 100 11.45 12/1/2006 11/1/2036 412445595 TX 78664 P SFR 360 351 76.69 76.69 9.575 12/1/2006 11/1/2036 412449123 IL 61802 P SFR 360 351 80 100 6.975 12/1/2006 11/1/2036 412449196 NM 87002 P SFR 360 351 90 90 9.125 12/1/2006 11/1/2036 412449086 FL 33446 P PUD 360 351 95 95 8.85 12/1/2006 11/1/2036 412446284 FL 33912 P 2F 360 350 90 100 9 11/1/2006 10/1/2036 412449037 TX 75090 I SFR 360 350 90 90 9.125 11/1/2006 10/1/2036 412446056 OH 45042 P SFR 360 349 100 100 11.45 10/1/2006 9/1/2036 412445601 AZ 85648 P SFR 360 349 72.22 72.22 8.225 10/1/2006 9/1/2036 412452773 GA 30039 S PUD 360 349 80 100 8.025 10/1/2006 9/1/2036 412445594 TX 78641 P PUD 360 349 79.99 99.95 8.175 10/1/2006 9/1/2036 412452588 CA 92021 S CO 360 349 100 100 11.75 10/1/2006 9/1/2036 412449015 NV 89129 P CO 480 469 69.23 69.23 9 10/1/2006 9/1/2046 412449016 NV 89145 P CO 360 349 80 95 7.8 10/1/2006 9/1/2036 412449093 TX 77379 S PUD 360 349 100 100 9.8 10/1/2006 9/1/2036 412449243 HI 96822 I CO 360 349 74.47 74.47 8.55 10/1/2006 9/1/2036 412452587 CA 92021 S CO 360 349 80 100 7.125 10/1/2006 9/1/2036 412449088 TX 77379 S PUD 360 349 80 100 7.6 10/1/2006 9/1/2036 412449171 ID 83705 S SFR 360 349 80 100 8.525 10/1/2006 9/1/2036 412449480 AZ 85225 P SFR 360 349 95 95 5.9 10/1/2006 9/1/2036 412445612 WA 98837 S SFR 360 350 80 80 7.725 11/1/2006 10/1/2036 412445621 OR 97124 P SFR 360 349 85 85 9.25 10/1/2006 9/1/2036 412449430 NY 14424 P SFR 360 352 80 100 7.875 1/1/2007 12/1/2036 412449431 NY 14424 P SFR 360 352 100 100 12.4 1/1/2007 12/1/2036 412449639 CA 90059 P 2F 360 352 65 65 8.3 1/1/2007 12/1/2036 412449365 MO 65723 P SFR 360 352 100 100 7.875 1/1/2007 12/1/2036 412449616 TX 78332 P SFR 360 352 95 95 9.65 1/1/2007 12/1/2036 412449501 TX 75703 P SFR 360 352 80 100 7.9 1/1/2007 12/1/2036 412449502 TX 75703 P SFR 360 352 100 100 9.8 1/1/2007 12/1/2036 412446854 CA 91381 P SFR 360 352 80 100 8.4 1/1/2007 12/1/2036 412446857 VA 20164 P SFR 360 352 80 100 7.725 1/1/2007 12/1/2036 412446762 SC 29108 P SFR 360 352 85 95 8.55 1/1/2007 12/1/2036 412449665 TX 77546 P PUD 360 352 80 100 8.325 1/1/2007 12/1/2036 412449716 AZ 85331 P PUD 360 352 80 100 7.2 1/1/2007 12/1/2036 412449717 AZ 85331 P PUD 360 352 100 100 10.65 1/1/2007 12/1/2036 412446849 CA 90247 P CO 360 353 80 100 6.925 2/1/2007 1/1/2037 412446912 AL 35601 P SFR 360 353 90 95 9.9 2/1/2007 1/1/2037 412449486 AZ 85710 P SFR 360 352 90 90 8.8 1/1/2007 12/1/2036 412445790 PA 18853 P SFR 360 348 100 100 9.9 9/1/2006 8/1/2036 412445599 AZ 85032 P SFR 360 351 63.03 63.03 8.3 12/1/2006 11/1/2036 412451072 CA 93722 P SFR 360 349 71.11 71.11 7.99 10/1/2006 9/1/2036 412446949 MA 01109 I SFR 360 353 82.55 82.55 9.45 2/1/2007 1/1/2037 412452831 CA 92374 P SFR 360 352 95 95 12.875 1/1/2007 12/1/2036 412446274 MA 01603 P SFR 360 350 100 100 11.95 11/1/2006 10/1/2036 412446166 MD 20748 P SFR 360 350 90 90 8.25 11/1/2006 10/1/2036 412446236 UT 84010 I SFR 360 350 85 85 10.325 11/1/2006 10/1/2036 412450535 TX 77396 P PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412449564 TX 77573 P PUD 360 353 90 90 9.325 2/1/2007 1/1/2037 412449488 AZ 85364 P SFR 360 353 90 90 6.75 2/1/2007 1/1/2037 412446051 TX 78221 P SFR 360 349 69.78 69.78 10.8 10/1/2006 9/1/2036 412446072 WV 25430 I SFR 360 349 65 65 11.49 10/1/2006 9/1/2036 412446125 MD 20877 P CO 360 350 95 95 10.05 11/1/2006 10/1/2036 412449655 TN 37332 P SFR 360 353 60 60 9.575 2/1/2007 1/1/2037 412449673 SC 29412 P SFR 360 353 80 100 7.375 2/1/2007 1/1/2037 412449533 NJ 08648 P SFR 360 353 95 95 9.35 2/1/2007 1/1/2037 412449546 TX 79764 P SFR 180 173 100 100 9.8 2/1/2007 1/1/2022 412445498 GA 30040 P PUD 360 353 94.99 94.99 8.9 2/1/2007 1/1/2037 412449164 NJ 07920 P SFR 360 352 95 95 8.875 1/1/2007 12/1/2036 412446846 OR 97355 S SFR 360 352 65.64 65.64 7.6 1/1/2007 12/1/2036 412449463 AZ 85228 P PUD 360 353 80 100 7.075 2/1/2007 1/1/2037 412449465 AZ 85228 P PUD 360 353 100 100 10.55 2/1/2007 1/1/2037 412451518 CA 91911 P SFR 360 352 80 100 7.675 1/1/2007 12/1/2036 412449590 LA 71111 P SFR 360 353 85 100 7.25 2/1/2007 1/1/2037 412449591 LA 71111 P SFR 360 353 100 100 12.05 2/1/2007 1/1/2037 412449467 AZ 85242 P PUD 360 353 80 80 7.875 2/1/2007 1/1/2037 412449063 TX 75454 P PUD 360 353 80 100 6.675 2/1/2007 1/1/2037 412449064 TX 75454 P PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412449133 IL 62040 P SFR 360 353 80 100 9.825 2/1/2007 1/1/2037 412447151 CA 92704 P SFR 360 353 78.79 78.79 6.625 2/1/2007 1/1/2037 412449245 GA 30296 S SFR 360 351 95 95 10.375 12/1/2006 11/1/2036 412445596 TX 78745 P SFR 360 352 90 90 9.175 1/1/2007 12/1/2036 412449228 OK 74017 P SFR 360 352 82.17 82.17 8.75 1/1/2007 12/1/2036 412445482 TX 77338 P SFR 360 352 90 90 9.825 1/1/2007 12/1/2036 412445617 CO 81004 I 2F 360 352 85 85 9.95 1/1/2007 12/1/2036 412449163 NJ 07631 P CO 360 352 95 95 9.1 1/1/2007 12/1/2036 412449126 IL 61842 P SFR 360 352 80 100 9.3 1/1/2007 12/1/2036 412449158 IL 60532 P PUD 360 352 80 100 7.863 1/1/2007 12/1/2036 412445609 WA 98580 P SFR 360 352 90 90 8.675 1/1/2007 12/1/2036 412445637 TX 77073 P PUD 360 352 80 100 8.525 1/1/2007 12/1/2036 412449007 CA 93551 P SFR 360 352 75 75 6.25 1/1/2007 12/1/2036 412445493 LA 71105 P SFR 360 352 80 80 9.725 1/1/2007 12/1/2036 412452718 IL 62040 P SFR 360 352 90 95 10 1/1/2007 12/1/2036 412449000 CA 92019 P CO 360 352 80 100 7.025 1/1/2007 12/1/2036 412449234 TN 37086 P SFR 360 352 80 100 7.475 1/1/2007 12/1/2036 412449246 GA 30248 I SFR 360 352 69.37 69.37 9.55 1/1/2007 12/1/2036 412449159 IL 60089 P SFR 360 352 80 80 8.075 1/1/2007 12/1/2036 412449142 IN 46229 P PUD 360 352 80 100 8.525 1/1/2007 12/1/2036 412448989 OR 97702 P SFR 360 352 88.49 88.49 7.25 1/1/2007 12/1/2036 412445619 OR 97402 P SFR 360 352 90 90 10.1 1/1/2007 12/1/2036 412449232 TN 37042 I 4F 360 352 85 85 8.35 1/1/2007 12/1/2036 412449233 TN 37042 I 4F 360 352 85 85 8.35 1/1/2007 12/1/2036 412445638 TX 77073 P PUD 360 352 100 100 9.8 1/1/2007 12/1/2036 412445602 AZ 85648 P SFR 480 472 33.49 33.49 7.725 1/1/2007 12/1/2046 412449143 IN 46229 P PUD 360 352 100 100 11.8 1/1/2007 12/1/2036 412445480 TX 79912 P SFR 360 352 80 100 7.225 1/1/2007 12/1/2036 412449017 NV 89145 I CO 360 352 89.97 89.97 9.225 1/1/2007 12/1/2036 412449150 MO 63106 P SFR 360 352 78.79 78.79 8.05 1/1/2007 12/1/2036 412449047 CA 93312 P SFR 360 353 80 100 6.825 2/1/2007 1/1/2037 412445496 TX 78245 P PUD 360 353 80 100 8.05 2/1/2007 1/1/2037 412449235 AZ 86401 I SFR 360 353 90 90 8.325 2/1/2007 1/1/2037 412449198 NM 87120 P PUD 360 353 100 100 8.9 2/1/2007 1/1/2037 412449631 CA 95470 P SFR 360 353 95 95 8.3 2/1/2007 1/1/2037 412447086 NV 89032 P SFR 360 353 85 85 6.75 2/1/2007 1/1/2037 412452776 GA 30294 P SFR 360 353 95 95 9.1 2/1/2007 1/1/2037 412449253 WA 98801 I 2F 360 353 80 80 7.925 2/1/2007 1/1/2037 412447332 FL 33407 I SFR 360 353 90 90 10.2 2/1/2007 1/1/2037 412449511 NJ 08360 P SFR 360 353 95 95 9.75 2/1/2007 1/1/2037 412452066 PA 15666 P SFR 360 353 75 100 7.35 2/1/2007 1/1/2037 412447024 MA 01841 P SFR 360 353 100 100 10.15 2/1/2007 1/1/2037 412447025 MA 01841 P SFR 360 353 80 100 8.175 2/1/2007 1/1/2037 412452017 FL 34473 S SFR 360 353 90 90 9.525 2/1/2007 1/1/2037 412452115 GA 31516 P SFR 360 353 80 100 10.6 2/1/2007 1/1/2037 412447234 CO 80631 P SFR 360 353 78.49 98.11 6.5 2/1/2007 1/1/2037 412447286 CA 93635 P SFR 360 353 100 100 9.125 2/1/2007 1/1/2037 412447287 MA 02721 P 2F 360 353 100 100 11.85 2/1/2007 1/1/2037 412447288 MA 02721 P 2F 360 353 80 100 7.99 2/1/2007 1/1/2037 412449681 NY 12203 P SFR 360 353 90 90 7.5 2/1/2007 1/1/2037 412446509 NV 89139 S PUD 360 353 79.99 99.99 7.9 2/1/2007 1/1/2037 412449186 TX 76131 S PUD 360 353 80 100 7.625 2/1/2007 1/1/2037 412447263 AZ 85207 P PUD 360 353 80 100 6.5 2/1/2007 1/1/2037 412447243 NY 11412 P SFR 360 354 80 100 6.625 3/1/2007 2/1/2037 412451738 CA 91913 P SFR 360 352 95 95 8.775 1/1/2007 12/1/2036 412451762 CA 90802 P CO 360 352 95 95 8.3 1/1/2007 12/1/2036 412446478 TX 78612 P SFR 360 352 80 80 8.225 1/1/2007 12/1/2036 412446546 DC 20017 P SFR 360 352 95 95 9.55 1/1/2007 12/1/2036 412446683 OR 97301 P SFR 360 352 100 100 10.95 1/1/2007 12/1/2036 412446538 MO 64130 I 2F 360 352 73.71 73.71 9.25 1/1/2007 12/1/2036 412446591 CO 80829 I 4F 360 352 75 75 9.7 1/1/2007 12/1/2036 412446788 IL 60827 P 3F 360 352 85 85 7.99 1/1/2007 12/1/2036 412446831 MD 21221 P PUD 360 352 100 100 9.35 1/1/2007 12/1/2036 412446598 CA 90621 I SFR 360 352 90 90 8.325 1/1/2007 12/1/2036 412446616 FL 33619 P SFR 360 352 95 95 9.125 1/1/2007 12/1/2036 412446625 CA 91335 P CO 360 352 95 95 9.75 1/1/2007 12/1/2036 412446766 RI 02889 P SFR 360 352 93.75 93.75 8.99 1/1/2007 12/1/2036 412446780 VA 23320 P SFR 360 352 92.59 92.59 10.4 1/1/2007 12/1/2036 412446763 WI 53212 P SFR 360 353 58.48 58.48 8.475 2/1/2007 1/1/2037 412446840 TN 38107 I SFR 360 353 90 90 10.95 2/1/2007 1/1/2037 412446624 OH 44109 P 2F 360 352 77.98 77.98 8.05 1/1/2007 12/1/2036 412446632 CA 95386 P SFR 360 352 100 100 11 1/1/2007 12/1/2036 412446876 FL 33020 I SFR 360 353 90 90 10 2/1/2007 1/1/2037 412446637 VA 24541 P SFR 360 353 95 95 9.65 2/1/2007 1/1/2037 412446668 FL 33147 I 2F 360 352 90 90 7.55 1/1/2007 12/1/2036 412446459 NE 68005 P SFR 240 231 89.73 89.73 10.2 12/1/2006 11/1/2026 412451440 MO 64123 P SFR 360 351 73.72 73.72 9.45 12/1/2006 11/1/2036 412446343 FL 33139 S CO 360 351 95 95 8.85 12/1/2006 11/1/2036 412451462 NJ 08070 I 2F 360 351 95 95 9.35 12/1/2006 11/1/2036 412446429 VA 23435 I CO 360 351 89.29 89.29 9.25 12/1/2006 11/1/2036 412446158 AZ 85324 P SFR 360 350 40.62 40.62 10.225 11/1/2006 10/1/2036 412447401 MS 38654 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447228 IL 60634 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447407 CA 90631 P SFR 360 354 80 100 6.875 3/1/2007 2/1/2037 412447409 CA 90631 P SFR 360 354 100 100 12.625 3/1/2007 2/1/2037 412447415 CA 92139 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447425 MN 55128 P SFR 360 353 80 100 6.5 2/1/2007 1/1/2037 412447097 NY 12601 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412446345 PA 19126 P SFR 360 352 95 95 9.1 1/1/2007 12/1/2036 412446485 CA 94605 P SFR 360 352 85 85 10.325 1/1/2007 12/1/2036 412451545 TX 78839 P SFR 360 353 80 80 8.225 2/1/2007 1/1/2037 412446523 NY 10552 P 2F 360 352 90 90 8.725 1/1/2007 12/1/2036 412446533 AR 71701 I SFR 360 353 70 70 10.4 2/1/2007 1/1/2037 412446534 IN 46405 P SFR 360 352 95 95 9.3 1/1/2007 12/1/2036 412451575 PA 15210 I SFR 360 352 95 95 9.8 1/1/2007 12/1/2036 412451589 FL 33607 I SFR 360 352 85 85 9.15 1/1/2007 12/1/2036 412446569 MD 21228 P SFR 360 352 80 80 9.875 1/1/2007 12/1/2036 412446579 LA 70501 P SFR 360 352 79.94 79.94 9.5 1/1/2007 12/1/2036 412446584 CA 92270 P PUD 360 352 100 100 10.7 1/1/2007 12/1/2036 412451619 OH 43201 I SFR 360 352 95 95 9.3 1/1/2007 12/1/2036 412451633 NY 11234 P SFR 360 352 73.39 73.39 8.7 1/1/2007 12/1/2036 412451670 TX 75119 P SFR 360 352 70.6 70.6 6.7 1/1/2007 12/1/2036 412451686 WI 53216 P SFR 360 353 83 83 9.2 2/1/2007 1/1/2037 412446685 GA 30316 I SFR 360 352 83.33 83.33 8.75 1/1/2007 12/1/2036 412446690 CA 95212 P SFR 360 352 75 75 9.5 1/1/2007 12/1/2036 412451707 MI 48227 P SFR 360 353 75 75 11.2 2/1/2007 1/1/2037 412446707 NV 89014 P SFR 360 353 67.2 67.2 9.45 2/1/2007 1/1/2037 412446709 KS 66048 P SFR 360 353 80 100 8.7 2/1/2007 1/1/2037 412446727 PA 19144 P SFR 360 353 79.53 79.53 9.1 2/1/2007 1/1/2037 412446744 OK 74106 I SFR 360 353 90 90 10.075 2/1/2007 1/1/2037 412446752 AR 71603 I SFR 360 352 90 90 9.4 1/1/2007 12/1/2036 412446759 TN 37416 P SFR 360 353 84.48 84.48 9.55 2/1/2007 1/1/2037 412446775 TN 37087 P PUD 360 352 80 100 8.9 1/1/2007 12/1/2036 412446776 PA 16101 P SFR 360 353 85 85 7.1 2/1/2007 1/1/2037 412446803 CA 93436 P SFR 360 353 80 80 8.95 2/1/2007 1/1/2037 412446808 CA 93618 P SFR 360 353 54.09 54.09 10.25 2/1/2007 1/1/2037 412446812 CA 90007 P SFR 360 352 68.75 68.75 9.875 1/1/2007 12/1/2036 412446819 OH 43222 I SFR 360 352 90 90 9.225 1/1/2007 12/1/2036 412451810 SC 29150 P SFR 360 353 95 95 9.55 2/1/2007 1/1/2037 412446835 WV 26150 I SFR 360 353 90 90 10.55 2/1/2007 1/1/2037 412446839 TX 78070 P PUD 360 353 80 80 7.85 2/1/2007 1/1/2037 412446841 IA 51501 P SFR 360 352 95 95 9.2 1/1/2007 12/1/2036 412446855 PA 19403 P SFR 360 353 85 85 9.1 2/1/2007 1/1/2037 412451845 PA 19021 P SFR 360 353 80 100 9.075 2/1/2007 1/1/2037 412446871 PA 16313 P SFR 360 352 90 90 9.788 1/1/2007 12/1/2036 412446887 MI 48224 P SFR 360 353 85 85 9.7 2/1/2007 1/1/2037 412446901 FL 33905 P SFR 360 353 60 60 9.525 2/1/2007 1/1/2037 412446933 NV 89108 P SFR 360 353 77.91 77.91 10.35 2/1/2007 1/1/2037 412446078 IN 46140 P SFR 360 350 95 95 9.125 11/1/2006 10/1/2036 412447444 CO 80907 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447463 OH 43055 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447211 CA 91913 P PUD 360 354 100 100 9.375 3/1/2007 2/1/2037 412447327 CA 93907 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447330 CA 93907 P SFR 360 354 100 100 11.75 3/1/2007 2/1/2037 412447448 CA 92078 P PUD 360 354 80 80 6.5 3/1/2007 2/1/2037 412447502 FL 34759 P PUD 360 354 100 100 11 3/1/2007 2/1/2037 412452242 CA 92019 P PUD 360 354 80 100 6.75 3/1/2007 2/1/2037 412452268 CO 80223 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412452269 CO 80223 P SFR 360 354 100 100 11.875 3/1/2007 2/1/2037 412447203 NV 89110 P PUD 360 354 84.72 84.72 6.5 3/1/2007 2/1/2037 412445973 NJ 07712 P SFR 360 352 90 90 9.475 1/1/2007 12/1/2036 412446017 NJ 07103 I 3F 360 352 90 90 8.925 1/1/2007 12/1/2036 412446168 PA 19151 I SFR 360 351 95 95 10.35 12/1/2006 11/1/2036 412446177 DC 20032 I SFR 360 351 95 95 9.4 12/1/2006 11/1/2036 412451271 MD 21205 I SFR 360 351 95 95 10.3 12/1/2006 11/1/2036 412446342 ME 04073 I 4F 360 351 90 90 10.3 12/1/2006 11/1/2036 412446463 WV 26408 I SFR 360 352 90.91 90.91 10.65 1/1/2007 12/1/2036 412451478 OH 43211 I SFR 360 352 85 85 11.375 1/1/2007 12/1/2036 412446473 PA 18612 P SFR 360 352 94.98 94.98 9.75 1/1/2007 12/1/2036 412446477 TX 77539 S SFR 360 352 95 95 9.05 1/1/2007 12/1/2036 412446498 NV 89123 P CO 360 353 80 100 8.025 2/1/2007 1/1/2037 412446501 CA 92706 P SFR 360 352 95 95 8.775 1/1/2007 12/1/2036 412446571 NY 12550 I 4F 360 352 90 90 9.475 1/1/2007 12/1/2036 412446573 FL 33570 P SFR 360 352 80 100 8.625 1/1/2007 12/1/2036 412451627 NJ 07203 P 2F 360 352 95 95 8.15 1/1/2007 12/1/2036 412446593 AL 36877 P SFR 360 352 80 95 8.6 1/1/2007 12/1/2036 412446605 NJ 08015 I SFR 360 352 90.33 90.33 9.85 1/1/2007 12/1/2036 412446607 SC 29445 I SFR 360 352 70.59 70.59 10.2 1/1/2007 12/1/2036 412446620 FL 33334 P SFR 360 353 90 90 8.7 2/1/2007 1/1/2037 412446641 MD 20737 P 2F 360 353 90 90 8.925 2/1/2007 1/1/2037 412446644 CT 06070 P SFR 360 353 90 90 8.65 2/1/2007 1/1/2037 412446676 OR 97115 P SFR 360 352 85 85 8.65 1/1/2007 12/1/2036 412446679 AZ 85344 P SFR 360 352 89.89 89.89 7.95 1/1/2007 12/1/2036 412446696 TX 75602 P SFR 360 352 85 100 9.7 1/1/2007 12/1/2036 412451705 MD 21133 P PUD 360 352 93.97 93.97 7.55 1/1/2007 12/1/2036 412446728 CA 92399 P SFR 360 353 95 95 8.75 2/1/2007 1/1/2037 412446729 MD 20721 P PUD 360 352 90 90 8.775 1/1/2007 12/1/2036 412446765 CA 90650 P SFR 360 352 80 100 8.55 1/1/2007 12/1/2036 412446774 FL 33884 P PUD 360 352 79.98 99.97 9.175 1/1/2007 12/1/2036 412446785 CA 90002 P SFR 360 353 80 100 8.625 2/1/2007 1/1/2037 412451774 CA 95116 P PUD 360 352 100 100 11.7 1/1/2007 12/1/2036 412446798 CA 93561 P SFR 360 353 85 85 8.675 2/1/2007 1/1/2037 412446805 MO 64063 P SFR 360 353 85.09 85.09 9.1 2/1/2007 1/1/2037 412446810 CA 91722 P SFR 360 352 84.84 84.84 8.25 1/1/2007 12/1/2036 412451814 MN 55303 P SFR 360 352 80 100 7.975 1/1/2007 12/1/2036 412446885 HI 96793 P SFR 360 353 95 95 8.825 2/1/2007 1/1/2037 412446096 NJ 08873 P SFR 360 350 95 95 8.775 11/1/2006 10/1/2036 412451178 OH 43311 I SFR 360 351 95 95 9.05 12/1/2006 11/1/2036 412446160 MI 48228 I SFR 360 350 95 95 10.7 11/1/2006 10/1/2036 412446178 NC 28540 P SFR 360 350 80 80 8.6 11/1/2006 10/1/2036 412451263 TX 76033 S SFR 360 351 95 95 10.225 12/1/2006 11/1/2036 412446215 FL 34772 I PUD 360 350 94.96 94.96 9.85 11/1/2006 10/1/2036 412446238 IL 60435 P PUD 360 350 90 90 9.925 11/1/2006 10/1/2036 412446300 NJ 08033 P SFR 360 351 91.94 91.94 9.175 12/1/2006 11/1/2036 412446313 GA 30340 S PUD 360 351 85 85 10.6 12/1/2006 11/1/2036 412446320 GA 31406 I SFR 360 352 80 80 10.15 1/1/2007 12/1/2036 412446324 GA 31405 I SFR 360 352 80 80 10.15 1/1/2007 12/1/2036 412446328 FL 32712 P PUD 360 350 79.98 94.96 7.825 11/1/2006 10/1/2036 412446329 MA 01852 P 2F 360 351 95 95 8.55 12/1/2006 11/1/2036 412446344 WI 53185 P SFR 360 351 100 100 11.55 12/1/2006 11/1/2036 412451394 MA 01851 P CO 360 351 95 95 9.6 12/1/2006 11/1/2036 412446367 NJ 07514 P 2F 360 351 95 95 8.1 12/1/2006 11/1/2036 412446369 FL 33162 P SFR 360 352 95 95 8.65 1/1/2007 12/1/2036 412446386 AZ 85044 P SFR 360 351 93.82 93.82 9.3 12/1/2006 11/1/2036 412446397 AR 72904 P SFR 360 351 84.17 84.17 9.3 12/1/2006 11/1/2036 412446401 FL 33966 S SFR 360 351 95 95 10.35 12/1/2006 11/1/2036 412446422 NY 11413 P SFR 360 351 75 75 7.8 12/1/2006 11/1/2036 412446426 GA 30135 I SFR 360 351 84.23 84.23 9.75 12/1/2006 11/1/2036 412451455 MA 01109 P SFR 360 351 80 100 9.075 12/1/2006 11/1/2036 412446430 NJ 08873 P SFR 360 352 95 95 8.05 1/1/2007 12/1/2036 412446434 CA 90706 P SFR 360 351 95 95 9.5 12/1/2006 11/1/2036 412446453 CA 93536 P SFR 360 351 95 95 8.9 12/1/2006 11/1/2036 412446462 OR 97355 P SFR 360 351 90 90 8.775 12/1/2006 11/1/2036 412446464 OH 45044 I SFR 360 351 82.95 82.95 11.3 12/1/2006 11/1/2036 412446470 SC 29575 I PUD 360 351 90 90 10.225 12/1/2006 11/1/2036 412446474 PA 19050 P SFR 360 351 90 90 9.175 12/1/2006 11/1/2036 412451492 OH 44110 I 2F 360 351 95 95 9.4 12/1/2006 11/1/2036 412446479 FL 33993 P SFR 360 352 85 85 7.9 1/1/2007 12/1/2036 412451503 FL 32401 P SFR 360 351 94.83 94.83 8.9 12/1/2006 11/1/2036 412446483 CA 93635 P SFR 360 351 95 95 9.675 12/1/2006 11/1/2036 412451513 IN 46517 I SFR 360 352 95 95 9.55 1/1/2007 12/1/2036 412446497 GA 31419 P PUD 360 351 95 95 9.15 12/1/2006 11/1/2036 412446499 IN 47421 P SFR 360 352 90 90 7.85 1/1/2007 12/1/2036 412446504 CA 94579 P SFR 360 351 84.93 84.93 7.275 12/1/2006 11/1/2036 412446506 CO 80013 P SFR 360 352 80 95 8.375 1/1/2007 12/1/2036 412446525 OK 73120 P SFR 360 351 79.89 79.89 8.425 12/1/2006 11/1/2036 412446576 NV 89502 P SFR 360 352 87.8 87.8 7.85 1/1/2007 12/1/2036 412446586 CA 91709 P SFR 360 352 95 95 8.25 1/1/2007 12/1/2036 412446613 FL 33713 I SFR 360 352 95 95 8.7 1/1/2007 12/1/2036 412446617 NJ 07083 P SFR 360 352 95 95 7.6 1/1/2007 12/1/2036 412446631 WA 98584 P SFR 360 352 95 95 8.59 1/1/2007 12/1/2036 412449536 PA 19146 P CO 360 353 100 100 8 2/1/2007 1/1/2037 412447038 CA 92570 P SFR 360 354 100 100 11.25 3/1/2007 2/1/2037 412449055 TX 75087 P PUD 360 341 28.37 28.37 4.5 2/1/2006 1/1/2036 412447676 FL 33023 P SFR 360 354 100 100 11.125 3/1/2007 2/1/2037 412446944 CA 92029 P SFR 360 353 100 100 12 2/1/2007 1/1/2037 412447023 CA 91340 P SFR 360 353 100 100 11.8 2/1/2007 1/1/2037 412446976 NJ 08260 S CO 360 353 100 100 11.8 2/1/2007 1/1/2037 412447006 CO 80424 S SFR 360 353 100 100 11.8 2/1/2007 1/1/2037 412447277 OR 97124 P SFR 360 353 100 100 12.05 2/1/2007 1/1/2037 412446975 UT 84041 S SFR 360 353 100 100 11.95 2/1/2007 1/1/2037 412446800 TX 78043 P SFR 240 232 100 100 9.8 1/1/2007 12/1/2026 412446909 NJ 07066 P SFR 360 354 94.12 94.12 7.625 3/1/2007 2/1/2037 412447123 CA 92307 P SFR 360 354 90 90 6.5 3/1/2007 2/1/2037 412447759 CA 94565 P SFR 360 354 80 80 6.625 3/1/2007 2/1/2037 412449168 OR 97539 P SFR 360 353 80 100 9.05 2/1/2007 1/1/2037 412452753 OH 44601 P SFR 360 353 80 85 11.35 2/1/2007 1/1/2037 412449160 IL 60103 P SFR 360 353 85 85 7.55 2/1/2007 1/1/2037 412449218 FL 33486 P SFR 360 353 80 80 8.175 2/1/2007 1/1/2037 412449567 TX 77598 P PUD 360 353 89.08 89.08 6.65 2/1/2007 1/1/2037 412445484 TX 77339 P PUD 360 353 80 100 9.025 2/1/2007 1/1/2037 412449241 GA 31326 P SFR 360 353 80 100 6.925 2/1/2007 1/1/2037 412445624 OR 97415 P SFR 360 353 95 95 7.875 2/1/2007 1/1/2037 412449022 NV 89117 P CO 360 353 100 100 10.35 2/1/2007 1/1/2037 412449021 NV 89117 P CO 360 353 80 100 6.975 2/1/2007 1/1/2037 412449166 NJ 07885 P SFR 360 353 73.89 73.89 8.15 2/1/2007 1/1/2037 412449192 TX 75034 P PUD 360 353 90 90 7.725 2/1/2007 1/1/2037 412449125 IL 61832 P SFR 360 353 95 95 10.231 2/1/2007 1/1/2037 412445497 TX 78382 S SFR 360 353 94.99 94.99 9.5 2/1/2007 1/1/2037 412449011 CA 92284 P SFR 360 353 78.43 78.43 7.525 2/1/2007 1/1/2037 412445600 AZ 85648 P SFR 360 353 95 95 8.75 2/1/2007 1/1/2037 412449054 TX 75652 P SFR 360 353 89.93 89.93 8.663 2/1/2007 1/1/2037 412452599 CA 92021 P CO 360 353 100 100 12.5 2/1/2007 1/1/2037 412452597 CA 92021 P CO 360 353 80 100 8.075 2/1/2007 1/1/2037 412452596 CA 92021 P CO 360 353 100 100 9.15 2/1/2007 1/1/2037 412452595 CA 92021 P CO 360 353 80 100 5.625 2/1/2007 1/1/2037 412449083 TX 78418 P PUD 360 353 80 80 8.825 2/1/2007 1/1/2037 412445611 UT 84604 P SFR 360 353 100 100 10.65 2/1/2007 1/1/2037 412445610 UT 84604 P SFR 360 353 80 100 7.375 2/1/2007 1/1/2037 412449009 CA 93536 P SFR 360 353 100 100 10.5 2/1/2007 1/1/2037 412449008 CA 93536 P SFR 360 353 80 100 7.025 2/1/2007 1/1/2037 412449240 GA 31407 P SFR 360 353 100 100 10.65 2/1/2007 1/1/2037 412449239 GA 31407 P SFR 360 353 80 100 7.675 2/1/2007 1/1/2037 412445607 WA 98058 P SFR 360 353 78.79 78.79 10.675 2/1/2007 1/1/2037 412447693 PA 19038 P SFR 360 354 100 100 12 3/1/2007 2/1/2037 412447696 PA 19038 P SFR 360 354 80 100 6.875 3/1/2007 2/1/2037 412447451 CA 93550 P SFR 360 354 65 65 6.375 3/1/2007 2/1/2037 412447563 CA 91722 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447564 CA 91722 P SFR 360 354 100 100 10.875 3/1/2007 2/1/2037 412447611 NY 10952 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447613 NY 10952 P SFR 360 354 100 100 11.75 3/1/2007 2/1/2037 412452285 CA 93257 P SFR 360 354 80 100 6.75 3/1/2007 2/1/2037 412447692 CA 92672 P SFR 360 354 59.78 59.78 6.625 3/1/2007 2/1/2037 412445572 TX 77379 P PUD 360 353 90 90 10.7 2/1/2007 1/1/2037 412450527 TX 77396 P PUD 360 353 80 100 7.875 2/1/2007 1/1/2037 412445656 AZ 85746 S PUD 360 349 89.51 89.51 9.4 10/1/2006 9/1/2036 412447603 TX 78681 P PUD 360 354 100 100 9.75 3/1/2007 2/1/2037 412447652 FL 33914 P SFR 360 354 89.78 89.78 7.375 3/1/2007 2/1/2037 412447783 FL 34711 P PUD 360 354 80 100 6.625 3/1/2007 2/1/2037 412447743 TX 77375 P PUD 360 354 80 100 6.75 3/1/2007 2/1/2037 412447745 TX 77375 P PUD 360 354 100 100 9.75 3/1/2007 2/1/2037 412449644 NY 11942 P SFR 360 353 80 86.06 6.625 2/1/2007 1/1/2037 412447391 MD 20876 P SFR 360 354 80 90 6.375 3/1/2007 2/1/2037 412447592 CA 93591 P SFR 360 354 100 100 10.5 3/1/2007 2/1/2037 412447594 CA 93591 P SFR 360 354 80 100 6.75 3/1/2007 2/1/2037 412447739 CA 91306 P SFR 360 354 100 100 11.875 3/1/2007 2/1/2037 412447740 CA 91306 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447794 CA 91739 P SFR 360 354 89.25 89.25 6.375 3/1/2007 2/1/2037 412447797 CA 95843 P SFR 360 354 100 100 12 3/1/2007 2/1/2037 412447798 CA 95843 P SFR 360 354 80 100 6.75 3/1/2007 2/1/2037 412445499 GA 30040 P PUD 360 354 79.99 99.98 6.375 3/1/2007 2/1/2037 412447424 AZ 85323 P PUD 360 354 80 80 6.5 3/1/2007 2/1/2037 412447532 CA 94558 P SFR 360 354 80 80 6.625 3/1/2007 2/1/2037 412447801 MN 55432 P SFR 360 354 80 80 7.125 3/1/2007 2/1/2037 412452978 CA 96161 S CO 360 354 79.93 79.93 6.375 3/1/2007 2/1/2037 412445525 TX 77082 P PUD 360 354 100 100 9.8 3/1/2007 2/1/2037 412445524 TX 77082 P PUD 360 354 80 100 8.575 3/1/2007 2/1/2037 412445528 TX 77089 P PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412445503 TX 77089 P PUD 360 353 80 100 7.775 2/1/2007 1/1/2037 412447568 CA 92260 P SFR 360 354 100 100 10.875 3/1/2007 2/1/2037 412447572 CA 92260 P SFR 360 354 80 100 6.25 3/1/2007 2/1/2037 412447789 GA 30132 P PUD 360 354 100 100 11 3/1/2007 2/1/2037 412447096 MD 20708 P PUD 360 354 85 85 8.925 3/1/2007 2/1/2037 412452244 MA 02148 P 2F 360 354 95 95 8.175 3/1/2007 2/1/2037 412447806 MA 02186 P SFR 360 354 94 94 7.75 3/1/2007 2/1/2037 412449368 MO 63629 P SFR 360 354 99.22 99.22 6.5 3/1/2007 2/1/2037 412452856 KS 66046 P SFR 480 474 100 100 6.25 3/1/2007 2/1/2047 412449539 PA 19128 P 3F 360 354 38.46 38.46 9.175 3/1/2007 2/1/2037 412452992 LA 71082 P SFR 360 354 100 100 5.875 3/1/2007 2/1/2037 412447546 CO 80218 P SFR 360 354 80 100 7.25 3/1/2007 2/1/2037 412447659 FL 33993 P SFR 360 354 80 100 6.75 3/1/2007 2/1/2037 412447660 FL 33993 P SFR 360 354 100 100 11.375 3/1/2007 2/1/2037 412447678 TX 78045 P SFR 360 354 100 100 9.75 3/1/2007 2/1/2037 412447715 FL 34135 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447716 FL 34135 P SFR 360 354 100 100 11.5 3/1/2007 2/1/2037 412447782 CA 91765 P SFR 360 354 80 80 7.375 3/1/2007 2/1/2037 412447795 AZ 85323 P SFR 360 354 80 100 6.375 3/1/2007 2/1/2037 412447796 AZ 85323 P SFR 360 354 100 100 11 3/1/2007 2/1/2037 412452223 MA 02124 P 2F 360 354 80 100 6.275 3/1/2007 2/1/2037 412447970 CT 06370 P SFR 360 354 90 90 8.9 3/1/2007 2/1/2037 412447627 KS 66062 P SFR 360 354 100 100 9.04 3/1/2007 2/1/2037 412446549 NJ 07087 I 2F 360 353 70 70 10.25 2/1/2007 1/1/2037 412451375 MA 01109 I 2F 360 353 85 85 9.9 2/1/2007 1/1/2037 412446939 CA 93033 I SFR 360 353 75 75 8.45 2/1/2007 1/1/2037 412451740 MO 63147 P SFR 360 352 80 100 10.5 1/1/2007 12/1/2036 412451865 MA 02081 P SFR 360 353 90 90 8.99 2/1/2007 1/1/2037 412451838 CA 93726 P SFR 360 353 95 95 6.45 2/1/2007 1/1/2037 412446583 MA 02346 P SFR 360 353 93.39 93.39 8.075 2/1/2007 1/1/2037 412446820 NY 10956 I SFR 360 353 90.26 90.26 9.175 2/1/2007 1/1/2037 412446807 CO 80919 P PUD 360 353 90 90 8.7 2/1/2007 1/1/2037 412446612 PA 18240 P PUD 360 352 90 90 9.625 1/1/2007 12/1/2036 412446877 CA 92336 P SFR 360 353 80 100 6.725 2/1/2007 1/1/2037 412446943 CA 92029 P SFR 360 353 80 100 6.85 2/1/2007 1/1/2037 412446900 CA 92701 P CO 360 353 90 90 7.7 2/1/2007 1/1/2037 412446764 CA 92311 I PUD 360 352 90 90 9.9 1/1/2007 12/1/2036 412447171 MN 55421 P SFR 360 353 80 100 6.625 2/1/2007 1/1/2037 412446924 CA 94577 P SFR 360 353 88.46 88.46 8.125 2/1/2007 1/1/2037 412446958 OH 43213 I SFR 360 353 90 90 8.975 2/1/2007 1/1/2037 412446878 CA 93637 P SFR 360 353 80 100 7.325 2/1/2007 1/1/2037 412446863 NJ 08831 I SFR 360 353 90 90 9.7 2/1/2007 1/1/2037 412446843 CA 92307 P SFR 360 353 95 95 9.15 2/1/2007 1/1/2037 412446932 CA 91350 P SFR 360 353 95 95 8.95 2/1/2007 1/1/2037 412452028 MI 48023 P SFR 360 353 80 80 7.45 2/1/2007 1/1/2037 412446661 CA 92505 P SFR 360 352 80 100 7.95 1/1/2007 12/1/2036 412446671 UT 84043 P SFR 360 352 80 100 8.775 1/1/2007 12/1/2036 412446694 UT 84043 P SFR 360 352 100 100 12.1 1/1/2007 12/1/2036 412447000 CT 06111 P SFR 360 353 100 100 12.15 2/1/2007 1/1/2037 412446874 VA 23434 I SFR 360 352 90 90 9.75 1/1/2007 12/1/2036 412446643 RI 02907 I SFR 360 353 90 90 7.85 2/1/2007 1/1/2037 412446951 MA 02151 I 2F 360 353 90 90 9.3 2/1/2007 1/1/2037 412446789 NY 11413 I 2F 360 353 88.45 88.45 9.275 2/1/2007 1/1/2037 412452168 CA 92071 P SFR 360 353 94.22 94.22 6.75 2/1/2007 1/1/2037 412451699 WI 53210 I 2F 360 353 90 90 8 2/1/2007 1/1/2037 412446822 AZ 85326 S PUD 360 352 80 100 7.775 1/1/2007 12/1/2036 412447163 CA 90011 P 2F 360 353 100 100 11.6 2/1/2007 1/1/2037 412446981 CA 92313 P SFR 360 353 95 95 7.45 2/1/2007 1/1/2037 412446713 MA 02130 I CO 360 353 80.85 80.85 9.25 2/1/2007 1/1/2037 412446910 CA 92563 P SFR 360 353 80 100 7.275 2/1/2007 1/1/2037 412446836 VA 23504 P SFR 360 353 80 100 8.275 2/1/2007 1/1/2037 412447052 FL 33463 P PUD 360 353 100 100 11.45 2/1/2007 1/1/2037 412446444 NY 13212 P SFR 360 353 95.96 95.96 11.5 2/1/2007 1/1/2037 412451660 CA 93637 P SFR 360 353 90 90 7.5 2/1/2007 1/1/2037 412446580 CA 90002 P 3F 360 352 95 95 7.85 1/1/2007 12/1/2036 412446990 CA 90806 P SFR 360 353 80 100 7.825 2/1/2007 1/1/2037 412451728 CA 95032 P SFR 360 353 90 100 8.45 2/1/2007 1/1/2037 412451517 CA 91950 I SFR 360 353 95 95 8.35 2/1/2007 1/1/2037 412446636 IL 60410 P SFR 360 353 88.95 88.95 8.9 2/1/2007 1/1/2037 412447182 TX 77379 I PUD 360 353 90 90 7.95 2/1/2007 1/1/2037 412446748 AZ 85382 P PUD 360 352 80 100 7.4 1/1/2007 12/1/2036 412451821 CA 95350 P SFR 360 353 92.13 92.13 6.55 2/1/2007 1/1/2037 412446719 OR 97028 S CO 360 353 95 95 9.5 2/1/2007 1/1/2037 412446853 MD 20735 P PUD 360 352 80 100 7.75 1/1/2007 12/1/2036 412451915 NY 11411 P SFR 360 353 80 100 7.05 2/1/2007 1/1/2037 412446543 FL 32092 S PUD 360 352 79.99 94.98 8.075 1/1/2007 12/1/2036 412446544 FL 32092 S PUD 360 352 94.98 94.98 11.05 1/1/2007 12/1/2036 412452133 TX 75104 S SFR 360 353 100 100 9.8 2/1/2007 1/1/2037 412446897 CA 92705 P 2F 360 353 95 95 7.85 2/1/2007 1/1/2037 412446773 FL 32712 P PUD 360 353 80 100 6.275 2/1/2007 1/1/2037 412446938 MI 48864 I SFR 360 353 90 90 9.375 2/1/2007 1/1/2037 412446868 NJ 07111 I SFR 360 353 90 90 8.65 2/1/2007 1/1/2037 412446680 FL 33311 S SFR 360 353 95 95 8.55 2/1/2007 1/1/2037 412447195 MI 48306 S SFR 360 353 100 100 10.2 2/1/2007 1/1/2037 412446550 NJ 07076 P SFR 360 353 80 100 8 2/1/2007 1/1/2037 412451851 CA 92056 P PUD 360 353 95 95 8.75 2/1/2007 1/1/2037 412446821 CA 92201 S SFR 360 353 80 100 7.938 2/1/2007 1/1/2037 412446961 CA 92562 P SFR 360 353 80 100 7.725 2/1/2007 1/1/2037 412446894 CA 95490 P SFR 360 354 75 100 7.95 3/1/2007 2/1/2037 412447399 TX 75115 P PUD 360 354 100 100 9.8 3/1/2007 2/1/2037 412447084 TX 75115 P PUD 360 354 85 100 7.19 3/1/2007 2/1/2037 412447499 MA 01570 P SFR 360 354 64.52 64.52 6.4 3/1/2007 2/1/2037 412447186 CA 93311 P SFR 360 354 100 100 11.8 3/1/2007 2/1/2037 412447538 CA 92392 P SFR 360 354 100 100 12.05 3/1/2007 2/1/2037 412447726 CA 90303 P SFR 360 354 100 100 11.55 3/1/2007 2/1/2037 412447714 OH 44123 P SFR 360 354 100 100 12.05 3/1/2007 2/1/2037 412452100 CA 92065 P SFR 360 353 80 100 6.45 2/1/2007 1/1/2037 412447512 CA 94538 P SFR 360 354 100 100 11.3 3/1/2007 2/1/2037 412446618 CA 93536 P SFR 360 352 95 95 8.7 1/1/2007 12/1/2036 412446873 MA 02538 P SFR 360 353 80 100 7.2 2/1/2007 1/1/2037 412451870 MI 48047 P SFR 360 353 95 95 7.6 2/1/2007 1/1/2037 412447689 CA 95035 P SFR 360 354 100 100 10.8 3/1/2007 2/1/2037 412446714 NJ 07208 P SFR 360 352 95 95 8.6 1/1/2007 12/1/2036 412447121 WA 98203 P SFR 360 354 80 99.87 7.525 3/1/2007 2/1/2037 412447199 FL 33410 P SFR 360 354 95 95 7.25 3/1/2007 2/1/2037 412446838 WI 53181 P 2F 360 352 57.39 57.39 7.225 1/1/2007 12/1/2036 412452188 CA 93309 P SFR 360 354 80 100 7.225 3/1/2007 2/1/2037 412447433 MD 20735 P SFR 360 354 100 100 7.3 3/1/2007 2/1/2037 412447346 CA 92703 P SFR 360 354 100 100 11.8 3/1/2007 2/1/2037 412447133 VA 23602 P SFR 360 353 95 95 6.75 2/1/2007 1/1/2037 412447078 TX 78410 P SFR 360 353 100 100 9.8 2/1/2007 1/1/2037 412447141 OR 97458 P SFR 360 354 100 100 10.9 3/1/2007 2/1/2037 412447241 AK 99577 P SFR 360 354 95 95 9.1 3/1/2007 2/1/2037 412446921 MA 01604 P SFR 360 353 80 100 8.125 2/1/2007 1/1/2037 412446701 NY 12550 P SFR 360 353 80 100 7.775 2/1/2007 1/1/2037 412446899 FL 33463 P PUD 360 353 75 75 8.44 2/1/2007 1/1/2037 412447569 CA 91402 P SFR 360 353 100 100 11.95 2/1/2007 1/1/2037 412447454 NY 11950 P SFR 360 354 80 100 7.125 3/1/2007 2/1/2037 412447305 CA 91104 P SFR 360 354 100 100 11.95 3/1/2007 2/1/2037 412447147 PA 18466 S PUD 360 353 100 100 11.05 2/1/2007 1/1/2037 412446959 TX 77471 P 2F 360 354 100 100 9.8 3/1/2007 2/1/2037 412446666 NY 11727 P SFR 360 354 80 100 8.05 3/1/2007 2/1/2037 412447398 LA 70817 S SFR 360 354 100 100 12 3/1/2007 2/1/2037 412452121 TX 77083 P PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412447634 TX 77449 P PUD 360 354 100 100 9.8 3/1/2007 2/1/2037 412447244 CA 94545 S SFR 360 353 100 100 11 2/1/2007 1/1/2037 412452077 TX 77530 S PUD 360 353 100 100 9.8 2/1/2007 1/1/2037 412447308 TX 75211 P SFR 360 354 100 100 9.8 3/1/2007 2/1/2037 412446883 SC 29582 S PUD 360 353 95 95 7.99 2/1/2007 1/1/2037 412446794 FL 32712 S PUD 360 352 72.27 95 7.375 1/1/2007 12/1/2036 412446287 FL 34772 P PUD 360 352 80 100 6.25 1/1/2007 12/1/2036 412446872 TX 76180 P SFR 360 352 100 100 9.8 1/1/2007 12/1/2036 412447212 CA 92411 P SFR 360 354 80 100 7.225 3/1/2007 2/1/2037 412447860 AL 36618 P SFR 360 354 100 100 12.05 3/1/2007 2/1/2037 412447864 AL 36618 P SFR 360 354 80 100 7.99 3/1/2007 2/1/2037 412452349 CA 90604 P SFR 360 354 56.33 56.33 6.25 3/1/2007 2/1/2037 412447912 CA 91505 P SFR 360 354 80 100 8.425 3/1/2007 2/1/2037 412450543 TX 77521 P PUD 360 354 80 80 6.25 3/1/2007 2/1/2037 412452991 LA 71111 P SFR 360 354 100 100 6.375 3/1/2007 2/1/2037 412449684 NJ 08234 P SFR 360 354 80 90 6.5 3/1/2007 2/1/2037 412449735 CA 94588 P SFR 180 174 65.74 65.74 7 3/1/2007 2/1/2022 412447485 TX 78526 P SFR 360 354 80 100 6.875 3/1/2007 2/1/2037 412447487 TX 78526 P SFR 360 354 100 100 9.75 3/1/2007 2/1/2037 412447587 FL 32808 P SFR 360 354 90 90 7.75 3/1/2007 2/1/2037 412447596 CA 92505 P SFR 360 354 84.14 84.14 6.25 3/1/2007 2/1/2037 412447630 CA 94804 P SFR 360 354 77.5 77.5 6.875 3/1/2007 2/1/2037 412447694 TX 78046 P PUD 360 354 80 100 6.5 3/1/2007 2/1/2037 412447695 TX 78046 P PUD 360 354 100 100 9.75 3/1/2007 2/1/2037 412447722 VT 05363 P SFR 360 354 100 100 11.5 3/1/2007 2/1/2037 412447723 VT 05363 P SFR 360 354 80 100 6.875 3/1/2007 2/1/2037 412447755 FL 33334 P SFR 360 354 80 100 6.25 3/1/2007 2/1/2037 412447756 FL 33334 P SFR 360 354 100 100 12.125 3/1/2007 2/1/2037 412447763 HI 96818 P SFR 360 354 100 100 11.625 3/1/2007 2/1/2037 412447764 HI 96818 P SFR 360 354 80 100 6.75 3/1/2007 2/1/2037 412447837 CA 95307 P SFR 360 354 80 80 6.75 3/1/2007 2/1/2037 412447846 CA 92363 P SFR 360 354 100 100 9.75 3/1/2007 2/1/2037 412447889 CT 06811 P SFR 360 354 89.76 89.76 6.875 3/1/2007 2/1/2037 412452359 MI 48180 P SFR 360 354 100 100 12.25 3/1/2007 2/1/2037 412452360 MI 48180 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412447909 TX 78043 P PUD 360 354 80 100 6.5 3/1/2007 2/1/2037 412447910 TX 78043 P PUD 360 354 100 100 9.75 3/1/2007 2/1/2037 412447932 CA 95008 P SFR 360 354 78.74 78.74 7.625 3/1/2007 2/1/2037 412450566 TX 77009 P PUD 360 354 80 100 6.5 3/1/2007 2/1/2037 412445575 TX 77386 P PUD 180 174 100 100 8.75 3/1/2007 2/1/2022 412452056 CA 93535 P SFR 360 354 81.16 81.16 6.875 3/1/2007 2/1/2037 412447845 CA 90047 P SFR 360 354 63.11 63.11 6.875 3/1/2007 2/1/2037 412445568 TX 77386 P PUD 360 354 80 100 6.75 3/1/2007 2/1/2037 412447871 CA 90220 P SFR 360 354 100 100 11.25 3/1/2007 2/1/2037 412447873 CA 90220 P SFR 360 354 80 100 6.25 3/1/2007 2/1/2037 412452392 TX 78557 P SFR 360 354 80 100 7.125 3/1/2007 2/1/2037 412452393 TX 78557 P SFR 360 354 100 100 9.75 3/1/2007 2/1/2037 412452376 TX 77429 P PUD 360 354 100 100 9.75 3/1/2007 2/1/2037 412452378 TX 77429 P PUD 360 354 80 100 6.625 3/1/2007 2/1/2037 412447601 CA 95111 P SFR 360 354 80 100 7.25 3/1/2007 2/1/2037 412447602 CA 95111 P SFR 360 354 100 100 12.25 3/1/2007 2/1/2037 412450567 TX 77009 P PUD 360 354 100 100 8.75 3/1/2007 2/1/2037 412447819 CA 90062 P SFR 360 354 100 100 12.625 3/1/2007 2/1/2037 412447791 CA 90062 P SFR 360 354 80 100 6.875 3/1/2007 2/1/2037 412449729 CA 95765 P SFR 360 354 83.59 83.59 7.75 3/1/2007 2/1/2037 412447960 FL 33412 P PUD 360 354 16.83 16.83 6.375 3/1/2007 2/1/2037 412452382 CA 95823 P SFR 360 354 80 100 6.5 3/1/2007 2/1/2037 412452384 CA 95823 P SFR 360 354 100 100 11.125 3/1/2007 2/1/2037 412447749 TX 77469 P PUD 360 355 100 100 9.75 4/1/2007 3/1/2037 412452310 TX 77469 P PUD 360 355 80 100 6.875 4/1/2007 3/1/2037 412447533 CA 95219 P PUD 360 354 71.07 71.07 6.25 3/1/2007 2/1/2037 412449282 FL 32539 I PUD 360 354 80 90 7.375 3/1/2007 2/1/2037 412452838 CA 93960 P SFR 360 354 78.09 78.09 6.625 3/1/2007 2/1/2037 412449332 CA 92841 P PUD 360 355 99.99 99.99 8.25 4/1/2007 3/1/2037 412445574 TX 77386 P PUD 180 175 100 100 8.25 4/1/2007 3/1/2022 412445577 TX 77379 P PUD 180 175 95 95 11.75 4/1/2007 3/1/2022 412452914 ID 83605 P SFR 360 355 80 95 6.625 4/1/2007 3/1/2037 412452950 PA 19403 P CO 360 355 100 100 7 4/1/2007 3/1/2037 412447823 FL 33967 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412447824 FL 33967 P PUD 360 355 100 100 12.125 4/1/2007 3/1/2037 412449537 PA 19082 P SFR 360 355 70.83 70.83 8.8 4/1/2007 3/1/2037 412449542 TX 79762 P SFR 360 355 84.2 84.2 6.375 4/1/2007 3/1/2037 412446755 TX 78217 P SFR 360 353 80 80 9.65 2/1/2007 1/1/2037 412446962 HI 96701 P CO 360 353 80 100 7.825 2/1/2007 1/1/2037 412451879 TX 78721 P SFR 360 353 80 80 10 2/1/2007 1/1/2037 412447075 VA 23505 I 4F 360 353 68.55 68.55 8.9 2/1/2007 1/1/2037 412446875 CA 91331 P SFR 360 353 79.5 79.5 6.875 2/1/2007 1/1/2037 412447119 IN 46226 P SFR 360 353 80 80 8.4 2/1/2007 1/1/2037 412447080 TX 78410 P SFR 360 353 80 100 7.625 2/1/2007 1/1/2037 412446989 OK 74104 P SFR 360 353 94.74 94.74 9 2/1/2007 1/1/2037 412447107 IL 60608 P SFR 360 353 65 65 9.95 2/1/2007 1/1/2037 412447124 FL 33325 P SFR 360 353 91.89 91.89 9.35 2/1/2007 1/1/2037 412447032 TN 37914 P SFR 360 353 80 100 7.825 2/1/2007 1/1/2037 412446442 NY 13212 P SFR 360 353 76.77 95.96 9.375 2/1/2007 1/1/2037 412451998 OH 45050 P SFR 360 353 95 95 8.9 2/1/2007 1/1/2037 412451917 GA 30291 P PUD 360 353 95 95 10.4 2/1/2007 1/1/2037 412447033 GA 30501 P SFR 360 353 95 95 9.96 2/1/2007 1/1/2037 412446639 TX 77064 P PUD 360 353 90 90 9.525 2/1/2007 1/1/2037 412447116 RI 02909 P SFR 360 353 74.47 74.47 7.65 2/1/2007 1/1/2037 412447081 IA 51039 P SFR 360 353 80 80 11.2 2/1/2007 1/1/2037 412446552 MT 59741 P SFR 360 353 85 90 9.75 2/1/2007 1/1/2037 412446945 TX 77037 P SFR 240 233 95 95 9.7 2/1/2007 1/1/2027 412452041 TX 78247 P SFR 360 353 80 80 7.8 2/1/2007 1/1/2037 412446928 NM 87109 P SFR 360 353 80 100 8.075 2/1/2007 1/1/2037 412446977 NJ 08260 S CO 360 353 80 100 8.875 2/1/2007 1/1/2037 412451878 TN 38127 I SFR 360 353 90 90 10.625 2/1/2007 1/1/2037 412447098 TN 37218 P SFR 180 173 93.98 93.98 8.15 2/1/2007 1/1/2022 412446997 OH 44104 I SFR 360 353 90 90 10.775 2/1/2007 1/1/2037 412447092 IA 50317 P SFR 360 353 95 95 10.2 2/1/2007 1/1/2037 412451999 KY 42103 P SFR 360 353 95 95 8.85 2/1/2007 1/1/2037 412447106 FL 33950 I SFR 360 353 90 90 10.1 2/1/2007 1/1/2037 412451459 LA 70116 I SFR 360 353 75 75 7.875 2/1/2007 1/1/2037 412451984 TN 38127 P SFR 360 353 95 95 10.25 2/1/2007 1/1/2037 412446582 CA 93654 I 3F 360 352 78.43 78.43 10.6 1/1/2007 12/1/2036 412447063 MD 21229 P PUD 360 353 85 85 10.4 2/1/2007 1/1/2037 412447145 TN 37076 I SFR 360 353 95 95 10.3 2/1/2007 1/1/2037 412447070 NM 87507 P SFR 360 353 80 80 8.2 2/1/2007 1/1/2037 412446475 CT 06111 P SFR 360 353 80 100 8.725 2/1/2007 1/1/2037 412452034 IL 60563 P CO 360 353 80 100 8.925 2/1/2007 1/1/2037 412447077 TX 75050 I SFR 360 353 90 95 11.4 2/1/2007 1/1/2037 412446940 FL 33971 I 2F 360 353 80 80 8.775 2/1/2007 1/1/2037 412446551 FL 33570 P PUD 360 353 80 100 8.975 2/1/2007 1/1/2037 412446902 MD 21045 P SFR 360 353 86.24 86.24 9.55 2/1/2007 1/1/2037 412451925 TX 77598 P CO 360 353 93.91 93.91 10.913 2/1/2007 1/1/2037 412446866 TX 77063 P CO 360 353 78.85 78.85 7.19 2/1/2007 1/1/2037 412446782 TX 78213 I SFR 360 353 95 95 7.6 2/1/2007 1/1/2037 412446935 IN 46205 I SFR 360 353 90 90 9.575 2/1/2007 1/1/2037 412446623 MD 20746 P CO 360 353 75 75 10.6 2/1/2007 1/1/2037 412451946 MI 49017 I SFR 360 353 75 75 11.8 2/1/2007 1/1/2037 412447071 SC 29418 P SFR 360 353 95 95 8.99 2/1/2007 1/1/2037 412447109 TX 75180 P SFR 360 353 95 95 10.5 2/1/2007 1/1/2037 412446777 FL 33884 P PUD 360 352 99.97 99.97 12.7 1/1/2007 12/1/2036 412446545 CA 94703 P SFR 360 352 100 100 11.95 1/1/2007 12/1/2036 412447236 CA 91744 P SFR 360 353 100 100 12.4 2/1/2007 1/1/2037 412446351 WI 53215 I 3F 360 351 70.67 70.67 9.75 12/1/2006 11/1/2036 412446570 FL 33012 P SFR 360 352 84 84 7.6 1/1/2007 12/1/2036 412446455 MA 01913 P CO 360 352 90 90 8.725 1/1/2007 12/1/2036 412446578 OH 44123 P SFR 360 352 100 100 10.9 1/1/2007 12/1/2036 412446288 NY 10474 P 2F 360 351 80 100 7.475 12/1/2006 11/1/2036 412446417 GA 30741 I SFR 360 352 84.92 84.92 8.95 1/1/2007 12/1/2036 412446379 NY 10940 P SFR 360 351 94.92 94.92 6.2 12/1/2006 11/1/2036 412446695 TX 77301 I SFR 360 352 90 90 10.475 1/1/2007 12/1/2036 412446670 MD 21224 P SFR 360 352 85 85 6.675 1/1/2007 12/1/2036 412446867 MD 20659 P SFR 360 353 82.64 82.64 6.95 2/1/2007 1/1/2037 412446180 MD 21224 P SFR 360 351 90 90 9.1 12/1/2006 11/1/2036 412446813 IL 60619 I SFR 360 352 85 85 8.85 1/1/2007 12/1/2036 412446756 MO 65802 I 2F 360 352 90 90 9.375 1/1/2007 12/1/2036 412446920 OH 44305 I 2F 360 353 90 95 10.3 2/1/2007 1/1/2037 412451311 TX 75074 P SFR 360 351 80 100 6.975 12/1/2006 11/1/2036 412446233 MA 01506 P SFR 360 351 94.65 94.65 7.8 12/1/2006 11/1/2036 412451318 CA 95661 P SFR 360 351 95 95 8.6 12/1/2006 11/1/2036 412451470 OH 44301 P SFR 360 352 74.21 74.21 8.3 1/1/2007 12/1/2036 412451296 FL 33461 P SFR 360 351 85 85 7.95 12/1/2006 11/1/2036 412446451 OH 44103 I 2F 360 352 95 95 9.5 1/1/2007 12/1/2036 412446201 NY 10456 P 3F 360 351 90 90 6.95 12/1/2006 11/1/2036 412451286 TX 75032 P PUD 360 351 88 88 5.7 12/1/2006 11/1/2036 412446316 TX 78046 P SFR 360 351 90 95 10.4 12/1/2006 11/1/2036 412446226 PA 18656 I SFR 360 351 75 75 10.55 12/1/2006 11/1/2036 412446503 FL 34608 P SFR 360 352 50.83 50.83 7.375 1/1/2007 12/1/2036 412446692 NJ 08724 P SFR 360 352 90 90 8.15 1/1/2007 12/1/2036 412451289 MO 63135 P SFR 360 351 80 90 9.375 12/1/2006 11/1/2036 412451555 NJ 08360 P SFR 360 352 80 80 9.1 1/1/2007 12/1/2036 412446302 NJ 07065 P SFR 360 351 80 100 8.975 12/1/2006 11/1/2036 412446317 WA 98258 P SFR 360 351 80 100 6.775 12/1/2006 11/1/2036 412451431 TX 78210 I SFR 360 351 80 80 8.4 12/1/2006 11/1/2036 412446295 CA 92376 P SFR 360 351 95 95 8.99 12/1/2006 11/1/2036 412446259 WV 25962 P SFR 360 351 84.75 84.75 9.8 12/1/2006 11/1/2036 412446577 PA 19138 P SFR 360 352 65 65 8.7 1/1/2007 12/1/2036 412446457 OH 43506 P SFR 360 352 70 70 10.35 1/1/2007 12/1/2036 412446362 MA 01201 P 2F 360 351 90 90 8.4 12/1/2006 11/1/2036 412451554 OH 44115 P SFR 360 352 85 99.72 8.85 1/1/2007 12/1/2036 412445763 CA 91040 P SFR 360 351 70 70 7.65 12/1/2006 11/1/2036 412446304 MI 49053 P SFR 360 351 95 95 8.95 12/1/2006 11/1/2036 412446378 MA 01104 P 2F 360 351 85 85 9.05 12/1/2006 11/1/2036 412451498 MD 20744 P SFR 360 352 75 75 10.05 1/1/2007 12/1/2036 412446587 FL 34653 P SFR 360 352 59.33 59.33 9.175 1/1/2007 12/1/2036 412446326 TX 75479 P SFR 360 351 80 80 10.775 12/1/2006 11/1/2036 412446717 TX 78336 I SFR 360 352 90 90 8.3 1/1/2007 12/1/2036 412446648 FL 34668 P SFR 360 352 80 95 8.575 1/1/2007 12/1/2036 412446521 NY 11722 P SFR 360 352 94.78 94.78 7.99 1/1/2007 12/1/2036 412446515 CA 94560 P SFR 360 352 80 100 8.225 1/1/2007 12/1/2036 412446280 MA 02125 P 3F 360 351 95 95 7.98 12/1/2006 11/1/2036 412446306 CA 93722 I SFR 360 351 95 95 9.75 12/1/2006 11/1/2036 412446305 CA 93722 I SFR 360 351 95 95 9.75 12/1/2006 11/1/2036 412446531 IN 46616 I SFR 360 352 90 90 11.875 1/1/2007 12/1/2036 412446385 PA 17602 I SFR 360 351 90 90 8.3 12/1/2006 11/1/2036 412451119 OH 44112 P 2F 360 351 90 90 11.15 12/1/2006 11/1/2036 412451786 MD 21842 P PUD 360 352 90 90 8.975 1/1/2007 12/1/2036 412451421 TX 76401 P SFR 360 351 75 75 11.05 12/1/2006 11/1/2036 412446500 MA 02601 P CO 360 352 100 100 11.15 1/1/2007 12/1/2036 412446660 IL 60120 P SFR 360 352 95 95 11.4 1/1/2007 12/1/2036 412446511 NJ 07018 P SFR 360 352 95 95 11.15 1/1/2007 12/1/2036 412446087 NY 11434 P SFR 360 350 100 100 10.8 11/1/2006 10/1/2036 412446095 NJ 07111 P 2F 360 351 100 100 10.8 12/1/2006 11/1/2036 412446195 FL 34761 P SFR 360 351 95 95 10.9 12/1/2006 11/1/2036 412446130 CA 91355 P CO 360 350 99.98 99.98 12.2 11/1/2006 10/1/2036 412446327 FL 32712 P PUD 360 350 94.96 94.96 10.8 11/1/2006 10/1/2036 412446439 AZ 85367 P PUD 360 351 100 100 10.5 12/1/2006 11/1/2036 412446239 AZ 85335 P PUD 360 350 100 100 10.8 11/1/2006 10/1/2036 412446132 PA 19508 P SFR 360 350 100 100 9.75 11/1/2006 10/1/2036 412446710 TX 78552 P SFR 360 352 100 100 9.8 1/1/2007 12/1/2036 412446264 IN 46176 P SFR 360 351 100 100 11.75 12/1/2006 11/1/2036 412446373 MN 55423 P SFR 360 350 95 95 10.334 11/1/2006 10/1/2036 412446856 VA 20164 P SFR 360 352 100 100 12.05 1/1/2007 12/1/2036 412446725 TX 75040 P SFR 360 352 100 100 9.8 1/1/2007 12/1/2036 412451609 FL 33570 P SFR 360 352 100 100 11.45 1/1/2007 12/1/2036 412446568 OH 45373 P SFR 360 352 100 100 11.6 1/1/2007 12/1/2036 412446301 NJ 07065 P SFR 360 351 100 100 11.9 12/1/2006 11/1/2036 412446507 CO 80013 P SFR 360 352 95 95 11.45 1/1/2007 12/1/2036 412446529 WI 54738 P SFR 360 352 95 95 10.8 1/1/2007 12/1/2036 412446374 WA 98258 P SFR 360 351 100 100 12.25 12/1/2006 11/1/2036 412446456 CA 92704 P SFR 360 351 100 100 12.1 12/1/2006 11/1/2036 412446436 NY 10302 P SFR 360 351 90 90 10.65 12/1/2006 11/1/2036 412446296 CA 95252 P SFR 360 351 100 100 11 12/1/2006 11/1/2036 412446011 CA 91331 P SFR 360 351 100 100 11.1 12/1/2006 11/1/2036 412446526 IL 60477 P SFR 360 352 100 100 11.35 1/1/2007 12/1/2036 412451748 CA 90650 P SFR 360 352 100 100 12.4 1/1/2007 12/1/2036 412446879 GA 30253 S SFR 360 352 100 100 12.95 1/1/2007 12/1/2036 412446466 AZ 85603 P SFR 360 351 100 100 10.85 12/1/2006 11/1/2036 412446651 MA 02720 P SFR 360 352 95 95 10.95 1/1/2007 12/1/2036 412452661 CA 95128 P CO 360 355 80 80 5.625 4/1/2007 3/1/2037 412449281 NC 28215 I CO 360 354 100 100 9.25 3/1/2007 2/1/2037 412449289 NC 28105 P SFR 180 174 87.41 87.41 8.5 3/1/2007 2/1/2022 412449510 NJ 08107 P 2F 360 355 80 99.99 7 4/1/2007 3/1/2037 412452805 MD 20747 P PUD 360 355 75.52 75.52 7 4/1/2007 3/1/2037 412449492 AZ 85226 P PUD 360 355 80 100 5.875 4/1/2007 3/1/2037 412449493 AZ 85226 P PUD 360 355 100 100 8.1 4/1/2007 3/1/2037 412449726 PA 19085 P SFR 360 354 80 80 7.75 3/1/2007 2/1/2037 412447356 CA 94533 P SFR 360 355 75 75 6.75 4/1/2007 3/1/2037 412447599 TX 78045 P PUD 360 355 80 100 6 4/1/2007 3/1/2037 412447600 TX 78045 P PUD 360 355 100 100 9.75 4/1/2007 3/1/2037 412447703 TX 77083 P PUD 360 355 80 100 6.5 4/1/2007 3/1/2037 412447704 TX 77083 P PUD 360 355 100 100 9.75 4/1/2007 3/1/2037 412447318 CA 92324 P SFR 360 354 80 80 6.875 3/1/2007 2/1/2037 412449106 TX 78749 P SFR 360 355 100 100 6.5 4/1/2007 3/1/2037 412449331 CA 92591 P PUD 360 355 100 100 8.875 4/1/2007 3/1/2037 412452840 GA 30643 S SFR 360 355 79.37 89.37 7.625 4/1/2007 3/1/2037 412452841 GA 30643 S SFR 360 355 89.37 89.37 7.875 4/1/2007 3/1/2037 412449345 CA 90755 P CO 360 355 23.01 23.01 6.75 4/1/2007 3/1/2037 412449538 PA 19525 P SFR 360 355 89.13 89.13 7.875 4/1/2007 3/1/2037 412447751 CA 94559 P SFR 360 354 94.96 94.96 11.5 3/1/2007 2/1/2037 412447752 CA 94559 P SFR 360 354 80 94.96 6.5 3/1/2007 2/1/2037 412448146 MI 49621 P SFR 360 354 95 95 7 3/1/2007 2/1/2037 412447956 TX 78572 P PUD 360 355 80 100 7 4/1/2007 3/1/2037 412448055 CA 92324 P SFR 360 355 100 100 12 4/1/2007 3/1/2037 412448056 CA 92324 P SFR 360 355 80 100 6.375 4/1/2007 3/1/2037 412447957 TX 78572 P PUD 360 355 100 100 9.875 4/1/2007 3/1/2037 412447888 CA 91750 P SFR 360 355 68.18 68.18 6.5 4/1/2007 3/1/2037 412449728 CA 92679 P PUD 180 175 69.17 69.17 7 4/1/2007 3/1/2022 412445500 GA 30066 P SFR 360 355 79.97 99.93 6.5 4/1/2007 3/1/2037 412445518 TX 77339 P PUD 360 355 80 100 6.75 4/1/2007 3/1/2037 412449065 TX 76108 P PUD 360 355 80 99.99 6.75 4/1/2007 3/1/2037 412449382 CO 80128 P CO 360 355 80 100 6.875 4/1/2007 3/1/2037 412449383 CO 80126 P CO 360 355 100 100 8.5 4/1/2007 3/1/2037 412449447 NY 11417 P 2F 360 355 90 90 7.25 4/1/2007 3/1/2037 412447851 CA 90631 P SFR 360 355 55.56 55.56 6.375 4/1/2007 3/1/2037 412447597 TX 78046 P SFR 360 355 100 100 9.25 4/1/2007 3/1/2037 412452836 CA 95661 P SFR 360 355 80 100 6.75 4/1/2007 3/1/2037 412449343 CA 92646 S SFR 180 175 89.63 89.63 8.25 4/1/2007 3/1/2022 412449397 CO 81019 P SFR 360 355 100 100 8.375 4/1/2007 3/1/2037 412449708 CT 06516 P SFR 360 355 93.43 93.43 8.125 4/1/2007 3/1/2037 412449721 AZ 85296 P PUD 360 355 80 94.71 7.25 4/1/2007 3/1/2037 412449722 AZ 85296 P PUD 360 355 94.71 94.71 8.875 4/1/2007 3/1/2037 412445587 TX 78681 P PUD 360 355 79.99 79.99 6.75 4/1/2007 3/1/2037 412449370 CO 80205 P SFR 360 355 79.68 79.68 6.5 4/1/2007 3/1/2037 412449381 CO 80132 P PUD 180 175 100 100 7.875 4/1/2007 3/1/2022 412449388 IN 46725 P PUD 360 355 90 90 7 4/1/2007 3/1/2037 412449602 LA 71112 P SFR 360 354 80 100 7.25 3/1/2007 2/1/2037 412449605 LA 71112 P SFR 360 354 100 100 14.375 3/1/2007 2/1/2037 412449618 TX 78332 P SFR 180 175 93.59 93.59 6.5 4/1/2007 3/1/2022 412449643 VA 23030 P SFR 180 175 62.43 62.43 6.625 4/1/2007 3/1/2022 412449772 FL 34116 P SFR 360 355 85 85 6.625 4/1/2007 3/1/2037 412445579 TX 77429 P PUD 180 175 95 95 8.5 4/1/2007 3/1/2022 412445590 TX 78641 P PUD 360 355 100 100 8.75 4/1/2007 3/1/2037 412449104 TX 77014 P PUD 360 355 100 100 6.625 4/1/2007 3/1/2037 412449263 AZ 85615 P SFR 360 355 100 100 7.75 4/1/2007 3/1/2037 412449286 IA 51541 P SFR 360 355 80 80 7.75 4/1/2007 3/1/2037 412449301 GA 30157 P PUD 360 355 75 100 6.5 4/1/2007 3/1/2037 412449304 GA 30157 P PUD 360 355 100 100 8.75 4/1/2007 3/1/2037 412452873 MO 65803 P SFR 360 355 79.98 99.93 7.75 4/1/2007 3/1/2037 412449399 CO 80237 P CO 360 355 80 100 6.75 4/1/2007 3/1/2037 412447464 FL 33647 P PUD 360 355 80 100 6.375 4/1/2007 3/1/2037 412447466 FL 33647 P PUD 360 355 100 100 12.25 4/1/2007 3/1/2037 412447882 OR 97330 P SFR 360 355 80 100 7.625 4/1/2007 3/1/2037 412447883 OR 97330 P SFR 360 355 100 100 11.625 4/1/2007 3/1/2037 412448231 CA 92377 P SFR 360 355 83.33 83.33 6.625 4/1/2007 3/1/2037 412452440 CA 92028 P SFR 360 355 80 100 6.375 4/1/2007 3/1/2037 412452441 CA 92028 P SFR 360 355 100 100 11 4/1/2007 3/1/2037 412450568 TX 78641 P PUD 360 355 45.79 45.79 6 4/1/2007 3/1/2037 412452959 TX 77586 P PUD 360 355 75 100 6.125 4/1/2007 3/1/2037 412452960 TX 77586 P PUD 360 355 100 100 8.75 4/1/2007 3/1/2037 412446418 MA 02302 P SFR 360 352 80 80 9.875 1/1/2007 12/1/2036 412447125 NY 11946 P SFR 360 354 80 100 7.225 3/1/2007 2/1/2037 412450606 MA 02122 P 2F 360 339 80 95 6.1 12/1/2005 11/1/2035 412445647 NJ 08069 I SFR 360 339 89.29 89.29 8.4 12/1/2005 11/1/2035 412445653 MA 01107 P 3F 360 341 85 85 8.925 2/1/2006 1/1/2036 412449223 FL 33415 P PUD 360 341 80 99.45 6.9 2/1/2006 1/1/2036 412449209 FL 33408 I CO 360 341 61.54 61.54 9.525 2/1/2006 1/1/2036 412449193 NM 87123 P SFR 360 341 80 100 6.95 2/1/2006 1/1/2036 412449004 CA 92507 P CO 360 349 100 100 5.875 10/1/2006 9/1/2036 412445697 VA 24301 P SFR 360 347 95 95 8.3 8/1/2006 7/1/2036 412445679 DC 20011 P SFR 360 346 80 100 7.99 7/1/2006 6/1/2036 412449180 TX 75071 P PUD 360 350 80 100 7.925 11/1/2006 10/1/2036 412449181 TX 75071 P PUD 360 350 100 100 9.8 11/1/2006 10/1/2036 412445502 TX 77087 P PUD 360 350 80 100 7.625 11/1/2006 10/1/2036 412449087 TX 77433 P PUD 360 350 80 99.99 8.825 11/1/2006 10/1/2036 412448995 AZ 85008 P CO 360 348 79.99 99.97 6.875 9/1/2006 8/1/2036 412450519 TX 77082 P PUD 360 346 80 100 8.6 7/1/2006 6/1/2036 412452712 CO 80012 P SFR 360 347 80 100 9.3 8/1/2006 7/1/2036 412445847 AL 36542 P CO 360 348 90 90 10.4 9/1/2006 8/1/2036 412445948 TX 77449 I PUD 360 349 80 95 8.95 10/1/2006 9/1/2036 412445993 MO 63401 P SFR 360 348 85 100 10.25 9/1/2006 8/1/2036 412445805 TX 78412 P SFR 360 348 80 100 10.875 9/1/2006 8/1/2036 412445748 TX 76248 P PUD 360 347 80 100 8.6 8/1/2006 7/1/2036 412445934 CO 81650 P SFR 360 348 80 100 9.45 9/1/2006 8/1/2036 412445846 NY 10965 P SFR 360 349 85 95 8.425 10/1/2006 9/1/2036 412445806 NY 12414 P SFR 360 348 75.56 75.56 9.95 9/1/2006 8/1/2036 412450891 TN 37912 P CO 360 348 100 100 9.06 9/1/2006 8/1/2036 412445800 AZ 86333 P SFR 360 347 80 100 7.925 8/1/2006 7/1/2036 412445969 MN 55316 P SFR 360 349 85 85 10.45 10/1/2006 9/1/2036 412445855 MA 01516 P SFR 360 348 100 100 9.45 9/1/2006 8/1/2036 412445713 OR 97601 P SFR 360 347 100 100 11.9 8/1/2006 7/1/2036 412445721 TX 76015 P SFR 360 347 100 100 9.8 8/1/2006 7/1/2036 412450753 OH 44405 P SFR 360 347 100 100 11.35 8/1/2006 7/1/2036 412445495 TX 78245 P PUD 360 348 80 100 10.875 9/1/2006 8/1/2036 412445603 CA 95991 P SFR 360 348 67.58 67.58 7.35 9/1/2006 8/1/2036 412445616 CA 90016 S CO 360 349 39.47 39.47 7.775 10/1/2006 9/1/2036 412449167 WA 98642 P SFR 360 349 62.05 62.05 6.575 10/1/2006 9/1/2036 412449197 NM 87121 P SFR 360 349 90 90 9.375 10/1/2006 9/1/2036 412449532 PA 19403 P SFR 360 349 89.24 89.24 8.6 10/1/2006 9/1/2036 412449627 GA 30519 P PUD 360 349 89.5 89.5 8.875 10/1/2006 9/1/2036 412445613 WA 98837 P SFR 360 347 80 100 7.75 8/1/2006 7/1/2036 412449213 NY 11798 P SFR 360 347 80 100 6.725 8/1/2006 7/1/2036 412445504 TX 77469 P PUD 360 348 90 90 8.975 9/1/2006 8/1/2036 412449014 NV 89145 S CO 360 348 80 100 7.675 9/1/2006 8/1/2036 412449456 AZ 85243 P PUD 360 349 80 99.99 8.125 10/1/2006 9/1/2036 412450587 TX 77520 P PUD 360 349 80 100 9.463 10/1/2006 9/1/2036 412449238 GA 31410 P SFR 360 349 80 100 7.795 10/1/2006 9/1/2036 412449071 WA 98019 P SFR 360 347 100 100 12.7 8/1/2006 7/1/2036 412450520 TX 77521 P SFR 360 347 80 100 9.875 8/1/2006 7/1/2036 412445505 TX 77521 P PUD 360 347 100 100 9.8 8/1/2006 7/1/2036 412445615 WA 98837 P SFR 360 347 100 100 12.5 8/1/2006 7/1/2036 412452671 TX 75043 P SFR 360 347 80 100 8.975 8/1/2006 7/1/2036 412452672 TX 75043 P SFR 360 347 100 100 9.8 8/1/2006 7/1/2036 412452713 CO 80012 P SFR 360 347 100 100 11.8 8/1/2006 7/1/2036 412449170 MT 59010 P SFR 360 347 100 100 12.5 8/1/2006 7/1/2036 412449190 OH 45069 P SFR 360 347 80 100 8.5 8/1/2006 7/1/2036 412449070 WA 98019 P SFR 360 347 80 100 7.85 8/1/2006 7/1/2036 412449138 IN 47362 P SFR 360 347 79.98 99.94 8.825 8/1/2006 7/1/2036 412445487 LA 71109 P SFR 360 348 80 100 8.575 9/1/2006 8/1/2036 412449169 MT 59019 P SFR 360 347 80 100 8.313 8/1/2006 7/1/2036 412449012 NV 89052 I CO 360 348 90 90 7.875 9/1/2006 8/1/2036 412449203 OH 44445 P SFR 360 348 95 95 8.65 9/1/2006 8/1/2036 412448996 AZ 85008 I CO 360 349 75 75 7.725 10/1/2006 9/1/2036 412449426 MO 65355 P SFR 360 349 80 100 10.25 10/1/2006 9/1/2036 412449005 CA 93536 P SFR 360 347 39.71 39.71 9.525 8/1/2006 7/1/2036 412449559 TX 77377 P PUD 360 347 95 95 8.6 8/1/2006 7/1/2036 412449206 WI 53144 I SFR 360 349 85 85 10.9 10/1/2006 9/1/2036 412449504 IN 46406 P SFR 480 469 90 90 9.5 10/1/2006 9/1/2046 412449139 IN 47362 P SFR 360 347 99.94 99.94 12.95 8/1/2006 7/1/2036 412445667 CA 92677 P CO 360 346 100 100 9.75 7/1/2006 6/1/2036 412445673 TX 79413 P SFR 360 346 100 100 9.8 7/1/2006 6/1/2036 412445618 OR 97488 P SFR 360 348 82.93 82.93 9.6 9/1/2006 8/1/2036 412449069 WI 54403 P SFR 360 348 95 95 6.35 9/1/2006 8/1/2036 412452705 TX 77469 P PUD 360 348 79.95 99.94 8.125 9/1/2006 8/1/2036 412449173 WA 98038 P SFR 360 348 69.99 69.99 8.975 9/1/2006 8/1/2036 412449476 AZ 85027 P PUD 360 348 80 100 8.225 9/1/2006 8/1/2036 412451075 GA 30528 P SFR 360 349 95 95 10.4 10/1/2006 9/1/2036 412445998 MN 55330 P SFR 360 349 85 85 10.075 10/1/2006 9/1/2036 412446071 OH 45431 P SFR 360 349 100 100 12.5 10/1/2006 9/1/2036 412445925 OH 45424 P SFR 360 349 100 100 12.2 10/1/2006 9/1/2036 412445857 TX 77318 P PUD 360 348 84.21 84.21 6.875 9/1/2006 8/1/2036 412445898 TX 77545 S PUD 360 348 100 100 9.8 9/1/2006 8/1/2036 412446000 OK 73119 P SFR 360 350 67.57 67.57 9.75 11/1/2006 10/1/2036 412451019 TX 78526 P SFR 360 349 85 85 10.15 10/1/2006 9/1/2036 412445991 IL 60901 P SFR 360 350 90 90 8.5 11/1/2006 10/1/2036 412446015 TX 77859 P SFR 360 349 80 80 8.65 10/1/2006 9/1/2036 412445926 NY 11722 P SFR 360 349 90 90 9.8 10/1/2006 9/1/2036 412446033 CA 92604 P SFR 360 349 89.33 89.33 8.75 10/1/2006 9/1/2036 412445944 AL 35206 I SFR 360 349 68.57 68.57 10.638 10/1/2006 9/1/2036 412445878 MA 02302 P SFR 360 348 97.82 97.82 9.7 9/1/2006 8/1/2036 412445876 GA 31537 P SFR 360 348 85 85 9.925 9/1/2006 8/1/2036 412445958 MA 01571 P SFR 360 349 80 100 8.275 10/1/2006 9/1/2036 412451157 FL 33584 P SFR 360 349 84.94 84.94 9.2 10/1/2006 9/1/2036 412445875 TX 75249 P SFR 360 348 74.51 74.51 8.6 9/1/2006 8/1/2036 412450763 MA 01038 P SFR 360 348 61.87 61.87 7.95 9/1/2006 8/1/2036 412445870 AL 36526 P SFR 360 348 95 95 7.8 9/1/2006 8/1/2036 412445736 AZ 85353 P PUD 360 347 80 80 6.5 8/1/2006 7/1/2036 412451146 TX 77494 P PUD 360 350 85 85 7.9 11/1/2006 10/1/2036 412445953 TX 78521 P SFR 360 350 58.56 58.56 11.2 11/1/2006 10/1/2036 412446050 MA 01760 P CO 360 350 26.27 26.27 8.225 11/1/2006 10/1/2036 412446105 TX 75229 P SFR 360 350 75 75 11.8 11/1/2006 10/1/2036 412446026 NY 14445 I SFR 360 349 95 95 10.45 10/1/2006 9/1/2036 412445731 PA 18015 I SFR 360 348 80 90 8.775 9/1/2006 8/1/2036 412445818 IA 52404 P SFR 360 348 85 85 8.875 9/1/2006 8/1/2036 412445995 NV 89429 P SFR 360 349 85 85 9.9 10/1/2006 9/1/2036 412445767 FL 33033 P CO 360 348 94.98 94.98 7.9 9/1/2006 8/1/2036 412445823 VT 05652 P SFR 360 349 90 90 8.99 10/1/2006 9/1/2036 412446107 NY 11772 P SFR 360 350 63.58 63.58 7.875 11/1/2006 10/1/2036 412451138 MO 63389 P SFR 360 350 95 95 10.45 11/1/2006 10/1/2036 412446099 FL 34956 P SFR 360 350 100 100 10.15 11/1/2006 10/1/2036 412446185 MA 02536 P SFR 360 350 64.93 64.93 9.99 11/1/2006 10/1/2036 412449176 WA 98116 P SFR 360 343 80 100 7.425 4/1/2006 3/1/2036 412445552 TX 75206 P SFR 360 354 80 94.98 6.25 3/1/2007 2/1/2037 412445772 GA 30228 S PUD 360 348 100 100 12.65 9/1/2006 8/1/2036 412445692 CA 91306 P SFR 360 347 100 100 12.1 8/1/2006 7/1/2036 412445705 MA 02301 P SFR 360 349 95 95 5.625 10/1/2006 9/1/2036 412445755 OK 73165 P SFR 360 349 90 90 8.85 10/1/2006 9/1/2036 412445822 RI 02879 P SFR 360 349 80 100 8.675 10/1/2006 9/1/2036 412445838 GA 31201 P SFR 180 169 90 90 10.5 10/1/2006 9/1/2021 412445844 MN 55005 P SFR 360 349 84.92 84.92 10.05 10/1/2006 9/1/2036 412445852 FL 33193 P CO 360 349 84.86 84.86 10.5 10/1/2006 9/1/2036 412450897 CA 93307 P SFR 360 349 55.56 55.56 6.775 10/1/2006 9/1/2036 412450916 NJ 07002 P 3F 360 349 80 80 9.375 10/1/2006 9/1/2036 412445879 IL 60126 P SFR 360 349 82.57 82.57 7.6 10/1/2006 9/1/2036 412445880 NY 14225 P SFR 360 349 84.34 84.34 10.1 10/1/2006 9/1/2036 412445902 TX 79936 P SFR 360 349 100 100 11.15 10/1/2006 9/1/2036 412445904 CA 92234 P SFR 360 349 80 80 7.65 10/1/2006 9/1/2036 412445907 MA 02601 P CO 360 349 84.9 84.9 9.5 10/1/2006 9/1/2036 412445929 NM 88101 P SFR 360 349 100 100 12.5 10/1/2006 9/1/2036 412445932 CA 94612 I CO 360 349 90 90 9.95 10/1/2006 9/1/2036 412451009 OH 43213 I 2F 360 349 95 95 9.6 10/1/2006 9/1/2036 412445952 NJ 07601 P 2F 360 349 75 75 8.85 10/1/2006 9/1/2036 412445960 CA 90001 P 3F 360 349 90 90 7.75 10/1/2006 9/1/2036 412445961 CA 94804 P SFR 360 349 53.71 53.71 9.1 10/1/2006 9/1/2036 412445967 NY 11413 I 2F 360 349 85 85 10.25 10/1/2006 9/1/2036 412445974 TN 38018 I SFR 360 349 87 87 10.3 10/1/2006 9/1/2036 412445979 TX 77072 P SFR 360 349 76 76 8.25 10/1/2006 9/1/2036 412445989 MA 02649 P SFR 360 349 80 80 8.925 10/1/2006 9/1/2036 412446003 NJ 07522 P 2F 360 349 85 85 9.5 10/1/2006 9/1/2036 412446006 TX 79705 P SFR 360 349 80 80 12.45 10/1/2006 9/1/2036 412446007 FL 32905 P PUD 360 349 95 95 9.45 10/1/2006 9/1/2036 412446008 AL 35614 P SFR 360 349 90 90 8.975 10/1/2006 9/1/2036 412446010 HI 96797 P PUD 360 349 80 80 6.75 10/1/2006 9/1/2036 412446013 NY 11434 P 2F 360 349 87.71 87.71 8.45 10/1/2006 9/1/2036 412451068 MA 01109 P SFR 360 349 80 95 8.925 10/1/2006 9/1/2036 412446019 OH 43211 I SFR 360 349 95 95 9.55 10/1/2006 9/1/2036 412446025 NC 28079 I PUD 360 349 90 90 11.7 10/1/2006 9/1/2036 412446028 GA 31419 P SFR 360 349 80 80 9.15 10/1/2006 9/1/2036 412446029 NJ 07013 I CO 360 349 83.4 83.4 10.35 10/1/2006 9/1/2036 412451081 CA 93428 I SFR 360 349 85 85 9.65 10/1/2006 9/1/2036 412446037 IN 47512 P SFR 360 349 90 90 9.45 10/1/2006 9/1/2036 412446039 OH 45406 P SFR 360 349 80 100 8.45 10/1/2006 9/1/2036 412451091 TX 77510 P SFR 360 349 80 100 7.8 10/1/2006 9/1/2036 412451094 DC 20002 I SFR 360 349 80 80 10.45 10/1/2006 9/1/2036 412446046 TX 76522 I SFR 360 351 90 90 9.35 12/1/2006 11/1/2036 412446049 CA 92243 I 4F 360 349 72.73 72.73 7.35 10/1/2006 9/1/2036 412446052 MN 55418 P SFR 360 349 80 80 8.275 10/1/2006 9/1/2036 412446053 IL 60649 I SFR 360 349 56.82 56.82 8.99 10/1/2006 9/1/2036 412446058 AZ 85043 P PUD 360 349 73.98 73.98 10.45 10/1/2006 9/1/2036 412451109 TX 75216 P SFR 360 349 80 80 11.65 10/1/2006 9/1/2036 412446062 FL 33953 S SFR 360 350 64.96 64.96 7.85 11/1/2006 10/1/2036 412446063 OK 73112 P SFR 360 349 80 80 8.9 10/1/2006 9/1/2036 412446067 FL 33971 P SFR 360 350 95 95 8.15 11/1/2006 10/1/2036 412446070 NJ 08054 P CO 360 349 54.76 54.76 7.55 10/1/2006 9/1/2036 412446079 FL 33142 P 2F 360 349 82.68 82.68 8.85 10/1/2006 9/1/2036 412446082 FL 34759 I 2F 360 350 80 80 9.075 11/1/2006 10/1/2036 412446084 AL 36116 P SFR 360 349 90 90 9.775 10/1/2006 9/1/2036 412446085 OH 45601 I SFR 360 349 95 95 10.6 10/1/2006 9/1/2036 412446088 CA 90019 P 4F 360 350 70 70 8.525 11/1/2006 10/1/2036 412446090 MA 01453 I 3F 360 349 95 95 12.05 10/1/2006 9/1/2036 412446092 MD 20743 P SFR 360 349 72.73 72.73 8.175 10/1/2006 9/1/2036 412446109 OH 45229 P SFR 360 350 90 90 11.175 11/1/2006 10/1/2036 412446115 VA 23223 P SFR 180 170 50 50 9.675 11/1/2006 10/1/2021 412451164 TX 75469 P SFR 360 350 73.6 73.6 9.7 11/1/2006 10/1/2036 412446118 IN 46368 P SFR 360 350 85 85 9.525 11/1/2006 10/1/2036 412446127 MD 20747 P SFR 360 350 95 95 9.3 11/1/2006 10/1/2036 412451174 MO 63137 P SFR 360 350 80 100 7.275 11/1/2006 10/1/2036 412451175 MD 20748 P SFR 360 350 69.83 69.83 10.99 11/1/2006 10/1/2036 412446129 CA 90044 P 3F 360 350 69.81 69.81 7.95 11/1/2006 10/1/2036 412446134 VA 22407 P PUD 360 350 80 100 8.325 11/1/2006 10/1/2036 412446139 CA 93309 P SFR 360 350 68.89 68.89 8.45 11/1/2006 10/1/2036 412451184 CA 94509 P SFR 360 351 89.34 89.34 7.25 12/1/2006 11/1/2036 412451191 NJ 08318 P SFR 360 350 80 80 8.55 11/1/2006 10/1/2036 412446144 MA 01844 P SFR 360 350 80 95 8.025 11/1/2006 10/1/2036 412446145 IL 62269 P SFR 360 350 82.46 82.46 10.725 11/1/2006 10/1/2036 412446146 FL 32514 P PUD 360 350 95 95 11.15 11/1/2006 10/1/2036 412446152 NJ 07050 I 2F 360 350 85 85 9.75 11/1/2006 10/1/2036 412446157 CT 06401 P 2F 360 351 95 95 8.35 12/1/2006 11/1/2036 412446162 CA 91706 P 2F 360 350 80 80 7.99 11/1/2006 10/1/2036 412446165 MD 21136 P PUD 360 350 79.07 79.07 7.3 11/1/2006 10/1/2036 412446167 VA 22207 P SFR 360 350 85 85 7.75 11/1/2006 10/1/2036 412451206 CT 06606 P CO 360 350 80 95 7.725 11/1/2006 10/1/2036 412451207 OH 44118 P SFR 360 350 95 95 8.1 11/1/2006 10/1/2036 412446175 MA 02045 P SFR 360 351 95 95 8.4 12/1/2006 11/1/2036 412446183 MD 20904 P SFR 360 351 79.33 79.33 10 12/1/2006 11/1/2036 412446192 OH 44102 I SFR 360 350 90 90 11.075 11/1/2006 10/1/2036 412446193 OH 44314 I SFR 360 351 80 80 10.55 12/1/2006 11/1/2036 412446206 MA 02122 P CO 360 350 80 95 7.85 11/1/2006 10/1/2036 412451258 CA 92084 P SFR 360 351 80 100 8.65 12/1/2006 11/1/2036 412446216 MD 21045 P SFR 360 350 95 95 8.45 11/1/2006 10/1/2036 412446218 MN 55024 P SFR 360 350 95 95 9.5 11/1/2006 10/1/2036 412446219 CA 93534 P SFR 360 350 90 90 7.625 11/1/2006 10/1/2036 412446227 MA 01109 I SFR 360 350 95 95 9.25 11/1/2006 10/1/2036 412446240 OH 43227 I SFR 360 350 95 95 10.55 11/1/2006 10/1/2036 412446252 NY 11706 P SFR 360 350 95 95 8.1 11/1/2006 10/1/2036 412446258 FL 33437 P PUD 360 350 80 95 8.475 11/1/2006 10/1/2036 412446261 FL 33162 P SFR 360 350 59.4 59.4 8.125 11/1/2006 10/1/2036 412446263 OH 45236 I SFR 360 350 80 80 10.8 11/1/2006 10/1/2036 412446277 FL 33076 P PUD 360 351 95 95 8.05 12/1/2006 11/1/2036 412446279 IL 60619 P 2F 360 350 85 85 10.25 11/1/2006 10/1/2036 412446282 CA 91331 P SFR 360 350 80 80 7.85 11/1/2006 10/1/2036 412446285 OR 97211 P SFR 360 351 95 95 9.99 12/1/2006 11/1/2036 412446289 NY 10474 P 2F 360 351 100 100 10.75 12/1/2006 11/1/2036 412446294 OH 45231 I SFR 360 350 95 95 8.65 11/1/2006 10/1/2036 412446311 FL 33916 S SFR 360 351 80 100 9.175 12/1/2006 11/1/2036 412446319 RI 02909 P 3F 360 351 90 90 7.7 12/1/2006 11/1/2036 412446321 FL 33126 P SFR 360 351 95 95 8.3 12/1/2006 11/1/2036 412446325 MD 20601 P SFR 360 351 95 95 8.7 12/1/2006 11/1/2036 412446333 MT 59864 I SFR 360 351 90 90 8.99 12/1/2006 11/1/2036 412446337 NY 11727 P SFR 360 351 95 95 8.45 12/1/2006 11/1/2036 412446346 OR 97524 P SFR 360 351 95 95 9.075 12/1/2006 11/1/2036 412446348 HI 96782 P SFR 360 351 95 95 8.825 12/1/2006 11/1/2036 412446352 PA 18705 I 2F 360 351 90 90 9.575 12/1/2006 11/1/2036 412446370 CA 94521 P CO 360 351 95 95 9.3 12/1/2006 11/1/2036 412446372 MN 55423 P SFR 360 350 80 95 8.35 11/1/2006 10/1/2036 412446412 GA 30102 P SFR 360 351 95 95 9.1 12/1/2006 11/1/2036 412446435 NY 10302 P SFR 360 351 80 90 7.375 12/1/2006 11/1/2036 412450934 NY 12401 P SFR 360 348 76.76 76.76 8.4 9/1/2006 8/1/2036 412445889 KS 67501 P SFR 360 348 87.5 87.5 9 9/1/2006 8/1/2036 412445920 GA 31535 P SFR 360 348 90 90 8.675 9/1/2006 8/1/2036 412450600 OH 44120 I 2F 360 328 90 90 10.65 1/1/2005 12/1/2034 412445816 FL 33825 S SFR 360 348 69.54 69.54 8.95 9/1/2006 8/1/2036 412445884 OR 97223 P PUD 360 348 90 90 7.75 9/1/2006 8/1/2036 412445965 NY 11369 P 2F 360 348 80 100 6.725 9/1/2006 8/1/2036 412445696 TX 75650 P SFR 360 348 80 80 8.45 9/1/2006 8/1/2036 412450503 TX 75159 P SFR 360 349 20 100 7.5 10/1/2006 9/1/2036 412445869 RI 02906 P 2F 360 348 100 100 10.7 9/1/2006 8/1/2036 412445658 TX 78411 P SFR 360 344 73.91 73.91 9.775 5/1/2006 4/1/2036 412445811 PA 16137 P SFR 360 348 85.91 85.91 9.15 9/1/2006 8/1/2036 412445663 NY 11432 P 3F 360 347 90 90 7.5 8/1/2006 7/1/2036 412445951 FL 32810 I PUD 360 348 85 85 7.25 9/1/2006 8/1/2036 412449177 GA 30101 P PUD 360 339 80 100 7 12/1/2005 11/1/2035 412449210 FL 33071 P PUD 360 342 100 100 12.5 3/1/2006 2/1/2036 412446275 MA 01603 P SFR 360 350 80 100 8.525 11/1/2006 10/1/2036 412446335 NY 10304 P SFR 360 351 95 95 7.15 12/1/2006 11/1/2036 412446230 NY 10310 I SFR 360 350 90 90 8.625 11/1/2006 10/1/2036 412451225 FL 33936 S SFR 240 230 100 100 11.35 11/1/2006 10/1/2026 412446423 XX 00000 S SFR 360 351 100 100 11 12/1/2006 11/1/2036 412446126 NJ 07107 P 2F 360 351 80 100 8.125 12/1/2006 11/1/2036 412446200 XX 00000 P SFR 360 350 100 100 10.7 11/1/2006 10/1/2036 412445921 CT 06878 P SFR 360 349 70 70 7.875 10/1/2006 9/1/2036 412445631 TX 77022 P SFR 360 348 100 100 9.8 9/1/2006 8/1/2036 412449211 MA 02554 P 2F 360 342 83.96 83.96 8.7 3/1/2006 2/1/2036 412449085 FL 32808 S SFR 360 342 90 90 9.875 3/1/2006 2/1/2036 412445479 TX 79930 P SFR 360 348 100 100 7.875 9/1/2006 8/1/2036 412445709 IN 46060 I 2F 360 347 90 90 9.8 8/1/2006 7/1/2036 412451287 VA 22193 P PUD 360 350 80 80 10.425 11/1/2006 10/1/2036 412445710 IL 60636 I SFR 360 348 85 85 7.99 9/1/2006 8/1/2036 412450712 FL 33130 P 2F 360 347 80 100 7.625 8/1/2006 7/1/2036 412445739 NY 10473 P SFR 360 348 90 90 6.625 9/1/2006 8/1/2036 412445742 IL 60660 I CO 360 348 85 85 8.6 9/1/2006 8/1/2036 412445765 OH 43050 I SFR 360 347 90 90 8.3 8/1/2006 7/1/2036 412445766 MI 48221 P SFR 360 347 100 100 9.75 8/1/2006 7/1/2036 412450797 TX 75206 P SFR 360 347 80 100 6.05 8/1/2006 7/1/2036 412445785 IL 60411 I 2F 360 348 90 90 8.35 9/1/2006 8/1/2036 412445788 IL 60638 P SFR 360 348 80 80 7.425 9/1/2006 8/1/2036 412445798 NJ 07035 P SFR 360 348 100 100 11.125 9/1/2006 8/1/2036 412445814 AZ 85710 P SFR 360 348 80 80 9.4 9/1/2006 8/1/2036 412445834 IN 47591 I SFR 360 348 90 90 9.8 9/1/2006 8/1/2036 412445845 IL 60435 P SFR 360 348 90 90 7.85 9/1/2006 8/1/2036 412445849 MA 01440 P 3F 360 348 95 95 8.9 9/1/2006 8/1/2036 412445862 IN 46164 P SFR 360 348 85 85 8.3 9/1/2006 8/1/2036 412445863 CA 90270 P 2F 360 348 100 100 11.9 9/1/2006 8/1/2036 412445868 XX 00000 P PUD 360 348 85 85 8 9/1/2006 8/1/2036 412445873 GA 31906 I SFR 360 348 90 90 9.9 9/1/2006 8/1/2036 412445887 XX 00000 I 2F 360 348 90 90 9.25 9/1/2006 8/1/2036 412445896 TX 76015 P SFR 360 348 80 100 7.925 9/1/2006 8/1/2036 412445901 OH 44120 I SFR 360 348 90 90 8.8 9/1/2006 8/1/2036 412445912 MA 02131 P SFR 360 348 85 85 9.925 9/1/2006 8/1/2036 412445942 OH 45503 P CO 360 348 100 100 12.15 9/1/2006 8/1/2036 412445706 FL 34667 P PUD 360 347 80 80 8.8 8/1/2006 7/1/2036 412445719 IL 60520 P SFR 360 347 89.53 89.53 7.95 8/1/2006 7/1/2036 412445729 IL 60827 P SFR 360 347 100 100 10.25 8/1/2006 7/1/2036 412450733 IL 60611 S CO 360 347 95 95 9.95 8/1/2006 7/1/2036 412445734 MN 55128 P SFR 360 347 100 100 8.99 8/1/2006 7/1/2036 412445740 MS 39042 I SFR 360 347 85 85 9.825 8/1/2006 7/1/2036 412450747 IN 47591 P SFR 360 347 95 95 8.05 8/1/2006 7/1/2036 412445809 TX 78383 P SFR 360 348 80 80 8.55 9/1/2006 8/1/2036 412445819 IN 46407 I SFR 360 348 85 85 10.225 9/1/2006 8/1/2036 412450858 GA 30120 P PUD 360 348 75 75 9.725 9/1/2006 8/1/2036 412445655 IL 61021 P SFR 360 345 90 90 9 6/1/2006 5/1/2036 412450646 NE 68017 P SFR 360 344 75 75 9.05 5/1/2006 4/1/2036 412445548 TX 77568 P PUD 360 355 80 100 7.225 4/1/2007 3/1/2037 412445589 TX 78735 P PUD 360 356 80 80 5.625 5/1/2007 4/1/2037 412449067 TX 76248 P PUD 180 175 99.98 99.98 8.25 4/1/2007 3/1/2022 412452783 AZ 85730 P MH 360 355 65.38 65.38 6.25 4/1/2007 3/1/2037 412449274 AZ 86004 P CO 360 355 95 95 6.5 4/1/2007 3/1/2037 412449632 CA 95482 P SFR 180 175 46.92 46.92 7.625 4/1/2007 3/1/2022 412453020 XX 00000 P MH 360 355 80 80 6.625 4/1/2007 3/1/2037 412449742 CO 80550 P PUD 360 355 100 100 8.25 4/1/2007 3/1/2037 412445527 TX 77471 P PUD 360 356 53.93 53.93 6 5/1/2007 4/1/2037 412450555 TX 77459 P PUD 360 355 100 100 6.375 4/1/2007 3/1/2037 412445549 TX 77568 P PUD 360 355 100 100 9.8 4/1/2007 3/1/2037 412445571 TX 77573 P PUD 180 175 90 90 7.125 4/1/2007 3/1/2022 412445580 TX 77449 P PUD 360 355 100 100 7.375 4/1/2007 3/1/2037 412445581 TX 77578 P PUD 180 175 100 100 8.375 4/1/2007 3/1/2022 412445582 TX 77382 I PUD 360 355 80 100 7.875 4/1/2007 3/1/2037 412445584 TX 77573 P PUD 180 175 100 100 7.5 4/1/2007 3/1/2022 412449060 TX 76108 P PUD 360 355 81.19 81.19 6 4/1/2007 3/1/2037 412449079 KS 66025 P SFR 480 475 100 100 6.875 4/1/2007 3/1/2047 412449081 KS 66049 P SFR 480 476 100 100 7 5/1/2007 4/1/2047 412449452 IN 47172 P SFR 360 356 100 100 8.5 5/1/2007 4/1/2037 412449454 IN 47130 P SFR 360 355 100 100 9.375 4/1/2007 3/1/2037 412452785 AZ 85259 P PUD 360 355 78.38 78.38 6.125 4/1/2007 3/1/2037 412449298 PA 19120 P SFR 360 356 100 100 6.875 5/1/2007 4/1/2037 412449316 NC 28412 I PUD 360 356 80 80 7.25 5/1/2007 4/1/2037 412452812 PA 19002 P PUD 180 175 80 90 6.375 4/1/2007 3/1/2022 412449317 MD 21042 P SFR 360 355 80 80 6.25 4/1/2007 3/1/2037 412449320 PA 15227 P SFR 360 356 100 100 6.125 5/1/2007 4/1/2037 412449355 CA 92677 P PUD 360 355 44.12 44.12 6.125 4/1/2007 3/1/2037 412449376 TX 75082 P PUD 360 355 78.99 78.99 6.125 4/1/2007 3/1/2037 412452334 CO 80504 S MH 360 354 60.97 60.97 9.6 3/1/2007 2/1/2037 412449611 TX 78380 P SFR 360 349 100 100 8.125 10/1/2006 9/1/2036 412452825 XX 00000 P MH 240 229 62.66 62.66 7.875 10/1/2006 9/1/2026 412449670 TX 77316 P PUD 360 349 40.51 40.51 6.625 10/1/2006 9/1/2036 412452916 XX 00000 P MH 240 229 38.46 38.46 8.125 10/1/2006 9/1/2026 412452982 SC 29073 P MH 240 231 74.18 74.18 7.875 12/1/2006 11/1/2026 412452828 OR 97630 P MH 240 231 52.83 52.83 6.75 12/1/2006 11/1/2026 412452582 OR 97701 P MH 240 229 62 62 8 10/1/2006 9/1/2026 412452851 CO 00000 X XX 000 000 59.16 59.16 6.125 12/1/2006 11/1/2036 412452782 AZ 86429 P MH 240 231 55.71 55.71 7.125 12/1/2006 11/1/2026 412452935 AZ 86301 P MH 360 351 72.37 72.37 6.125 12/1/2006 11/1/2036 412445570 TX 77469 I PUD 360 351 80 100 7.75 12/1/2006 11/1/2036 412449061 TX 76131 P PUD 360 351 58.75 58.75 6.75 12/1/2006 11/1/2036 412449508 NJ 07034 P SFR 360 352 79.04 79.04 6.5 1/1/2007 12/1/2036 412449276 GA 30542 I PUD 360 352 70 70 7.125 1/1/2007 12/1/2036 412452792 SC 29461 P MH 240 232 95 95 7.625 1/1/2007 12/1/2026 412449362 CO 80205 P SFR 360 352 80 100 6.875 1/1/2007 12/1/2036 412449277 IL 60153 P SFR 360 352 95 95 10.5 1/1/2007 12/1/2036 412449325 CA 92374 P SFR 360 352 80 95 6.75 1/1/2007 12/1/2036 412452709 TX 77084 P PUD 360 353 80 100 7.575 2/1/2007 1/1/2037 412452781 AZ 86436 S MH 360 353 76.01 76.01 6.75 2/1/2007 1/1/2037 412452775 GA 30134 S SFR 360 353 80 100 7.875 2/1/2007 1/1/2037 412449771 PA 19087 I SFR 360 353 80 100 7.75 2/1/2007 1/1/2037 412449199 AZ 85204 P SFR 360 341 98.61 98.61 6.75 2/1/2006 1/1/2036 412449680 NY 12203 P SFR 360 353 80 90 6.75 2/1/2007 1/1/2037 412452861 CO 80231 P PUD 360 354 80 100 7.75 3/1/2007 2/1/2037 412452780 AZ 85640 P SFR 360 348 80 80 8.25 9/1/2006 8/1/2036 412453008 IL 61858 P SFR 360 349 100 100 7.875 10/1/2006 9/1/2036 412452912 NJ 08833 P SFR 480 462 90 90 8.55 3/1/2006 2/1/2046 LOAN_ID ORIG_PANDI CURR_PANDI PAID_THRU_DATE ORIG_BALANCE SCHED_BALANCE LOAN_PURPOSE ORIG_RATE DOC_TYPE RISK_GRADE APPRAISAL_VALUE SALE_PRICE CURRENT_BALANCE PREPAYSCHED ------- ---------- ---------- -------------- ------------ ------------- ------------ --------- -------- ---------- --------------- ---------- --------------- ----------- 412446135 586.93 586.93 8/1/2007 69,200.00 68,854.44 RT 9.6 FULL AA 89,500.00 NA 68,890.25 CA STYLE 412451223 1,293.53 1,293.53 7/1/2007 165,550.00 164,446.54 CO 8.675 STATED A+ 301,000.00 NA 164,653.73 CA STYLE 412446196 675.61 675.61 7/1/2007 80,000.00 79,528.98 CO 9.55 LITE AA 130,000.00 NA 79,613.36 NO PPP 412446256 2,498.19 2,498.19 7/1/2007 372,400.00 372,399.94 CO 8.05 STATED AA 392,000.00 NA 372,399.95 NO PPP 412446262 1,531.53 1,531.53 7/1/2007 225,500.00 225,484.95 CO 8.15 LITE AA 265,000.00 NA 225,484.95 CA STYLE 412451343 2,046.22 2,046.22 7/1/2007 276,250.00 275,563.87 CO 8.6 LITE A+ 325,000.00 NA 275,705.04 CA STYLE 412446314 827.61 827.61 7/1/2007 98,000.00 97,505.61 CO 9.55 FULL C 123,000.00 NA 97,607.65 CA STYLE 412446332 1,233.65 1,233.65 7/1/2007 151,200.00 150,918.01 CO 9.575 LITE C 252,000.00 NA 150,976.21 NO PPP 412446454 846.49 846.49 7/1/2007 105,000.00 104,817.80 CO 9.45 STATED A- 165,000.00 NA 104,859.41 CA STYLE 412446524 1,273.27 1,273.27 8/1/2007 148,200.00 147,557.10 RT 9.75 STATED AA 156,000.00 NA 147,630.87 CA STYLE 412446556 1,282.70 1,282.70 8/1/2007 170,100.00 169,740.01 CO 8.775 LITE AAA 187,000.00 NA 169,781.19 2% 412448441 1,741.89 1,741.89 8/1/2007 199,750.00 199,199.99 CO 9.925 FULL AA 235,000.00 NA 199,293.56 NO PPP 412445622 1,182.58 1,182.58 7/1/2007 179,200.00 178,594.62 P 7.525 FULL AAA 228,000.00 224,000.00 178,718.74 CA STYLE 412446355 816.27 816.27 7/1/2007 106,650.00 103,733.74 CO 8.45 FULL AA 118,500.00 NA 103,903.57 CA STYLE 412446393 1,367.30 1,367.30 7/1/2007 180,800.00 180,800.00 P 9.075 RED AA 230,000.00 226,000.00 180,800.00 CA STYLE 412446427 669.27 669.27 7/1/2007 70,000.00 69,796.00 P 11.05 STATED AAA 366,000.00 350,000.00 69,848.41 NO PPP 412446428 1,719.71 1,719.71 7/1/2007 280,000.00 279,104.45 P 6.9 STATED AAA 366,000.00 350,000.00 279,332.20 CA STYLE 412446445 966.5 966.5 7/1/2007 104,800.00 104,548.38 CO 10.6 FULL AA 131,000.00 NA 104,633.23 NO PPP 412446481 2,658.37 2,658.37 7/1/2007 459,000.00 459,000.03 CO 6.95 FULL A+ 540,000.00 NA 459,000.02 CA STYLE 412446621 1,077.86 1,077.86 7/1/2007 126,350.00 126,165.79 P 10.05 STATED AA 133,000.00 133,000.00 126,207.71 CA STYLE 412446697 1,681.81 1,681.81 7/1/2007 243,190.00 242,611.28 P 7.95 STATED AAA 303,990.00 303,990.00 242,758.83 CA STYLE 412451703 1,029.00 1,029.00 7/1/2007 144,000.00 144,000.00 P 8.575 LITE AA 180,000.00 180,000.00 144,000.00 CA STYLE 412446781 4,447.67 4,447.67 7/1/2007 548,000.00 547,175.76 CO 9.52 STATED A- 685,000.00 NA 547,386.73 CA STYLE 412451799 895.06 895.06 7/1/2007 103,075.00 102,738.93 P 9.875 RED AA 108,500.00 108,500.00 102,836.93 CA STYLE 412451833 1,810.84 1,810.84 7/1/2007 202,500.00 201,886.90 P 10.225 FULL AA 225,000.00 225,000.00 202,065.80 NO PPP 412446889 1,298.24 1,298.24 7/1/2007 170,000.00 169,732.24 CO 8.9 STATED A+ 200,000.00 NA 169,810.16 NO PPP 412446905 1,565.44 1,565.44 7/1/2007 232,000.00 231,486.59 RT 7.725 FULL AA 290,000.00 NA 231,635.64 NO PPP 412446907 598.83 598.83 7/1/2007 58,000.00 57,881.60 CO 12.05 FULL AA 290,000.00 NA 57,916.28 NO PPP 412446911 1,471.30 1,471.30 7/1/2007 232,000.00 231,312.67 P 7.175 LITE AAA 293,000.00 290,000.00 231,487.59 NO PPP 412446929 1,288.00 1,288.00 7/1/2007 184,000.00 184,000.00 RT 8.4 FULL AA 230,000.00 NA 184,000.00 CA STYLE 412446930 476.71 476.71 7/1/2007 46,000.00 45,907.09 CO 12.1 FULL AA 230,000.00 NA 45,934.30 NO PPP 412446953 1,377.59 1,377.59 7/1/2007 216,800.00 216,799.97 P 7.625 FULL AA 280,000.00 271,000.00 216,799.98 CA STYLE 412451990 2,657.83 2,657.83 7/1/2007 365,750.00 365,449.58 P 8.6 STATED AA 450,000.00 385,000.00 365,526.30 CA STYLE 412451995 2,604.98 2,604.98 7/1/2007 290,000.00 283,476.77 CO 6.99 STATED AA 405,000.00 NA 285,367.69 CA STYLE 412447046 942.23 942.23 7/1/2007 159,000.00 158,447.62 RT 6.6 FULL AA 190,000.00 NA 158,588.00 CA STYLE 412452007 1,098.42 1,098.42 7/1/2007 181,808.00 181,808.01 P 7.25 FULL AA 280,000.00 227,261.00 181,808.00 CA STYLE 412452008 447.51 447.51 7/1/2007 45,452.00 45,329.83 P 11.425 FULL AA 280,000.00 227,261.00 45,361.25 NO PPP 412447050 1,799.26 1,799.26 7/1/2007 234,000.00 232,986.35 CO 8.5 FULL AA 260,000.00 NA 233,281.09 1% 412447051 2,217.84 2,217.84 7/1/2007 318,750.00 316,796.46 CO 7.45 FULL AA 360,000.00 NA 317,293.95 NO PPP 412447066 2,660.40 2,660.39 7/1/2007 446,500.00 446,497.56 CO 7.15 STATED AAA 470,000.00 NA 446,497.56 NO PPP 412447076 2,098.55 2,097.37 7/1/2007 333,544.00 333,356.71 P 7.55 FULL AA 395,000.00 370,605.00 333,356.71 NO PPP 412447083 889.61 889.61 8/1/2007 105,450.00 105,135.04 CO 9.538 FULL A+ 111,000.00 NA 105,188.58 1% 412447114 2,061.58 2,061.58 7/1/2007 350,001.00 348,768.35 CO 6.55 FULL AA 454,000.00 NA 349,081.56 CA STYLE 412447117 1,686.47 1,686.47 7/1/2007 208,000.00 207,886.41 RT 9.65 STATED A+ 250,000.00 NA 207,915.49 NO PPP 412447122 2,072.71 2,072.71 7/1/2007 246,500.00 245,630.71 CO 9.5 FULL A+ 290,000.00 NA 245,883.97 NO PPP 412447132 1,469.20 1,469.20 7/1/2007 221,392.00 220,880.55 P 7.575 LITE AAA 277,000.00 276,741.00 221,028.93 CA STYLE 412447148 2,177.44 2,177.44 7/1/2007 261,250.00 260,935.08 P 9.8 RED AA 275,000.00 275,000.00 261,026.89 2 MO INT 412447149 2,079.30 2,079.30 7/1/2007 382,400.00 382,400.00 P 6.525 FULL AAA 478,000.00 478,000.00 382,400.00 CA STYLE 412447152 1,336.76 1,336.76 7/1/2007 212,000.00 211,758.69 P 7.375 FULL AA 265,000.00 265,000.00 211,828.70 CA STYLE 412447156 413.98 413.98 7/1/2007 47,979.00 47,796.65 P 9.8 FULL AA 245,000.00 239,897.00 47,843.36 NO PPP 412447157 1,451.94 1,451.94 7/1/2007 191,917.00 190,622.84 P 8.325 FULL AA 245,000.00 239,897.00 190,879.16 CA STYLE 412447160 1,318.20 1,318.20 7/1/2007 184,000.00 183,208.10 CO 7.75 FULL AA 370,000.00 NA 183,475.47 CA STYLE 412447177 1,737.87 1,737.87 7/1/2007 251,000.00 249,842.05 CO 7.4 STATED AAA 365,000.00 NA 250,232.79 CA STYLE 412447187 2,880.59 2,880.59 7/1/2007 317,500.00 316,573.74 RT 10.4 STATED AA 400,000.00 NA 316,844.12 NO PPP 412447214 537.09 537.09 7/1/2007 67,200.00 66,904.68 P 8.925 LITE AA 84,000.00 84,000.00 66,982.78 CA STYLE 412447215 2,247.85 2,247.85 7/1/2007 350,400.00 349,385.24 P 7.275 STATED AA 452,000.00 438,000.00 349,642.30 NO PPP 412447251 565.94 565.94 7/1/2007 76,500.00 76,367.99 CO 8.588 FULL A+ 97,000.00 NA 76,406.38 CA STYLE 412447261 964.81 964.81 7/1/2007 148,000.00 147,825.66 RT 7.65 FULL A+ 185,000.00 NA 147,870.08 NO PPP 412452152 1,486.94 1,486.94 7/1/2007 184,000.00 183,791.27 P 9.475 LITE AA 230,000.00 230,000.00 183,861.94 CA STYLE 412447273 2,084.17 2,082.26 7/1/2007 328,000.00 327,597.43 P 7.625 RED AA 410,000.00 410,000.00 327,598.72 CA STYLE 412447292 1,658.55 1,658.55 7/1/2007 191,814.00 191,088.87 P 9.825 STATED AA 214,000.00 213,127.00 191,274.61 NO PPP 412447298 820.61 820.61 7/1/2007 127,920.00 127,598.50 P 7.275 STATED AAA 160,000.00 159,900.00 127,691.74 NO PPP 412447299 297.33 297.33 7/1/2007 31,980.00 31,892.46 P 10.7 STATED AAA 160,000.00 159,900.00 31,918.03 NO PPP 412447302 2,591.31 2,591.31 7/1/2007 327,740.00 327,567.92 P 9.4 LITE AA 344,990.00 344,990.00 327,618.05 CA STYLE 412447320 1,222.50 1,222.50 7/1/2007 180,000.00 180,000.00 CO 8.15 FULL A- 230,000.00 NA 180,000.00 CA STYLE 412447363 2,699.33 2,699.33 7/1/2007 332,500.00 331,226.21 CO 9.1 STATED AA 350,000.00 NA 331,597.05 CA STYLE 412447364 602.35 602.35 8/1/2007 59,000.00 58,893.79 P 11.9 STATED AA 310,000.00 295,000.00 58,911.93 NO PPP 412447365 1,717.41 1,717.41 8/1/2007 236,000.00 235,856.32 P 8.613 STATED AA 310,000.00 295,000.00 235,880.70 NO PPP 412447375 1,097.45 1,097.45 9/1/2007 119,000.00 115,663.91 P 10.6 FULL AA 595,000.00 595,000.00 115,663.91 NO PPP 412447376 2,772.70 2,772.70 7/1/2007 476,000.00 476,000.00 P 6.99 FULL AA 595,000.00 595,000.00 476,000.00 NO PPP 412447382 643.73 643.73 7/1/2007 113,600.00 113,600.01 P 6.8 FULL AA 142,000.00 142,000.00 113,600.00 1% 412447383 299.8 299.8 7/1/2007 28,400.00 28,345.74 P 12.35 FULL AA 142,000.00 142,000.00 28,361.64 NO PPP 412447408 743.62 743.62 7/1/2007 89,600.00 89,309.53 CO 9.35 FULL C 112,000.00 NA 89,403.93 1% 412447412 788.12 788.12 7/1/2007 106,400.00 106,243.71 P 8.6 LITE AAA 112,000.00 112,000.00 106,296.55 CA STYLE 412447419 3,638.35 3,638.35 7/1/2007 492,500.00 492,499.96 P 8.865 STATED AA 550,000.00 537,500.00 492,499.97 NO PPP 412447422 2,082.68 2,082.68 7/1/2007 270,000.00 269,587.04 CO 9 FULL AA 300,000.00 NA 269,707.24 NO PPP 412447429 3,130.21 3,130.21 7/1/2007 463,900.00 462,722.91 P 7.725 LITE AA 650,000.00 579,900.00 463,022.87 CA STYLE 412447437 958.79 958.79 7/1/2007 130,160.00 130,071.15 P 8.725 LITE AA 163,000.00 162,700.00 130,097.00 CA STYLE 412447441 779.47 779.47 8/1/2007 123,480.00 123,480.00 P 7.575 STATED AAA 155,000.00 154,359.00 123,480.00 CA STYLE 412447442 275.49 275.49 8/1/2007 30,871.00 30,790.79 P 10.2 STATED AAA 155,000.00 154,359.00 30,804.44 NO PPP 412452231 476.32 476.32 7/1/2007 60,000.00 59,788.44 P 8.85 FULL AA 80,000.00 75,000.00 59,858.43 NO PPP 412447462 4,091.55 4,091.55 7/1/2007 593,750.00 593,224.64 RT 8.125 STATED A+ 625,000.00 NA 593,372.98 CA STYLE 412452234 779.74 779.74 7/1/2007 111,625.00 111,032.91 P 7.49 FULL AA 120,000.00 117,500.00 111,204.72 CA STYLE 412452235 818.29 818.29 7/1/2007 111,625.00 111,089.02 P 7.99 FULL A+ 120,000.00 117,500.00 111,244.71 CA STYLE 412447476 799.34 799.34 7/1/2007 119,120.00 118,592.37 P 7.675 STATED AAA 148,900.00 148,900.00 118,673.28 CA STYLE 412447495 648.99 648.99 7/1/2007 66,300.00 66,165.44 CO 11.35 LITE AA 78,000.00 NA 66,211.14 CA STYLE 412447500 599.35 599.35 7/1/2007 68,875.00 68,648.26 P 9.9 LITE AA 75,000.00 72,500.00 68,713.46 NO PPP 412447510 1,369.67 1,369.67 8/1/2007 188,000.00 187,218.69 P 7.925 STATED AAA 235,000.00 235,000.00 187,351.06 NO PPP 412447522 1,636.16 1,636.16 8/1/2007 234,000.00 232,761.33 CO 7.5 FULL A- 279,000.00 NA 232,941.60 CA STYLE 412447526 1,604.90 1,604.90 8/1/2007 244,000.00 243,791.78 P 7.725 FULL AA 305,000.00 305,000.00 243,827.04 CA STYLE 412452252 559.65 559.65 7/1/2007 65,700.00 65,455.29 P 9.65 FULL AA 78,000.00 73,000.00 65,521.06 NO PPP 412447528 3,241.69 3,241.69 8/1/2007 408,000.00 407,429.01 CO 9.3 STATED AA 480,000.00 NA 407,512.48 CA STYLE 412447536 758.87 758.87 7/1/2007 83,300.00 83,059.52 CO 10.45 FULL A- 110,000.00 NA 83,129.72 NO PPP 412447541 2,385.23 2,385.23 7/1/2007 442,050.00 442,050.00 P 6.475 FULL AA 553,000.00 552,614.00 442,050.00 CA STYLE 412447543 1,107.44 1,107.44 7/1/2007 110,550.00 110,303.43 P 11.65 FULL AA 553,000.00 552,614.00 110,375.53 NO PPP 412447552 1,351.11 1,351.11 7/1/2007 168,000.00 166,415.36 P 9.425 STATED AAA 210,000.00 210,000.00 166,502.44 NO PPP 412447553 467.89 467.89 7/1/2007 42,000.00 41,453.45 P 13.1 STATED AAA 210,000.00 210,000.00 41,483.67 NO PPP 412447554 1,063.43 1,063.43 7/1/2007 143,200.00 142,991.20 P 8.625 LITE AA 179,000.00 179,990.00 143,061.80 CA STYLE 412447557 1,938.79 1,938.79 7/1/2007 212,500.00 212,310.91 CO 10.8 STATED AA 250,000.00 NA 212,366.15 CA STYLE 412447559 783.17 783.17 7/1/2007 90,000.00 89,705.27 CO 9.9 FULL C 165,500.00 NA 89,790.42 CA STYLE 412447560 4,228.98 4,228.98 7/1/2007 498,750.00 498,750.01 P 10.175 LITE AA 611,000.00 525,000.00 498,750.00 CA STYLE 412447565 855.81 855.81 7/1/2007 102,000.00 101,689.23 CO 9.475 FULL A- 122,000.00 NA 101,793.77 NO PPP 412447566 1,462.06 1,462.06 7/1/2007 210,500.00 210,063.14 CO 7.99 FULL AA 210,500.00 NA 210,188.66 NO PPP 412447571 1,194.53 1,194.53 7/1/2007 180,000.00 179,097.29 P 6.975 FULL AA 200,000.00 200,000.00 179,401.69 NO PPP 412447573 709.68 709.68 7/1/2007 125,000.00 124,643.56 RT 6.25 FULL C- 150,000.00 NA 124,763.61 NO PPP 412447575 777.82 777.82 7/1/2007 84,000.00 83,801.17 CO 10.65 FULL AA 426,300.00 NA 83,868.44 NO PPP 412447576 1,807.90 1,807.90 7/1/2007 336,000.00 334,925.33 RT 5.825 FULL AA 426,300.00 NA 335,286.93 NO PPP 412452259 568.56 568.56 7/1/2007 60,300.00 60,141.09 P 10.875 FULL A+ 67,000.00 67,000.00 60,187.52 5% 412447579 1,566.57 1,566.57 7/1/2007 210,392.00 210,273.98 P 8.825 LITE AAA 265,000.00 262,990.00 210,313.90 NO PPP 412452260 2,556.75 2,556.75 7/1/2007 460,300.00 458,923.80 P 6.075 STATED AA 576,500.00 575,384.00 459,387.17 CA STYLE 412452262 1,026.70 1,026.70 7/1/2007 115,050.00 114,751.06 P 10.2 STATED AA 576,500.00 575,384.00 114,852.40 NO PPP 412447582 2,329.58 2,329.58 7/1/2007 354,000.00 353,286.45 CO 7.5 LITE AA 485,000.00 NA 353,527.27 2 MO INT 412447588 1,549.31 1,549.31 7/1/2007 190,800.00 190,586.08 P 9.525 STATED AA 212,000.00 212,000.00 190,658.29 NO PPP 412447589 1,204.17 1,204.17 7/1/2007 170,000.00 169,999.99 CO 8.5 FULL AA 200,000.00 NA 170,000.00 NO PPP 412447591 4,048.76 4,048.76 7/1/2007 492,000.00 491,779.33 CO 9.8 STATED B 615,000.00 NA 491,843.67 CA STYLE 412447598 544.37 544.37 8/1/2007 60,000.00 59,608.75 CO 10.4 FULL C 103,000.00 NA 59,636.27 NO PPP 412447604 2,900.31 2,900.31 7/1/2007 464,000.00 462,758.12 CO 7.05 FULL AA 580,000.00 NA 463,118.16 CA STYLE 412447606 443.96 443.96 8/1/2007 43,000.00 42,925.13 CO 12.05 FULL AA 215,000.00 NA 42,937.92 NO PPP 412447607 1,173.34 1,173.34 8/1/2007 172,000.00 171,182.70 RT 7.25 FULL AA 215,000.00 NA 171,320.98 CA STYLE 412447609 4,807.07 4,807.07 8/1/2007 624,750.00 623,787.39 P 8.975 RED AA 995,000.00 975,000.00 623,928.00 NO PPP 412447610 955.03 955.03 7/1/2007 137,500.00 137,258.97 CO 7.99 STATED AA 172,000.00 NA 137,340.38 CA STYLE 412447614 4,165.91 4,165.91 7/1/2007 562,500.00 562,178.40 CO 8.775 STATED AA 625,000.00 NA 562,287.17 NO PPP 412447628 2,327.62 2,327.62 7/1/2007 347,680.00 347,399.61 P 7.875 FULL AA 435,000.00 434,600.00 347,494.30 NO PPP 412447632 2,905.79 2,905.79 7/1/2007 468,000.00 467,523.11 RT 7.25 FULL A+ 585,000.00 NA 467,683.99 CA STYLE 412447633 1,167.58 1,167.58 7/1/2007 117,000.00 116,775.15 CO 11.6 FULL A+ 585,000.00 NA 116,851.55 NO PPP 412447635 1,364.65 1,364.65 8/1/2007 163,000.00 162,504.18 CO 9.45 STATED AA 240,000.00 NA 162,588.45 NO PPP 412447638 1,168.65 1,168.65 7/1/2007 176,400.00 176,400.00 CO 7.95 FULL AA 196,000.00 NA 176,400.00 CA STYLE 412447641 913.44 913.44 7/1/2007 135,000.00 134,746.55 CO 7.75 FULL B 180,000.00 NA 134,832.12 CA STYLE 412447642 1,508.21 1,508.21 7/1/2007 205,200.00 204,891.97 CO 8.525 FULL AA 228,000.00 NA 204,996.11 CA STYLE 412452278 1,040.25 1,040.25 7/1/2007 146,000.00 146,000.00 P 8.55 LITE AA 198,000.00 182,500.00 146,000.00 CA STYLE 412447645 2,440.63 2,440.63 7/1/2007 289,750.00 289,412.36 P 9.913 LITE AA 306,000.00 305,000.00 289,510.82 NO PPP 412447650 959.77 959.77 7/1/2007 118,750.00 118,357.48 P 9.05 LITE AA 153,000.00 125,000.00 118,490.29 CA STYLE 412447653 694.27 694.27 7/1/2007 85,500.00 85,388.06 CO 9.525 FULL AA 95,000.00 NA 85,420.68 2% 412447654 889.4 889.4 8/1/2007 103,300.00 102,952.20 RT 9.775 FULL A- 123,000.00 NA 103,002.56 CA STYLE 412447656 144.96 144.96 7/1/2007 16,800.00 16,752.48 P 9.8 FULL AAA 84,000.00 84,000.00 16,768.58 NO PPP 412447657 1,516.89 1,516.89 7/1/2007 236,000.00 236,000.00 RT 7.713 FULL AA 295,000.00 NA 236,000.00 NO PPP 412447664 2,624.90 2,624.90 7/1/2007 342,000.00 341,469.19 P 8.95 RED AA 375,000.00 360,000.00 341,623.68 CA STYLE 412447666 255.59 255.59 7/1/2007 27,380.00 27,316.73 P 10.75 FULL AA 140,000.00 136,900.00 27,338.20 NO PPP 412447667 709.6 709.6 7/1/2007 109,520.00 109,520.00 P 7.775 FULL AA 140,000.00 136,900.00 109,520.00 NO PPP 412447670 1,137.73 1,137.73 7/1/2007 142,500.00 142,332.26 CO 9.35 FULL C 190,000.00 NA 142,389.04 NO PPP 412447674 1,942.98 1,942.98 8/1/2007 293,657.00 293,369.16 P 7.775 RED AA 372,000.00 367,072.00 293,411.08 CA STYLE 412452289 568.56 568.56 7/1/2007 60,300.00 60,141.09 P 10.875 FULL A+ 67,000.00 67,000.00 60,187.52 5% 412447679 683.23 683.23 7/1/2007 74,998.00 74,781.54 P 10.45 STATED AAA 375,000.00 374,990.00 74,844.73 NO PPP 412447680 1,706.20 1,706.20 7/1/2007 299,992.00 299,992.01 P 6.825 STATED AAA 375,000.00 374,990.00 299,992.00 CA STYLE 412447682 3,008.25 3,008.25 7/1/2007 378,000.00 378,000.00 CO 9.55 STATED AA 420,000.00 NA 378,000.00 NO PPP 412447687 1,868.04 1,868.04 7/1/2007 220,500.00 220,284.76 CO 9.975 STATED A+ 245,000.00 NA 220,357.70 NO PPP 412447698 1,898.03 1,898.03 7/1/2007 275,200.00 274,624.76 P 7.925 STATED AAA 356,000.00 344,000.00 274,791.83 CA STYLE 412447700 655.2 655.2 7/1/2007 68,800.00 68,623.47 P 11 STATED AAA 356,000.00 344,000.00 68,675.06 NO PPP 412447706 2,238.32 2,238.32 7/1/2007 394,250.00 393,125.84 P 6.25 FULL AA 425,000.00 415,000.00 393,504.46 CA STYLE 412447707 972.65 972.65 7/1/2007 124,200.00 123,758.88 CO 8.7 FULL AA 138,000.00 NA 123,908.05 NO PPP 412447712 2,589.65 2,589.65 7/1/2007 370,500.00 370,143.37 P 8.25 LITE AA 395,000.00 390,000.00 370,232.28 CA STYLE 412452298 1,728.75 1,728.75 7/1/2007 307,696.00 307,264.25 P 6.475 STATED AA 385,000.00 384,620.00 307,404.72 CA STYLE 412447718 300.89 300.89 7/1/2007 34,000.00 33,894.29 CO 10.1 FULL AA 170,000.00 NA 33,925.13 NO PPP 412447719 852.29 852.29 7/1/2007 136,000.00 135,842.28 CO 7.325 FULL AA 170,000.00 NA 135,888.03 2% 412452300 1,276.52 1,276.52 8/1/2007 166,400.00 165,675.55 P 8.475 LITE AAA 220,000.00 208,000.00 165,781.24 CA STYLE 412447720 2,960.84 2,960.83 7/1/2007 646,000.00 645,999.50 P 5.5 FULL AA 770,000.00 760,000.00 645,999.50 NO PPP 412447721 950.73 950.73 8/1/2007 136,000.00 135,765.73 CO 8.05 FULL A+ 189,000.00 NA 135,805.43 NO PPP 412447727 1,789.95 1,789.95 8/1/2007 272,000.00 271,451.79 CO 7.5 FULL B 320,000.00 NA 271,544.59 CA STYLE 412447728 1,929.22 1,929.22 7/1/2007 250,325.00 249,246.14 P 8.525 FULL AA 295,000.00 294,500.00 249,559.86 CA STYLE 412447732 447.96 447.96 8/1/2007 54,000.00 53,943.40 CO 9.75 FULL AA 62,000.00 NA 53,952.99 NO PPP 412447734 977.1 977.1 7/1/2007 123,920.00 123,486.54 P 8.775 LITE AAA 155,000.00 154,900.00 123,633.14 CA STYLE 412447735 1,434.34 1,433.34 7/1/2007 208,000.00 207,855.08 RT 8.275 FULL AAA 260,000.00 NA 207,855.07 NO PPP 412447736 2,699.89 2,699.82 7/1/2007 463,500.00 463,480.80 CO 6.99 FULL AA 525,000.00 NA 463,480.89 2 MO INT 412447737 1,596.58 1,596.58 7/1/2007 210,545.00 209,741.92 P 8.35 LITE AA 233,939.00 233,939.00 210,013.34 CA STYLE 412447753 2,330.88 2,330.88 7/1/2007 285,000.00 284,635.17 P 9.6 RED AA 300,000.00 300,000.00 284,741.49 NO PPP 412447757 3,439.33 3,439.33 7/1/2007 536,000.00 536,000.01 CO 7.7 FULL A- 670,000.00 NA 536,000.00 NO PPP 412447760 3,425.33 3,425.33 7/1/2007 448,000.00 448,000.01 CO 9.175 STATED A+ 560,000.00 NA 448,000.00 CA STYLE 412447766 1,098.02 1,098.02 7/1/2007 141,300.00 141,300.00 P 9.325 STATED AA 157,000.00 157,000.00 141,300.00 CA STYLE 412452312 2,892.27 2,892.27 7/1/2007 405,000.00 404,341.40 CO 8.25 STATED A+ 450,000.00 NA 404,563.95 NO PPP 412447767 4,419.02 4,419.02 7/1/2007 589,000.00 588,165.97 CO 8.725 STATED A+ 620,000.00 NA 588,448.02 CA STYLE 412447773 356.56 356.56 7/1/2007 37,000.00 36,403.67 P 11.15 STATED AA 207,000.00 185,000.00 36,439.78 NO PPP 412447774 1,188.19 1,188.19 7/1/2007 148,000.00 147,503.16 P 8.975 STATED AA 207,000.00 185,000.00 147,671.25 NO PPP 412452314 2,468.39 2,468.39 7/1/2007 528,940.00 528,939.99 P 5.6 FULL AAA 661,500.00 661,175.00 528,940.00 CA STYLE 412447780 1,100.36 1,100.36 7/1/2007 145,825.00 145,733.74 P 8.95 RED A+ 154,000.00 153,500.00 145,760.30 CA STYLE 412447781 2,404.75 2,404.75 7/1/2007 346,000.00 345,711.22 CO 8.2 FULL AA 365,000.00 NA 345,795.14 NO PPP 412447784 1,148.77 1,148.77 7/1/2007 135,150.00 134,752.33 P 9.625 STATED A+ 161,000.00 159,000.00 134,886.60 CA STYLE 412452324 800.25 800.25 7/1/2007 132,000.00 132,000.00 P 7.275 STATED AAA 165,000.00 165,000.00 132,000.00 CA STYLE 412447802 879.75 879.75 7/1/2007 106,050.00 105,939.21 CO 9.75 FULL B 141,400.00 NA 105,976.74 2% 412447803 1,560.94 1,560.94 7/1/2007 220,000.00 219,034.08 CO 7.65 LITE AA 390,000.00 NA 219,360.15 NO PPP 412447804 256.54 256.54 7/1/2007 28,275.00 28,204.55 CO 10.4 FULL AA 202,000.00 NA 28,228.44 NO PPP 412447805 1,018.43 1,018.43 7/1/2007 150,800.00 150,681.77 CO 7.95 FULL AA 202,000.00 NA 150,721.70 NO PPP 412447808 1,767.47 1,767.47 7/1/2007 232,000.00 230,953.50 P 8.4 STATED AA 290,000.00 290,000.00 231,251.95 NO PPP 412447809 1,065.42 1,065.42 7/1/2007 143,100.00 142,664.01 P 8.65 FULL AA 160,000.00 159,000.00 142,737.32 NO PPP 412447811 998.16 998.16 7/1/2007 153,400.00 153,081.97 CO 7.4 FULL AA 236,000.00 NA 153,189.29 CA STYLE 412447815 990.99 990.99 7/1/2007 108,000.00 107,738.91 CO 10.538 FULL B 143,000.00 NA 107,827.47 1% 412447827 578.63 578.63 7/1/2007 81,950.00 81,586.62 RT 7.6 LITE A+ 107,000.00 NA 81,709.28 CA STYLE 412447828 791.84 791.84 7/1/2007 97,750.00 97,639.92 RT 9.5 FULL A+ 115,000.00 NA 97,677.19 CA STYLE 412447829 1,427.93 1,427.93 7/1/2007 142,000.00 141,732.99 P 11.7 STATED AAA 710,000.00 710,000.00 141,823.73 NO PPP 412447830 3,999.67 3,999.67 7/1/2007 568,000.00 567,999.99 P 8.45 STATED AAA 710,000.00 710,000.00 568,000.00 NO PPP 412447831 777.05 777.05 7/1/2007 86,000.00 85,746.42 CO 10.35 FULL AAA 430,000.00 NA 85,820.44 NO PPP 412447832 2,257.50 2,257.50 7/1/2007 344,000.00 344,000.00 RT 7.875 FULL AAA 430,000.00 NA 344,000.00 NO PPP 412447833 1,011.86 1,011.86 7/1/2007 105,000.00 104,777.49 P 11.15 STATED AAA 530,000.00 525,000.00 104,853.04 NO PPP 412447834 3,074.50 3,074.50 7/1/2007 420,000.00 418,272.01 P 7.975 STATED AAA 530,000.00 525,000.00 418,855.65 NO PPP 412447843 682.4 682.4 8/1/2007 85,000.00 84,665.88 CO 8.975 STATED AA 160,000.00 NA 84,714.68 CA STYLE 412447844 3,455.16 3,455.16 7/1/2007 427,500.00 425,845.24 CO 9.05 RED AA 450,000.00 NA 426,326.94 CA STYLE 412447847 3,188.63 3,188.63 7/1/2007 446,500.00 445,762.05 RT 8.25 FULL AA 470,000.00 NA 446,007.55 NO PPP 412447848 1,909.12 1,909.12 7/1/2007 247,500.00 247,176.76 CO 9 FULL A+ 275,000.00 NA 247,286.12 NO PPP 412447850 761.02 761.02 7/1/2007 120,000.00 119,714.36 CO 7.175 STATED AA 305,000.00 NA 119,804.01 CA STYLE 412447854 2,333.85 2,333.85 7/1/2007 376,000.00 374,970.43 P 6.99 FULL AA 510,000.00 470,000.00 375,267.13 CA STYLE 412447856 2,025.84 2,025.84 8/1/2007 252,000.00 251,156.72 CO 8.99 FULL AA 340,000.00 NA 251,299.90 CA STYLE 412447859 1,959.96 1,959.96 7/1/2007 280,000.00 279,771.83 P 8.263 STATED AA 371,000.00 350,000.00 279,838.14 CA STYLE 412447861 687.87 687.87 7/1/2007 70,000.00 69,835.00 P 11.4 STATED AA 371,000.00 350,000.00 69,883.19 NO PPP 412447872 3,359.73 3,359.73 7/1/2007 431,250.00 430,600.14 CO 9.1 STATED A- 575,000.00 NA 430,786.71 CA STYLE 412447881 1,599.47 1,599.46 7/1/2007 211,500.00 211,498.38 P 9.075 STATED AA 235,000.00 235,000.00 211,498.39 2% 412447885 2,557.52 2,557.52 8/1/2007 361,950.00 361,344.14 RT 8.15 STATED AA 381,000.00 NA 361,446.83 NO PPP 412447886 1,013.24 1,013.24 7/1/2007 100,000.00 99,784.36 P 11.8 STATED AAA 500,000.00 500,000.00 99,847.48 NO PPP 412447887 2,191.67 2,191.64 7/1/2007 400,000.00 399,995.00 P 6.575 STATED AAA 500,000.00 500,000.00 399,995.00 NO PPP 412447891 1,579.43 1,579.43 8/1/2007 220,000.00 219,625.14 CO 8.3 STATED AA 275,000.00 NA 219,685.08 CA STYLE 412447892 3,609.32 3,609.32 7/1/2007 548,250.00 548,249.96 P 7.9 NINA AAA 660,000.00 645,000.00 548,249.98 NO PPP 412447893 1,701.38 1,701.38 7/1/2007 260,000.00 259,468.54 CO 7.45 STATED AA 325,000.00 NA 259,647.89 CA STYLE 412447896 1,624.56 1,624.56 8/1/2007 270,000.00 269,698.27 CO 7 FULL A+ 400,000.00 NA 269,749.29 NO PPP 412447900 1,245.40 1,245.40 7/1/2007 147,000.00 146,950.05 RT 10.1 FULL C- 210,000.00 NA 146,966.98 CA STYLE 412452352 6,289.23 6,289.23 7/1/2007 880,000.00 875,545.08 RT 7.725 FULL AA 1,100,000.00 NA 876,838.40 CA STYLE 412452354 2,443.75 2,443.75 7/1/2007 320,000.00 319,569.59 CO 8.9 STATED AAA 400,000.00 NA 319,715.19 CA STYLE 412447901 431.4 431.4 7/1/2007 50,850.00 50,800.54 P 9.99 STATED AA 56,500.00 56,500.00 50,817.30 1% 412447903 2,792.02 2,792.02 7/1/2007 392,000.00 391,357.97 RT 8.225 STATED AAA 490,000.00 NA 391,574.91 CA STYLE 412447904 747.55 747.55 7/1/2007 73,500.00 73,366.31 CO 11.85 STATED AAA 490,000.00 NA 73,411.75 NO PPP 412447905 671.74 671.74 7/1/2007 85,000.00 84,675.08 CO 8.8 FULL AA 107,000.00 NA 84,775.55 NO PPP 412447906 1,599.84 1,599.84 7/1/2007 232,000.00 231,999.97 P 8.275 FULL AA 295,000.00 290,000.00 231,999.98 NO PPP 412452358 2,185.86 2,185.86 7/1/2007 266,000.00 265,664.44 P 9.65 RED AA 280,000.00 280,000.00 265,762.21 3 MO INT 412447908 2,495.05 2,495.05 7/1/2007 357,500.00 357,499.04 CO 8.375 STATED AA 555,000.00 NA 357,499.05 CA STYLE 412452361 881.34 881.34 7/1/2007 116,800.00 116,736.93 P 8.95 STATED AA 146,000.00 146,000.00 116,758.05 CA STYLE 412452362 286.94 286.94 7/1/2007 29,200.00 29,141.26 P 11.4 STATED AA 146,000.00 146,000.00 29,161.17 NO PPP 412447913 3,488.07 3,488.07 7/1/2007 418,500.00 417,995.53 CO 9.8 STATED AA 465,000.00 NA 418,142.61 CA STYLE 412447917 507.49 507.49 7/1/2007 52,250.00 52,141.60 P 11.25 RED AA 59,000.00 55,000.00 52,178.41 CA STYLE 412447918 1,455.58 1,455.58 7/1/2007 159,125.00 158,733.80 P 10.5 RED AA 169,900.00 167,500.00 158,865.39 NO PPP 412447919 1,124.29 1,124.29 7/1/2007 119,000.00 118,733.78 CO 10.9 FULL A- 150,000.00 NA 118,824.13 NO PPP 412447922 943.3 943.3 7/1/2007 133,500.00 133,238.43 RT 8.15 FULL A+ 215,000.00 NA 133,314.43 NO PPP 412447923 1,441.01 1,441.01 7/1/2007 187,000.00 186,713.13 CO 8.99 FULL AA 220,000.00 NA 186,796.63 CA STYLE 412447928 1,316.88 1,316.88 7/1/2007 245,000.00 244,999.99 CO 6.45 FULL AA 355,000.00 NA 245,000.00 NO PPP 412447929 1,517.14 1,517.14 7/1/2007 200,000.00 199,895.21 CO 9 STATED AA 245,000.00 NA 199,930.66 NO PPP 412447930 1,456.32 1,456.32 7/1/2007 163,875.00 163,370.88 P 10.15 STATED AA 172,500.00 172,500.00 163,517.96 CA STYLE 412447931 2,097.00 2,097.00 7/1/2007 360,000.00 360,000.00 RT 6.99 FULL AA 450,000.00 NA 360,000.00 CA STYLE 412447936 1,448.77 1,448.77 7/1/2007 197,000.00 197,000.00 P 8.825 STATED AAA 247,000.00 246,369.00 197,000.00 NO PPP 412447940 1,929.93 1,929.93 7/1/2007 247,000.00 246,078.37 CO 8.675 FULL AA 295,000.00 NA 246,377.10 CA STYLE 412447941 1,741.20 1,741.20 7/1/2007 283,500.00 282,621.60 CO 6.9 FULL AAA 315,000.00 NA 282,851.86 CA STYLE 412447943 2,265.52 2,265.52 7/1/2007 360,800.00 360,800.01 P 7.535 LITE AA 455,000.00 451,000.00 360,800.00 NO PPP 412447947 1,635.92 1,635.92 7/1/2007 268,000.00 267,999.99 RT 7.325 RED A+ 335,000.00 NA 268,000.00 NO PPP 412447949 4,365.43 4,365.43 7/1/2007 541,500.00 540,601.83 P 9.45 STATED AAA 570,000.00 570,000.00 540,815.68 NO PPP 412447950 4,300.89 4,300.89 7/1/2007 776,100.00 776,099.99 RT 6.65 STATED AA 835,000.00 NA 776,100.00 NO PPP 412447955 500.05 500.05 7/1/2007 80,000.00 79,817.03 CO 7.05 FULL AA 118,000.00 NA 79,878.74 CA STYLE 412447959 2,256.11 2,256.11 7/1/2007 266,000.00 265,081.42 P 9.6 RED AA 280,000.00 280,000.00 265,349.12 CA STYLE 412447961 916.72 916.72 7/1/2007 122,500.00 122,324.07 CO 8.7 FULL AA 200,000.00 NA 122,383.17 CA STYLE 412447962 1,666.94 1,666.94 7/1/2007 200,000.00 199,794.19 CO 9.8 LITE A- 250,000.00 NA 199,863.91 NO PPP 412447963 1,608.75 1,608.75 7/1/2007 234,000.00 234,000.00 RT 8.25 FULL AA 262,000.00 NA 234,000.00 NO PPP 412447964 2,346.27 2,346.27 7/1/2007 378,000.00 377,090.32 P 6.99 FULL AAA 420,000.00 420,000.00 377,387.16 NO PPP 412447969 926.16 926.16 7/1/2007 127,800.00 127,697.37 CO 8.575 FULL AA 145,000.00 NA 127,724.39 CA STYLE 412452373 1,842.87 1,842.87 7/1/2007 251,750.00 250,714.23 P 7.975 LITE AA 265,000.00 265,000.00 251,064.07 CA STYLE 412447971 1,944.57 1,944.57 8/1/2007 292,600.00 292,600.00 P 7.975 FULL AA 365,810.00 365,810.00 292,600.00 CA STYLE 412447972 755.25 755.25 8/1/2007 73,150.00 73,000.65 P 12.05 FULL AA 365,810.00 365,810.00 73,022.63 NO PPP 412447977 1,262.32 1,262.32 7/1/2007 150,450.00 149,994.75 P 9.475 STATED A+ 177,000.00 177,000.00 150,148.89 1% 412447980 1,125.75 1,125.75 7/1/2007 126,150.00 125,822.26 CO 10.2 FULL AA 145,000.00 NA 125,933.36 NO PPP 412447981 2,884.70 2,884.70 7/1/2007 416,000.00 415,267.74 RT 7.975 STATED AA 520,000.00 NA 415,515.07 2 MO INT 412447983 1,107.11 1,107.11 8/1/2007 184,000.00 183,794.37 CO 7 FULL AA 255,000.00 NA 183,829.14 CA STYLE 412447984 1,550.15 1,550.15 7/1/2007 247,200.00 247,200.00 RT 7.525 RED AA 309,000.00 NA 247,200.00 NO PPP 412447989 1,996.52 1,996.52 7/1/2007 305,200.00 305,199.99 CO 7.85 FULL AA 321,300.00 NA 305,200.00 NO PPP 412447992 1,878.78 1,878.78 7/1/2007 214,540.00 213,955.46 CO 9.975 FULL A- 252,400.00 NA 214,153.54 CA STYLE 412448004 1,695.06 1,695.06 7/1/2007 208,250.00 208,019.01 CO 9.55 FULL A- 245,000.00 NA 208,097.23 CA STYLE 412448006 1,553.09 1,553.09 7/1/2007 180,000.00 179,477.60 CO 9.8 STATED A- 231,000.00 NA 179,650.20 NO PPP 412448008 3,074.49 3,074.49 7/1/2007 420,000.00 418,272.08 CO 7.975 STATED AA 525,000.00 NA 418,855.70 NO PPP 412448012 3,059.00 3,059.00 7/1/2007 552,000.00 552,000.00 P 6.65 FULL AAA 690,000.00 690,000.00 552,000.00 NO PPP 412448013 1,170.46 1,170.46 7/1/2007 138,000.00 137,593.18 P 9.6 FULL AAA 690,000.00 690,000.00 137,730.95 NO PPP 412448014 922.54 922.54 7/1/2007 154,800.00 154,619.57 CO 6.925 FULL AA 258,000.00 NA 154,679.56 CA STYLE 412448015 1,683.78 1,683.78 7/1/2007 225,000.00 224,679.06 CO 8.7 FULL AA 254,000.00 NA 224,787.59 CA STYLE 412448018 2,982.58 2,982.58 7/1/2007 449,440.00 448,703.31 P 7.575 STATED AAA 600,000.00 561,800.00 449,000.77 CA STYLE 412448019 1,138.49 1,138.49 7/1/2007 112,360.00 112,165.14 P 11.8 STATED AAA 600,000.00 561,800.00 112,235.17 NO PPP 412448020 2,235.20 2,235.20 7/1/2007 310,500.00 309,176.96 RT 7.8 FULL AA 345,000.00 NA 309,623.70 NO PPP 412448021 756.55 756.55 7/1/2007 100,000.00 99,616.60 CO 8.325 FULL AA 158,000.00 NA 99,746.17 54321 412448023 2,077.46 2,077.46 8/1/2007 310,000.00 309,286.57 CO 7.663 FULL AA 375,000.00 NA 309,388.33 2 MO INT 412448031 2,892.61 2,892.61 7/1/2007 375,000.00 374,510.23 P 9 LITE AA 395,000.00 395,000.00 374,675.93 CA STYLE 412448032 1,345.42 1,345.42 7/1/2007 171,000.00 170,789.48 CO 9.2 FULL A+ 226,000.00 NA 170,860.73 CA STYLE 412448037 3,050.14 3,050.14 7/1/2007 425,600.00 425,599.98 RT 8.6 STATED AA 532,000.00 NA 425,599.99 CA STYLE 412448039 1,334.33 1,334.33 8/1/2007 208,000.00 207,552.60 RT 7.275 STATED AAA 260,000.00 NA 207,628.18 NO PPP 412448043 499.14 499.14 8/1/2007 52,000.00 51,886.83 CO 11.1 STATED AAA 260,000.00 NA 51,905.84 NO PPP 412448045 1,069.84 1,069.84 8/1/2007 203,950.00 203,568.62 P 5.975 FULL AA 257,000.00 254,990.00 203,624.58 CA STYLE 412448046 2,893.64 2,893.64 7/1/2007 386,750.00 386,198.00 CO 8.698 FULL AA 554,000.00 NA 386,384.66 CA STYLE 412448048 469.88 469.88 7/1/2007 50,950.00 50,828.42 P 10.6 FULL AA 257,000.00 254,990.00 50,869.66 NO PPP 412448053 2,337.09 2,337.09 7/1/2007 395,000.00 394,999.98 CO 7.1 STATED AA 530,000.00 NA 394,999.99 CA STYLE 412448059 2,567.37 2,567.37 7/1/2007 303,750.00 303,451.20 CO 9.95 FULL C 405,000.00 NA 303,552.45 CA STYLE 412448062 2,882.00 2,882.00 7/1/2007 524,000.00 523,963.90 P 6.6 FULL AAA 655,000.00 655,000.00 523,963.90 NO PPP 412448063 840.03 839.93 8/1/2007 126,400.00 126,283.67 P 7.975 FULL AA 158,000.00 158,000.00 126,284.34 CA STYLE 412448064 1,111.09 1,111.09 7/1/2007 131,000.00 130,573.96 P 9.6 FULL AAA 655,000.00 655,000.00 130,705.38 NO PPP 412448065 2,664.84 2,662.67 7/1/2007 433,600.00 433,248.01 RT 7.375 FULL A+ 542,000.00 NA 433,248.01 NO PPP 412448066 1,055.73 1,055.73 7/1/2007 152,000.00 151,688.18 P 7.99 FULL A- 200,000.00 190,000.00 151,778.75 CA STYLE 412448067 580.47 580.47 7/1/2007 51,000.00 50,312.94 CO 11.025 LITE C 175,000.00 NA 50,546.16 NO PPP 412448069 1,269.66 1,269.66 7/1/2007 175,200.00 175,091.83 P 8.575 FULL AAA 266,000.00 219,000.00 175,128.40 NO PPP 412448070 432.08 432.08 7/1/2007 43,800.00 43,713.02 P 11.45 FULL AAA 266,000.00 219,000.00 43,742.57 NO PPP 412448073 1,535.68 1,535.68 7/1/2007 218,500.00 218,128.96 RT 8.1 FULL AA 230,000.00 NA 218,254.31 CA STYLE 412448078 1,593.63 1,593.63 7/1/2007 189,525.00 188,954.47 P 9.5 STATED AA 210,000.00 199,500.00 189,147.65 CA STYLE 412448085 1,393.16 1,393.16 7/1/2007 167,940.00 167,258.11 P 9.75 STATED AA 187,000.00 186,600.00 167,325.66 NO PPP 412452399 608.15 608.15 7/1/2007 60,020.00 59,909.60 CO 11.8 FULL AA 302,000.00 NA 59,947.12 NO PPP 412448089 1,227.68 1,227.68 7/1/2007 208,000.00 207,686.19 CO 6.85 FULL AA 260,000.00 NA 207,769.75 CA STYLE 412452401 1,686.91 1,686.91 7/1/2007 240,080.00 239,004.77 RT 7.55 FULL AA 302,000.00 NA 239,367.68 NO PPP 412448092 2,926.00 2,926.00 7/1/2007 528,000.00 528,000.00 P 6.65 FULL AAA 660,000.00 660,000.00 528,000.00 CA STYLE 412448093 1,168.16 1,168.16 7/1/2007 132,000.00 131,649.73 P 10.1 FULL AAA 660,000.00 660,000.00 131,768.45 NO PPP 412448095 558.39 558.39 7/1/2007 75,000.00 74,891.48 CO 8.65 FULL AA 132,000.00 NA 74,928.18 321 412448098 536.62 536.62 8/1/2007 76,000.00 75,662.98 CO 7.6 LITE AA 98,000.00 NA 75,720.04 NO PPP 412448106 1,156.40 1,156.40 8/1/2007 148,000.00 147,471.64 RT 8.675 FULL AA 185,000.00 NA 147,561.29 NO PPP 412448107 290.02 290.02 8/1/2007 37,000.00 36,868.88 CO 8.71 FULL AA 185,000.00 NA 36,891.13 NO PPP 412448108 823.49 823.49 7/1/2007 103,500.00 103,139.55 CO 8.875 FULL AA 115,000.00 NA 103,259.59 2% 412448109 2,030.21 2,030.21 7/1/2007 239,310.00 239,077.49 P 9.99 STATED AA 273,000.00 265,900.00 239,156.28 CA STYLE 412448113 2,978.30 2,978.30 8/1/2007 441,000.00 440,566.02 P 7.95 STATED AA 507,000.00 490,000.00 440,625.18 NO PPP 412448114 1,065.55 1,065.55 7/1/2007 150,000.00 149,737.29 CO 8.2 FULL C 247,000.00 NA 149,821.12 NO PPP 412448115 2,215.67 2,215.64 7/1/2007 368,000.00 367,990.35 P 7.225 STATED AAA 460,000.00 460,000.00 367,990.35 NO PPP 412448120 627.01 627.01 8/1/2007 73,500.00 73,429.85 CO 10.05 FULL C 120,000.00 NA 73,441.79 NO PPP 412448121 1,708.15 1,708.15 7/1/2007 222,000.00 221,707.95 CO 8.975 FULL C 370,000.00 NA 221,806.76 NO PPP 412448123 581.69 581.69 7/1/2007 76,000.00 75,715.91 CO 8.45 FULL AA 95,000.00 NA 75,811.94 NO PPP 412448125 933.56 933.56 7/1/2007 152,000.00 151,589.98 RT 6.9 FULL AA 190,000.00 NA 151,712.76 CA STYLE 412448126 392.34 392.34 7/1/2007 38,000.00 37,933.83 CO 12.05 FULL AA 190,000.00 NA 37,956.33 NO PPP 412448128 1,132.06 1,132.06 7/1/2007 230,250.00 230,250.01 CO 5.9 FULL AA 345,000.00 NA 230,250.00 NO PPP 412448129 2,378.97 2,378.97 7/1/2007 344,000.00 343,390.16 P 7.95 STATED AAA 445,000.00 430,000.00 343,596.13 CA STYLE 412448131 1,678.11 1,678.11 7/1/2007 180,000.00 179,682.19 CO 11.05 FULL B 225,000.00 NA 179,728.62 NO PPP 412448132 835.28 835.28 7/1/2007 86,000.00 85,821.69 P 11.25 STATED AAA 445,000.00 430,000.00 85,882.24 NO PPP 412448134 3,058.59 3,058.59 7/1/2007 508,000.00 507,999.99 P 7.225 LITE AA 635,000.00 635,000.00 508,000.00 CA STYLE 412452410 955.15 955.15 7/1/2007 132,000.00 131,764.23 P 8.375 STATED AA 166,600.00 165,000.00 131,834.58 NO PPP 412448136 2,970.40 2,970.40 7/1/2007 400,000.00 399,773.48 P 8.8 STATED AA 425,000.00 422,000.00 399,850.09 NO PPP 412452411 341.98 341.98 7/1/2007 33,000.00 32,943.21 P 12.1 STATED AA 166,600.00 165,000.00 32,962.52 NO PPP 412448138 704.57 704.57 7/1/2007 69,800.00 69,670.18 P 11.75 FULL AA 355,000.00 349,000.00 69,714.30 NO PPP 412448139 1,300.50 1,300.50 7/1/2007 204,000.00 204,000.00 RT 7.65 FULL AA 255,000.00 NA 204,000.00 NO PPP 412448140 1,704.28 1,704.28 7/1/2007 279,200.00 279,200.01 P 7.325 FULL AA 355,000.00 349,000.00 279,200.00 CA STYLE 412448145 938.44 938.44 7/1/2007 157,500.00 157,499.99 CO 7.15 FULL AA 175,000.00 NA 157,500.00 CA STYLE 412448147 1,590.90 1,590.90 7/1/2007 209,375.00 209,089.23 P 8.85 STATED AA 240,000.00 220,395.00 209,185.89 CA STYLE 412448148 935.39 935.39 7/1/2007 124,800.00 124,310.00 CO 8.225 STATED AAA 156,000.00 NA 124,475.00 CA STYLE 412448152 285.4 285.4 7/1/2007 31,200.00 31,063.75 CO 10.5 STATED AAA 156,000.00 NA 31,090.58 NO PPP 412448154 975.76 975.76 7/1/2007 130,000.00 129,929.14 CO 8.9 FULL AA 140,000.00 NA 129,953.11 CA STYLE 412448155 1,420.25 1,420.25 7/1/2007 299,000.00 299,000.00 CO 5.7 FULL AAA 525,000.00 NA 299,000.00 CA STYLE 412448156 1,057.96 1,057.96 7/1/2007 143,500.00 142,901.51 CO 8.05 FULL A+ 205,000.00 NA 143,098.19 CA STYLE 412448160 919.77 919.77 7/1/2007 115,200.00 114,532.64 CO 9.35 FULL AA 128,000.00 NA 114,586.75 NO PPP 412448162 3,147.34 3,147.34 7/1/2007 416,000.00 415,769.72 P 8.975 LITE AA 550,000.00 520,000.00 415,844.34 NO PPP 412448165 2,807.27 2,807.27 7/1/2007 390,000.00 389,335.22 CO 8.325 FULL B 640,000.00 NA 389,545.54 CA STYLE 412448166 933.08 933.08 7/1/2007 107,000.00 106,704.90 CO 9.925 LITE AA 135,000.00 NA 106,804.74 CA STYLE 412448167 2,439.16 2,439.16 7/1/2007 451,000.00 450,798.04 RT 6.49 FULL AA 500,000.00 NA 450,798.05 NO PPP 412452426 1,610.20 1,610.20 7/1/2007 244,000.00 243,511.70 RT 7.525 FULL AA 305,000.00 NA 243,676.51 CA STYLE 412452427 677.17 677.17 7/1/2007 61,000.00 60,914.95 CO 13.05 FULL AA 305,000.00 NA 60,943.92 NO PPP 412448170 1,206.66 1,206.66 8/1/2007 140,800.00 140,667.68 RT 10.1 STATED A- 185,000.00 NA 140,690.20 CA STYLE 412448171 1,254.09 1,254.09 7/1/2007 148,500.00 148,057.61 CO 9.55 STATED AA 165,000.00 NA 148,207.42 NO PPP 412448173 820.8 820.8 7/1/2007 109,000.00 108,577.87 CO 8.275 FULL AA 220,000.00 NA 108,720.52 CA STYLE 412448174 1,989.00 1,985.74 7/1/2007 312,000.00 311,995.26 P 7.65 FULL AA 390,000.00 390,000.00 311,988.86 CA STYLE 412452430 2,730.93 2,730.93 7/1/2007 356,250.00 356,070.42 CO 9.1 STATED AA 376,000.00 NA 356,131.19 NO PPP 412448179 245.04 245.04 7/1/2007 28,400.00 28,319.74 P 9.8 FULL AA 144,000.00 142,000.00 28,346.93 NO PPP 412448180 833.56 833.56 7/1/2007 113,600.00 113,134.95 P 8 FULL AA 144,000.00 142,000.00 113,292.03 CA STYLE 412448181 1,564.89 1,564.89 7/1/2007 261,724.00 261,724.00 P 7.175 FULL A+ 334,000.00 327,156.00 261,724.00 NO PPP 412448185 928.7 928.7 7/1/2007 121,000.00 120,839.59 CO 8.95 FULL A+ 167,000.00 NA 120,893.86 CA STYLE 412448189 482.16 482.16 7/1/2007 56,000.00 55,840.83 P 9.775 LITE AA 81,000.00 70,000.00 55,894.75 CA STYLE 412448191 1,340.10 1,340.10 8/1/2007 158,000.00 154,506.91 CO 9.6 FULL AA 199,000.00 NA 154,610.13 NO PPP 412448195 1,771.88 1,771.88 8/1/2007 228,000.00 227,708.76 P 9.075 LITE AAA 285,000.00 285,000.00 227,758.22 CA STYLE 412448198 1,640.54 1,640.54 8/1/2007 195,000.00 194,805.29 CO 9.9 FULL C 300,000.00 NA 194,838.41 NO PPP 412448200 2,486.28 2,486.28 7/1/2007 350,001.00 349,423.58 CO 8.2 FULL C 565,000.00 NA 349,618.68 NO PPP 412448205 4,319.22 4,319.22 7/1/2007 600,000.00 597,443.45 RT 7.8 STATED AA 750,000.00 NA 598,306.70 NO PPP 412448207 1,405.86 1,405.86 7/1/2007 150,000.00 149,657.21 CO 10.8 STATED AA 750,000.00 NA 149,773.53 NO PPP 412448209 3,355.80 3,355.80 8/1/2007 504,000.00 504,000.00 CO 7.99 STATED A- 630,000.00 NA 504,000.00 CA STYLE 412448210 828.32 828.32 7/1/2007 98,000.00 97,903.59 CO 9.95 FULL AA 123,000.00 NA 97,936.26 CA STYLE 412448211 1,734.20 1,734.20 7/1/2007 239,200.00 239,200.00 CO 8.7 STATED A- 299,000.00 NA 239,200.00 2% 412448212 2,023.95 2,023.95 7/1/2007 320,000.00 319,690.75 CO 7.4 FULL AAA 400,000.00 NA 319,794.83 NO PPP 412448213 2,056.86 2,056.86 7/1/2007 285,000.00 284,549.81 CO 8.35 FULL AA 320,000.00 NA 284,701.96 NO PPP 412448216 2,492.80 2,492.80 7/1/2007 389,700.00 388,713.71 CO 7.25 FULL AA 433,000.00 NA 388,999.76 CA STYLE 412448217 1,306.67 1,306.67 7/1/2007 224,000.00 223,999.99 RT 7 FULL A+ 280,000.00 NA 224,000.00 NO PPP 412448218 2,678.31 2,678.31 7/1/2007 471,750.00 470,404.92 CO 6.25 FULL A+ 555,000.00 NA 470,857.95 NO PPP 412448219 2,011.63 2,011.63 7/1/2007 238,000.00 237,765.92 CO 9.95 STATED C 340,000.00 NA 237,845.24 NO PPP 412448220 1,926.25 1,926.25 7/1/2007 232,750.00 232,505.04 P 9.725 STATED AA 263,000.00 245,000.00 232,588.01 3 MO INT 412448222 1,754.01 1,754.01 8/1/2007 215,100.00 214,035.73 CO 9.15 STATED A+ 239,000.00 NA 214,156.79 CA STYLE 412448223 430.1 430.1 7/1/2007 54,000.00 53,933.73 RT 9.325 FULL AA 159,000.00 NA 53,955.46 NO PPP 412448224 3,808.02 3,808.02 7/1/2007 494,910.00 494,258.90 P 8.975 STATED AA 565,000.00 549,900.00 494,479.18 CA STYLE 412448226 2,253.22 2,253.22 7/1/2007 356,250.00 355,891.50 CO 7.4 FULL AA 385,000.00 NA 356,007.54 CA STYLE 412448227 1,714.65 1,714.57 7/1/2007 243,500.00 243,489.66 CO 8.45 FULL AA 278,000.00 NA 243,489.65 NO PPP 412448228 2,221.52 2,221.52 7/1/2007 288,000.00 287,622.41 CO 9 FULL A+ 320,000.00 NA 287,749.68 NO PPP 412448229 846.9 846.9 7/1/2007 95,200.00 95,121.07 P 10.513 STATED AA 120,000.00 112,000.00 95,147.84 NO PPP 412448234 1,259.99 1,259.99 8/1/2007 147,600.00 147,156.17 P 9.675 STATED AAA 173,000.00 164,000.00 147,229.13 NO PPP 412448236 2,632.75 2,632.75 7/1/2007 361,000.00 360,446.07 CO 8.45 FULL AA 380,000.00 NA 360,633.31 NO PPP 412448238 1,708.92 1,708.92 7/1/2007 272,603.00 271,983.74 P 7.075 LITE AAA 350,000.00 340,754.00 272,192.59 CA STYLE 412448240 1,401.75 1,401.75 7/1/2007 189,000.00 189,000.00 CO 8.9 STATED AA 237,500.00 NA 189,000.00 CA STYLE 412448242 746.2 746.2 7/1/2007 91,105.00 90,758.55 P 9.2 LITE AA 118,500.00 95,900.00 90,858.17 NO PPP 412448243 881.41 881.41 7/1/2007 106,250.00 106,139.00 CO 9.75 FULL AA 125,000.00 NA 106,176.60 NO PPP 412448246 1,153.74 1,153.74 7/1/2007 147,000.00 146,817.74 CO 9.175 STATED A+ 320,000.00 NA 146,879.42 CA STYLE 412448248 785.96 785.96 7/1/2007 75,050.00 73,895.11 CO 9.55 LITE AA 114,000.00 NA 74,286.19 NO PPP 412448250 799.18 799.18 7/1/2007 133,250.00 132,913.31 RT 6.7 FULL AA 212,000.00 NA 133,026.52 NO PPP 412448253 510.47 510.47 8/1/2007 50,000.00 35,607.55 CO 11.9 RED A- 100,000.00 NA 35,763.37 NO PPP 412448254 1,598.84 1,598.84 7/1/2007 289,600.00 289,599.97 P 6.625 FULL AA 375,000.00 362,000.00 289,599.98 NO PPP 412448256 1,371.60 1,371.60 7/1/2007 172,000.00 171,413.64 P 8.9 LITE AAA 215,000.00 215,000.00 171,611.99 NO PPP 412452443 694.85 694.85 7/1/2007 90,160.00 89,828.14 P 8.525 FULL AA 113,000.00 112,700.00 89,940.33 NO PPP 412448263 1,208.58 1,208.58 7/1/2007 161,500.00 161,269.64 P 8.7 FULL AA 170,000.00 170,000.00 161,347.54 CA STYLE 412448264 1,280.07 1,280.07 7/1/2007 167,200.00 166,976.76 P 8.925 STATED AAA 220,000.00 209,000.00 167,052.28 CA STYLE 412448265 327.65 327.65 7/1/2007 41,800.00 41,651.82 P 8.71 STATED AAA 220,000.00 209,000.00 41,701.93 NO PPP 412448267 2,974.29 2,974.29 8/1/2007 436,000.00 433,928.18 P 7.25 FULL AA 545,000.00 545,000.00 434,278.70 NO PPP 412448269 1,774.44 1,774.44 7/1/2007 227,900.00 227,791.66 P 9.25 FULL AA 239,900.00 239,900.00 227,828.33 NO PPP 412448271 2,343.88 2,343.88 7/1/2007 295,000.00 294,647.44 CO 9.3 FULL B 396,000.00 NA 294,766.78 CA STYLE 412448273 2,088.31 2,088.31 7/1/2007 246,500.00 246,259.37 CO 9.975 FULL B 290,000.00 NA 246,340.91 NO PPP 412448274 2,097.45 2,097.45 7/1/2007 360,000.00 359,559.14 CO 6.75 STATED AAA 450,000.00 NA 359,707.74 NO PPP 412448275 1,080.94 1,080.94 7/1/2007 122,400.00 122,073.47 P 10.075 STATED AA 140,000.00 136,000.00 122,184.14 NO PPP 412448276 1,268.83 1,268.83 7/1/2007 158,400.00 157,865.54 CO 8.95 FULL AA 198,000.00 NA 158,046.35 NO PPP 412448287 1,913.58 1,913.58 7/1/2007 302,550.00 302,258.40 CO 7.4 FULL AA 415,000.00 NA 302,356.80 CA STYLE 412448289 1,490.62 1,490.62 7/1/2007 170,000.00 169,538.26 RT 9.99 FULL A- 200,000.00 NA 169,694.73 CA STYLE 412448290 990.42 990.42 7/1/2007 104,000.00 103,772.31 CO 11 STATED AA 520,000.00 NA 103,849.59 NO PPP 412448292 2,111.17 2,111.17 7/1/2007 329,750.00 329,443.86 CO 7.5 FULL AA 550,000.00 NA 329,547.18 NO PPP 412448293 1,314.75 1,314.75 7/1/2007 155,550.00 155,396.97 RT 9.95 STATED AA 183,000.00 NA 155,448.82 CA STYLE 412448295 738.77 738.77 7/1/2007 91,000.00 90,699.73 CO 9.1 LITE AA 455,000.00 NA 90,800.51 NO PPP 412452449 537.27 537.27 7/1/2007 70,000.00 69,856.04 CO 8.95 FULL A+ 110,000.00 NA 69,888.20 1% 412448296 1,309.97 1,309.97 7/1/2007 197,950.00 197,489.51 CO 7.55 FULL AA 235,000.00 NA 197,623.11 NO PPP 412452451 1,152.75 1,152.75 7/1/2007 136,500.00 136,093.35 CO 9.55 LITE C 276,000.00 NA 136,231.05 NO PPP 412448302 359.26 359.26 7/1/2007 36,000.00 35,930.78 P 11.6 FULL AA 180,000.00 180,000.00 35,954.30 NO PPP 412448303 838.99 838.99 7/1/2007 144,000.00 143,823.60 P 6.75 FULL AA 180,000.00 180,000.00 143,883.06 NO PPP 412448305 2,730.00 2,729.74 7/1/2007 420,000.00 419,892.44 RT 7.8 FULL AA 525,000.00 NA 419,892.44 NO PPP 412448309 824.15 824.15 7/1/2007 127,200.00 127,200.00 P 7.775 FULL AA 175,000.00 159,000.00 127,200.00 CA STYLE 412448310 1,403.50 1,403.50 7/1/2007 208,000.00 207,606.70 CO 7.725 LITE AA 260,000.00 NA 207,739.48 NO PPP 412448311 481.51 481.51 7/1/2007 52,000.00 51,877.24 CO 10.65 FULL AA 260,000.00 NA 51,918.88 NO PPP 412448312 1,478.75 1,478.36 7/1/2007 273,000.00 272,785.51 CO 6.5 STATED AA 420,000.00 NA 272,785.51 NO PPP 412448313 328.32 328.32 7/1/2007 31,800.00 31,744.65 P 12.05 FULL AA 175,000.00 159,000.00 31,763.47 NO PPP 412448314 1,570.60 1,570.60 8/1/2007 171,000.00 170,586.88 P 10.55 RED AA 197,000.00 180,000.00 170,657.12 CA STYLE 412448315 623.41 623.41 7/1/2007 95,000.00 94,807.19 CO 7.475 FULL A- 235,000.00 NA 94,872.26 NO PPP 412448317 616.83 616.83 7/1/2007 82,400.00 82,354.69 RT 8.875 FULL AA 103,000.00 NA 82,370.02 NO PPP 412448318 2,022.16 2,022.16 7/1/2007 278,000.00 277,570.31 P 8.425 STATED AAA 348,000.00 347,500.00 277,715.55 CA STYLE 412448320 717.56 717.56 7/1/2007 69,500.00 69,378.55 P 12.05 STATED AAA 348,000.00 347,500.00 69,419.70 NO PPP 412448321 1,164.82 1,164.82 7/1/2007 135,000.00 134,410.06 CO 9.8 FULL A- 180,000.00 NA 134,542.71 NO PPP 412448322 2,065.65 2,065.65 7/1/2007 338,400.00 338,400.00 P 7.325 FULL AA 430,000.00 423,000.00 338,400.00 NO PPP 412448323 830.24 830.24 7/1/2007 102,000.00 101,882.66 RT 9.55 LITE B 120,000.00 NA 101,921.05 54321 412448324 1,405.18 1,405.18 7/1/2007 185,400.00 185,145.06 P 8.825 STATED AAA 207,000.00 206,000.00 185,231.29 CA STYLE 412448325 1,665.37 1,665.37 8/1/2007 196,775.00 196,191.85 CO 9.575 FULL AA 231,500.00 NA 196,290.98 1% 412448327 1,501.27 1,501.27 7/1/2007 235,200.00 234,979.57 RT 7.475 FULL AAA 294,000.00 NA 235,053.96 NO PPP 412448328 562.19 562.19 7/1/2007 58,800.00 58,672.66 CO 11.05 FULL AAA 294,000.00 NA 58,715.89 NO PPP 412448331 1,502.40 1,502.40 8/1/2007 250,400.00 250,400.00 P 7.2 STATED AA 315,000.00 313,000.00 250,400.00 NO PPP 412448333 1,948.63 1,948.63 7/1/2007 357,000.00 356,999.99 CO 6.55 FULL AA 405,000.00 NA 357,000.00 CA STYLE 412448343 862.06 862.06 7/1/2007 121,500.00 121,035.20 CO 7.65 FULL AA 135,000.00 NA 121,214.41 CA STYLE 412448345 7,625.00 7,625.00 7/1/2007 1,220,000.00 1,220,000.00 RT 7.5 FULL AAA 1,530,000.00 NA 1,220,000.00 NO PPP 412448346 714.41 714.41 7/1/2007 88,000.00 87,712.13 P 9.1 FULL AAA 500,000.00 440,000.00 87,809.54 NO PPP 412448347 2,072.28 2,072.28 7/1/2007 319,500.00 317,826.06 CO 6.75 FULL AA 355,000.00 NA 318,390.31 CA STYLE 412448348 562.3 562.3 7/1/2007 57,000.00 56,886.78 P 11.45 FULL AA 292,000.00 285,000.00 56,925.24 NO PPP 412448349 1,454.07 1,454.07 7/1/2007 179,910.00 179,310.32 P 9.05 STATED AA 199,900.00 199,900.00 179,511.58 CA STYLE 412448350 1,344.25 1,344.25 7/1/2007 228,000.00 228,000.00 P 7.075 FULL AA 292,000.00 285,000.00 228,000.00 CA STYLE 412448352 3,376.46 3,376.46 7/1/2007 547,200.00 546,631.98 RT 7.2 STATED AAA 684,000.00 NA 546,823.59 CA STYLE 412448353 1,271.86 1,271.86 7/1/2007 136,800.00 136,480.61 RT 10.7 STATED AAA 684,000.00 NA 136,588.97 NO PPP 412448354 1,315.64 1,315.64 7/1/2007 206,000.00 204,888.99 RT 6.6 FULL AA 265,000.00 NA 205,263.40 NO PPP 412452461 2,677.71 2,677.71 7/1/2007 372,000.00 371,408.06 RT 8.325 RED AAA 465,000.00 NA 371,608.11 CA STYLE 412452462 935.19 935.19 7/1/2007 93,000.00 92,825.14 CO 11.7 STATED AAA 465,000.00 NA 92,884.56 NO PPP 412448356 1,512.83 1,512.83 7/1/2007 232,000.00 231,999.66 RT 7.825 FULL A+ 290,000.00 NA 231,999.66 2% 412448357 464.26 464.26 7/1/2007 43,500.00 43,429.90 CO 12.5 FULL A+ 290,000.00 NA 43,453.26 NO PPP 412448358 751.1 751.1 7/1/2007 79,500.00 79,322.16 RT 10.9 FULL C 106,000.00 NA 79,382.52 CA STYLE 412448360 2,927.08 2,927.08 7/1/2007 500,000.00 500,000.01 RT 7.025 FULL AA 625,000.00 NA 500,000.00 NO PPP 412448361 1,233.10 1,233.10 7/1/2007 125,000.00 124,751.79 CO 11.45 FULL AA 625,000.00 NA 124,836.10 NO PPP 412452465 2,053.38 2,053.38 7/1/2007 200,000.00 199,645.99 CO 11.975 FULL C- 395,000.00 NA 199,766.34 NO PPP 412448363 2,085.17 2,085.17 8/1/2007 240,000.00 239,780.23 CO 10.25 STATED B 320,000.00 NA 239,816.96 CA STYLE 412448369 2,947.59 2,947.59 7/1/2007 352,000.00 351,643.20 CO 9.85 STATED A- 440,000.00 NA 351,764.08 CA STYLE 412448372 1,308.56 1,308.56 7/1/2007 160,000.00 159,825.17 CO 9.6 FULL A- 215,000.00 NA 159,884.38 NO PPP 412448373 2,937.28 2,937.28 7/1/2007 416,000.00 414,145.02 RT 7.6 FULL AA 490,000.00 NA 414,767.82 NO PPP 412448377 451.91 451.91 7/1/2007 44,600.00 44,491.01 CO 11.8 FULL AA 223,000.00 NA 44,519.42 NO PPP 412448378 1,170.17 1,170.17 8/1/2007 147,250.00 147,185.28 RT 9.45 FULL AA 165,000.00 NA 147,196.28 NO PPP 412448380 1,353.22 1,353.22 7/1/2007 198,900.00 198,531.05 RT 7.8 FULL AA 234,000.00 NA 198,655.37 NO PPP 412448381 1,145.84 1,145.84 7/1/2007 200,000.00 199,999.99 RT 6.875 FULL A+ 250,000.00 NA 200,000.00 NO PPP 412448388 634.43 634.43 7/1/2007 97,500.00 97,297.83 CO 7.4 FULL AA 150,000.00 NA 97,366.05 CA STYLE 412448389 3,506.20 3,506.20 7/1/2007 455,000.00 454,403.99 CO 8.99 STATED AA 670,000.00 NA 454,605.63 3 MO INT 412448390 931.9 931.9 7/1/2007 120,640.00 120,198.15 CO 8.55 FULL AA 151,300.00 NA 120,347.53 5% 412448391 1,331.67 1,331.67 7/1/2007 235,000.00 234,999.99 CO 6.8 STATED AA 350,000.00 NA 235,000.00 CA STYLE 412448392 4,474.31 4,474.31 7/1/2007 720,000.00 718,329.95 CO 7 FULL AA 900,000.00 NA 718,893.12 NO PPP 412448395 1,120.06 1,120.06 7/1/2007 145,350.00 145,159.59 RT 8.99 STATED A+ 171,000.00 NA 145,224.01 NO PPP 412452470 1,854.48 1,854.48 7/1/2007 267,000.00 266,532.03 CO 7.99 LITE A+ 385,000.00 NA 266,690.09 CA STYLE 412448397 1,239.39 1,239.39 7/1/2007 153,000.00 152,827.79 CO 9.5 STATED AAA 180,000.00 NA 152,886.10 CA STYLE 412448401 3,400.77 3,400.77 7/1/2007 408,500.00 408,489.79 P 9.99 STATED AA 430,000.00 430,000.00 408,489.97 NO PPP 412448402 2,433.59 2,433.59 7/1/2007 350,000.00 349,388.34 CO 8 STATED AA 440,000.00 NA 349,594.94 CA STYLE 412448403 481.38 481.38 7/1/2007 50,850.00 50,736.86 CO 10.925 LITE A- 56,500.00 NA 50,775.26 CA STYLE 412448405 1,255.97 1,255.97 7/1/2007 183,600.00 183,265.05 CO 7.85 STATED A- 216,000.00 NA 183,378.16 NO PPP 412448406 2,246.38 2,246.38 7/1/2007 318,150.00 316,739.24 CO 7.6 STATED AA 505,000.00 NA 317,215.44 CA STYLE 412448407 710.57 710.57 7/1/2007 109,000.00 108,904.31 CO 7.65 FULL AA 115,000.00 NA 108,936.61 CA STYLE 412448408 1,765.83 1,765.83 8/1/2007 260,000.00 260,000.00 CO 8.15 FULL AA 400,000.00 NA 260,000.00 2% 412448409 1,578.61 1,578.61 7/1/2007 173,400.00 173,267.32 P 10.775 STATED A+ 204,000.00 204,000.00 173,312.34 NO PPP 412448410 3,044.79 3,044.79 7/1/2007 450,000.00 449,155.22 CO 7.75 FULL AA 500,000.00 NA 449,440.45 NO PPP 412448415 1,352.91 1,352.91 7/1/2007 144,500.00 144,400.00 CO 11.1 STATED AA 170,000.00 NA 144,433.95 CA STYLE 412448418 1,096.79 1,096.79 8/1/2007 150,000.00 149,423.55 CO 8.475 STATED AA 202,000.00 NA 149,464.75 CA STYLE 412448419 1,494.67 1,494.67 8/1/2007 236,000.00 236,000.00 P 7.6 STATED AA 309,000.00 295,000.00 236,000.00 CA STYLE 412448422 1,957.50 1,957.50 7/1/2007 348,000.00 348,000.00 RT 6.75 FULL AA 435,000.00 NA 348,000.00 NO PPP 412448427 2,317.90 2,317.90 7/1/2007 331,500.00 330,000.60 CO 7.5 FULL AA 390,000.00 NA 330,506.64 NO PPP 412448428 860.99 860.99 7/1/2007 107,100.00 106,741.38 RT 8.99 FULL AA 126,000.00 NA 106,862.65 CA STYLE 412448432 614.29 614.29 7/1/2007 63,000.00 62,870.75 CO 11.3 LITE A+ 90,000.00 NA 62,914.64 CA STYLE 412448436 1,369.39 1,369.39 7/1/2007 165,000.00 164,487.51 CO 9.35 LITE B 200,000.00 NA 164,661.00 CA STYLE 412448438 571.45 571.45 7/1/2007 50,000.00 49,331.00 CO 11.1 LITE A- 70,000.00 NA 49,558.12 NO PPP 412448439 2,390.32 2,390.32 7/1/2007 373,350.00 372,973.73 P 7.5 FULL A+ 393,000.00 393,000.00 373,091.10 NO PPP 412448442 927.46 927.46 7/1/2007 107,950.00 107,641.59 CO 9.75 FULL AA 127,000.00 NA 107,746.06 2% 412448448 1,633.84 1,633.84 7/1/2007 230,000.00 229,620.52 CO 8.2 FULL C 317,000.00 NA 229,748.74 NO PPP 412448450 803.92 803.92 7/1/2007 112,000.00 111,928.50 CO 8.488 STATED AA 140,000.00 NA 111,952.67 CA STYLE 412448454 395.05 395.05 7/1/2007 47,600.00 47,452.15 P 9.35 FULL AAA 238,000.00 238,000.00 47,502.20 NO PPP 412448455 1,537.47 1,537.47 8/1/2007 191,250.00 190,566.22 P 8.99 STATED AA 255,000.00 255,000.00 190,675.21 NO PPP 412448457 1,178.52 1,178.52 7/1/2007 190,400.00 190,204.15 P 7.225 FULL AAA 238,000.00 238,000.00 190,270.22 NO PPP 412448458 1,525.99 1,525.99 7/1/2007 211,999.00 211,661.71 P 8.325 STATED AAA 265,000.00 264,999.00 211,775.70 CA STYLE 412448460 498.72 498.72 7/1/2007 52,999.00 52,879.18 P 10.85 STATED AAA 265,000.00 264,999.00 52,919.84 NO PPP 412448461 1,476.30 1,476.23 8/1/2007 239,400.00 239,376.11 CO 7.4 FULL AA 252,000.00 NA 239,376.19 CA STYLE 412448465 1,596.96 1,596.96 7/1/2007 192,000.00 191,406.76 CO 9.375 FULL B 370,000.00 NA 191,607.59 NO PPP 412448466 444.16 444.16 7/1/2007 50,400.00 50,264.84 CO 10.05 FULL B 63,000.00 NA 50,310.65 NO PPP 412448467 861.39 861.39 7/1/2007 117,500.00 117,322.29 CO 8.5 FULL B 170,000.00 NA 117,382.37 CA STYLE 412448468 1,703.23 1,703.23 7/1/2007 238,500.00 238,065.50 RT 8.25 FULL AA 265,000.00 NA 238,197.20 NO PPP 412448470 1,005.15 1,005.15 7/1/2007 118,000.00 117,551.66 CO 9.65 FULL AA 141,000.00 NA 117,669.91 CA STYLE 412448474 1,712.41 1,712.41 7/1/2007 230,000.00 229,667.09 CO 8.65 STATED A+ 307,000.00 NA 229,779.66 CA STYLE 412448475 1,526.25 1,526.25 7/1/2007 198,000.00 198,000.00 CO 9.25 STATED AA 220,000.00 NA 198,000.00 CA STYLE 412452480 908.13 908.13 7/1/2007 93,500.00 93,306.11 RT 11.25 LITE A- 110,000.00 NA 93,371.95 CA STYLE 412448476 1,591.34 1,591.34 7/1/2007 220,000.00 219,071.90 CO 7.85 FULL AA 280,000.00 NA 219,385.31 NO PPP 412448478 2,982.83 2,982.83 7/1/2007 452,000.00 451,095.45 P 7.525 FULL AA 565,000.00 565,000.00 451,400.75 NO PPP 412448479 647.39 647.39 7/1/2007 96,475.00 96,287.30 P 7.675 FULL AA 133,000.00 113,500.00 96,349.80 NO PPP 412448482 1,776.97 1,776.97 7/1/2007 256,400.00 256,215.41 P 8.175 STATED AA 336,000.00 320,500.00 256,277.78 CA STYLE 412448483 440.12 440.12 7/1/2007 42,000.00 41,930.02 P 12.25 FULL AA 215,000.00 210,000.00 41,953.82 NO PPP 412448484 654.42 654.42 7/1/2007 64,100.00 63,984.59 P 11.9 STATED AA 336,000.00 320,500.00 64,023.82 NO PPP 412448485 1,668.29 1,668.29 7/1/2007 211,000.00 210,744.12 CO 9.25 FULL AA 260,000.00 NA 210,830.73 NO PPP 412448486 921.3 921.3 7/1/2007 140,000.00 139,717.83 RT 7.5 FULL AA 165,000.00 NA 139,813.06 NO PPP 412448487 2,010.76 2,010.76 7/1/2007 304,800.00 304,542.32 RT 7.75 FULL A+ 381,000.00 NA 304,629.32 NO PPP 412448489 711.32 711.32 7/1/2007 76,200.00 76,023.93 CO 10.75 FULL A+ 381,000.00 NA 76,083.67 NO PPP 412448491 931.95 931.95 7/1/2007 130,500.00 130,287.82 CO 8.25 FULL AA 145,000.00 NA 130,359.52 NO PPP 412448492 1,067.41 1,067.41 8/1/2007 143,000.00 142,793.87 CO 8.675 FULL B 325,000.00 NA 142,828.75 CA STYLE 412448493 1,163.46 1,163.46 7/1/2007 136,000.00 135,605.79 CO 9.7 LITE A+ 160,000.00 NA 135,738.80 NO PPP 412448494 447.11 447.11 7/1/2007 42,200.00 42,120.25 P 12.4 STATED AA 220,000.00 211,000.00 42,143.62 NO PPP 412448497 1,359.54 1,359.54 7/1/2007 168,800.00 168,141.37 P 9.011 STATED AA 220,000.00 211,000.00 168,333.08 NO PPP 412448501 1,686.45 1,686.45 7/1/2007 229,450.00 229,099.04 CO 8.525 STATED B 353,000.00 NA 229,215.58 CA STYLE 412448503 1,563.51 1,563.51 8/1/2007 210,000.00 209,696.01 CO 8.65 FULL A+ 280,000.00 NA 209,747.59 NO PPP 412448504 2,458.81 2,458.81 7/1/2007 388,000.00 385,709.04 P 6.525 STATED AAA 490,000.00 485,000.00 386,426.22 CA STYLE 412448505 2,237.71 2,237.71 7/1/2007 297,500.00 297,081.80 CO 8.75 FULL A+ 350,000.00 NA 297,223.23 CA STYLE 412448507 990.29 990.29 7/1/2007 97,000.00 96,785.28 P 11.9 STATED AAA 490,000.00 485,000.00 96,845.39 NO PPP 412448508 3,136.55 3,136.55 7/1/2007 417,000.00 416,379.17 CO 8.75 STATED A+ 491,500.00 NA 416,577.90 CA STYLE 412448509 892.41 892.41 7/1/2007 108,000.00 107,661.03 CO 9.3 FULL AA 135,000.00 NA 107,775.77 NO PPP 412448510 1,118.69 1,118.69 7/1/2007 142,200.00 141,700.08 P 8.75 FULL AA 158,000.00 158,000.00 141,869.15 CA STYLE 412448511 476.51 476.51 8/1/2007 66,835.00 66,544.45 CO 7.7 FULL AAA 87,000.00 NA 66,593.65 CA STYLE 412448514 2,289.04 2,289.04 7/1/2007 315,000.00 314,807.34 CO 8.6 STATED AA 404,000.00 NA 314,872.48 CA STYLE 412448518 883.33 883.33 7/1/2007 169,600.00 169,600.01 CO 6.25 FULL AA 212,000.00 NA 169,600.00 CA STYLE 412448519 1,142.43 1,142.43 7/1/2007 135,000.00 133,828.61 CO 9.963 STATED AA 150,000.00 NA 133,890.47 NO PPP 412448520 659.82 659.82 7/1/2007 70,400.00 70,239.10 CO 10.8 LITE B 88,000.00 NA 70,293.70 NO PPP 412448523 1,499.47 1,499.47 7/1/2007 238,500.00 237,960.41 CO 7.1 STATED AA 300,000.00 NA 238,141.87 CA STYLE 412448524 1,515.61 1,515.61 7/1/2007 188,000.00 187,785.14 CO 9.45 FULL A+ 235,000.00 NA 187,857.88 CA STYLE 412448527 932 926.57 7/1/2007 160,000.00 160,000.00 CO 6.99 FULL AA 200,000.00 NA 160,000.00 NO PPP 412448530 806.38 806.38 7/1/2007 110,000.00 109,533.57 CO 7.99 FULL AA 134,000.00 NA 109,686.18 NO PPP 412448531 689.83 689.83 7/1/2007 86,400.00 86,298.26 RT 9.35 LITE AA 96,000.00 NA 86,332.70 CA STYLE 412448532 1,579.06 1,579.06 7/1/2007 191,250.00 191,047.21 CO 9.7 FULL B 255,000.00 NA 191,115.90 CA STYLE 412448534 1,105.64 1,105.64 7/1/2007 205,700.00 205,699.99 CO 6.45 FULL AA 242,000.00 NA 205,700.00 NO PPP 412448535 1,209.61 1,209.61 7/1/2007 165,000.00 164,750.46 CO 8.5 STATED AA 190,500.00 NA 164,834.82 CA STYLE 412448536 1,664.04 1,664.04 7/1/2007 219,000.00 218,685.71 CO 8.85 LITE AA 285,000.00 NA 218,787.05 CA STYLE 412448537 591.94 591.94 7/1/2007 123,000.00 122,999.99 CO 5.775 FULL AA 205,000.00 NA 123,000.00 CA STYLE 412448538 1,107.39 1,107.39 7/1/2007 169,000.00 167,983.95 CO 6.85 FULL A+ 260,000.00 NA 168,278.39 CA STYLE 412448540 1,379.38 1,379.38 7/1/2007 200,000.00 199,581.97 CO 7.925 STATED B 390,000.00 NA 199,703.38 CA STYLE 412448541 3,711.67 3,711.67 7/1/2007 680,000.00 679,999.99 P 6.55 FULL AAA 860,000.00 850,000.00 680,000.00 CA STYLE 412448543 917.37 917.37 7/1/2007 131,200.00 130,606.57 RT 7.5 FULL AA 164,000.00 NA 130,806.85 NO PPP 412448547 1,823.06 1,823.06 7/1/2007 285,000.00 284,278.73 CO 7.25 FULL AA 300,000.00 NA 284,487.92 CA STYLE 412448548 1,442.32 1,442.32 7/1/2007 245,500.00 245,499.98 CO 7.05 STATED AA 315,000.00 NA 245,500.00 CA STYLE 412448550 3,256.72 3,256.72 7/1/2007 480,000.00 478,937.38 CO 7.775 STATED AAA 750,000.00 NA 479,241.63 CA STYLE 412448551 1,194.52 1,194.52 7/1/2007 180,000.00 179,644.81 CO 7.575 FULL AA 550,000.00 NA 179,764.70 CA STYLE 412448554 932.13 932.13 7/1/2007 119,350.00 119,199.73 P 9.125 STATED AA 175,000.00 170,500.00 119,250.58 CA STYLE 412448556 1,264.43 1,264.43 7/1/2007 161,500.00 161,298.24 CO 9.15 FULL A- 190,000.00 NA 161,366.52 NO PPP 412448557 1,216.67 1,216.67 7/1/2007 200,000.00 199,999.99 P 7.3 FULL AA 250,000.00 250,000.00 200,000.00 CA STYLE 412448558 1,623.84 1,623.84 7/1/2007 225,000.00 224,644.57 CO 8.35 FULL AA 350,000.00 NA 224,764.69 CA STYLE 412448559 1,952.35 1,952.35 7/1/2007 297,500.00 297,499.99 RT 7.875 FULL A+ 350,000.00 NA 297,500.00 NO PPP 412448563 4,859.17 4,859.17 7/1/2007 680,000.00 679,999.99 CO 8.575 STATED AA 800,000.00 NA 680,000.00 NO PPP 412448564 1,082.80 1,082.80 7/1/2007 159,920.00 159,919.95 P 8.125 FULL AA 200,000.00 199,900.00 159,919.97 NO PPP 412448566 2,555.99 2,555.99 7/1/2007 368,000.00 367,265.81 CO 7.99 FULL AA 410,000.00 NA 367,484.84 NO PPP 412448567 391.35 391.35 7/1/2007 39,980.00 39,898.87 P 11.35 FULL AA 200,000.00 199,900.00 39,926.42 NO PPP 412448569 1,063.37 1,063.37 7/1/2007 162,500.00 162,167.79 CO 7.45 FULL AA 214,000.00 NA 162,279.90 CA STYLE 412448573 2,942.99 2,942.99 7/1/2007 442,000.00 442,000.01 CO 7.99 FULL AA 485,000.00 NA 442,000.00 NO PPP 412448577 1,249.06 1,249.06 7/1/2007 152,000.00 151,779.93 P 9.65 FULL AA 160,000.00 160,000.00 151,836.24 NO PPP 412448580 1,424.29 1,424.29 7/1/2007 196,000.00 195,880.13 RT 8.6 LITE AA 245,000.00 NA 195,920.66 NO PPP 412448586 1,170.00 1,169.68 7/1/2007 216,000.00 215,941.51 P 6.5 FULL AA 272,000.00 270,000.00 215,941.50 CA STYLE 412448590 544.67 537.48 7/1/2007 76,000.00 73,975.43 CO 8.6 FULL AA 85,000.00 NA 73,989.92 NO PPP 412448592 938.08 938.08 7/1/2007 130,000.00 129,448.86 CO 7.825 FULL AA 214,000.00 NA 129,634.97 2 MO INT 412448593 1,448.51 1,448.51 7/1/2007 279,000.00 278,013.05 CO 5.55 FULL AA 355,000.00 NA 278,336.21 CA STYLE 412448594 1,753.98 1,753.98 7/1/2007 218,500.00 218,265.17 CO 9.55 FULL AA 230,000.00 NA 218,298.68 CA STYLE 412448596 1,412.85 1,412.85 7/1/2007 182,065.00 181,302.07 CO 8.6 FULL AA 225,000.00 NA 181,526.69 54321 412448597 2,275.23 2,275.23 7/1/2007 322,000.00 321,461.05 CO 8.15 FULL A+ 460,000.00 NA 321,643.14 CA STYLE 412448600 1,237.17 1,237.17 8/1/2007 188,000.00 186,369.92 CO 7.5 STATED AA 270,000.00 NA 186,441.83 NO PPP 412448601 560.31 560.31 7/1/2007 62,500.00 62,449.53 CO 10.6 FULL C 90,000.00 NA 62,466.65 CA STYLE 412448605 753.64 753.64 7/1/2007 90,000.00 89,907.32 CO 9.85 FULL AA 100,000.00 NA 89,938.24 NO PPP 412448606 4,380.00 4,380.00 7/1/2007 720,000.00 720,000.00 RT 7.3 FULL AA 950,000.00 NA 720,000.00 NO PPP 412448607 824.77 824.77 8/1/2007 108,000.00 107,854.72 CO 8.9 FULL A- 127,000.00 NA 107,879.38 NO PPP 412448608 3,439.09 3,439.09 7/1/2007 500,000.00 499,100.79 CO 7.9 NINA AAA 665,000.00 NA 499,404.47 NO PPP 412452499 1,383.90 1,383.90 7/1/2007 242,250.00 241,568.58 RT 6.3 LITE AA 285,000.00 NA 241,798.10 CA STYLE 412448610 1,989.63 1,989.63 8/1/2007 270,000.00 269,597.61 CO 8.55 STATED AAA 300,000.00 NA 269,665.87 NO PPP 412448617 962.83 962.83 8/1/2007 161,500.00 161,087.21 CO 6.65 FULL A+ 190,000.00 NA 161,156.96 NO PPP 412448620 1,049.87 1,049.87 7/1/2007 198,400.00 198,399.99 CO 6.35 FULL AA 248,000.00 NA 198,400.00 CA STYLE 412448622 1,536.55 1,536.55 8/1/2007 227,500.00 226,397.52 CO 7.15 LITE AAA 325,000.00 NA 226,584.01 CA STYLE 412448623 2,786.55 2,786.55 8/1/2007 376,200.00 375,647.48 CO 8.6 STATED AA 418,000.00 NA 375,741.22 CA STYLE 412448625 2,271.67 2,271.67 7/1/2007 376,000.00 375,999.99 RT 7.25 STATED AA 470,000.00 NA 376,000.00 CA STYLE 412448628 1,127.73 1,127.73 7/1/2007 175,750.00 175,750.00 RT 7.7 FULL AA 185,000.00 NA 175,750.00 NO PPP 412448629 1,642.39 1,642.39 7/1/2007 312,000.00 311,583.91 CO 6 FULL AAA 390,000.00 NA 311,751.59 NO PPP 412448631 3,221.94 3,221.94 7/1/2007 444,100.00 443,408.57 CO 8.4 FULL A+ 493,500.00 NA 443,642.27 NO PPP 412448634 654.03 654.03 7/1/2007 75,000.00 74,788.37 CO 9.925 FULL C 160,000.00 NA 74,858.44 NO PPP 412448635 743.8 743.8 7/1/2007 88,000.00 87,913.42 RT 9.95 FULL AA 105,000.00 NA 87,942.76 CA STYLE 412448636 1,699.32 1,699.32 7/1/2007 251,750.00 251,749.97 P 8.1 FULL AA 275,000.00 265,000.00 251,749.99 NO PPP 412448637 2,420.48 2,420.48 7/1/2007 350,001.00 349,380.46 CO 7.95 FULL B 462,000.00 NA 349,590.04 NO PPP 412448639 1,431.63 1,431.63 7/1/2007 171,000.00 170,479.83 CO 9.45 FULL B 300,000.00 NA 170,655.95 NO PPP 412448641 1,784.12 1,784.12 7/1/2007 276,250.00 276,249.97 CO 7.75 STATED AA 325,000.00 NA 276,249.98 CA STYLE 412448644 2,202.06 2,202.06 7/1/2007 315,000.00 314,454.48 CO 8.05 FULL AA 350,000.00 NA 314,637.82 NO PPP 412448646 1,632.22 1,632.22 7/1/2007 235,000.00 234,588.13 CO 7.99 STATED A+ 320,000.00 NA 234,727.25 NO PPP 412448647 853.71 853.71 8/1/2007 121,500.00 120,955.87 CO 7.55 FULL AA 135,000.00 NA 121,047.99 NO PPP 412448648 840.56 840.56 7/1/2007 104,000.00 103,617.45 CO 9.05 FULL AA 130,000.00 NA 103,734.35 NO PPP 412448649 2,530.60 2,530.60 8/1/2007 411,000.00 408,629.47 CO 6.25 FULL AA 548,000.00 NA 409,029.71 CA STYLE 412448650 293.8 293.8 7/1/2007 35,400.00 35,290.02 P 9.35 FULL AAA 177,500.00 177,000.00 35,327.25 NO PPP 412448651 1,023.65 1,023.65 7/1/2007 141,600.00 141,600.00 P 8.675 FULL AAA 177,500.00 177,000.00 141,600.00 CA STYLE 412448654 2,156.77 2,156.77 8/1/2007 325,550.00 325,550.00 CO 7.95 LITE AA 383,000.00 NA 325,550.00 CA STYLE 412452509 1,750.42 1,750.42 7/1/2007 285,000.00 284,320.27 CO 6.9 LITE A+ 393,000.00 NA 284,549.45 CA STYLE 412448655 1,192.55 1,192.55 8/1/2007 123,750.00 123,487.73 CO 11.15 FULL C 190,000.00 NA 123,532.46 NO PPP 412448658 1,295.00 1,295.00 8/1/2007 240,000.00 240,000.00 CO 6.475 FULL AA 432,000.00 NA 240,000.00 CA STYLE 412448659 3,993.40 3,993.40 7/1/2007 549,000.00 548,151.45 CO 8.425 STATED AA 800,000.00 NA 548,438.27 NO PPP 412448660 1,293.02 1,293.02 7/1/2007 158,100.00 157,927.26 CO 9.6 FULL A- 186,000.00 NA 157,985.76 CA STYLE 412448661 954.75 954.75 7/1/2007 136,799.00 136,798.98 P 8.375 FULL AA 182,000.00 170,999.00 136,798.99 CA STYLE 412448663 981.09 981.09 7/1/2007 131,100.00 130,912.95 CO 8.7 FULL AA 138,000.00 NA 130,976.20 CA STYLE 412448666 2,856.74 2,856.74 7/1/2007 411,300.00 410,579.09 CO 7.99 FULL A+ 457,000.00 NA 410,822.59 NO PPP 412448667 2,123.27 2,123.27 7/1/2007 280,000.00 278,931.95 RT 8.35 LITE AA 350,000.00 NA 279,292.92 NO PPP 412448668 1,330.95 1,330.95 7/1/2007 200,000.00 199,608.15 CO 7.6 FULL A+ 335,000.00 NA 199,740.42 NO PPP 412448669 919.97 919.97 7/1/2007 108,000.00 107,684.91 RT 9.65 FULL AA 120,000.00 NA 107,791.63 NO PPP 412448671 547.08 547.08 7/1/2007 81,000.00 80,607.47 CO 7.15 FULL A+ 120,000.00 NA 80,739.87 NO PPP 412448672 1,100.97 1,100.96 8/1/2007 168,300.00 168,299.89 RT 7.85 FULL AA 187,000.00 NA 168,299.89 CA STYLE 412448673 818.89 818.89 7/1/2007 102,000.00 101,510.02 CO 8.975 LITE A- 180,000.00 NA 101,628.05 NO PPP 412448674 2,006.81 2,006.81 7/1/2007 311,000.00 309,279.89 CO 6.7 FULL AA 401,000.00 NA 309,835.23 CA STYLE 412448675 2,427.73 2,427.73 8/1/2007 351,050.00 350,427.64 CO 7.95 FULL A+ 413,000.00 NA 350,533.09 NO PPP 412448676 2,063.84 2,063.51 8/1/2007 290,000.00 289,954.94 RT 8.54 STATED AA 347,000.00 NA 289,954.94 NO PPP 412448677 1,047.38 1,047.38 7/1/2007 159,600.00 159,599.99 P 7.875 FULL AA 200,000.00 199,500.00 159,600.00 CA STYLE 412448678 2,367.00 2,367.00 7/1/2007 432,000.00 432,000.00 RT 6.575 FULL AAA 540,000.00 NA 432,000.00 CA STYLE 412448682 872.66 872.66 7/1/2007 138,000.00 137,693.00 CO 7.15 FULL AA 180,000.00 NA 137,796.55 2% 412448685 693.38 693.38 7/1/2007 85,500.00 85,219.57 CO 9.088 FULL AA 95,000.00 NA 85,314.46 CA STYLE 412448687 1,496.51 1,496.51 7/1/2007 205,200.00 204,885.14 CO 8.45 FULL AA 228,000.00 NA 204,991.57 5% 412448688 1,238.38 1,238.38 7/1/2007 147,750.00 145,908.49 CO 9.463 FULL C 500,000.00 NA 146,081.98 NO PPP 412448689 1,210.50 1,210.50 7/1/2007 144,400.00 144,348.72 CO 9.99 STATED AA 152,000.00 NA 144,366.10 NO PPP 412448690 563.61 563.61 8/1/2007 84,800.00 84,447.67 CO 6.99 FULL AA 106,000.00 NA 84,518.96 NO PPP 412448692 2,407.48 2,407.48 7/1/2007 288,850.00 288,552.76 CO 9.8 FULL A- 365,000.00 NA 288,653.46 CA STYLE 412448693 2,262.69 2,262.69 7/1/2007 297,787.00 297,380.51 P 8.85 STATED AAA 425,000.00 372,235.00 297,518.00 NO PPP 412448694 720.25 720.25 7/1/2007 74,447.00 74,290.93 P 11.2 STATED AAA 425,000.00 372,235.00 74,343.92 NO PPP 412448695 1,791.05 1,791.05 7/1/2007 271,200.00 271,199.99 P 7.925 FULL AAA 342,000.00 339,000.00 271,199.99 CA STYLE 412448696 2,296.51 2,296.51 7/1/2007 255,600.00 255,395.21 P 10.625 STATED AA 305,000.00 284,000.00 255,464.68 NO PPP 412448697 2,085.98 2,085.98 7/1/2007 310,000.00 308,954.39 CO 7.7 FULL AA 345,000.00 NA 309,159.46 NO PPP 412448699 1,048.15 1,048.15 7/1/2007 126,350.00 126,217.64 RT 9.75 STATED AAA 133,000.00 NA 126,262.36 NO PPP 412448700 2,150.60 2,150.60 8/1/2007 272,000.00 271,670.10 RT 9.25 LITE A- 320,000.00 NA 271,726.14 CA STYLE 412448702 1,933.20 1,933.20 7/1/2007 312,000.00 311,271.27 RT 6.975 FULL AA 390,000.00 NA 311,517.00 NO PPP 412448705 2,400.58 2,400.58 7/1/2007 386,750.00 385,850.42 CO 6.99 FULL AA 455,000.00 NA 386,153.77 NO PPP 412448706 1,542.75 1,542.75 7/1/2007 242,000.00 242,000.00 CO 7.65 FULL AA 365,000.00 NA 242,000.00 NO PPP 412448708 778.38 778.38 7/1/2007 78,000.00 77,850.14 RT 11.6 FULL AA 390,000.00 NA 77,901.06 NO PPP 412448711 2,175.00 2,175.00 7/1/2007 348,000.00 348,000.00 P 7.5 LITE AA 435,000.00 435,000.00 348,000.00 2% 412448712 1,037.35 1,037.35 8/1/2007 150,000.00 149,680.78 CO 7.95 FULL A+ 247,000.00 NA 149,726.19 NO PPP 412448713 1,813.89 1,813.89 7/1/2007 225,000.00 224,727.65 CO 9.45 FULL C 350,000.00 NA 224,814.94 NO PPP 412448714 1,377.51 1,377.51 7/1/2007 160,000.00 159,851.83 CO 10.15 STATED A+ 200,000.00 NA 159,902.05 NO PPP 412448716 1,385.97 1,385.97 7/1/2007 171,920.00 171,723.57 P 9.45 STATED AA 215,000.00 214,900.00 171,790.08 CA STYLE 412448717 2,642.09 2,642.09 7/1/2007 320,000.00 319,660.67 CO 9.7 FULL C- 525,000.00 NA 319,775.61 CA STYLE 412448720 463.81 463.81 7/1/2007 51,850.00 51,792.39 P 10.575 FULL AA 85,000.00 61,000.00 51,806.98 NO PPP 412448721 1,025.43 1,025.43 7/1/2007 176,000.00 175,784.41 CO 6.75 FULL A+ 235,000.00 NA 175,857.08 NO PPP 412448726 1,122.19 1,122.19 7/1/2007 125,175.00 125,073.92 CO 10.6 FULL B 166,900.00 NA 125,108.21 CA STYLE 412452522 1,377.96 1,377.96 7/1/2007 176,000.00 175,780.09 CO 9.15 FULL AA 200,000.00 NA 175,854.51 2% 412448731 1,501.15 1,501.15 8/1/2007 208,000.00 207,621.27 CO 8.35 FULL AA 260,000.00 NA 207,677.33 CA STYLE 412448732 1,595.60 1,595.60 7/1/2007 222,000.00 221,732.74 CO 8.5 FULL AA 252,000.00 NA 221,782.20 CA STYLE 412448735 2,166.87 2,166.87 7/1/2007 265,200.00 264,889.07 CO 9.59 STATED AA 340,000.00 NA 264,987.81 CA STYLE 412448736 2,553.13 2,553.13 7/1/2007 356,250.00 356,249.99 CO 8.6 STATED A+ 475,000.00 NA 356,250.00 CA STYLE 412452527 1,358.60 1,358.60 7/1/2007 169,000.00 168,434.45 CO 8.99 LITE C 260,000.00 NA 168,625.79 NO PPP 412448740 2,402.14 2,402.14 7/1/2007 356,000.00 355,318.11 CO 7.725 FULL AA 420,000.00 NA 355,545.47 NO PPP 412448741 1,436.39 1,436.39 7/1/2007 253,000.00 252,278.57 RT 6.25 FULL AA 305,000.00 NA 252,521.55 NO PPP 412448745 2,436.16 2,436.16 7/1/2007 399,000.00 398,034.26 RT 6.85 FULL AA 420,000.00 NA 398,359.57 NO PPP 412448748 923.51 923.51 7/1/2007 135,000.00 134,753.69 CO 7.85 FULL B 226,000.00 NA 134,836.87 2% 412448749 1,549.53 1,549.53 7/1/2007 195,500.00 195,264.61 CO 9.275 FULL AA 230,000.00 NA 195,344.28 CA STYLE 412448753 914.57 914.57 8/1/2007 152,000.00 151,830.12 P 7 FULL AA 166,000.00 160,000.00 151,858.85 CA STYLE 412448756 1,413.13 1,411.96 8/1/2007 255,000.00 254,714.58 CO 6.65 FULL AA 300,000.00 NA 254,714.58 NO PPP 412448757 1,795.38 1,795.31 7/1/2007 271,000.00 270,986.03 CO 7.95 STATED AA 362,000.00 NA 270,986.03 NO PPP 412448758 516.6 516.6 7/1/2007 53,910.00 53,858.20 P 11.375 STATED AA 61,900.00 61,900.00 53,870.17 NO PPP 412448759 3,155.52 3,155.52 7/1/2007 384,000.00 383,586.65 CO 9.65 STATED A+ 485,000.00 NA 383,726.65 CA STYLE 412448760 1,195.89 1,195.89 7/1/2007 144,500.00 144,347.92 CO 9.725 FULL AA 165,000.00 NA 144,399.43 NO PPP 412448762 1,427.63 1,427.63 7/1/2007 214,800.00 213,725.94 P 6.99 FULL AA 275,000.00 268,500.00 214,088.13 NO PPP 412448763 463.34 463.34 7/1/2007 53,700.00 53,548.19 P 9.8 FULL AA 275,000.00 268,500.00 53,599.62 NO PPP 412448765 834.75 834.75 7/1/2007 95,200.00 94,941.41 CO 9.99 FULL C 119,000.00 NA 95,029.04 NO PPP 412448766 1,616.08 1,616.08 7/1/2007 230,000.00 227,316.75 CO 7.55 FULL B 330,000.00 NA 227,685.03 NO PPP 412448767 1,047.04 1,047.04 7/1/2007 161,600.00 161,599.99 P 7.775 FULL AA 206,000.00 202,000.00 161,600.00 CA STYLE 412448769 757.91 757.91 7/1/2007 97,000.00 96,653.71 CO 8.675 LITE AA 190,000.00 NA 96,770.81 NO PPP 412448771 2,401.37 2,401.37 7/1/2007 330,400.00 329,020.03 RT 7.9 FULL A+ 413,000.00 NA 329,486.07 NO PPP 412448773 1,217.92 1,217.92 7/1/2007 182,000.00 181,648.41 CO 7.65 FULL A+ 260,000.00 NA 181,767.10 NO PPP 412448774 873.8 873.8 7/1/2007 134,000.00 133,999.96 P 7.825 FULL AA 171,000.00 167,500.00 133,999.98 CA STYLE 412452533 1,595.25 1,595.25 7/1/2007 253,000.00 252,433.27 CO 7.125 LITE A+ 336,000.00 NA 252,624.42 NO PPP 412448779 1,462.66 1,462.66 7/1/2007 190,800.00 190,546.20 CO 8.938 FULL AA 212,000.00 NA 190,632.06 NO PPP 412448780 1,145.44 1,145.44 7/1/2007 184,500.00 184,499.99 CO 7.45 FULL AAA 205,000.00 NA 184,500.00 CA STYLE 412448781 4,901.77 4,901.77 7/1/2007 702,343.00 700,946.65 CO 8.375 STATED AA 900,000.00 NA 700,965.94 CA STYLE 412448783 779.95 779.95 8/1/2007 87,400.00 87,172.93 RT 10.2 FULL AA 92,000.00 NA 87,211.58 NO PPP 412448785 2,671.88 2,671.88 7/1/2007 356,250.00 356,249.99 P 9 STATED AAA 375,000.00 375,000.00 356,250.00 NO PPP 412448786 2,063.32 2,063.32 8/1/2007 280,000.00 279,570.26 CO 8.55 FULL A+ 350,000.00 NA 279,641.14 NO PPP 412448787 581.09 581.09 8/1/2007 62,000.00 61,858.30 P 10.8 STATED AAA 310,000.00 310,000.00 61,882.45 NO PPP 412448788 1,066.00 1,066.00 8/1/2007 164,000.00 164,000.00 P 7.8 FULL AA 211,500.00 205,000.00 164,000.00 CA STYLE 412448791 2,261.00 2,261.00 8/1/2007 323,000.00 323,000.00 CO 8.4 FULL AA 340,000.00 NA 323,000.00 NO PPP 412448794 1,860.90 1,860.90 7/1/2007 256,500.00 255,530.51 CO 8.4 FULL B 285,000.00 NA 255,673.38 CA STYLE 412448795 750.92 750.92 7/1/2007 79,800.00 79,619.60 P 10.85 FULL AA 400,000.00 399,000.00 79,680.82 NO PPP 412448796 1,954.69 1,954.69 7/1/2007 319,200.00 318,433.45 P 6.875 FULL AA 400,000.00 399,000.00 318,691.89 NO PPP 412448798 1,622.34 1,622.34 8/1/2007 248,000.00 247,999.97 P 7.85 LITE AA 310,000.00 310,000.00 247,999.98 CA STYLE 412448799 1,033.31 1,033.31 8/1/2007 148,500.00 148,500.00 CO 8.35 STATED AA 186,000.00 NA 148,500.00 NO PPP 412448801 883.84 883.84 7/1/2007 102,000.00 101,714.66 CO 9.85 FULL A- 121,000.00 NA 101,811.33 CA STYLE 412448803 1,849.25 1,849.25 7/1/2007 234,000.00 233,185.70 CO 8.8 STATED AA 265,000.00 NA 233,461.11 NO PPP 412448805 1,192.50 1,192.46 7/1/2007 212,000.00 211,984.83 CO 6.75 FULL AAA 305,000.00 NA 211,984.92 CA STYLE 412448807 592.52 592.52 7/1/2007 67,575.00 67,391.47 CO 9.99 LITE A+ 79,500.00 NA 67,453.66 NO PPP 412452538 693.66 693.66 7/1/2007 82,450.00 82,367.63 CO 9.9 FULL A- 97,000.00 NA 82,395.54 1% 412448811 1,232.42 1,232.42 7/1/2007 165,000.00 164,999.96 CO 8.963 STATED AA 266,000.00 NA 164,999.98 NO PPP 412448812 1,595.13 1,595.13 7/1/2007 207,000.00 206,612.73 CO 8.99 STATED AA 230,000.00 NA 206,706.19 NO PPP 412448813 1,455.35 1,455.35 7/1/2007 200,600.00 200,287.68 CO 8.4 FULL AA 236,000.00 NA 200,393.24 NO PPP 412448814 2,663.61 2,663.61 7/1/2007 332,000.00 331,614.87 CO 9.4 FULL C 448,000.00 NA 331,745.26 NO PPP 412448816 526.55 526.55 7/1/2007 60,000.00 59,820.62 CO 10 FULL AA 92,500.00 NA 59,876.02 CA STYLE 412448820 1,392.71 1,392.71 7/1/2007 206,400.00 206,009.71 RT 7.725 FULL AA 258,000.00 NA 206,141.48 NO PPP 412448821 1,759.72 1,759.72 7/1/2007 229,275.00 228,971.13 CO 8.95 FULL AA 305,700.00 NA 229,073.93 CA STYLE 412448822 2,896.65 2,896.65 7/1/2007 360,000.00 358,797.76 CO 9 STATED AA 480,000.00 NA 359,204.51 CA STYLE 412448824 1,992.51 1,992.41 7/1/2007 299,250.00 299,219.53 RT 7.99 FULL AA 315,000.00 NA 299,219.74 CA STYLE 412452540 498.91 498.91 8/1/2007 60,000.00 59,321.84 CO 9.775 FULL C 430,000.00 NA 59,337.40 NO PPP 412448829 2,465.00 2,465.00 7/1/2007 464,000.00 464,000.00 CO 6.375 FULL AA 550,000.00 NA 464,000.00 CA STYLE 412448830 1,345.84 1,345.84 7/1/2007 190,000.00 189,999.96 CO 8.5 FULL AA 200,000.00 NA 189,999.97 CA STYLE 412448831 317.53 317.53 7/1/2007 36,800.00 36,695.90 P 9.8 FULL AA 184,000.00 184,000.00 36,731.16 NO PPP 412448832 1,152.78 1,152.78 7/1/2007 147,200.00 146,677.12 P 8.7 FULL AA 184,000.00 184,000.00 146,853.94 CA STYLE 412448833 972.96 972.96 8/1/2007 156,750.00 156,385.38 RT 6.99 FULL AA 165,000.00 NA 156,447.04 NO PPP 412448834 2,146.70 2,146.70 7/1/2007 260,000.00 259,708.78 RT 9.7 STATED A- 350,000.00 NA 259,802.42 NO PPP 412448835 2,928.72 2,928.72 7/1/2007 399,500.00 398,895.82 CO 8.5 FULL AA 470,000.00 NA 399,100.06 3 MO INT 412448836 983.46 983.46 7/1/2007 152,000.00 151,680.39 CO 7.35 STATED AAA 190,000.00 NA 151,788.23 NO PPP 412448837 854.33 854.33 7/1/2007 119,000.00 118,809.25 CO 8.3 FULL AA 140,000.00 NA 118,873.71 NO PPP 412448838 1,958.85 1,958.85 7/1/2007 270,000.00 269,579.60 CO 8.4 FULL AA 300,000.00 NA 269,721.69 NO PPP 412448839 1,915.66 1,915.66 7/1/2007 246,500.00 246,185.08 CO 9.075 FULL AA 290,000.00 NA 246,291.64 NO PPP 412448840 893.81 893.81 7/1/2007 143,200.00 143,199.40 RT 7.49 FULL AA 179,000.00 NA 143,199.39 CA STYLE 412448843 926.19 926.19 7/1/2007 131,920.00 131,920.00 P 8.425 STATED AAA 164,900.00 164,900.00 131,920.00 CA STYLE 412448844 727.71 727.71 7/1/2007 93,560.00 93,221.32 P 8.625 FULL AA 123,000.00 116,950.00 93,335.45 CA STYLE 412452543 2,487.28 2,487.28 7/1/2007 427,000.00 426,999.99 RT 6.99 LITE AA 570,000.00 NA 427,000.00 CA STYLE 412448845 201.82 201.82 7/1/2007 23,390.00 23,323.12 P 9.8 FULL AA 123,000.00 116,950.00 23,345.54 NO PPP 412448851 505.1 505.1 7/1/2007 51,600.00 51,495.25 CO 11.35 FULL AA 258,000.00 NA 51,530.83 NO PPP 412448852 2,398.75 2,398.75 7/1/2007 380,000.00 380,000.00 RT 7.575 STATED AA 490,000.00 NA 380,000.00 CA STYLE 412448856 1,840.12 1,840.12 7/1/2007 281,200.00 280,536.87 RT 7.45 FULL AAA 296,000.00 NA 280,731.96 NO PPP 412448857 2,224.55 2,224.55 7/1/2007 295,750.00 295,334.24 CO 8.75 FULL B 455,000.00 NA 295,474.84 NO PPP 412448858 1,438.82 1,438.82 7/1/2007 211,850.00 211,849.97 CO 8.15 FULL AA 223,000.00 NA 211,849.98 CA STYLE 412448859 753.38 753.38 8/1/2007 102,500.00 102,346.08 CO 8.525 FULL AA 230,000.00 NA 102,372.19 CA STYLE 412448860 942.35 942.35 7/1/2007 142,000.00 141,272.32 P 6.975 FULL AA 195,000.00 192,000.00 141,512.63 NO PPP 412448861 490.23 490.23 7/1/2007 52,200.00 52,081.30 P 10.825 STATED AA 62,000.00 58,000.00 52,121.58 NO PPP 412448862 3,683.24 3,683.24 7/1/2007 444,000.00 443,456.70 CO 9.75 STATED B 555,000.00 NA 443,615.08 NO PPP 412452551 624.8 624.8 7/1/2007 79,600.00 79,318.68 P 8.725 FULL AA 105,000.00 103,778.00 79,413.82 CA STYLE 412452552 171.71 171.71 7/1/2007 19,900.00 19,843.71 P 9.8 FULL AA 105,000.00 103,778.00 19,862.78 NO PPP 412448871 1,048.82 1,048.82 7/1/2007 112,500.00 112,420.91 CO 11.05 FULL C 150,000.00 NA 112,447.76 2% 412448872 632.97 632.97 8/1/2007 62,000.00 61,888.44 P 11.9 STATED AA 315,000.00 310,000.00 61,907.49 NO PPP 412448873 1,600.35 1,600.35 7/1/2007 295,450.00 295,450.01 RT 6.5 FULL AAA 311,000.00 NA 295,450.00 NO PPP 412448874 750.6 750.6 7/1/2007 100,300.00 100,156.88 CO 8.7 FULL A+ 118,000.00 NA 100,205.28 54321 412448875 2,030.81 2,030.81 8/1/2007 248,000.00 247,903.19 P 9.75 STATED AA 315,000.00 310,000.00 247,919.65 NO PPP 412448879 998.41 998.41 7/1/2007 123,250.00 123,059.67 CO 9.5 FULL A+ 145,000.00 NA 123,107.48 NO PPP 412448880 1,736.12 1,736.12 7/1/2007 225,000.00 224,120.76 CO 8.538 FULL AA 270,000.00 NA 224,400.77 NO PPP 412448881 2,106.00 2,106.00 7/1/2007 351,000.00 351,000.00 CO 7.2 FULL AA 383,000.00 NA 351,000.00 CA STYLE 412448882 1,603.34 1,603.34 7/1/2007 260,000.00 259,999.97 CO 7.4 STATED AA 325,000.00 NA 259,999.98 CA STYLE 412448883 2,669.19 2,669.19 7/1/2007 365,500.00 363,988.65 CO 7.95 FULL A- 430,000.00 NA 364,499.10 NO PPP 412448885 632.78 632.78 7/1/2007 80,800.00 80,510.65 CO 8.7 FULL A- 101,000.00 NA 80,607.75 NO PPP 412448886 1,546.48 1,546.48 7/1/2007 180,000.00 179,470.53 CO 9.75 FULL A- 217,000.00 NA 179,644.97 CA STYLE 412448887 851.67 851.67 7/1/2007 140,000.00 139,999.99 RT 7.3 FULL AAA 180,000.00 NA 140,000.00 NO PPP 412448888 1,025.37 1,025.37 7/1/2007 165,000.00 164,617.22 CO 7 FULL A+ 260,000.00 NA 164,746.30 1% 412448889 4,430.91 4,430.91 7/1/2007 575,000.00 574,246.82 CO 8.99 STATED A+ 615,000.00 NA 574,501.64 NO PPP 412448893 2,070.50 2,070.50 7/1/2007 404,000.00 404,000.00 P 6.15 FULL AA 505,000.00 505,000.00 404,000.00 CA STYLE 412448896 1,713.34 1,713.34 7/1/2007 274,500.00 274,499.99 CO 7.49 FULL A+ 305,000.00 NA 274,500.00 CA STYLE 412448897 1,042.97 1,042.97 8/1/2007 148,000.00 146,373.78 CO 8.125 FULL C 270,000.00 NA 146,425.33 NO PPP 412452560 639.78 639.78 7/1/2007 72,000.00 71,940.02 CO 10.5 LITE A- 117,000.00 NA 71,960.36 CA STYLE 412448898 821.25 821.25 7/1/2007 107,000.00 106,858.12 CO 8.95 FULL AA 173,000.00 NA 106,906.12 NO PPP 412448899 887.5 887.5 7/1/2007 150,000.00 150,000.00 P 7.1 FULL AAA 188,000.00 187,500.00 150,000.00 NO PPP 412448901 976.5 976.5 7/1/2007 186,000.00 186,000.00 CO 6.3 LITE AA 235,000.00 NA 186,000.00 CA STYLE 412448902 1,842.00 1,842.00 7/1/2007 288,000.00 288,000.00 RT 7.675 FULL A+ 360,000.00 NA 288,000.00 NO PPP 412448903 3,079.00 3,079.00 7/1/2007 420,000.00 419,364.84 CO 8.5 STATED A- 740,000.00 NA 419,579.55 NO PPP 412448905 4,050.52 4,050.52 7/1/2007 650,250.00 650,249.99 P 7.475 FULL AAA 722,500.00 722,500.00 650,250.00 NO PPP 412448906 209.96 209.96 7/1/2007 26,400.00 26,309.42 P 8.87 FULL AAA 132,000.00 132,000.00 26,340.06 NO PPP 412448907 706.97 706.97 7/1/2007 105,600.00 105,514.80 P 7.875 FULL AAA 132,000.00 132,000.00 105,543.57 NO PPP 412448908 2,202.13 2,202.13 7/1/2007 310,000.00 309,443.29 RT 8.2 FULL A+ 395,000.00 NA 309,616.71 CA STYLE 412448911 1,578.50 1,578.24 8/1/2007 264,000.00 263,891.88 P 7.175 FULL AAA 333,000.00 330,000.00 263,892.26 NO PPP 412448912 1,772.87 1,772.87 8/1/2007 253,800.00 252,365.35 CO 7.49 FULL AA 282,000.00 NA 252,561.81 54321 412448914 1,170.21 1,170.20 7/1/2007 205,000.00 204,994.17 CO 6.85 FULL AA 265,000.00 NA 204,994.18 CA STYLE 412448917 648 648 7/1/2007 108,000.00 108,000.00 CO 7.2 FULL A+ 120,000.00 NA 108,000.00 NO PPP 412448918 2,120.90 2,120.90 7/1/2007 245,225.00 245,001.36 CO 10.2 STATED B 288,500.00 NA 245,077.17 CA STYLE 412448919 658.2 658.2 7/1/2007 72,250.00 72,072.02 RT 10.45 FULL A+ 85,000.00 NA 72,132.38 NO PPP 412448921 2,791.20 2,791.20 7/1/2007 386,750.00 386,139.08 CO 8.35 FULL A- 455,000.00 NA 386,345.55 CA STYLE 412448922 2,495.07 2,495.07 7/1/2007 270,000.00 269,359.31 P 10.625 STATED AA 300,000.00 300,000.00 269,576.65 NO PPP 412448923 1,241.76 1,241.76 7/1/2007 229,600.00 229,599.97 CO 6.49 FULL AA 287,000.00 NA 229,599.98 2% 412448931 1,311.34 1,311.34 7/1/2007 224,000.00 223,999.96 RT 7.025 FULL AA 280,000.00 NA 223,999.97 NO PPP 412448932 320.07 320.07 7/1/2007 31,000.00 30,945.98 P 12.05 FULL AA 155,000.00 155,000.00 30,964.34 NO PPP 412448933 890.5 890.5 7/1/2007 124,000.00 123,468.96 P 7.775 FULL AA 155,000.00 155,000.00 123,648.26 CA STYLE 412448934 1,430.60 1,430.60 7/1/2007 220,800.00 220,769.99 P 7.775 FULL AA 276,000.00 276,000.00 220,770.00 NO PPP 412448935 1,312.88 1,312.88 7/1/2007 225,387.00 225,387.00 CO 6.99 FULL AA 237,500.00 NA 225,387.00 CA STYLE 412448937 2,428.51 2,428.51 7/1/2007 368,000.00 367,263.49 RT 7.525 FULL AA 460,000.00 NA 367,512.07 NO PPP 412448942 851.9 851.9 7/1/2007 92,000.00 91,782.84 CO 10.65 FULL AA 460,000.00 NA 91,856.51 NO PPP 412452568 630 630 7/1/2007 96,000.00 95,992.59 RT 7.875 FULL AA 120,000.00 NA 95,992.69 CA STYLE 412448945 1,686.76 1,686.76 8/1/2007 291,650.00 290,851.66 CO 6.4 FULL AA 307,000.00 NA 290,986.49 CA STYLE 412448946 3,043.62 3,043.62 7/1/2007 531,250.00 531,250.00 CO 6.875 STATED AA 625,000.00 NA 531,250.00 CA STYLE 412448948 2,270.54 2,270.54 7/1/2007 364,500.00 364,499.97 P 7.475 FULL AAA 405,000.00 405,000.00 364,499.99 2 MO INT 412448950 2,216.48 2,216.48 7/1/2007 292,500.00 292,372.25 P 8.99 STATED A+ 325,000.00 325,000.00 292,423.92 NO PPP 412448951 3,001.25 3,001.25 7/1/2007 588,000.00 588,000.00 CO 6.125 FULL AAA 670,000.00 NA 588,000.00 CA STYLE 412448958 1,228.62 1,228.62 7/1/2007 157,500.00 157,300.70 CO 9.113 FULL AA 185,300.00 NA 157,368.04 NO PPP 412448959 2,286.78 2,286.78 7/1/2007 425,000.00 423,614.21 CO 5.825 LITE AAA 800,000.00 NA 424,071.85 NO PPP 412452573 654.53 654.53 7/1/2007 95,000.00 94,632.25 RT 7.35 FULL AAA 101,000.00 NA 94,780.70 NO PPP 412448961 2,799.87 2,799.87 8/1/2007 417,000.00 416,521.83 P 7.9 STATED AAA 538,000.00 538,000.00 416,579.22 NO PPP 412448962 444.19 444.19 7/1/2007 51,480.00 51,334.44 P 9.8 STATED AA 260,000.00 257,400.00 51,383.75 NO PPP 412448963 1,574.41 1,574.41 7/1/2007 205,920.00 205,815.20 P 9.075 STATED AA 260,000.00 257,400.00 205,850.66 CA STYLE 412448964 1,079.58 1,079.58 7/1/2007 180,000.00 179,622.90 CO 6.7 LITE AA 315,000.00 NA 179,775.00 NO PPP 412448969 1,295.84 1,295.84 7/1/2007 200,000.00 199,999.99 P 7.775 FULL AA 250,000.00 250,000.00 200,000.00 CA STYLE 412448979 475.13 475.13 7/1/2007 54,600.00 54,474.55 P 9.9 FULL AA 275,000.00 273,000.00 54,525.35 NO PPP 412448990 1,895.29 1,895.29 7/1/2007 287,200.00 286,428.78 P 7.525 NINA AAA 359,000.00 359,000.00 286,625.22 CA STYLE 412449010 6,667.76 6,667.76 7/1/2007 800,000.00 798,600.02 RT 9.8 FULL AA 1,190,000.00 NA 798,888.20 NO PPP 412449018 2,016.19 2,016.19 7/1/2007 255,000.00 254,335.89 RT 9.25 FULL A+ 300,000.00 NA 254,445.98 CA STYLE 412449141 1,090.70 1,090.70 7/1/2007 140,000.00 139,694.36 RT 9.1 FULL AA 175,000.00 NA 139,756.36 CA STYLE 412449147 463.94 463.94 7/1/2007 51,750.00 51,679.07 RT 10.6 FULL C 69,000.00 NA 51,693.76 2% 412449156 2,099.17 2,099.17 7/1/2007 350,000.00 348,512.98 RT 6.7 FULL A+ 455,000.00 NA 348,817.04 NO PPP 412449162 2,214.65 2,214.65 7/1/2007 290,000.00 289,339.82 RT 8.9 FULL AA 370,000.00 NA 289,475.73 NO PPP 412449200 2,655.12 2,655.12 7/1/2007 289,750.00 289,278.65 P 10.85 FULL AA 305,000.00 305,000.00 289,356.71 NO PPP 412449204 437.7 437.7 7/1/2007 50,150.00 50,074.68 P 10.3 FULL AA 61,000.00 59,000.00 50,090.26 1% 412452752 630.45 630.45 7/1/2007 71,910.00 71,803.69 P 10.35 FULL AA 86,000.00 79,900.00 71,825.69 1% 412449214 1,162.82 1,162.82 7/1/2007 150,000.00 149,673.37 RT 9.05 FULL C 215,000.00 NA 149,740.67 CA STYLE 412449216 2,172.53 2,172.53 8/1/2007 315,000.00 314,049.92 P 7.925 FULL A+ 385,000.00 385,000.00 314,147.77 CA STYLE 412452774 834 834 7/1/2007 106,000.00 105,728.82 P 9.2 FULL AA 132,500.00 132,500.00 105,775.11 CA STYLE 412449457 1,187.47 1,187.47 7/1/2007 165,840.00 165,320.08 P 8.275 STATED AA 202,000.00 184,270.00 165,414.01 CA STYLE 412452936 650.38 650.38 7/1/2007 112,800.00 112,266.09 P 6.375 FULL AA 142,000.00 141,000.00 112,373.17 CA STYLE 412450522 1,512.40 1,512.40 8/1/2007 236,197.00 234,929.23 P 6.625 FULL -- 251,500.00 236,197.00 235,143.44 NO PPP 412450523 1,303.93 1,303.93 7/1/2007 203,640.00 202,498.57 P 6.625 FULL -- 265,000.00 254,550.00 202,867.45 NO PPP 412445515 1,354.42 1,354.42 7/1/2007 225,906.00 224,539.69 P 6 FULL -- 253,000.00 251,007.00 224,999.68 NO PPP 412445520 1,420.67 1,420.67 7/1/2007 216,492.00 216,052.57 P 7.475 NINA AAA 273,000.00 270,615.00 216,200.87 CA STYLE 412450536 1,039.60 1,039.60 7/1/2007 162,358.00 161,078.77 P 6.625 RED -- 205,000.00 202,948.00 161,376.92 NO PPP 412445529 143.85 143.85 7/1/2007 17,878.00 17,818.30 P 9 STATED -- 121,000.00 119,193.00 17,838.50 NO PPP 412445530 1,339.99 1,339.99 7/1/2007 212,001.00 210,823.92 P 6.5 FULL -- 268,000.00 265,002.00 211,216.78 NO PPP 412445531 846.52 846.52 8/1/2007 133,928.00 133,191.64 P 6.5 FULL -- 172,000.00 167,410.00 133,316.03 NO PPP 412445535 751.73 751.73 8/1/2007 117,400.00 116,769.84 P 6.625 LITE -- 150,000.00 146,750.00 116,876.32 NO PPP 412450541 1,020.81 1,020.81 7/1/2007 163,625.00 162,703.52 P 6.375 FULL -- 168,000.00 163,625.00 163,013.94 NO PPP 412450542 1,046.53 1,046.53 7/1/2007 174,552.00 173,496.24 P 6 RED -- 222,000.00 218,190.00 173,851.67 NO PPP 412445541 1,499.90 1,499.90 7/1/2007 237,300.00 235,995.29 P 6.5 FULL -- 240,000.00 237,300.00 236,434.90 NO PPP 412445542 353.7 353.7 8/1/2007 46,000.00 45,829.82 P 8.5 FULL -- 189,000.00 184,000.00 45,858.69 NO PPP 412450549 1,031.37 1,031.37 8/1/2007 165,318.00 164,313.77 P 6.375 FULL -- 208,000.00 206,648.00 164,471.39 NO PPP 412450553 310.49 310.49 8/1/2007 41,329.00 41,082.10 P 8.25 FULL -- 208,000.00 206,648.00 41,109.96 NO PPP 412445546 124.66 124.66 7/1/2007 17,400.00 17,223.14 P 7.75 FULL -- 174,500.00 174,025.00 17,249.74 NO PPP 412445547 272.76 272.76 8/1/2007 36,735.00 36,588.34 P 8.125 FULL -- 255,000.00 244,900.00 36,613.20 NO PPP 412445550 146.14 146.14 8/1/2007 20,900.00 20,805.44 P 7.5 FULL -- 210,000.00 209,500.00 20,821.45 NO PPP 412450556 1,466.17 1,466.17 8/1/2007 287,250.00 287,250.00 P 6.125 FULL -- 380,000.00 359,110.00 287,250.00 NO PPP 412450557 520.6 520.6 8/1/2007 71,800.00 71,471.64 P 7.875 FULL -- 380,000.00 359,110.00 71,522.87 NO PPP 412445554 1,087.20 1,087.20 8/1/2007 186,300.00 185,118.86 P 5.75 FULL -- 250,000.00 232,900.00 185,318.08 NO PPP 412445555 166.21 166.21 8/1/2007 23,200.00 23,100.14 P 7.75 FULL -- 250,000.00 232,900.00 23,117.05 NO PPP 412445556 1,537.52 1,537.52 8/1/2007 259,920.00 258,310.44 P 5.875 FULL -- 330,000.00 324,900.00 258,581.99 NO PPP 412445557 232.76 232.76 8/1/2007 32,490.00 32,350.17 P 7.75 FULL -- 330,000.00 324,900.00 32,373.85 NO PPP 412450558 1,491.75 1,491.75 8/1/2007 265,200.00 265,200.00 P 6.75 FULL -- 350,000.00 331,529.00 265,200.00 NO PPP 412445558 533.46 533.46 8/1/2007 66,300.00 66,078.62 P 9 FULL -- 350,000.00 331,529.00 66,116.21 NO PPP 412450559 716.51 716.51 7/1/2007 111,900.00 111,284.95 P 6.625 FULL -- 112,000.00 111,900.00 111,487.52 NO PPP 412450560 2,742.07 2,742.07 8/1/2007 433,825.00 431,439.81 P 6.5 FULL -- 544,000.00 542,282.00 431,842.73 NO PPP 412445576 417.32 417.32 7/1/2007 42,379.00 41,663.62 P 8.5 FULL -- 212,500.00 211,899.00 41,905.45 NO PPP 412445583 301.21 301.21 8/1/2007 32,000.00 31,423.50 P 7.75 FULL -- 165,000.00 160,000.00 31,521.14 NO PPP 412445586 872.78 872.78 7/1/2007 124,823.00 124,258.42 P 7.5 FULL -- 500,000.00 499,292.00 124,448.96 NO PPP 412450569 995.03 995.03 7/1/2007 165,963.00 164,959.24 P 6 RED -- 190,000.00 184,404.00 165,297.17 NO PPP 412445591 1,100.00 1,100.00 7/1/2007 192,000.00 192,000.00 P 6.875 NO RATIO -- 250,000.00 240,000.00 192,000.00 NO PPP 412445593 697.86 697.86 7/1/2007 77,077.00 76,884.07 P 10.375 NINA -- 390,000.00 385,386.00 76,949.49 NO PPP 412450597 1,086.47 1,086.47 7/1/2007 176,456.00 175,100.72 P 6.25 RED -- 184,000.00 179,226.00 175,446.99 NO PPP 412450598 815.49 815.49 7/1/2007 136,017.00 135,151.52 P 6 LITE -- 185,000.00 184,256.00 135,428.90 NO PPP 412452680 1,056.21 1,056.21 8/1/2007 169,300.00 168,346.60 P 6.375 FULL -- 185,000.00 169,335.00 168,507.61 NO PPP 412449068 260.32 260.32 7/1/2007 34,250.00 34,076.88 P 8.375 FULL -- 172,900.00 171,375.00 34,121.40 NO PPP 412449072 908.85 908.85 7/1/2007 134,900.00 134,243.03 P 7.125 LITE -- 166,000.00 134,900.00 134,464.62 NO PPP 412449073 267.55 267.55 8/1/2007 35,200.00 35,058.89 P 8.375 FULL -- 242,000.00 234,900.00 35,081.60 NO PPP 412449074 304.03 304.03 8/1/2007 40,000.00 39,848.20 P 8.375 FULL -- 208,000.00 200,000.00 39,873.94 NO PPP 412452711 1,759.56 1,759.56 8/1/2007 309,896.00 307,837.31 P 5.5 FULL -- 388,000.00 387,370.00 308,184.36 NO PPP 412449099 1,492.65 1,492.65 8/1/2007 230,135.00 226,654.64 P 6.75 FULL -- 235,000.00 230,135.00 226,871.14 NO PPP 412449102 940 940 7/1/2007 144,928.00 144,168.24 P 6.75 FULL -- 145,000.00 144,928.00 144,424.19 NO PPP 412449110 1,833.64 1,833.64 7/1/2007 283,005.00 283,004.99 P 7.775 NINA AA 320,000.00 314,563.00 283,005.00 CA STYLE 412449111 1,714.10 1,714.10 7/1/2007 322,653.00 322,652.97 P 6.375 FULL -- 420,000.00 403,317.00 322,652.98 NO PPP 412449116 1,810.67 1,810.67 8/1/2007 310,400.00 310,400.00 P 7 FULL -- 400,000.00 388,000.00 310,400.00 NO PPP 412449117 2,225.19 2,225.19 7/1/2007 315,760.00 315,202.00 P 8.125 STATED -- 400,000.00 394,700.00 315,382.19 NO PPP 412452716 1,111.74 1,111.74 8/1/2007 185,429.00 184,307.49 P 6 FULL -- 272,000.00 231,787.00 184,496.75 NO PPP 412449121 159.55 159.55 8/1/2007 23,100.00 22,992.87 P 7.375 FULL -- 231,787.00 231,787.00 23,011.00 NO PPP 412449185 911.32 911.32 7/1/2007 152,000.00 151,080.65 P 6 FULL -- 210,000.00 201,011.00 151,390.16 NO PPP 412452746 1,128.74 1,128.74 7/1/2007 178,579.00 177,597.17 P 6.5 FULL -- 180,000.00 179,990.00 177,927.99 NO PPP 412449189 379.73 379.73 7/1/2007 52,371.00 52,151.15 P 7.875 FULL -- 213,000.00 209,485.00 52,225.39 NO PPP 412452920 3,224.38 3,224.38 7/1/2007 562,800.00 562,799.99 P 6.875 NINA -- 705,000.00 703,535.00 562,800.00 NO PPP 412449442 196.13 196.13 7/1/2007 28,050.00 27,923.12 P 7.5 FULL -- 195,000.00 187,000.00 27,965.94 NO PPP 412449443 98.42 98.42 7/1/2007 12,800.00 12,547.67 P 8.5 FULL -- 98,000.00 96,000.00 12,566.55 NO PPP 412447648 1,251.05 1,251.05 7/1/2007 240,200.00 240,199.98 RT 6.25 FULL ALTA 280,000.00 NA 240,200.00 CA STYLE 412447868 511.34 511.34 7/1/2007 94,400.00 94,399.98 P 6.5 FULL ALTA 126,000.00 118,000.00 94,399.99 CA STYLE 412447869 196.3 196.3 7/1/2007 23,600.00 23,527.04 P 9.375 FULL ALTA 126,000.00 118,000.00 23,551.74 NO PPP 412452380 2,548.62 2,548.62 7/1/2007 373,600.00 371,824.65 CO 7.25 STATED ALTA 467,000.00 NA 372,423.58 CA STYLE 412448094 2,202.19 2,202.19 8/1/2007 391,500.00 391,500.00 RT 6.75 STATED ALTA 435,000.00 NA 391,500.00 NO PPP 412448175 3,496.08 3,496.08 7/1/2007 500,000.00 498,121.26 P 7.5 STATED ALTA 625,000.00 625,000.00 498,879.79 NO PPP 412448176 1,346.21 1,346.21 7/1/2007 125,000.00 124,841.17 P 12.625 STATED ALTA 625,000.00 625,000.00 124,905.70 NO PPP 412448196 2,473.34 2,473.18 8/1/2007 424,000.00 423,973.32 P 7 STATED ALTA 530,000.00 530,000.00 423,973.32 NO PPP 412448214 1,264.14 1,264.14 7/1/2007 200,000.00 198,900.36 RT 6.5 FULL ALTA 250,000.00 NA 199,270.87 NO PPP 412448215 504.71 504.71 7/1/2007 50,000.00 49,906.99 RT 11.75 FULL ALTA 250,000.00 NA 49,938.60 NO PPP 412448286 1,984.00 1,984.00 8/1/2007 297,600.00 297,600.00 P 8 STATED ALTA 372,000.00 372,000.00 297,600.00 NO PPP 412448288 765.29 765.29 8/1/2007 74,400.00 74,269.02 P 12 STATED ALTA 372,000.00 372,000.00 74,291.40 NO PPP 412448298 1,728.17 1,728.16 7/1/2007 307,229.00 307,228.99 CO 6.75 NINA ALTA 475,000.00 NA 307,228.98 NO PPP 412448299 1,390.55 1,390.55 7/1/2007 220,000.00 218,790.43 CO 6.5 NINA ALTA 650,000.00 NA 219,197.99 NO PPP 412448336 619.91 619.91 7/1/2007 62,000.00 61,881.46 P 11.625 NINA ALTA 310,000.00 310,000.00 61,921.74 NO PPP 412448337 1,446.67 1,446.67 7/1/2007 248,000.00 247,999.99 P 7 NINA ALTA 310,000.00 310,000.00 248,000.00 CA STYLE 412452459 891.32 891.32 7/1/2007 139,200.00 138,452.83 P 6.625 STATED ALTA 205,000.00 174,000.00 138,704.63 NO PPP 412452460 357.96 357.96 7/1/2007 34,800.00 34,738.73 P 12 STATED ALTA 205,000.00 174,000.00 34,759.56 NO PPP 412448371 625.63 625.49 7/1/2007 115,500.00 115,474.11 RT 6.5 FULL ALTA 165,000.00 NA 115,474.10 CA STYLE 412448382 3,648.00 3,648.00 7/1/2007 614,400.00 614,400.00 P 7.125 NINA ALTA 770,000.00 768,000.00 614,400.00 NO PPP 412448424 1,739.07 1,739.06 7/1/2007 315,000.00 315,000.01 CO 6.625 NINA ALTA 468,000.00 NA 315,000.00 NO PPP 412448447 2,310.84 2,310.84 7/1/2007 376,000.00 375,999.99 P 7.375 STATED ALTA 495,000.00 470,000.00 376,000.00 NO PPP 412448451 3,220.42 3,220.42 7/1/2007 524,000.00 523,999.99 CO 7.375 NINA ALTA 655,000.00 NA 524,000.00 NO PPP 412448452 948.85 948.85 7/1/2007 94,000.00 93,825.07 P 11.75 STATED ALTA 495,000.00 470,000.00 93,884.49 NO PPP 412448471 2,533.74 2,533.74 7/1/2007 417,000.00 414,536.95 CO 6.125 STATED ALTA 550,000.00 NA 415,366.34 CA STYLE 412448506 1,579.95 1,579.95 7/1/2007 153,600.00 153,329.62 P 12 NINA ALTA 770,000.00 768,000.00 153,421.55 NO PPP 412448515 658.46 658.46 7/1/2007 101,520.00 100,952.53 P 6.75 STATED ALTA 127,000.00 126,900.00 101,132.22 NO PPP 412448516 261.07 261.07 7/1/2007 25,380.00 25,302.13 P 12 STATED ALTA 127,000.00 126,900.00 25,317.99 NO PPP 412448579 1,200.34 1,200.34 7/1/2007 221,600.00 221,599.99 P 6.5 STATED ALTA 295,000.00 277,000.00 221,600.00 CA STYLE 412448583 569.86 569.86 7/1/2007 55,400.00 55,302.43 P 12 STATED ALTA 295,000.00 277,000.00 55,335.60 NO PPP 412448611 968.06 968.06 7/1/2007 95,000.00 94,828.06 P 11.875 STATED ALTA 485,000.00 475,000.00 94,886.51 NO PPP 412448613 2,177.09 2,177.09 7/1/2007 380,000.00 379,999.99 P 6.875 STATED ALTA 485,000.00 475,000.00 380,000.00 NO PPP 412448614 1,021.42 1,021.42 8/1/2007 196,112.00 196,112.00 P 6.25 STATED ALTA 247,000.00 245,140.00 196,112.00 NO PPP 412448618 2,036.72 2,036.72 7/1/2007 355,500.00 355,498.26 RT 6.875 FULL ALTA 395,000.00 NA 355,498.26 CA STYLE 412448621 1,668.33 1,668.33 7/1/2007 307,999.00 307,999.00 P 6.5 STATED ALTA 475,000.00 384,999.00 307,999.00 NO PPP 412448624 762.52 762.52 7/1/2007 76,999.00 76,847.73 P 11.5 STATED ALTA 475,000.00 384,999.00 76,899.12 NO PPP 412448645 637.88 636.01 7/1/2007 113,400.00 113,065.40 RT 6.75 FULL ALTA 148,000.00 NA 113,065.39 CA STYLE 412448652 3,355.00 3,355.00 7/1/2007 528,000.00 528,000.00 P 7.625 NINA ALTA 660,000.00 660,000.00 528,000.00 NO PPP 412448653 1,332.43 1,332.43 7/1/2007 132,000.00 131,754.48 P 11.75 NINA ALTA 660,000.00 660,000.00 131,837.92 NO PPP 412448656 2,700.00 2,700.00 7/1/2007 480,000.00 480,000.00 P 6.75 STATED ALTA 600,000.00 600,000.00 480,000.00 CA STYLE 412448657 1,211.30 1,211.30 7/1/2007 120,000.00 119,776.79 P 11.75 STATED ALTA 600,000.00 600,000.00 119,852.65 NO PPP 412448681 2,770.63 2,770.63 7/1/2007 483,600.00 483,599.99 P 6.875 FULL ALTA 610,000.00 604,500.00 483,600.00 CA STYLE 412448724 1,516.67 1,516.67 7/1/2007 260,000.00 259,999.99 CO 7 NINA ALTA 360,000.00 NA 260,000.00 NO PPP 412448734 999.4 999.4 7/1/2007 139,500.00 138,899.61 P 7.75 STATED ALTA 155,000.00 155,000.00 139,102.32 NO PPP 412448744 2,208.34 2,208.34 7/1/2007 424,000.00 423,999.99 P 6.25 STATED ALTA 530,000.00 530,000.00 424,000.00 CA STYLE 412448750 2,036.67 2,036.67 7/1/2007 376,000.00 375,999.99 P 6.5 STATED ALTA 470,000.00 470,000.00 376,000.00 NO PPP 412448751 966.9 966.9 7/1/2007 94,000.00 93,834.51 P 12 STATED ALTA 470,000.00 470,000.00 93,890.77 NO PPP 412448752 916.67 916.67 8/1/2007 176,000.00 176,000.00 P 6.25 NINA ALTA 220,000.00 220,000.00 176,000.00 CA STYLE 412448754 423.19 423.19 8/1/2007 44,000.00 43,906.22 P 11.125 NINA ALTA 220,000.00 220,000.00 43,922.21 NO PPP 412448777 1,618.71 1,618.71 7/1/2007 252,800.00 250,501.08 P 6.625 STATED ALTA 316,000.00 316,000.00 250,968.67 CA STYLE 412448778 728.44 728.35 7/1/2007 129,500.00 129,478.25 CO 6.75 STATED ALTA 193,000.00 NA 129,478.26 CA STYLE 412448782 196.75 196.75 8/1/2007 22,900.00 22,782.49 P 9.75 STATED ALTA 118,000.00 114,500.00 22,794.04 NO PPP 412448792 2,103.75 2,103.75 7/1/2007 396,000.00 396,000.00 CO 6.375 STATED ALTA 495,000.00 NA 396,000.00 NO PPP 412452536 658.32 658.32 7/1/2007 64,000.00 63,887.29 P 12 STATED ALTA 320,000.00 320,000.00 63,925.61 NO PPP 412452537 1,333.34 1,333.34 7/1/2007 256,000.00 255,999.99 P 6.25 STATED ALTA 320,000.00 320,000.00 256,000.00 CA STYLE 412448817 1,231.48 1,231.48 7/1/2007 122,000.00 121,737.91 P 11.75 NINA ALTA 610,000.00 610,000.00 121,815.69 NO PPP 412448818 2,694.17 2,694.17 7/1/2007 488,000.00 487,965.45 P 6.625 NINA ALTA 610,000.00 610,000.00 487,965.46 NO PPP 412448819 166.35 166.35 7/1/2007 20,000.00 19,938.20 P 9.375 FULL ALTA 105,000.00 100,000.00 19,959.12 NO PPP 412448847 486.56 486.56 7/1/2007 59,800.00 59,591.60 P 9.125 FULL ALTA 300,000.00 299,000.00 59,657.68 NO PPP 412448848 1,270.75 1,270.75 7/1/2007 239,200.00 239,200.00 P 6.375 FULL ALTA 300,000.00 299,000.00 239,200.00 CA STYLE 412448854 988 987.95 7/1/2007 182,400.00 182,389.99 P 6.5 STATED ALTA 245,000.00 228,000.00 182,390.00 NO PPP 412448855 429.96 429.96 7/1/2007 45,600.00 45,514.93 P 10.875 STATED ALTA 245,000.00 228,000.00 45,549.42 NO PPP 412448865 3,629.84 3,629.84 7/1/2007 600,800.00 600,799.98 CO 7.25 NINA ALTA 751,000.00 NA 600,799.99 CA STYLE 412448866 701.05 701.05 7/1/2007 75,100.00 74,926.47 CO 10.75 NINA ALTA 751,000.00 NA 74,985.35 NO PPP 412448877 2,188.34 2,188.34 7/1/2007 404,000.00 403,999.99 CO 6.5 STATED ALTA 505,000.00 NA 404,000.00 NO PPP 412452556 1,194.25 1,194.25 7/1/2007 224,800.00 224,800.00 P 6.375 FULL ALTA 284,000.00 281,000.00 224,800.00 NO PPP 412452557 477.7 477.7 7/1/2007 56,200.00 56,035.15 P 9.625 FULL ALTA 284,000.00 281,000.00 56,090.98 NO PPP 412448894 1,479.59 1,479.59 7/1/2007 268,000.00 267,999.99 P 6.625 STATED ALTA 335,000.00 335,000.00 268,000.00 NO PPP 412448895 631.74 631.74 7/1/2007 67,000.00 66,849.05 P 10.875 STATED ALTA 335,000.00 335,000.00 66,900.19 NO PPP 412448913 789.54 789.54 7/1/2007 143,010.00 143,009.98 P 6.625 FULL ALTA 160,000.00 158,900.00 143,009.99 NO PPP 412448915 1,011.31 1,011.31 7/1/2007 160,000.00 159,030.74 P 6.5 STATED ALTA 200,000.00 200,000.00 159,328.11 NO PPP 412448916 407.61 407.61 7/1/2007 40,000.00 39,846.30 P 11.875 STATED ALTA 200,000.00 200,000.00 39,872.51 NO PPP 412448924 352.55 352.55 7/1/2007 40,600.00 40,293.79 P 9.875 FULL ALTA 204,000.00 203,000.00 40,335.21 NO PPP 412448925 1,039.87 1,039.87 7/1/2007 162,400.00 161,446.15 P 6.625 FULL ALTA 204,000.00 203,000.00 161,740.81 CA STYLE 412448926 2,162.19 2,156.86 8/1/2007 407,000.00 404,997.96 CO 6.375 FULL ALTA 580,000.00 NA 404,997.96 NO PPP 412448938 480.27 480.27 8/1/2007 45,000.00 44,938.95 P 12.5 FULL ALTA 227,000.00 225,000.00 44,950.98 NO PPP 412448940 1,012.50 1,012.50 7/1/2007 180,000.00 179,999.49 P 6.75 FULL ALTA 227,000.00 225,000.00 179,999.50 CA STYLE 412448943 438.07 438.07 7/1/2007 46,000.00 45,899.30 P 11 NINA ALTA 244,000.00 230,000.00 45,933.48 NO PPP 412448954 560.01 560.01 8/1/2007 72,000.00 71,555.84 P 8.625 FULL ALTA 420,000.00 360,000.00 71,601.22 NO PPP 412448956 1,627.50 1,627.50 7/1/2007 244,625.00 243,404.19 P 7 STATED ALTA 260,000.00 257,500.00 243,815.87 NO PPP 412448967 2,411.84 2,411.84 7/1/2007 399,200.00 399,199.98 P 7.25 STATED ALTA 520,000.00 499,000.00 399,199.99 NO PPP 412448968 1,016.97 1,016.97 7/1/2007 99,800.00 99,619.38 P 11.875 STATED ALTA 520,000.00 499,000.00 99,680.77 NO PPP 412448972 2,622.40 2,621.84 7/1/2007 475,000.00 474,700.00 CO 6.625 NINA ALTA 685,000.00 NA 474,700.00 NO PPP 412448977 1,105.00 1,101.75 8/1/2007 208,000.00 207,387.73 P 6.375 STATED ALTA 270,000.00 260,000.00 207,387.73 NO PPP 412448978 423.09 423.09 8/1/2007 52,000.00 51,830.78 P 9.125 STATED ALTA 270,000.00 260,000.00 51,859.52 NO PPP 412448994 1,921.88 1,921.88 7/1/2007 369,000.00 368,999.98 P 6.25 FULL -- 369,000.00 369,000.00 368,999.99 NO PPP 412452633 1,245.38 1,245.38 7/1/2007 222,400.00 220,887.88 P 5.375 FULL -- 300,000.00 278,000.00 221,396.43 NO PPP 412449025 2,429.38 2,429.38 7/1/2007 388,700.00 388,699.99 P 7.5 STATED -- 486,000.00 485,972.00 388,700.00 NO PPP 412449027 1,036.31 1,036.31 7/1/2007 97,100.00 96,946.95 P 12.5 STATED -- 486,000.00 485,972.00 96,999.03 NO PPP 412452652 1,004.99 1,004.99 7/1/2007 159,000.00 158,125.79 P 6.5 STATED -- 350,000.00 331,000.00 158,420.35 NO PPP 412449032 252.71 252.71 7/1/2007 126,500.00 25,758.96 P 7.125 FULL -- 385,000.00 385,000.00 25,956.73 NO PPP 412452670 491.17 491.17 8/1/2007 72,000.00 71,657.85 P 7.25 RED -- 72,000.00 72,000.00 71,715.74 NO PPP 412449175 591.25 591.25 7/1/2007 78,700.00 78,393.65 P 8.25 FULL -- 400,000.00 393,500.00 78,497.17 NO PPP 412449202 1,203.80 1,203.80 8/1/2007 201,000.00 199,743.63 P 5.99 FULL -- 211,000.00 207,281.00 199,949.35 NO PPP 412452754 653.33 653.33 7/1/2007 98,000.00 97,983.85 P 8 FULL -- 102,000.00 98,000.00 97,983.86 NO PPP 412449219 1,302.06 1,302.06 7/1/2007 206,000.00 204,867.39 P 6.5 FULL -- 265,000.00 258,000.00 205,249.01 NO PPP 412452777 1,196.28 1,196.28 7/1/2007 185,229.00 185,228.98 P 7.75 STATED -- 232,000.00 231,537.00 185,229.00 NO PPP 412449257 1,535.63 1,535.63 7/1/2007 283,500.00 283,499.99 RT 6.5 STATED -- 405,000.00 NA 283,500.00 CA STYLE 412449260 2,120.00 2,120.00 7/1/2007 384,000.00 384,000.00 RT 6.625 NINA -- 480,000.00 NA 384,000.00 NO PPP 412449265 1,375.00 1,375.00 7/1/2007 264,000.00 264,000.00 P 6.25 STATED -- 330,000.00 330,000.00 264,000.00 CA STYLE 412449266 542.97 542.97 7/1/2007 66,000.00 65,790.68 P 9.25 STATED -- 330,000.00 330,000.00 65,861.53 NO PPP 412449267 3,783.38 3,783.38 7/1/2007 637,200.00 637,199.99 P 7.125 FULL -- 800,000.00 796,500.00 637,200.00 CA STYLE 412449269 1,616.69 1,616.69 8/1/2007 243,000.00 241,757.72 P 7 FULL -- 246,000.00 243,000.00 241,962.96 NO PPP 412449272 361.23 361.23 8/1/2007 41,600.00 41,484.25 P 9.875 FULL -- 208,000.00 208,000.00 41,503.94 NO PPP 412452784 1,489.00 1,489.00 8/1/2007 297,800.00 297,800.00 CO 6 LITE -- 750,000.00 NA 297,800.00 NO PPP 412449283 1,409.99 1,409.99 7/1/2007 229,000.00 227,589.09 P 6.25 FULL -- 231,000.00 229,000.00 228,034.86 NO PPP 412452803 364.07 364.07 7/1/2007 57,600.00 57,283.32 CO 6.5 FULL -- 72,000.00 NA 57,390.02 NO PPP 412449294 6,770.84 6,770.84 7/1/2007 1,250,000.00 1,249,999.99 CO 6.5 FULL -- 2,500,000.00 NA 1,250,000.00 NO PPP 412452807 846.97 846.97 7/1/2007 134,000.00 133,263.26 P 6.5 FULL -- 134,000.00 134,000.00 133,511.50 NO PPP 412449305 584.66 584.66 7/1/2007 92,500.00 91,991.45 RT 6.5 LITE -- 125,000.00 NA 92,162.80 NO PPP 412449306 853.33 853.33 7/1/2007 148,000.00 147,083.75 P 6.375 FULL -- 174,000.00 148,000.00 147,226.51 NO PPP 412449307 710.74 710.74 7/1/2007 121,400.00 121,047.98 P 6.5 LITE -- 124,000.00 121,400.00 121,157.22 NO PPP 412449309 743.31 743.31 7/1/2007 117,600.00 116,953.44 P 6.5 NINA -- 165,000.00 147,000.00 117,171.29 NO PPP 412449312 762.04 762.04 7/1/2007 116,000.00 115,092.80 P 6.875 FULL -- 116,000.00 116,000.00 115,296.36 NO PPP 412449318 772.7 772.7 7/1/2007 130,000.00 129,665.46 P 6.625 FULL -- 140,000.00 130,000.00 129,778.20 NO PPP 412452813 763.31 763.31 7/1/2007 130,800.00 129,969.36 RT 5.75 FULL -- 165,000.00 NA 130,248.43 NO PPP 412452814 1,594.69 1,594.69 7/1/2007 265,981.00 264,372.30 CO 6 LITE -- 725,000.00 NA 264,913.89 NO PPP 412449322 1,229.02 1,229.02 7/1/2007 197,000.00 195,890.61 P 6.375 FULL -- 208,000.00 207,500.00 196,264.33 NO PPP 412449333 2,029.38 2,029.37 7/1/2007 382,000.00 381,997.49 RT 6.375 STATED -- 610,000.00 NA 381,997.49 NO PPP 412449336 311.85 311.85 7/1/2007 42,000.00 41,832.33 CO 8.125 STATED -- 470,000.00 NA 41,888.97 NO PPP 412449344 665.52 665.52 8/1/2007 90,700.00 90,328.74 P 8 STATED -- 453,500.00 453,500.00 90,391.65 NO PPP 412449352 297 297 7/1/2007 40,000.00 39,828.04 CO 8.125 STATED -- 625,000.00 NA 39,882.15 NO PPP 412449354 406.04 406.04 7/1/2007 56,000.00 55,744.67 CO 7.875 STATED -- 560,000.00 NA 55,824.32 NO PPP 412449356 2,676.67 2,676.67 7/1/2007 584,000.00 583,999.99 P 5.5 STATED -- 730,000.00 730,000.00 584,000.00 NO PPP 412449358 2,395.84 2,386.39 7/1/2007 460,000.00 456,373.36 RT 6.25 STATED -- 580,000.00 NA 456,373.35 NO PPP 412449374 1,062.92 1,062.92 8/1/2007 166,000.00 165,109.02 P 6.625 FULL -- 166,000.00 166,000.00 165,259.57 NO PPP 412452865 2,106.62 2,106.62 8/1/2007 329,000.00 326,521.07 P 6.625 LITE -- 335,000.00 329,000.00 326,823.35 NO PPP 412449393 1,028.38 1,028.38 8/1/2007 129,900.00 129,900.00 P 9.5 FULL -- 155,000.00 129,900.00 129,900.00 NO PPP 412452871 6,562.50 6,562.50 8/1/2007 900,000.00 899,970.00 P 8.75 NINA -- 1,200,000.00 1,200,000.00 899,970.00 NO PPP 412449398 672.33 672.33 8/1/2007 105,000.00 104,436.41 P 6.625 LITE -- 110,000.00 105,000.00 104,531.64 NO PPP 412452875 1,058.71 1,058.71 7/1/2007 167,500.00 166,579.10 P 6.5 FULL -- 173,000.00 167,500.00 166,889.39 NO PPP 412452882 768.92 768.92 7/1/2007 128,250.00 127,474.34 P 6 FULL -- 171,000.00 171,000.00 127,735.48 NO PPP 412452883 343.98 343.98 7/1/2007 42,750.00 42,607.22 P 9 FULL -- 171,000.00 171,000.00 42,655.53 NO PPP 412452884 576.7 576.7 7/1/2007 85,600.00 85,183.14 P 7.125 STATED -- 108,000.00 107,000.00 85,323.74 NO PPP 412452885 176.05 176.05 7/1/2007 21,400.00 21,332.16 P 9.25 STATED -- 108,000.00 107,000.00 21,355.12 NO PPP 412449403 289.11 289.11 7/1/2007 36,750.00 36,620.81 P 8.75 STATED -- 200,000.00 183,600.00 36,664.50 NO PPP 412449404 3,955.73 3,955.73 7/1/2007 775,000.00 775,000.00 CO 6.125 FULL -- 980,000.00 NA 775,000.00 NO PPP 412452889 1,634.73 1,634.73 7/1/2007 265,500.00 263,866.56 CO 6.25 FULL -- 320,000.00 NA 264,383.37 NO PPP 412452897 1,412.61 1,412.61 8/1/2007 245,000.00 244,312.31 P 6.375 LITE -- 245,000.00 245,000.00 244,426.40 NO PPP 412449409 1,419.30 1,419.30 7/1/2007 227,500.00 226,218.85 CO 6.375 FULL -- 285,000.00 NA 226,650.43 NO PPP 412449412 3,295.06 3,295.06 7/1/2007 632,650.00 632,649.98 P 6.25 FULL -- 765,000.00 702,960.00 632,650.00 NO PPP 412449413 681.15 681.15 7/1/2007 94,125.00 92,901.57 CO 6.125 FULL -- 125,500.00 NA 93,312.35 NO PPP 412449415 223.8 223.8 7/1/2007 30,500.00 30,363.56 P 8 STATED -- 315,000.00 305,000.00 30,405.89 NO PPP 412449416 365.37 365.37 7/1/2007 51,000.00 50,780.50 P 7.75 FULL -- 345,000.00 340,000.00 50,854.61 NO PPP 412452902 499.27 499.27 8/1/2007 76,000.00 75,611.35 P 6.875 FULL -- 80,000.00 76,000.00 75,677.05 NO PPP 412449417 895.19 895.19 7/1/2007 122,000.00 121,500.61 CO 8 FULL -- 165,000.00 NA 121,669.29 NO PPP 412449418 2,460.82 2,460.82 7/1/2007 405,000.00 402,607.87 CO 6.125 FULL -- 550,000.00 NA 403,413.38 NO PPP 412449419 513.44 513.41 8/1/2007 93,000.00 92,994.97 CO 6.625 NINA -- 138,000.00 NA 92,994.97 CA STYLE 412449423 2,009.98 2,009.98 8/1/2007 318,000.00 316,251.59 P 6.5 LITE -- 320,000.00 318,000.00 316,546.94 NO PPP 412449424 778.83 778.83 7/1/2007 99,000.00 98,651.98 P 8.75 FULL -- 112,000.00 99,000.00 98,769.68 NO PPP 412449425 293.58 293.58 8/1/2007 38,625.00 38,478.39 P 8.375 FULL -- 175,000.00 154,500.00 38,503.25 NO PPP 412449433 354.97 354.97 8/1/2007 47,250.00 47,066.11 P 8.25 FULL -- 189,000.00 189,000.00 47,097.29 NO PPP 412449472 541.88 541.52 7/1/2007 102,000.00 101,872.89 RT 6.375 STATED -- 135,000.00 NA 101,872.89 NO PPP 412449474 116.67 116.67 7/1/2007 15,000.00 14,782.45 CO 8.625 STATED -- 135,000.00 NA 14,803.07 NO PPP 412449503 511.52 511.52 8/1/2007 76,886.00 76,491.07 P 7 FULL -- 79,500.00 78,100.00 76,556.01 NO PPP 412452940 2,044.68 2,044.68 7/1/2007 344,000.00 343,114.78 RT 6.625 STATED -- 430,000.00 NA 343,413.11 NO PPP 412452941 579.15 579.15 7/1/2007 78,000.00 77,688.62 RT 8.125 STATED -- 430,000.00 NA 77,793.82 NO PPP 412449514 1,122.70 1,122.70 7/1/2007 168,750.00 167,907.86 CO 7 FULL -- 225,000.00 NA 168,191.85 NO PPP 412449515 638.77 638.77 7/1/2007 56,250.00 56,177.09 CO 13.375 FULL -- 225,000.00 NA 56,201.93 NO PPP 412449518 1,008.85 1,008.85 7/1/2007 160,000.00 159,641.62 RT 7.125 STATED -- 200,000.00 NA 159,762.50 NO PPP 412449522 201.88 201.88 7/1/2007 20,000.00 19,962.80 CO 11.75 STATED -- 200,000.00 NA 19,975.44 NO PPP 412449524 1,098.69 1,098.69 7/1/2007 176,800.00 176,389.92 CO 7 RED -- 221,000.00 NA 176,528.21 NO PPP 412449525 488.94 488.94 7/1/2007 44,200.00 44,137.68 CO 13 FULL -- 221,000.00 NA 44,158.90 NO PPP 412449526 787.45 787.45 7/1/2007 118,000.00 117,727.94 P 7.625 RED -- 147,500.00 147,500.00 117,805.97 NO PPP 412449530 1,018.94 1,018.94 7/1/2007 161,600.00 161,238.02 RT 7.125 STATED -- 202,000.00 NA 161,360.11 NO PPP 412452946 1,054.25 1,054.25 7/1/2007 167,200.00 166,825.48 RT 7.125 STATED -- 209,000.00 NA 166,951.80 NO PPP 412449535 2,206.55 2,206.55 7/1/2007 308,000.00 306,674.46 P 7.75 NINA -- 410,000.00 385,000.00 307,122.01 NO PPP 412449540 2,172.80 2,172.80 7/1/2007 335,000.00 333,244.93 P 6.75 FULL -- 355,000.00 345,000.00 333,836.53 NO PPP 412449543 749.44 749.44 8/1/2007 118,570.00 117,917.95 P 6.5 FULL -- 120,000.00 118,570.00 118,028.07 NO PPP 412449544 1,654.57 1,654.57 7/1/2007 255,100.00 253,763.53 RT 6.75 STATED -- 450,000.00 NA 254,214.03 NO PPP 412449549 291.04 291.04 7/1/2007 30,000.00 29,454.87 RT 8.25 FULL -- 194,000.00 NA 29,630.14 NO PPP 412449550 389.91 389.91 7/1/2007 51,900.00 51,697.97 P 8.25 FULL -- 52,000.00 51,900.00 51,766.24 NO PPP 412449551 750.13 750.13 7/1/2007 112,750.00 112,187.32 P 7 FULL -- 112,750.00 112,750.00 112,377.07 CA STYLE 412449552 533.73 533.73 7/1/2007 74,500.00 74,179.36 P 7.75 FULL -- 76,200.00 74,500.00 74,287.62 NO PPP 412452955 523.71 523.71 8/1/2007 74,900.00 74,299.98 P 7.5 LITE -- 76,000.00 74,900.00 74,358.95 NO PPP 412449555 855.46 855.46 7/1/2007 133,600.00 132,882.90 P 6.625 LITE -- 172,000.00 167,000.00 133,124.57 NO PPP 412449557 881.68 881.68 8/1/2007 116,000.00 115,559.17 P 8.375 FULL -- 141,000.00 116,000.00 115,633.82 NO PPP 412449570 293.32 293.32 8/1/2007 31,400.00 30,828.17 P 7.625 FULL -- 340,000.00 314,000.00 30,924.99 NO PPP 412452965 973.24 973.24 7/1/2007 156,000.00 155,121.46 P 6.375 FULL -- 195,000.00 195,000.00 155,417.41 NO PPP 412452966 378.35 378.35 7/1/2007 39,000.00 38,327.19 P 8.25 FULL -- 195,000.00 195,000.00 38,554.54 NO PPP 412449578 833.33 833.33 7/1/2007 160,000.00 159,999.46 P 6.25 FULL -- 202,000.00 200,000.00 159,999.46 NO PPP 412452994 1,105.49 1,105.49 7/1/2007 174,900.00 173,938.38 P 6.5 LITE -- 185,000.00 174,900.00 174,262.39 NO PPP 412449606 632.07 632.07 7/1/2007 100,000.00 99,450.18 P 6.5 FULL -- 100,000.00 100,000.00 99,635.44 NO PPP 412449609 604.89 604.89 7/1/2007 95,700.00 95,173.84 P 6.5 FULL -- 100,000.00 95,700.00 95,351.13 NO PPP 412449615 460.35 460.35 7/1/2007 62,000.00 61,752.49 P 8.125 FULL -- 62,000.00 62,000.00 61,836.11 NO PPP 412449620 631.12 631.12 7/1/2007 85,000.00 84,660.70 P 8.125 FULL -- 85,000.00 87,000.00 84,775.33 NO PPP 412449624 948.93 948.93 8/1/2007 159,650.00 159,239.20 P 6.625 FULL -- 160,000.00 159,689.00 159,308.61 NO PPP 412449625 918.21 918.21 8/1/2007 143,400.00 142,630.32 P 6.625 FULL -- 146,000.00 143,400.00 142,760.37 NO PPP 412449630 284.84 284.84 8/1/2007 35,800.00 35,677.33 P 8.875 FULL -- 181,000.00 179,000.00 35,698.15 NO PPP 412449635 665.3 665.3 8/1/2007 100,000.00 99,500.96 P 7 FULL -- 125,000.00 125,000.00 99,585.35 NO PPP 412449638 214.79 214.79 8/1/2007 25,000.00 24,825.29 P 9.75 FULL -- 128,000.00 125,000.00 24,838.27 NO PPP 412449646 1,232.53 1,232.53 7/1/2007 195,000.00 193,927.90 CO 6.5 FULL -- 284,400.00 NA 194,289.14 NO PPP 412449648 1,114.97 1,114.97 8/1/2007 169,900.00 169,900.00 P 7.875 FULL -- 171,000.00 169,900.00 169,900.00 NO PPP 412449649 2,154.17 2,154.17 7/1/2007 440,000.00 439,883.29 P 5.875 FULL -- 555,000.00 550,000.00 439,883.30 NO PPP 412449650 368.38 368.38 7/1/2007 54,000.00 53,743.37 RT 7.25 LITE -- 78,000.00 NA 53,829.95 NO PPP 412449651 550.2 550.2 7/1/2007 76,800.00 76,469.50 CO 7.75 STATED -- 121,000.00 NA 76,581.09 NO PPP 412449652 1,227.26 1,227.26 7/1/2007 201,600.00 201,109.11 P 6.825 NINA AAA 252,000.00 252,000.00 201,274.60 CA STYLE 412449659 2,148.84 2,148.84 7/1/2007 230,000.00 229,839.55 CO 11.075 NINA C- 487,000.00 NA 229,894.02 2% 412449660 285.79 285.79 7/1/2007 44,250.00 44,249.98 CO 7.75 STATED -- 59,000.00 NA 44,250.00 NO PPP 412449662 2,520.26 2,520.26 7/1/2007 388,570.00 386,534.24 CO 6.75 FULL -- 554,500.00 NA 387,220.45 NO PPP 412449679 839.08 839.08 7/1/2007 123,000.00 122,415.52 P 7.25 LITE -- 123,000.00 123,000.00 122,612.70 NO PPP 412449682 466.64 466.64 7/1/2007 76,800.00 76,346.41 RT 6.125 RED -- 96,000.00 NA 76,499.15 NO PPP 412449683 126.76 126.76 7/1/2007 12,800.00 12,774.85 RT 11.5 STATED -- 96,000.00 NA 12,783.40 NO PPP 412453023 214.92 214.92 7/1/2007 30,000.00 29,870.92 CO 7.75 STATED -- 182,000.00 NA 29,914.50 NO PPP 412453024 920.29 920.29 8/1/2007 145,600.00 144,783.93 CO 6.5 RED -- 182,000.00 NA 144,919.24 NO PPP 412449686 2,548.13 2,548.13 7/1/2007 453,000.00 452,999.99 CO 6.75 STATED -- 640,000.00 NA 453,000.00 NO PPP 412449687 1,057.29 1,057.29 7/1/2007 175,000.00 174,794.51 RT 7.25 STATED -- 220,000.00 NA 174,796.97 NO PPP 412449688 550 550 7/1/2007 105,600.00 105,598.76 RT 6.25 FULL -- 132,000.00 NA 105,598.75 NO PPP 412449689 176.85 176.85 7/1/2007 23,000.00 22,913.73 RT 8.5 FULL -- 132,000.00 NA 22,942.51 NO PPP 412449690 758.44 758.44 7/1/2007 114,000.00 113,410.43 RT 7 FULL -- 570,000.00 NA 113,602.51 NO PPP 412449691 977.19 977.19 7/1/2007 177,000.00 176,999.99 CO 6.625 FULL -- 262,000.00 NA 177,000.00 NO PPP 412449692 1,065.79 1,065.79 8/1/2007 179,500.00 179,499.96 RT 7.125 FULL -- 220,000.00 NA 179,499.97 NO PPP 412449693 781.67 781.67 7/1/2007 134,000.00 133,999.99 CO 7 STATED -- 200,000.00 NA 134,000.00 NO PPP 412449694 1,071.14 1,071.14 7/1/2007 161,000.00 160,196.52 CO 7 STATED -- 205,000.00 NA 160,467.47 NO PPP 412449695 141.48 141.48 7/1/2007 21,000.00 20,897.75 CO 7.125 STATED -- 265,000.00 NA 20,932.24 NO PPP 412449696 986.03 986.03 7/1/2007 156,000.00 155,142.29 RT 6.5 LITE -- 195,000.00 NA 155,431.29 NO PPP 412449697 237.73 237.73 7/1/2007 34,000.00 33,846.22 RT 7.5 FULL -- 195,000.00 NA 33,898.12 NO PPP 412449698 3,337.20 3,337.20 7/1/2007 508,000.00 505,402.34 RT 6.875 STATED -- 635,000.00 NA 506,278.14 NO PPP 412449699 634.84 634.84 7/1/2007 75,500.00 74,142.14 RT 9.5 STATED -- 635,000.00 NA 74,236.78 NO PPP 412449705 1,219.36 1,219.36 7/1/2007 188,000.00 187,015.07 RT 6.75 STATED -- 283,000.00 NA 187,347.07 NO PPP 412449706 1,910.21 1,910.21 7/1/2007 346,000.00 346,000.00 CO 6.625 STATED -- 535,000.00 NA 346,000.00 NO PPP 412449711 1,344.65 1,344.65 8/1/2007 210,000.00 208,872.89 CO 6.625 FULL -- 360,000.00 NA 209,063.34 NO PPP 412449712 301.52 301.52 7/1/2007 34,000.00 33,808.14 CO 10.125 STATED -- 231,000.00 NA 33,840.26 NO PPP 412449713 421.18 421.18 7/1/2007 57,400.00 57,165.03 RT 8 STATED -- 287,000.00 NA 57,244.40 NO PPP 412453031 935.46 935.46 7/1/2007 148,000.00 147,130.38 RT 6.5 RED -- 185,000.00 NA 147,405.15 NO PPP 412453032 263.37 263.37 7/1/2007 28,500.00 28,355.57 RT 10.625 STATED -- 185,000.00 NA 28,379.86 NO PPP 412449714 758.48 758.48 7/1/2007 120,000.00 119,339.18 CO 6.5 STATED -- 160,000.00 NA 119,561.49 NO PPP 412453033 802.73 802.73 7/1/2007 127,000.00 126,293.39 P 6.5 LITE -- 160,000.00 159,000.00 126,528.76 NO PPP 412449719 685.42 685.42 8/1/2007 140,000.00 140,000.00 P 5.875 FULL -- 178,000.00 175,000.00 140,000.00 NO PPP 412449720 1,499.17 1,499.15 7/1/2007 257,000.00 256,983.68 P 7 FULL -- 258,000.00 257,000.00 256,983.68 NO PPP 412449724 285.5 285.5 7/1/2007 39,375.00 39,209.70 P 7.875 FULL -- 159,000.00 157,500.00 39,265.52 NO PPP 412449727 1,908.20 1,908.20 7/1/2007 239,000.00 238,718.62 P 9.35 NINA AA 247,000.00 239,000.00 238,813.87 NO PPP 412453035 967.06 967.06 7/1/2007 153,000.00 152,158.82 RT 6.5 FULL -- 308,000.00 NA 152,442.25 NO PPP 412449733 1,581.48 1,581.48 7/1/2007 271,000.00 269,281.90 CO 5.75 FULL -- 660,000.00 NA 269,860.08 NO PPP 412449743 455.71 455.71 7/1/2007 75,000.00 74,557.00 CO 6.125 FULL -- 435,000.00 NA 74,706.17 NO PPP 412449747 323.04 323.04 8/1/2007 43,000.00 42,832.67 P 8.25 FULL -- 215,000.00 215,000.00 42,861.04 NO PPP 412449748 1,020.84 1,019.96 8/1/2007 280,000.00 279,601.25 CO 4.375 FULL -- 365,000.00 NA 279,601.25 NO PPP 412449749 4,019.17 4,019.17 8/1/2007 742,000.00 742,000.00 RT 6.5 FULL -- 1,300,000.00 NA 742,000.00 NO PPP 412449751 747.09 747.07 7/1/2007 163,000.00 162,991.22 CO 5.5 FULL -- 490,000.00 NA 162,991.21 NO PPP 412449752 1,999.40 1,999.40 7/1/2007 338,000.00 335,906.88 CO 5.875 STATED -- 540,000.00 NA 336,611.41 NO PPP 412449763 1,565.00 1,563.97 7/1/2007 313,000.00 312,793.44 RT 6 NINA -- 420,000.00 NA 312,793.45 NO PPP 412449764 1,991.01 1,991.01 7/1/2007 315,000.00 313,268.14 RT 6.5 NINA -- 450,000.00 NA 313,851.68 NO PPP 412449765 1,763.33 1,763.33 7/1/2007 368,000.00 368,000.01 RT 5.75 FULL -- 460,000.00 NA 368,000.00 NO PPP 412449766 509.21 509.21 7/1/2007 64,000.00 63,780.72 CO 8.875 FULL -- 460,000.00 NA 63,854.89 NO PPP 412449767 684.5 684.5 7/1/2007 101,600.00 101,105.20 CO 7.125 FULL -- 127,000.00 NA 101,272.09 NO PPP 412449768 202.09 202.09 7/1/2007 25,400.00 25,165.67 RT 8.875 FULL -- 127,000.00 NA 25,197.26 NO PPP 412449770 129.73 129.73 8/1/2007 15,100.00 15,056.88 P 9.75 FULL -- 76,000.00 75,500.00 15,064.21 NO PPP 412449773 825.07 825.07 7/1/2007 118,000.00 117,422.46 P 7.5 FULL -- 135,000.00 118,000.00 117,603.12 NO PPP 412449774 2,056.12 2,056.12 7/1/2007 256,685.00 255,818.93 CO 8.95 STATED AA 394,900.00 NA 256,111.92 NO PPP 412449776 1,340.83 1,340.83 7/1/2007 176,000.00 175,330.70 CO 8.4 NINA AA 224,000.00 NA 175,555.37 NO PPP 412449777 635.12 635.12 7/1/2007 82,600.00 82,294.41 P 8.5 FULL -- 414,000.00 413,000.00 82,397.71 NO PPP 412449780 2,554.33 2,554.33 7/1/2007 294,000.00 293,735.94 CO 10.25 NINA C 392,000.00 NA 293,825.46 NO PPP 412449782 807.93 807.93 7/1/2007 138,000.00 137,632.47 P 6.5 FULL -- 142,000.00 138,000.00 137,756.30 NO PPP 412453055 1,307.65 1,307.65 8/1/2007 220,000.00 219,367.82 P 6.625 RED -- 221,000.00 220,000.00 219,463.85 NO PPP 412449786 842.22 842.22 7/1/2007 135,000.00 134,239.77 CO 6.375 FULL -- 185,000.00 NA 134,495.87 NO PPP 412446627 2,828.21 2,828.21 7/1/2007 342,000.00 338,747.81 CO 9.85 STATED AAA 380,000.00 NA 338,841.96 NO PPP 412447254 470.06 470.06 7/1/2007 50,000.00 49,830.25 CO 10.838 FULL C 70,000.00 NA 49,869.73 54321 412447461 2,498.06 2,498.06 7/1/2007 440,000.00 438,955.28 CO 6.25 FULL A+ 570,000.00 NA 439,375.66 CA STYLE 412447671 922.7 922.7 7/1/2007 120,000.00 119,556.01 CO 8.5 STATED AA 150,000.00 NA 119,706.10 NO PPP 412448030 687.85 687.85 7/1/2007 80,750.00 80,554.45 CO 9.65 STATED A- 95,000.00 NA 80,633.61 1% 412448074 2,982.06 2,982.06 7/1/2007 373,500.00 373,135.00 CO 9.35 STATED A+ 415,000.00 NA 373,282.70 CA STYLE 412448103 1,038.10 1,038.10 7/1/2007 180,600.00 180,183.50 RT 6.35 STATED A+ 258,000.00 NA 180,351.42 CA STYLE 412448111 3,417.29 3,417.29 7/1/2007 477,000.00 475,294.78 P 7.75 STATED AAA 600,000.00 530,000.00 475,983.46 NO PPP 412448124 693 693 7/1/2007 112,000.00 112,000.00 CO 7.425 FULL AA 225,000.00 NA 112,000.00 CA STYLE 412448184 933.17 933.17 8/1/2007 128,700.00 128,251.27 P 7.875 FULL AA 158,000.00 143,000.00 128,342.19 CA STYLE 412448188 2,233.65 2,233.65 7/1/2007 258,875.00 258,267.65 P 9.8 STATED AA 273,000.00 272,500.00 258,513.56 NO PPP 412448237 3,126.86 3,126.86 7/1/2007 472,500.00 471,559.00 CO 7.55 FULL AA 540,000.00 NA 471,875.94 NO PPP 412448281 736.68 736.68 7/1/2007 101,600.00 101,173.47 RT 7.875 FULL AA 107,000.00 NA 101,317.51 NO PPP 412448306 846.1 846.1 7/1/2007 118,750.00 118,749.99 P 8.55 FULL AAA 155,000.00 125,000.00 118,750.00 54321 412448330 2,068.48 2,068.48 7/1/2007 316,200.00 316,199.94 CO 7.85 FULL AA 372,000.00 NA 316,199.93 2 MO INT 412448332 1,764.54 1,764.54 7/1/2007 289,000.00 288,301.10 RT 6.85 FULL AA 330,000.00 NA 288,536.72 CA STYLE 412448341 1,145.55 1,145.55 7/1/2007 191,000.00 190,518.52 CO 6.7 FULL AA 280,000.00 NA 190,680.80 CA STYLE 412448362 661.73 661.73 7/1/2007 88,200.00 88,096.29 P 8.725 FULL AA 98,000.00 98,000.00 88,138.23 NO PPP 412448367 1,506.33 1,506.33 7/1/2007 220,800.00 220,392.55 P 7.825 FULL AAA 295,000.00 276,000.00 220,529.58 NO PPP 412448368 470.21 470.21 7/1/2007 55,200.00 55,036.51 P 9.65 FULL AAA 295,000.00 276,000.00 55,091.10 NO PPP 412448374 4,452.24 4,452.24 7/1/2007 540,000.00 538,585.86 CO 9.275 STATED AA 600,000.00 NA 539,158.06 NO PPP 412448412 385.69 385.69 7/1/2007 43,400.00 43,286.03 P 10.15 FULL AA 220,000.00 217,000.00 43,324.66 NO PPP 412448413 1,113.66 1,113.66 7/1/2007 173,600.00 173,227.13 P 7.275 FULL AA 220,000.00 217,000.00 173,352.93 NO PPP 412448414 703.52 703.52 7/1/2007 104,550.00 104,384.60 CO 7.7 FULL AA 123,000.00 NA 104,451.39 NO PPP 412448459 1,074.43 1,074.43 7/1/2007 152,000.00 151,897.07 CO 8.35 FULL A+ 160,000.00 NA 151,931.67 NO PPP 412448462 3,270.56 3,270.56 7/1/2007 379,050.00 377,978.43 P 9.8 STATED AA 400,000.00 399,000.00 378,341.45 NO PPP 412448499 4,578.75 4,578.75 7/1/2007 666,000.00 666,000.00 CO 8.25 STATED AA 740,000.00 NA 666,000.00 NO PPP 412452495 1,242.21 1,242.21 7/1/2007 193,500.00 192,641.04 RT 6.65 FULL AA 220,000.00 NA 192,987.47 NO PPP 412448679 1,281.04 1,281.04 7/1/2007 196,500.00 195,652.76 RT 6.8 FULL AA 265,000.00 NA 195,994.53 NO PPP 412448691 1,373.48 1,373.48 7/1/2007 155,200.00 154,788.15 CO 10.1 FULL A+ 194,000.00 NA 154,927.74 NO PPP 412448698 2,289.36 2,289.36 8/1/2007 324,000.00 323,391.54 CO 8.15 STATED AA 372,000.00 NA 323,483.91 NO PPP 412448742 632.42 632.42 7/1/2007 77,900.00 77,588.07 P 9.1 STATED AA 86,000.00 82,000.00 77,675.17 NO PPP 412448755 1,971.87 1,971.87 7/1/2007 234,000.00 233,418.37 P 9.525 STATED AA 263,000.00 260,000.00 233,653.79 NO PPP 412448827 2,531.18 2,531.18 7/1/2007 368,000.00 366,209.53 RT 7.9 FULL AA 433,000.00 NA 366,447.78 NO PPP 412448842 888.8 888.8 7/1/2007 166,500.00 166,285.70 CO 6.1 FULL AA 185,000.00 NA 166,372.07 NO PPP 412448870 3,531.57 3,531.57 8/1/2007 451,250.00 451,075.40 CO 9.3 STATED AAA 475,000.00 NA 451,110.86 NO PPP 412448884 535.31 535.31 8/1/2007 77,200.00 76,904.47 CO 7.415 FULL AA 96,500.00 NA 76,964.21 NO PPP 412448892 2,883.63 2,883.63 7/1/2007 332,400.00 332,297.74 CO 10.35 STATED AA 349,915.00 NA 332,332.41 NO PPP 412452563 600.25 600.25 7/1/2007 71,150.00 70,973.59 P 9.538 FULL AA 75,000.00 74,900.00 71,044.99 NO PPP 412448944 625.94 625.94 7/1/2007 94,560.00 93,959.16 CO 6.95 FULL AAA 118,200.00 NA 94,121.27 NO PPP 412448949 1,397.79 1,397.79 7/1/2007 162,000.00 161,541.99 P 9.8 STATED AA 180,000.00 180,000.00 161,697.15 1% 412448955 643.43 643.43 7/1/2007 83,000.00 82,911.32 CO 9.05 FULL AA 98,000.00 NA 82,947.19 NO PPP 412448957 2,523.17 2,523.17 7/1/2007 384,750.00 384,474.69 CO 7.7 FULL AAA 405,000.00 NA 384,585.87 NO PPP 412448966 1,274.00 1,274.00 8/1/2007 208,000.00 208,000.00 CO 7.35 FULL A+ 280,000.00 NA 208,000.00 NO PPP 412448971 707.04 707.04 8/1/2007 95,000.00 94,686.62 CO 8.15 FULL AA 100,000.00 NA 94,750.15 NO PPP 412448973 1,169.91 1,169.91 7/1/2007 133,875.00 133,570.68 CO 9.95 FULL AA 178,500.00 NA 133,693.92 NO PPP 412448975 2,372.45 2,372.45 7/1/2007 270,000.00 269,766.55 P 10.375 STATED AA 335,000.00 300,000.00 269,845.71 NO PPP 412448980 1,357.17 1,357.17 7/1/2007 185,400.00 184,766.48 P 7.975 FULL AAA 206,000.00 206,000.00 185,022.41 NO PPP 412448984 1,614.10 1,614.10 8/1/2007 243,950.00 243,780.29 CO 7.775 STATED AA 287,000.00 NA 243,814.67 NO PPP 412448985 3,153.96 3,153.96 7/1/2007 370,500.00 370,397.54 CO 10.15 STATED AAA 390,000.00 NA 370,439.04 NO PPP 412448986 580.3 580.3 7/1/2007 66,405.00 66,254.05 P 9.95 FULL AA 70,300.00 69,900.00 66,315.18 NO PPP 412449455 344.38 344.38 7/1/2007 44,788.00 44,301.01 P 8.5 FULL -- 180,000.00 179,150.00 44,361.53 NO PPP 412447417 1,054.69 1,054.69 7/1/2007 187,500.00 187,499.99 CO 6.75 STATED ALTA 255,000.00 NA 187,500.00 NO PPP 412448703 719.07 719.07 8/1/2007 117,000.00 116,999.99 RT 7.375 FULL ALTA 130,000.00 NA 117,000.00 NO PPP 412448747 2,332.92 2,332.15 7/1/2007 407,200.00 406,929.35 CO 6.875 STATED ALTA 509,000.00 NA 406,929.36 NO PPP 412448776 1,322.86 1,322.86 7/1/2007 184,650.00 183,978.69 RT 7.75 STATED ALTA 207,500.00 NA 184,245.43 NO PPP 412448947 698.42 698.42 7/1/2007 107,680.00 107,115.80 P 6.75 FULL ALTA 134,600.00 134,600.00 107,305.98 NO PPP 412448952 478.87 478.87 7/1/2007 39,750.00 39,707.73 P 14.25 NINA ALTA 352,000.00 265,000.00 39,722.15 NO PPP 412448953 1,482.34 1,482.34 7/1/2007 212,000.00 211,041.09 P 7.5 NINA ALTA 352,000.00 265,000.00 211,364.72 NO PPP 412448960 339.45 339.45 7/1/2007 36,000.00 35,918.99 P 10.875 STATED ALTA 190,000.00 180,000.00 35,946.48 NO PPP 412449328 574.29 574.29 8/1/2007 73,000.00 72,743.38 P 8.75 FULL -- 365,000.00 364,900.00 72,786.93 NO PPP 412449450 1,459.79 1,459.79 7/1/2007 154,000.00 154,000.00 P 11.375 NINA -- 154,000.00 154,000.00 154,000.00 NO PPP 412449545 479.65 479.65 8/1/2007 64,600.00 64,342.14 P 8.125 FULL -- 68,000.00 68,000.00 64,385.84 NO PPP 412449621 583.93 583.93 8/1/2007 82,500.00 82,136.00 P 7.625 FULL -- 83,000.00 82,500.00 82,197.63 NO PPP 412452998 656.14 656.14 7/1/2007 95,000.00 94,559.56 P 7.375 FULL -- 95,000.00 95,000.00 94,708.17 NO PPP 412449657 2,013.44 2,013.44 7/1/2007 324,000.00 323,248.48 CO 7 NINA AA 375,000.00 NA 323,501.91 NO PPP 412449677 670.1 670.1 7/1/2007 90,250.00 89,867.60 P 8.125 RED -- 145,000.00 95,000.00 89,989.60 NO PPP 412449740 233.57 233.57 7/1/2007 33,000.00 32,787.21 CO 7.625 STATED -- 381,000.00 NA 32,837.20 NO PPP 412449741 492.93 492.93 7/1/2007 76,000.00 75,601.85 RT 6.75 FULL -- 610,000.00 NA 75,736.06 NO PPP 412449744 368.05 368.05 7/1/2007 52,000.00 51,770.59 CO 7.625 FULL -- 255,000.00 NA 51,848.03 NO PPP 412449746 990.58 990.58 7/1/2007 135,000.00 134,222.34 CO 8 STATED -- 705,000.00 NA 134,411.97 NO PPP 412449755 763.65 763.65 7/1/2007 116,365.00 116,364.99 P 7.875 NINA AA 137,000.00 136,900.00 116,365.00 CA STYLE 412450538 1,446.31 1,446.31 7/1/2007 228,822.00 227,244.27 P 6.5 LITE -- 235,000.00 228,822.00 227,671.60 NO PPP 412449375 498.07 498.07 7/1/2007 78,800.00 78,361.38 RT 6.5 LITE -- 83,000.00 NA 78,507.42 NO PPP 412452925 554.21 554.21 8/1/2007 51,000.00 50,924.00 CO 12.75 FULL -- 255,000.00 NA 50,937.00 NO PPP 412449363 2,722.03 2,722.03 7/1/2007 291,600.00 290,926.39 CO 10.75 FULL -- 1,075,000.00 NA 291,154.94 NO PPP 412448241 2,812.50 2,812.50 7/1/2007 500,000.00 500,000.00 CO 6.75 NINA ALTA 580,000.00 NA 500,000.00 CA STYLE 412445565 1,628.85 1,628.85 7/1/2007 197,125.00 196,506.34 P 9.3 NINA AA 212,000.00 207,500.00 196,715.75 CA STYLE 412449783 1,876.00 1,876.00 8/1/2007 308,750.00 306,926.33 CO 6.125 FULL -- 445,000.00 NA 307,234.16 NO PPP 412452839 1,080.10 1,080.10 8/1/2007 147,200.00 146,597.42 CO 8 FULL -- 736,000.00 NA 146,699.52 NO PPP 412449547 578.48 578.48 8/1/2007 55,000.00 54,137.07 P 9.625 FULL -- 280,000.00 275,000.00 54,280.18 NO PPP 412449112 682.18 682.18 7/1/2007 100,000.00 99,524.80 CO 7.25 FULL -- 475,000.00 NA 99,685.11 NO PPP 412449490 1,845.55 1,845.55 7/1/2007 294,400.00 293,731.31 CO 7.075 NINA AA 368,000.00 NA 293,956.83 CA STYLE 412449491 651.34 651.34 7/1/2007 73,600.00 73,404.70 CO 10.1 NINA AA 368,000.00 NA 73,470.90 CA STYLE 412449337 3,656.25 3,656.25 8/1/2007 650,000.00 648,002.00 P 6.75 FULL -- 840,000.00 820,000.00 648,002.00 CA STYLE 412447395 257.16 257.16 7/1/2007 25,000.00 24,955.93 CO 12 STATED ALTA 125,000.00 NA 24,970.91 NO PPP 412449303 1,063.47 1,063.47 7/1/2007 163,900.00 163,557.77 P 7.375 FULL -- 165,000.00 163,900.00 163,673.25 NO PPP 412449604 247.97 247.97 7/1/2007 34,200.00 34,056.47 P 7.875 FULL -- 171,000.00 171,000.00 34,104.94 NO PPP 412447748 889.31 889.31 7/1/2007 132,000.00 131,357.16 CO 7.125 NINA ALTA 165,000.00 NA 131,573.98 CA STYLE 412445540 455.04 455.04 7/1/2007 59,180.00 58,785.42 P 8.5 FULL -- 296,000.00 295,900.00 58,861.89 NO PPP 412449338 733.5 733.5 7/1/2007 130,400.00 130,390.95 CO 6.75 STATED -- 163,000.00 NA 130,390.95 CA STYLE 412449339 829.4 829.4 8/1/2007 110,400.00 109,969.06 P 8.25 STATED -- 570,000.00 552,000.00 110,041.92 NO PPP 412447311 3,078.00 3,078.00 7/1/2007 456,000.00 456,000.00 P 8.1 LITE AAA 570,000.00 570,000.00 456,000.00 CA STYLE 412447673 2,682.50 2,682.50 7/1/2007 444,000.00 444,000.00 P 7.25 STATED AA 555,000.00 555,000.00 444,000.00 CA STYLE 412446837 4,930.00 4,930.00 7/1/2007 680,000.00 680,000.00 P 8.7 LITE AAA 850,000.00 850,000.00 680,000.00 NO PPP 412447484 3,260.42 3,260.42 7/1/2007 500,000.00 499,999.99 P 7.825 LITE AA 640,000.00 625,000.00 500,000.00 CA STYLE 412447418 1,000.00 1,000.00 8/1/2007 160,000.00 160,000.00 P 7.5 STATED AAA 210,000.00 200,000.00 160,000.00 CA STYLE 412447421 2,367.09 2,367.09 7/1/2007 380,000.00 379,999.98 P 7.475 LITE AAA 475,000.00 475,000.00 379,999.99 NO PPP 412447697 2,406.95 2,406.95 8/1/2007 423,200.00 423,200.00 P 6.825 LITE AAA 529,000.00 529,000.00 423,200.00 CA STYLE 412449760 1,538.34 1,536.58 7/1/2007 284,000.00 283,528.61 CO 6.5 FULL -- 355,000.00 NA 283,528.61 NO PPP 412449775 648.6 648.6 8/1/2007 100,000.00 99,476.09 CO 6.75 FULL -- 1,900,000.00 NA 99,564.64 NO PPP 412452800 772.7 772.7 8/1/2007 130,000.00 129,518.23 P 6.625 LITE -- 130,000.00 130,000.00 129,575.56 NO PPP 412449379 755.18 755.18 7/1/2007 142,150.00 142,149.97 P 6.375 FULL -- 178,000.00 177,700.00 142,149.99 NO PPP 412449380 263.59 263.59 7/1/2007 35,500.00 35,358.27 P 8.125 FULL -- 178,000.00 177,700.00 35,406.15 NO PPP 412449390 796.41 796.41 7/1/2007 126,000.00 125,104.49 RT 6.5 FULL -- 126,000.00 NA 125,340.10 NO PPP 412447583 1,711.87 1,711.34 7/1/2007 277,600.00 277,513.87 CO 7.4 STATED AA 347,000.00 NA 277,513.88 CA STYLE 412447361 2,775.00 2,775.00 7/1/2007 444,000.00 444,000.00 P 7.5 LITE AA 560,000.00 555,000.00 444,000.00 CA STYLE 412452330 1,539.95 1,539.95 7/1/2007 223,992.00 223,991.99 P 8.25 LITE AA 286,000.00 279,990.00 223,992.00 CA STYLE 412447465 2,041.87 2,041.87 7/1/2007 395,200.00 395,199.99 P 6.2 FULL AAA 560,000.00 494,000.00 395,200.00 CA STYLE 412452708 1,159.69 1,159.69 7/1/2007 196,047.00 194,832.95 P 5.875 LITE -- 203,000.00 199,140.00 195,241.59 NO PPP 412452844 1,460.35 1,460.35 7/1/2007 222,300.00 221,163.29 CO 6.875 FULL -- 247,000.00 NA 221,546.53 NO PPP 412449351 1,170.00 1,169.04 8/1/2007 216,000.00 215,735.76 P 6.5 STATED -- 270,000.00 270,000.00 215,735.76 NO PPP 412447852 2,652.71 2,652.71 7/1/2007 454,750.00 454,355.15 CO 7 STATED ALTA 535,000.00 NA 454,355.14 NO PPP 412449296 462.48 462.48 7/1/2007 70,400.00 70,039.46 RT 6.875 LITE -- 88,000.00 NA 70,160.84 NO PPP 412447323 2,108.75 2,108.75 7/1/2007 420,000.00 420,000.00 CO 6.025 RED AA 525,000.00 NA 420,000.00 CA STYLE 412447501 1,079.00 1,079.00 7/1/2007 199,200.00 199,200.00 P 6.5 FULL AA 251,000.00 249,000.00 199,200.00 CA STYLE 412447509 2,609.60 2,609.60 7/1/2007 448,000.00 448,000.00 P 6.99 FULL AAA 560,000.00 560,000.00 448,000.00 CA STYLE 412447570 1,595.54 1,595.54 7/1/2007 291,200.00 291,199.96 P 6.575 LITE AAA 364,000.00 364,000.00 291,199.97 CA STYLE 412447460 2,496.88 2,496.88 7/1/2007 470,000.00 469,999.99 P 6.375 FULL AAA 587,500.00 587,500.00 470,000.00 CA STYLE 412447535 1,567.88 1,567.88 7/1/2007 283,992.00 283,991.95 P 6.625 STATED AA 360,000.00 354,990.00 283,991.97 CA STYLE 412447140 1,068.00 1,068.00 7/1/2007 192,000.00 192,000.00 CO 6.675 FULL AA 240,000.00 NA 192,000.00 CA STYLE 412447447 2,600.52 2,600.52 7/1/2007 431,920.00 431,920.00 P 7.225 LITE AAA 540,000.00 539,900.00 431,920.00 CA STYLE 412452104 1,598.80 1,598.80 7/1/2007 228,400.00 228,400.00 P 8.4 RED AA 300,000.00 285,500.00 228,400.00 321 412447616 886.22 886.22 7/1/2007 159,200.00 159,171.20 P 6.68 FULL AA 203,000.00 199,000.00 159,171.53 CA STYLE 412447480 1,874.17 1,874.17 7/1/2007 276,800.00 276,799.99 CO 8.125 FULL AAA 346,000.00 NA 276,800.00 2% 412447067 1,446.25 1,446.23 7/1/2007 260,000.00 259,996.25 P 6.675 FULL AAA 345,000.00 325,000.00 259,996.25 NO PPP 412449736 800.39 800.39 7/1/2007 125,000.00 124,215.10 CO 6.625 FULL -- 810,000.00 NA 124,442.45 NO PPP 412448334 3,626.67 3,626.67 7/1/2007 640,000.00 639,999.99 CO 6.8 FULL AAA 800,000.00 NA 640,000.00 CA STYLE 412447304 4,013.34 4,013.34 7/1/2007 560,000.00 559,999.95 P 8.6 LITE AAA 700,000.00 700,000.00 559,999.96 NO PPP 412447685 2,614.67 2,614.67 7/1/2007 473,600.00 473,599.99 P 6.625 RED AAA 592,000.00 592,000.00 473,600.00 CA STYLE 412447725 2,208.29 2,208.29 7/1/2007 379,920.00 379,919.99 P 6.975 FULL AA 510,000.00 474,900.00 379,920.00 CA STYLE 412447344 3,356.50 3,356.50 7/1/2007 548,000.00 548,000.00 P 7.35 LITE AAA 707,000.00 685,000.00 548,000.00 CA STYLE 412447355 1,922.40 1,922.40 7/1/2007 345,600.00 345,600.00 P 6.675 STATED AA 432,000.00 432,669.00 345,600.00 CA STYLE 412447384 2,784.04 2,783.82 8/1/2007 462,400.00 462,363.77 CO 7.225 LITE AAA 578,000.00 NA 462,363.77 CA STYLE 412447567 2,885.75 2,885.75 7/1/2007 476,000.00 476,000.00 CO 7.275 LITE AAA 595,000.00 NA 476,000.00 NO PPP 412447325 2,201.87 2,201.87 7/1/2007 294,400.00 294,399.99 CO 8.975 LITE AAA 368,000.00 NA 294,400.00 NO PPP 412447366 2,461.59 2,461.59 7/1/2007 436,000.00 435,999.95 P 6.775 STATED AA 550,000.00 545,000.00 435,999.96 CA STYLE 412447312 1,719.25 1,719.25 7/1/2007 276,000.00 276,000.00 P 7.475 LITE AA 345,000.00 345,000.00 276,000.00 CA STYLE 412447367 1,268.50 1,268.50 7/1/2007 206,400.00 206,400.00 P 7.375 RED AA 258,000.00 258,000.00 206,400.00 CA STYLE 412447405 2,381.26 2,381.26 7/1/2007 408,800.00 408,800.00 P 6.99 STATED AA 511,000.00 511,000.00 408,800.00 CA STYLE 412447074 1,789.07 1,787.60 7/1/2007 239,875.00 239,665.91 P 8.95 LITE AAA 255,000.00 252,500.00 239,665.91 CA STYLE 412452696 887.33 887.33 7/1/2007 144,900.00 144,552.01 P 6.875 FULL -- 145,000.00 144,900.00 144,669.34 NO PPP 412447154 1,395.90 1,395.90 7/1/2007 225,600.00 225,600.00 P 7.425 FULL AA 284,000.00 282,000.00 225,600.00 NO PPP 412449115 422.9 422.9 8/1/2007 55,000.00 54,796.53 P 8.5 FULL -- 295,000.00 275,419.00 54,831.04 NO PPP 412449589 185.87 185.87 8/1/2007 23,100.00 23,022.85 P 9 FULL -- 116,000.00 115,500.00 23,035.95 NO PPP 412446398 1,438.85 1,438.85 7/1/2007 187,000.00 185,805.97 P 8.975 LITE A- 303,500.00 220,000.00 185,903.23 CA STYLE 412446829 2,384.79 2,384.79 7/1/2007 327,000.00 326,325.28 CO 8.45 FULL C 436,000.00 NA 326,497.29 CA STYLE 412446406 1,114.83 1,114.83 7/1/2007 141,000.00 140,710.53 CO 9.25 FULL B 266,000.00 NA 140,770.21 2% 412453029 1,248.16 1,248.16 7/1/2007 190,000.00 189,028.47 RT 6.875 RED -- 255,000.00 NA 189,356.02 NO PPP 412453041 1,500.49 1,500.49 8/1/2007 175,000.00 171,419.48 RT 6.25 LITE -- 385,000.00 NA 172,024.01 NO PPP 412447631 942.92 942.92 7/1/2007 126,000.00 125,820.26 CO 8.7 FULL A+ 140,000.00 NA 125,881.04 CA STYLE 412448061 4,127.07 4,127.07 7/1/2007 621,000.00 620,999.98 CO 7.975 STATED AAA 690,000.00 NA 621,000.00 CA STYLE 412449310 390.06 390.06 8/1/2007 44,920.00 44,795.02 P 9.875 FULL -- 228,000.00 224,600.00 44,816.28 NO PPP 412449468 6,054.69 6,054.69 7/1/2007 937,500.00 937,494.00 CO 7.75 STATED -- 1,255,983.00 NA 937,494.00 NO PPP 412445553 341.01 341.01 8/1/2007 47,600.00 47,360.24 P 7.75 FULL -- 245,000.00 238,184.00 47,395.16 NO PPP 412448077 2,611.17 2,611.17 7/1/2007 350,100.00 350,099.97 CO 8.95 FULL A+ 370,000.00 NA 350,099.99 NO PPP 412448351 1,870.87 1,870.87 7/1/2007 250,000.00 249,643.37 CO 8.7 FULL AA 315,000.00 NA 249,763.97 CA STYLE 412447993 713.45 713.45 7/1/2007 85,000.00 84,914.43 CO 9.875 FULL A- 160,000.00 NA 84,943.42 NO PPP 412449617 908.98 908.98 7/1/2007 130,000.00 128,641.30 P 7.5 FULL -- 131,000.00 130,000.00 128,849.29 NO PPP 412448304 3,877.50 3,877.50 7/1/2007 495,000.00 495,000.00 CO 9.4 STATED AA 550,000.00 NA 495,000.00 NO PPP 412447471 2,591.34 2,591.34 7/1/2007 416,000.00 415,999.97 CO 7.475 FULL AAA 520,000.00 NA 415,999.98 CA STYLE 412447779 688 688 7/1/2007 103,200.00 103,200.00 CO 8 FULL A+ 129,000.00 NA 103,200.00 NO PPP 412449350 1,280.62 1,280.62 8/1/2007 200,000.00 198,926.56 CO 6.625 LITE -- 420,000.00 NA 199,107.94 NO PPP 412449357 1,458.34 1,458.34 8/1/2007 280,000.00 279,999.98 CO 6.25 FULL -- 350,000.00 NA 279,999.99 NO PPP 412447267 720.13 720.13 7/1/2007 73,000.00 72,804.87 P 11.45 LITE AA 365,000.00 365,000.00 72,855.05 NO PPP 412446998 288.75 288.75 8/1/2007 30,200.00 30,111.92 P 11.05 LITE AAA 151,000.00 151,000.00 30,123.28 NO PPP 412449730 138.02 138.02 8/1/2007 19,500.00 19,413.97 CO 7.625 FULL -- 365,000.00 NA 19,428.54 NO PPP 412446638 540.47 540.47 7/1/2007 55,000.00 54,851.37 P 11.4 LITE AA 285,000.00 275,000.00 54,889.59 NO PPP 412448071 738.78 738.78 7/1/2007 110,400.00 109,998.36 CO 7.65 FULL AA 138,000.00 NA 110,072.73 CA STYLE 412447799 805.04 805.04 7/1/2007 97,000.00 96,698.69 P 9.35 FULL AAA 485,000.00 485,000.00 96,800.69 NO PPP 412447800 2,114.58 2,114.58 7/1/2007 388,000.00 386,792.20 P 5.925 FULL AA 485,000.00 485,000.00 387,198.77 NO PPP 412449330 1,118.74 1,118.74 7/1/2007 160,000.00 159,255.90 CO 7.5 FULL -- 332,000.00 NA 159,500.39 NO PPP 412449541 493.3 493.3 7/1/2007 62,000.00 61,787.55 P 8.875 FULL -- 310,000.00 310,000.00 61,859.41 NO PPP 412452981 804.17 804.17 8/1/2007 128,900.00 128,174.09 RT 6.375 STATED -- 373,000.00 NA 128,296.68 NO PPP 412448797 4,461.96 4,461.96 7/1/2007 568,100.00 568,099.97 P 9.425 STATED A+ 610,000.00 598,000.00 568,099.99 CA STYLE 412452316 1,110.36 1,110.36 7/1/2007 110,000.00 109,795.39 P 11.75 STATED AA 630,000.00 550,000.00 109,864.93 NO PPP 412452317 3,152.22 3,152.22 7/1/2007 440,000.00 438,106.33 P 7.75 STATED AA 630,000.00 550,000.00 438,745.70 3 MO INT 412452924 1,267.72 1,267.72 8/1/2007 204,000.00 203,526.83 CO 7 LITE -- 255,000.00 NA 203,606.84 NO PPP 412452980 2,567.54 2,567.54 7/1/2007 417,000.00 414,594.87 CO 6.25 STATED -- 565,000.00 NA 415,404.92 NO PPP 412449603 153.78 153.78 8/1/2007 18,900.00 18,602.06 P 9.125 RED -- 95,000.00 94,900.00 18,614.29 NO PPP 412451942 257.48 257.48 7/1/2007 26,100.00 25,808.92 P 11.45 LITE AA 134,000.00 130,500.00 25,831.04 1% 412446927 147.46 147.46 7/1/2007 17,090.00 17,025.03 P 9.8 LITE AA 86,000.00 85,450.00 17,041.67 NO PPP 412449329 2,488.19 2,488.19 7/1/2007 425,000.00 423,868.13 CO 6.5 STATED -- 585,000.00 NA 424,249.50 NO PPP 412452876 536.63 536.63 8/1/2007 84,900.00 84,433.19 P 6.5 FULL -- 94,600.00 84,900.00 84,512.05 NO PPP 412447394 673.72 673.72 7/1/2007 100,000.00 99,513.01 CO 7.125 STATED ALTA 125,000.00 NA 99,677.27 CA STYLE 412449295 522.05 522.05 7/1/2007 72,000.00 71,697.78 CO 7.875 FULL -- 617,000.00 NA 71,799.84 NO PPP 412449372 605.15 605.15 7/1/2007 97,000.00 96,453.77 CO 6.375 FULL -- 136,000.00 NA 96,637.78 NO PPP 412452695 663.81 663.81 8/1/2007 109,250.00 108,604.74 P 6.125 LITE -- 135,500.00 115,000.00 108,713.66 NO PPP 412445532 1,096.82 1,096.82 7/1/2007 171,295.00 170,375.62 P 6.625 LITE -- 180,000.00 171,295.00 170,685.46 NO PPP 412447672 1,698.21 1,698.21 7/1/2007 307,600.00 307,600.00 P 6.625 STATED AAA 385,000.00 384,500.00 307,600.00 CA STYLE 412447088 1,386.67 1,386.66 7/1/2007 260,000.00 259,999.33 P 6.4 STATED AA 325,000.00 325,000.00 259,999.32 CA STYLE 412447713 2,146.00 2,146.00 7/1/2007 348,000.00 348,000.00 CO 7.4 LITE AA 450,000.00 NA 348,000.00 NO PPP 412447624 2,759.00 2,759.00 7/1/2007 427,200.00 427,200.00 P 7.75 RED AA 540,000.00 534,000.00 427,200.00 CA STYLE 412447297 2,066.67 2,066.67 7/1/2007 320,000.00 319,999.99 CO 7.75 LITE AA 400,000.00 NA 320,000.00 CA STYLE 412452196 1,610.75 1,610.75 7/1/2007 303,200.00 303,200.00 P 6.375 RED AAA 380,000.00 379,000.00 303,200.00 CA STYLE 412447258 1,583.17 1,583.17 7/1/2007 257,600.00 257,599.99 P 7.375 FULL AA 322,000.00 322,000.00 257,600.00 CA STYLE 412447094 2,593.50 2,593.50 7/1/2007 342,000.00 342,000.00 P 9.1 LITE AA 380,000.00 380,000.00 342,000.00 CA STYLE 412447547 969.13 969.13 7/1/2007 150,544.00 150,543.99 P 7.725 STATED AAA 197,000.00 188,180.00 150,544.00 CA STYLE 412447284 1,442.00 1,442.00 7/1/2007 224,000.00 224,000.00 CO 7.725 STATED AAA 288,000.00 NA 224,000.00 NO PPP 412447661 1,415.05 1,415.05 7/1/2007 261,240.00 261,240.00 P 6.5 STATED ALTA 300,000.00 274,990.00 261,240.00 CA STYLE 412449287 1,495.81 1,495.81 8/1/2007 188,000.00 187,354.87 P 8.875 RED -- 235,000.00 235,000.00 187,464.23 NO PPP 412449335 567.93 567.93 7/1/2007 77,400.00 77,083.18 P 8 STATED -- 387,000.00 387,000.00 77,190.19 NO PPP 412447185 1,224.54 1,224.54 7/1/2007 204,800.00 204,799.96 P 7.175 RED AA 260,000.00 256,000.00 204,799.97 CA STYLE 412447217 1,887.42 1,887.42 7/1/2007 255,200.00 255,199.99 P 8.875 LITE AA 359,000.00 319,000.00 255,200.00 CA STYLE 412449761 731.25 731.14 7/1/2007 130,000.00 129,960.67 CO 6.75 STATED -- 220,000.00 NA 129,960.67 NO PPP 412447870 1,149.72 1,149.72 7/1/2007 208,250.00 208,249.99 CO 6.625 FULL ALTA 245,000.00 NA 208,250.00 CA STYLE 412449342 1,573.44 1,573.44 7/1/2007 285,000.00 284,999.85 CO 6.625 STATED -- 295,000.00 NA 284,999.86 NO PPP 412449346 988.09 988.09 7/1/2007 130,000.00 129,506.67 P 8.375 STATED -- 710,000.00 650,000.00 129,673.41 NO PPP 412449438 704.69 702.96 8/1/2007 123,000.00 122,498.27 P 6.875 FULL -- 132,000.00 128,000.00 122,498.27 NO PPP 412448116 356.51 356.51 7/1/2007 36,000.00 35,929.27 P 11.5 STATED -- 250,000.00 240,000.00 35,953.30 NO PPP 412450548 285.98 285.98 7/1/2007 33,144.00 33,050.29 P 9.8 NINA AAA 175,000.00 165,720.00 33,082.04 NO PPP 412449587 529.38 529.38 8/1/2007 92,400.00 92,400.00 P 6.875 FULL -- 116,000.00 115,500.00 92,400.00 NO PPP 412452694 1,260.43 1,260.43 7/1/2007 199,900.00 199,452.26 P 7.125 FULL -- 199,900.00 199,900.00 199,603.28 NO PPP 412450544 1,035.88 1,035.88 7/1/2007 132,576.00 132,102.71 P 8.675 NINA AAA 175,000.00 165,720.00 132,262.75 CA STYLE 412449754 1,488.70 1,488.70 7/1/2007 221,850.00 221,351.57 CO 7.675 FULL A3 261,000.00 NA 221,496.13 CA STYLE 412446864 2,195.47 2,195.47 7/1/2007 217,500.00 216,955.34 CO 11.75 LITE B 290,000.00 NA 217,095.51 CA STYLE 412446361 1,507.66 1,507.66 7/1/2007 202,500.00 202,004.38 CO 8.65 STATED AA 225,000.00 NA 202,106.37 CA STYLE 412447269 2,612.50 2,612.50 7/1/2007 456,000.00 456,000.00 P 6.875 FULL AAA 570,000.00 570,000.00 456,000.00 CA STYLE 412446663 1,437.63 1,437.63 7/1/2007 199,440.00 199,439.23 CO 8.65 LITE AA 221,600.00 NA 199,439.24 CA STYLE 412446732 2,413.65 2,413.65 7/1/2007 296,650.00 295,352.89 P 9.125 STATED AA 355,000.00 349,000.00 295,684.58 NO PPP 412446751 1,326.90 1,326.90 7/1/2007 106,500.00 101,289.73 CO 8.613 STATED AA 126,000.00 NA 102,476.72 CA STYLE 412446882 1,553.02 1,553.02 7/1/2007 178,750.00 178,534.05 CO 10.25 FULL C 275,000.00 NA 178,589.42 CA STYLE 412449308 1,210.54 1,210.54 8/1/2007 179,680.00 178,804.92 P 7.125 FULL -- 228,000.00 224,600.00 178,952.93 NO PPP 412452379 3,734.69 3,734.69 7/1/2007 484,500.00 484,499.99 CO 9.25 STATED AA 510,000.00 NA 484,500.00 CA STYLE 412448068 568.43 568.43 7/1/2007 57,400.00 57,286.84 CO 11.5 FULL B 71,800.00 NA 57,325.15 NO PPP 412452389 1,259.14 1,259.14 8/1/2007 147,600.00 147,459.14 CO 10.05 LITE AA 164,000.00 NA 147,483.11 2% 412448539 2,513.38 2,513.38 7/1/2007 428,000.00 426,675.64 CO 6.525 FULL AAA 535,000.00 NA 427,059.17 CA STYLE 412448268 873.43 873.43 8/1/2007 125,900.00 125,800.00 P 8.325 STATED AA 165,000.00 157,400.00 125,800.00 CA STYLE 412448159 2,085.19 2,085.19 7/1/2007 291,987.00 291,510.96 P 8.25 FULL AAA 315,000.00 307,355.00 291,671.41 NO PPP 412448149 1,628.53 1,628.53 7/1/2007 235,450.00 235,450.00 CO 8.3 FULL A- 277,000.00 NA 235,450.00 CA STYLE 412448225 1,387.07 1,387.07 7/1/2007 180,000.00 179,764.20 CO 8.99 STATED AA 250,000.00 NA 179,843.98 CA STYLE 412448266 715.49 715.49 7/1/2007 72,250.00 72,108.08 CO 11.5 LITE A- 85,000.00 NA 72,156.29 2% 412449588 300.99 300.99 7/1/2007 39,600.00 39,449.67 P 8.375 FULL -- 200,000.00 198,000.00 39,500.47 NO PPP 412448552 3,577.25 3,577.25 7/1/2007 390,600.00 390,599.99 CO 10.99 STATED A+ 440,000.00 NA 390,600.00 NO PPP 412447825 1,141.08 1,141.08 7/1/2007 165,000.00 164,599.77 CO 7.95 STATED AA 207,000.00 NA 164,699.99 CA STYLE 412448638 1,279.81 1,279.81 7/1/2007 224,200.00 224,200.00 CO 6.85 FULL AA 236,000.00 NA 224,200.00 2% 412447540 1,677.72 1,677.72 7/1/2007 220,800.00 220,498.57 CO 8.85 FULL B 276,000.00 NA 220,600.53 NO PPP 412450526 1,387.01 1,387.01 8/1/2007 222,324.00 221,045.06 P 6.375 FULL -- 223,000.00 222,324.00 221,256.64 NO PPP 412449080 1,012.31 1,012.31 7/1/2007 162,900.00 162,113.93 P 7 FULL -- 163,000.00 162,900.00 162,246.06 NO PPP 412447688 1,790.70 1,790.70 7/1/2007 220,000.00 219,714.18 CO 9.55 FULL C 298,000.00 NA 219,797.47 NO PPP 412449273 1,093.64 1,093.64 7/1/2007 175,300.00 173,111.98 P 6.375 FULL -- 234,000.00 233,796.00 173,457.19 NO PPP 412449280 1,403.71 1,403.71 8/1/2007 225,000.00 222,301.30 CO 6.375 FULL -- 315,000.00 NA 222,522.86 NO PPP 412447040 2,025.00 2,024.90 8/1/2007 360,000.00 359,976.35 CO 6.75 STATED AA 450,000.00 NA 359,976.35 CA STYLE 412447518 3,929.69 3,929.69 7/1/2007 577,600.00 576,526.17 P 7.8 STATED AAA 722,000.00 722,000.00 576,887.19 CA STYLE 412448169 1,577.15 1,577.15 7/1/2007 198,500.00 197,667.50 CO 9.3 FULL B 225,000.00 NA 197,756.91 CA STYLE 412448329 595.94 595.94 7/1/2007 86,480.00 86,416.54 P 8.125 FULL AA 110,000.00 108,100.00 86,437.98 CA STYLE 412447765 2,529.23 2,529.23 7/1/2007 407,000.00 406,055.95 CO 7 STATED AA 670,000.00 NA 406,374.30 NO PPP 412449284 281.82 281.82 8/1/2007 42,900.00 42,660.41 CO 6.875 FULL -- 51,000.00 NA 42,697.61 NO PPP 412452859 1,258.79 1,258.79 7/1/2007 212,800.00 211,482.21 P 5.875 NO RATIO -- 266,000.00 266,000.00 211,925.77 NO PPP 412447822 329.22 329.22 7/1/2007 29,500.00 29,312.47 P 13.125 NINA -- 334,300.00 295,000.00 29,329.42 NO PPP 412447988 1,545.84 1,545.84 7/1/2007 280,000.00 279,999.99 CO 6.625 STATED -- 350,000.00 NA 280,000.00 NO PPP 412449258 1,385.35 1,385.35 7/1/2007 228,000.00 226,653.32 P 6.125 FULL -- 285,000.00 285,000.00 227,106.79 NO PPP 412452801 511.98 511.98 7/1/2007 81,000.00 80,554.60 RT 6.5 LITE -- 104,000.00 NA 80,704.66 NO PPP 412449026 2,153.03 2,153.03 7/1/2007 375,800.00 375,799.98 P 6.875 STATED -- 470,000.00 469,829.00 375,800.00 NO PPP 412449028 965.87 965.87 7/1/2007 93,900.00 93,734.70 P 12 STATED -- 470,000.00 469,829.00 93,790.90 NO PPP 412446830 3,515.52 3,515.52 7/1/2007 391,500.00 390,153.76 CO 10.275 LITE A+ 435,000.00 NA 390,498.98 CA STYLE 412446823 1,739.81 1,739.81 8/1/2007 200,250.00 199,270.57 CO 10.25 FULL B 267,000.00 NA 199,307.96 CA STYLE 412451645 418.69 418.69 7/1/2007 50,000.00 49,900.83 P 9.85 LITE A- 198,000.00 125,000.00 49,918.78 NO PPP 412449262 117.85 117.85 7/1/2007 16,450.00 16,370.40 P 7.75 FULL -- 165,000.00 164,500.00 16,394.42 NO PPP 412449473 873.42 873.42 8/1/2007 140,000.00 139,211.57 CO 6.375 STATED -- 320,000.00 NA 139,344.72 NO PPP 412449489 1,006.25 1,006.25 7/1/2007 210,000.00 210,000.00 CO 5.75 FULL -- 270,000.00 NA 210,000.00 NO PPP 412449513 1,133.23 1,133.23 7/1/2007 174,720.00 173,804.63 CO 6.75 STATED -- 218,400.00 NA 174,113.18 NO PPP 412446657 808.39 808.39 7/1/2007 104,800.00 104,592.33 CO 9 LITE AA 132,000.00 NA 104,639.69 CA STYLE 412446410 1,925.85 1,925.85 7/1/2007 244,800.00 243,494.74 CO 8.75 LITE AA 272,000.00 NA 243,792.22 CA STYLE 412446421 1,589.88 1,589.88 7/1/2007 237,000.00 236,999.97 CO 8.05 FULL AA 249,600.00 NA 236,999.98 CA STYLE 412446614 798.91 798.91 7/1/2007 105,600.00 104,986.22 CO 8.325 LITE AAA 198,000.00 NA 105,125.90 NO PPP 412448335 2,158.34 2,158.34 7/1/2007 350,000.00 349,999.97 CO 7.4 STATED A- 510,000.00 NA 349,999.98 CA STYLE 412448075 1,257.28 1,257.28 7/1/2007 153,000.00 152,833.44 CO 9.65 FULL A- 180,000.00 NA 152,889.25 NO PPP 412447467 1,114.22 1,114.22 8/1/2007 117,000.00 116,699.79 CO 11 STATED AA 130,000.00 NA 116,743.86 NO PPP 412447341 1,204.00 1,204.00 7/1/2007 123,000.00 122,707.43 P 11.35 LITE AA 615,000.00 615,000.00 122,793.00 NO PPP 412447944 895.36 895.36 7/1/2007 150,240.00 150,038.09 CO 6.925 FULL A+ 187,800.00 NA 150,096.61 CA STYLE 412448010 1,656.63 1,656.63 7/1/2007 196,000.00 195,807.27 CO 9.95 STATED B 245,000.00 NA 195,872.58 CA STYLE 412446672 1,083.82 1,083.82 8/1/2007 135,000.00 134,274.46 CO 8.975 STATED C 240,000.00 NA 134,353.43 NO PPP 412448112 899.17 898.62 8/1/2007 166,000.00 165,695.86 CO 6.5 FULL AA 185,000.00 NA 165,695.86 CA STYLE 412448549 1,674.47 1,674.47 7/1/2007 267,000.00 265,257.86 CO 6.425 FULL AA 510,000.00 NA 265,762.28 CA STYLE 412447855 3,837.50 3,837.50 7/1/2007 600,000.00 600,000.00 CO 7.675 STATED AA 750,000.00 NA 600,000.00 NO PPP 412448425 1,146.95 1,146.95 7/1/2007 195,920.00 195,920.00 P 7.025 FULL AA 248,000.00 244,900.00 195,920.00 2% 412447369 1,104.25 1,104.25 7/1/2007 165,368.00 165,367.96 P 8.013 FULL AAA 215,000.00 206,710.00 165,367.97 NO PPP 412448585 2,426.49 2,426.49 7/1/2007 446,250.00 446,249.98 P 6.525 FULL AAA 580,000.00 525,000.00 446,249.99 2% 412447762 2,625.10 2,625.10 7/1/2007 327,200.00 326,744.36 CO 9.4 LITE AA 409,000.00 NA 326,874.04 NO PPP 412448001 1,895.21 1,895.21 7/1/2007 284,000.00 283,353.40 CO 7.625 STATED AAA 355,000.00 NA 283,541.08 2% 412447968 1,390.11 1,390.11 7/1/2007 160,000.00 159,810.59 CO 10.25 STATED C 215,000.00 NA 159,860.08 CA STYLE 412448003 1,636.72 1,636.72 7/1/2007 225,600.00 225,248.78 CO 8.4 FULL A- 282,000.00 NA 225,367.49 CA STYLE 412448097 1,694.90 1,694.90 7/1/2007 265,000.00 264,999.99 CO 7.675 STATED AA 550,000.00 NA 265,000.00 CA STYLE 412445588 220.53 220.53 7/1/2007 33,570.00 8,111.07 P 6.875 FULL -- 360,000.00 335,700.00 8,456.22 NO PPP 412449389 207.01 207.01 7/1/2007 28,550.00 28,430.14 P 7.875 STATED -- 290,000.00 285,750.00 28,470.62 NO PPP 412449291 599.58 599.58 7/1/2007 85,750.00 85,362.09 P 7.5 FULL -- 86,000.00 85,750.00 85,493.00 2% 412449302 241.41 241.41 7/1/2007 32,900.00 32,765.32 P 8 FULL -- 48,000.00 32,900.00 32,810.81 NO PPP 412449581 2,433.50 2,433.50 7/1/2007 417,000.00 414,356.26 P 5.75 STATED -- 748,000.00 748,000.00 415,245.95 NO PPP 412452456 731.9 731.9 7/1/2007 135,120.00 135,119.93 P 6.5 FULL -- 168,950.00 168,900.00 135,119.93 NO PPP 412452457 280.97 280.97 7/1/2007 33,780.00 33,675.60 P 9.375 FULL -- 168,950.00 168,900.00 33,710.94 NO PPP 412448247 1,510.32 1,510.16 7/1/2007 202,500.00 202,459.20 CO 8.95 STATED AA 225,000.00 NA 202,459.20 NO PPP 412452387 1,555.64 1,555.64 7/1/2007 168,000.00 167,603.45 CO 10.65 STATED AA 210,000.00 NA 167,737.98 NO PPP 412448079 1,230.69 1,230.59 8/1/2007 177,930.00 177,892.49 P 8.3 LITE AA 197,700.00 197,700.00 177,892.49 CA STYLE 412448437 3,863.51 3,863.51 7/1/2007 483,900.00 483,330.26 CO 9.35 FULL AA 515,000.00 NA 483,523.13 NO PPP 412448080 483.01 483.01 8/1/2007 62,100.00 61,872.99 P 8.625 FULL AA 72,000.00 69,000.00 61,911.01 CA STYLE 412447866 1,199.57 1,199.57 7/1/2007 135,000.00 134,887.64 CO 10.5 STATED B 180,000.00 NA 134,925.75 CA STYLE 412448526 508.84 508.84 7/1/2007 55,400.00 55,266.41 P 10.55 STATED AAA 280,000.00 277,000.00 55,311.72 NO PPP 412448665 719.9 719.9 7/1/2007 84,150.00 83,869.84 P 9.7 FULL AA 106,200.00 93,500.00 83,952.74 NO PPP 412447640 2,759.83 2,759.83 7/1/2007 323,991.00 322,868.51 P 9.65 STATED AA 362,000.00 359,990.00 323,191.47 NO PPP 412448081 1,628.00 1,628.00 7/1/2007 192,000.00 192,000.00 P 10.175 RED AA 240,000.00 240,000.00 192,000.00 NO PPP 412448249 710.12 710.12 7/1/2007 109,600.00 109,599.99 CO 7.775 FULL AA 137,000.00 NA 109,600.00 CA STYLE 412449290 373.07 373.07 7/1/2007 59,800.00 59,463.26 CO 6.375 FULL -- 82,000.00 NA 59,576.70 NO PPP 412452835 663.67 663.67 7/1/2007 105,000.00 104,381.95 CO 6.5 RED -- 150,000.00 NA 104,576.90 NO PPP 412449396 1,302.92 1,302.92 7/1/2007 236,000.00 235,999.99 P 6.625 FULL -- 300,000.00 295,000.00 236,000.00 NO PPP 412449601 821.06 821.06 7/1/2007 129,900.00 129,185.59 P 6.5 LITE -- 130,200.00 129,900.00 129,426.24 NO PPP 412447788 1,276.05 1,276.05 7/1/2007 250,000.00 249,999.98 CO 6.125 NINA -- 390,000.00 NA 250,000.00 NO PPP 412449297 307.95 307.95 7/1/2007 40,500.00 39,972.63 CO 6.75 LITE -- 48,000.00 NA 40,137.45 NO PPP 412448083 1,037.50 1,037.45 7/1/2007 164,900.00 164,889.89 CO 7.55 FULL AA 194,000.00 NA 164,889.89 NO PPP 412447835 243.96 243.96 7/1/2007 27,000.00 26,932.05 CO 10.35 FULL AAA 135,000.00 NA 26,955.09 NO PPP 412448025 1,486.55 1,486.55 7/1/2007 284,280.00 284,279.99 P 6.275 FULL AAA 370,000.00 355,350.00 284,280.00 NO PPP 412448142 1,054.50 1,054.50 7/1/2007 175,750.00 175,750.00 P 7.2 FULL AA 195,000.00 185,000.00 175,750.00 CA STYLE 412448502 1,769.92 1,769.92 7/1/2007 268,000.00 267,999.99 P 7.925 FULL AA 373,000.00 335,000.00 268,000.00 2% 412452406 793.24 793.24 7/1/2007 111,596.00 111,500.82 P 8.4 FULL A+ 140,000.00 139,495.00 111,526.02 NO PPP 412451529 2,018.88 2,018.88 7/1/2007 216,090.00 215,833.66 CO 11.075 LITE A+ 240,100.00 NA 215,886.75 CA STYLE 412446574 574.52 574.52 7/1/2007 80,000.00 79,481.00 CO 7.775 STATED A- 208,000.00 NA 79,598.95 2% 412446452 1,328.73 1,328.73 7/1/2007 167,000.00 166,131.99 CO 8.875 STATED AA 180,000.00 NA 166,329.88 NO PPP 412447974 1,811.78 1,811.78 7/1/2007 357,000.00 356,999.99 CO 6.09 FULL AA 400,000.00 NA 357,000.00 CA STYLE 412448232 1,572.06 1,572.06 7/1/2007 225,250.00 225,249.99 CO 8.375 FULL AA 265,000.00 NA 225,250.00 CA STYLE 412452309 4,363.01 4,363.01 7/1/2007 742,640.00 742,640.00 P 7.05 FULL AA 965,000.00 928,301.00 742,640.00 CA STYLE 412452398 1,205.10 1,205.10 7/1/2007 187,200.00 187,200.00 P 7.725 FULL AA 234,000.00 240,000.00 187,200.00 CA STYLE 412447529 1,706.16 1,706.16 7/1/2007 202,800.00 202,597.51 CO 9.9 FULL C 253,500.00 NA 202,666.12 CA STYLE 412449367 967 967 7/1/2007 155,000.00 154,124.84 P 6.375 FULL -- 156,000.00 155,000.00 154,418.92 NO PPP 412449637 435.91 435.91 7/1/2007 63,900.00 63,596.36 P 7.25 LITE -- 66,000.00 63,900.00 63,698.79 NO PPP 412447821 1,548.75 1,547.99 7/1/2007 236,000.00 235,767.43 P 7.875 NINA -- 334,300.00 295,000.00 235,767.42 NO PPP 412449268 3,098.96 3,098.96 7/1/2007 595,000.00 595,000.00 CO 6.25 FULL -- 1,200,000.00 NA 595,000.00 NO PPP 412446558 660.06 660.06 7/1/2007 76,500.00 76,246.69 P 9.8 RED AA 90,000.00 85,000.00 76,320.54 CA STYLE 412448042 1,238.85 1,238.85 8/1/2007 166,600.00 166,316.69 CO 8.638 STATED AA 196,000.00 NA 166,358.04 CA STYLE 412447207 1,686.27 1,686.27 7/1/2007 282,000.00 281,040.31 CO 6.675 FULL B 502,000.00 NA 281,284.24 NO PPP 412447746 1,026.42 1,026.42 7/1/2007 112,500.00 112,412.97 CO 10.8 FULL A+ 125,000.00 NA 112,441.98 54321 412447948 376.26 376.26 7/1/2007 37,560.00 37,476.29 CO 11.65 FULL A+ 187,800.00 NA 37,500.79 NO PPP 412448011 823.18 823.18 7/1/2007 95,000.00 94,734.27 CO 9.85 FULL AA 102,000.00 NA 94,824.30 NO PPP 412452404 391.11 391.11 7/1/2007 37,600.00 37,535.93 CO 12.15 FULL A+ 188,000.00 NA 37,557.72 NO PPP 412452412 1,030.96 1,030.96 7/1/2007 135,000.00 134,803.36 RT 8.9 FULL AA 145,000.00 NA 134,865.01 CA STYLE 412452403 1,133.89 1,133.89 7/1/2007 150,400.00 150,400.00 CO 9.047 FULL A+ 188,000.00 NA 150,400.00 CA STYLE 412447192 3,050.32 3,050.32 7/1/2007 488,000.00 486,452.35 CO 7.05 NINA AAA 610,000.00 NA 486,833.81 NO PPP 412452798 739.52 739.52 7/1/2007 117,000.00 116,356.68 P 6.5 FULL -- 117,000.00 117,000.00 116,573.43 NO PPP 412449285 1,222.79 1,222.79 7/1/2007 196,000.00 194,896.00 RT 6.375 FULL -- 245,000.00 NA 195,267.84 NO PPP 412449633 1,467.00 1,466.70 8/1/2007 260,800.00 259,575.20 P 6.75 RED -- 329,000.00 326,000.00 259,575.20 NO PPP 412449634 548.24 548.24 8/1/2007 65,200.00 64,994.71 P 9.5 STATED -- 329,000.00 326,000.00 65,028.14 NO PPP 412452405 261.48 261.48 7/1/2007 27,899.00 27,814.33 P 10.8 FULL A+ 140,000.00 139,495.00 27,836.33 NO PPP 412447470 593.03 593.03 7/1/2007 60,000.00 59,881.52 CO 11.475 STATED C 201,000.00 NA 59,921.77 1% 412448555 1,232.88 1,232.88 8/1/2007 219,992.00 219,991.96 P 6.725 FULL AA 274,990.00 274,990.00 219,991.97 CA STYLE 412447481 346.31 346.31 7/1/2007 37,400.00 37,296.60 P 10.65 FULL AA 195,000.00 187,000.00 37,326.80 NO PPP 412447483 1,076.84 1,076.84 7/1/2007 149,600.00 149,321.33 P 8.325 FULL AA 195,000.00 187,000.00 149,402.33 NO PPP 412447373 3,134.38 3,133.68 7/1/2007 510,000.00 509,787.42 CO 7.375 FULL AAA 600,000.00 NA 509,787.42 CA STYLE 412449100 852.87 852.87 8/1/2007 134,934.00 133,683.67 P 6.5 FULL -- 140,000.00 136,000.00 133,811.73 NO PPP 412448445 1,283.60 1,283.60 7/1/2007 224,000.00 223,374.20 CO 6.325 FULL AA 280,000.00 NA 223,585.00 CA STYLE 412446608 219.16 219.16 7/1/2007 25,400.00 25,290.95 P 9.8 FULL AA 127,000.00 127,000.00 25,315.88 NO PPP 412447402 985.14 985.14 7/1/2007 133,000.00 132,771.32 CO 8.6 LITE AA 140,000.00 NA 132,837.83 CA STYLE 412447812 518.92 518.92 7/1/2007 52,000.00 51,882.88 CO 11.6 FULL AA 260,000.00 NA 51,917.15 NO PPP 412447593 1,208.82 1,208.82 8/1/2007 177,200.00 176,357.95 RT 7.25 FULL AA 260,000.00 NA 176,500.41 CA STYLE 412447636 906.63 906.63 7/1/2007 122,400.00 122,174.26 CO 8.6 FULL AA 153,000.00 NA 122,235.69 CA STYLE 412447646 401.74 401.74 7/1/2007 46,560.00 46,428.34 P 9.8 FULL AA 235,000.00 232,800.00 46,472.94 NO PPP 412447647 1,319.47 1,319.47 7/1/2007 186,240.00 185,930.51 P 8.175 FULL AA 235,000.00 232,800.00 186,035.08 CA STYLE 412452257 731.5 731.5 7/1/2007 108,000.00 107,916.12 CO 7.975 LITE AAA 135,000.00 NA 107,944.45 CA STYLE 412448186 1,681.55 1,681.55 7/1/2007 266,383.00 266,382.99 P 7.575 FULL AA 342,000.00 332,979.00 266,383.00 NO PPP 412448300 1,250.22 1,250.22 7/1/2007 180,000.00 179,684.47 CO 7.99 FULL AA 295,000.00 NA 179,791.05 NO PPP 412448598 635.09 635.09 8/1/2007 80,000.00 79,724.43 P 8.85 LITE A- 146,000.00 143,000.00 79,771.21 NO PPP 412448627 881.36 881.36 7/1/2007 146,250.00 145,884.78 CO 6.74 FULL AAA 195,000.00 NA 146,007.69 CA STYLE 412448416 325.54 325.54 7/1/2007 33,000.00 32,934.47 P 11.45 FULL AA 165,000.00 165,000.00 32,956.73 NO PPP 412449220 3,660.94 3,660.94 7/1/2007 639,000.00 638,999.99 P 6.875 FULL -- 835,000.00 799,197.80 639,000.00 NO PPP 412449221 1,243.82 1,243.82 7/1/2007 119,800.00 116,751.68 P 12.125 FULL -- 835,000.00 799,197.80 116,878.04 NO PPP 412449572 437.6 437.6 8/1/2007 55,000.00 54,811.56 P 8.875 FULL -- 60,000.00 55,000.00 54,843.55 NO PPP 412452804 369.87 369.87 8/1/2007 54,900.00 54,632.66 RT 7.125 LITE -- 61,000.00 NA 54,677.88 NO PPP 412452297 639.05 639.05 7/1/2007 77,000.00 76,760.84 CO 9.35 STATED AA 110,000.00 NA 76,841.80 NO PPP 412446667 1,560.38 1,560.38 8/1/2007 219,000.00 219,000.00 CO 8.55 STATED AA 292,000.00 NA 219,000.00 NO PPP 412447618 1,354.00 1,354.00 7/1/2007 153,000.00 152,524.37 CO 10.1 FULL AAA 800,000.00 NA 152,663.12 NO PPP 412447875 1,429.81 1,429.81 8/1/2007 216,000.00 214,808.77 CO 6.95 RED AA 260,000.00 NA 214,993.41 CA STYLE 412447193 1,083.13 1,083.13 7/1/2007 144,000.00 143,762.96 CO 8.75 FULL A- 160,000.00 NA 143,831.92 CA STYLE 412449187 830.21 830.21 8/1/2007 128,000.00 127,329.38 P 6.75 FULL -- 164,500.00 160,000.00 127,442.72 NO PPP 412448342 2,123.11 2,123.11 7/1/2007 312,000.00 310,510.08 RT 7.225 FULL AAA 390,000.00 NA 311,012.70 CA STYLE 412448453 501.82 501.82 7/1/2007 56,000.00 55,856.03 CO 10.25 FULL AA 280,000.00 NA 55,904.84 NO PPP 412447976 2,080.60 2,080.60 7/1/2007 329,600.00 329,600.00 P 7.575 STATED AAA 412,000.00 412,000.00 329,600.00 CA STYLE 412448307 1,596.44 1,596.44 7/1/2007 208,000.00 207,724.27 CO 8.95 FULL A+ 290,000.00 NA 207,817.55 NO PPP 412447916 2,049.07 2,049.07 7/1/2007 322,000.00 321,695.38 CO 7.45 FULL AA 360,000.00 NA 321,798.18 NO PPP 412447683 3,711.93 3,711.93 7/1/2007 574,750.00 574,749.99 CO 7.75 FULL AA 605,000.00 NA 574,750.00 CA STYLE 412447786 1,397.47 1,397.47 7/1/2007 190,000.00 189,008.58 CO 8.025 STATED AA 450,000.00 NA 189,272.88 CA STYLE 412448087 4,229.30 4,229.30 7/1/2007 600,000.00 599,522.56 P 8.325 STATED AA 750,000.00 750,000.00 599,661.34 CA STYLE 412447372 603.08 603.08 7/1/2007 66,336.00 66,143.53 P 10.425 FULL A+ 82,920.00 82,920.00 66,199.71 NO PPP 412447380 3,070.43 3,070.43 7/1/2007 446,400.00 445,460.18 P 7.9 FULL AA 540,000.00 469,900.00 445,733.12 NO PPP 412447397 945.95 945.95 7/1/2007 128,700.00 128,506.74 P 8.525 FULL AA 153,000.00 143,000.00 128,572.08 CA STYLE 412447880 890.99 890.99 7/1/2007 113,000.00 112,595.43 RT 8.775 LITE C 280,400.00 NA 112,729.23 CA STYLE 412447826 1,029.75 1,029.75 8/1/2007 121,550.00 121,409.73 CO 9.975 LITE A- 143,000.00 NA 121,430.09 NO PPP 412447708 1,055.34 1,055.34 7/1/2007 147,000.00 146,724.19 CO 8.3 STATED AA 210,000.00 NA 146,804.35 2% 412449553 768.14 768.14 7/1/2007 108,000.00 107,491.74 P 7.675 NINA AA 145,000.00 135,000.00 107,651.49 CA STYLE 412449678 229.12 229.12 7/1/2007 31,600.00 31,467.37 P 7.875 FULL -- 158,000.00 158,000.00 31,512.16 NO PPP 412449781 1,383.54 1,383.54 7/1/2007 229,000.00 229,000.00 P 7.25 FULL -- 229,000.00 229,000.00 229,000.00 NO PPP 412448260 1,564.37 1,564.37 7/1/2007 247,500.00 246,139.03 P 6.5 STATED -- 280,000.00 275,000.00 246,597.54 CA STYLE 412447276 1,017.62 1,017.62 7/1/2007 160,000.00 159,649.06 CO 7.2 FULL AA 190,000.00 NA 159,767.44 CA STYLE 412447934 1,177.32 1,177.32 8/1/2007 174,000.00 173,557.73 CO 7.75 FULL C 255,000.00 NA 173,613.79 CA STYLE 412445538 548.9 548.9 8/1/2007 77,551.00 77,208.85 P 7.625 FULL -- 520,000.00 517,008.00 77,266.78 NO PPP 412450599 1,498.88 1,498.88 7/1/2007 250,000.00 248,487.94 P 6 LITE -- 429,000.00 422,929.00 248,997.00 NO PPP 412449103 1,160.79 1,160.79 7/1/2007 166,013.00 165,262.10 P 7.5 STATED -- 650,000.00 649,393.00 165,515.53 NO PPP 412448058 1,247.27 1,247.27 7/1/2007 218,500.00 218,500.00 CO 6.85 FULL AA 230,000.00 NA 218,500.00 CA STYLE 412447978 834.91 834.91 7/1/2007 82,400.00 82,222.31 P 11.8 STATED AAA 412,000.00 412,000.00 82,274.32 NO PPP 412448258 2,865.83 2,865.83 7/1/2007 437,000.00 436,623.53 CO 7.7 STATED AA 460,000.00 NA 436,750.63 CA STYLE 412447954 1,046.50 1,046.50 7/1/2007 161,000.00 161,000.00 CO 7.8 FULL AA 182,000.00 NA 161,000.00 NO PPP 412448034 1,362.33 1,362.33 7/1/2007 247,600.00 246,844.64 CO 6 FULL AA 309,500.00 NA 247,098.94 CA STYLE 412450532 1,180.28 1,180.28 7/1/2007 201,600.00 201,063.09 P 6.5 FULL -- 258,000.00 252,100.00 201,244.00 NO PPP 412450540 1,352.26 1,352.26 8/1/2007 228,600.00 227,174.20 P 5.875 RED -- 305,000.00 285,873.00 227,413.08 NO PPP 412448157 2,065.44 2,065.44 7/1/2007 276,000.00 275,606.01 CO 8.7 FULL B 415,000.00 NA 275,739.15 CA STYLE 412448319 841.14 841.14 7/1/2007 120,000.00 119,927.96 RT 8.075 FULL AA 373,000.00 NA 119,943.48 NO PPP 412448033 676.22 676.22 7/1/2007 68,000.00 65,036.92 CO 8.665 FULL B 236,000.00 NA 65,445.69 NO PPP 412447925 1,920.60 1,920.60 7/1/2007 316,800.00 316,800.00 CO 7.275 FULL AAA 396,000.00 NA 316,800.00 CA STYLE 412447626 513.29 513.29 7/1/2007 60,000.00 59,797.09 CO 9.7 FULL C 153,000.00 NA 59,856.23 CA STYLE 412446675 487.65 487.65 7/1/2007 56,000.00 55,941.47 CO 10.275 FULL C 77,000.00 NA 55,958.55 NO PPP 412450550 433.01 433.01 7/1/2007 50,400.00 50,256.05 P 9.75 FULL -- 258,000.00 252,100.00 50,304.81 NO PPP 412448091 1,519.87 1,519.87 7/1/2007 150,000.00 149,676.49 P 11.8 STATED AA 750,000.00 750,000.00 149,771.19 NO PPP 412447658 1,099.22 1,099.22 7/1/2007 129,600.00 129,152.44 CO 9.6 FULL A+ 144,000.00 NA 129,282.87 NO PPP 412447999 394.19 394.19 7/1/2007 38,179.00 38,101.01 P 12.05 FULL AA 191,000.00 190,895.00 38,123.85 NO PPP 412447998 792.22 792.22 7/1/2007 152,716.00 152,715.98 P 6.225 FULL AA 191,000.00 190,895.00 152,715.99 CA STYLE 412445543 311.59 311.59 8/1/2007 41,475.00 41,313.56 P 8.25 FULL -- 170,000.00 165,903.00 41,340.93 NO PPP 412445545 449.5 449.5 8/1/2007 47,200.00 47,096.66 P 11 STATED -- 250,000.00 236,300.00 47,114.28 NO PPP 412452342 720.9 720.9 7/1/2007 76,000.00 75,802.87 P 10.95 STATED AAA 380,000.00 380,000.00 75,860.48 NO PPP 412449434 748.1 748.1 7/1/2007 121,500.00 120,799.20 P 6.25 FULL -- 162,000.00 162,000.00 121,035.23 NO PPP 412447741 1,090.11 1,090.11 7/1/2007 160,000.00 159,654.67 CO 7.813 FULL AA 293,000.00 NA 159,754.94 CA STYLE 412448151 3,967.10 3,967.10 7/1/2007 520,000.00 519,057.69 CO 8.89 STATED AA 650,000.00 NA 519,298.51 CA STYLE 412449264 1,300.29 1,300.29 7/1/2007 214,000.00 212,735.96 P 6.125 FULL -- 290,000.00 267,500.00 213,161.60 NO PPP 412452603 1,499.38 1,499.38 8/1/2007 239,900.00 239,900.00 P 7.5 STATED -- 310,000.00 299,900.00 239,900.00 NO PPP 412449247 786.1 786.1 7/1/2007 126,004.00 125,294.42 P 6.375 FULL -- 138,000.00 127,000.00 125,533.46 NO PPP 412446750 651.08 651.08 7/1/2007 66,000.00 65,823.54 CO 11.45 LITE AA 330,000.00 NA 65,868.92 NO PPP 412448257 889.73 889.73 7/1/2007 116,800.00 116,641.71 P 8.875 NINA AAA 155,000.00 146,000.00 116,695.25 CA STYLE 412448259 216.88 216.88 7/1/2007 21,900.00 21,856.95 P 11.5 NINA AAA 155,000.00 146,000.00 21,871.57 NO PPP 412448568 279.66 279.66 7/1/2007 27,600.00 27,485.75 CO 11.8 FULL AA 138,000.00 NA 27,504.24 NO PPP 412449410 209.98 209.98 8/1/2007 27,950.00 27,830.35 P 8.25 FULL -- 140,000.00 139,800.00 27,848.87 NO PPP 412453045 2,401.30 2,401.30 7/1/2007 390,000.00 387,748.88 CO 6.25 LITE -- 755,000.00 NA 388,506.51 NO PPP 412452846 2,026.92 2,026.92 7/1/2007 374,200.00 374,199.99 CO 6.5 FULL -- 479,000.00 NA 374,200.00 NO PPP 412449292 955.52 955.52 7/1/2007 135,000.00 134,404.36 P 7.625 FULL -- 135,000.00 135,000.00 134,605.43 CA STYLE 412447503 688.88 688.88 7/1/2007 86,000.00 85,659.98 CO 8.95 FULL A+ 120,000.00 NA 85,758.87 NO PPP 412448784 1,221.88 1,221.88 8/1/2007 160,000.00 159,714.15 CO 8.9 FULL A+ 210,000.00 NA 159,751.21 NO PPP 412448049 2,380.55 2,380.55 7/1/2007 294,500.00 294,499.98 P 9.7 STATED AA 310,000.00 310,000.00 294,500.00 NO PPP 412448423 956.61 956.61 7/1/2007 93,000.00 92,836.29 P 12 STATED ALTA 470,000.00 465,000.00 92,891.95 NO PPP 412448028 2,433.10 2,433.10 8/1/2007 390,000.00 387,803.68 CO 6.375 NINA ALTA 600,000.00 NA 388,174.60 CA STYLE 412447550 1,241.80 1,241.80 7/1/2007 216,750.00 216,749.99 CO 6.875 STATED ALTA 255,000.00 NA 216,750.00 CA STYLE 412447069 1,073.51 1,073.51 7/1/2007 128,800.00 128,667.46 CO 9.8 FULL A- 161,000.00 NA 128,712.36 CA STYLE 412448488 641.19 641.19 7/1/2007 102,000.00 101,899.84 CO 7.35 FULL AA 120,000.00 NA 101,933.64 NO PPP 412448560 765.63 765.63 7/1/2007 125,000.00 124,999.99 P 7.35 FULL A- 261,000.00 260,000.00 125,000.00 2% 412448262 1,104.12 1,104.12 7/1/2007 182,750.00 182,750.01 CO 7.25 FULL A+ 216,000.00 NA 182,750.00 NO PPP 412448261 1,400.36 1,400.36 8/1/2007 157,250.00 156,817.58 CO 10.175 LITE A+ 185,000.00 NA 156,887.66 CA STYLE 412448199 917.9 917.9 7/1/2007 133,450.00 133,003.75 CO 7.9 FULL AA 157,000.00 NA 133,087.51 CA STYLE 412448029 1,143.50 1,143.50 7/1/2007 166,250.00 165,942.79 CO 7.9 FULL AA 185,000.00 NA 166,043.88 CA STYLE 412448449 568.85 568.85 8/1/2007 53,300.00 53,215.99 P 12.5 FULL ALTA 268,000.00 266,500.00 53,230.36 NO PPP 412448574 772.54 772.54 7/1/2007 80,800.00 80,624.98 P 11.05 FULL AAA 405,000.00 404,000.00 80,684.39 NO PPP 412448804 575.71 575.71 7/1/2007 61,180.00 61,041.66 P 10.85 STATED AA 308,000.00 305,900.00 61,088.61 NO PPP 412447951 2,554.03 2,554.03 7/1/2007 315,000.00 314,839.16 CO 9.65 STATED A+ 450,000.00 NA 314,883.03 NO PPP 412448153 1,362.12 1,362.12 7/1/2007 206,400.00 205,353.74 P 6.92 FULL AA 262,000.00 258,000.00 205,706.51 NO PPP 412452864 1,112.37 1,112.37 7/1/2007 190,000.00 189,493.98 P 6.5 FULL -- 190,000.00 190,000.00 189,664.48 NO PPP 412449394 594.35 594.35 7/1/2007 100,100.00 100,099.99 P 7.125 STATED -- 140,000.00 125,125.00 100,100.00 NO PPP 412449395 196.68 196.68 7/1/2007 25,000.00 24,912.08 P 8.75 STATED -- 140,000.00 125,125.00 24,941.81 NO PPP 412452869 1,157.28 1,157.28 8/1/2007 185,500.00 183,742.56 P 6.375 RED -- 188,000.00 185,500.00 183,922.75 NO PPP 412449738 188.52 188.52 8/1/2007 26,000.00 25,890.86 CO 7.875 STATED -- 260,000.00 NA 25,909.35 NO PPP 412448102 392.36 392.36 7/1/2007 41,200.00 40,252.24 P 11 STATED -- 230,000.00 206,000.00 40,298.37 NO PPP 412452886 1,172.69 1,172.69 7/1/2007 193,000.00 191,860.02 RT 6.125 LITE -- 285,000.00 NA 192,243.89 NO PPP 412449392 870 870 7/1/2007 140,000.00 139,560.13 P 7 FULL -- 147,000.00 140,000.00 139,670.96 NO PPP 412449494 839.37 839.37 7/1/2007 140,000.00 139,152.83 CO 6 FULL -- 185,500.00 NA 139,437.90 NO PPP 412448664 2,641.27 2,641.27 7/1/2007 335,700.00 335,286.72 CO 9.2 STATED AA 373,000.00 NA 335,426.59 NO PPP 412448387 558.68 558.68 7/1/2007 79,900.00 79,510.10 CO 7.5 FULL AA 94,000.00 NA 79,632.44 54321 412448384 861.1 861.1 7/1/2007 114,500.00 113,729.38 CO 7.7 FULL A+ 135,500.00 NA 113,989.55 CA STYLE 412448525 1,448.93 1,448.93 7/1/2007 221,600.00 221,407.26 P 7.675 STATED AAA 280,000.00 277,000.00 221,472.33 NO PPP 412448444 1,243.67 1,243.67 8/1/2007 213,200.00 213,200.00 P 7 FULL ALTA 268,000.00 266,500.00 213,200.00 CA STYLE 412448584 1,800.98 1,800.98 7/1/2007 312,000.00 309,984.53 P 5.65 FULL AA 400,000.00 390,000.00 310,662.68 NO PPP 412448808 1,578.06 1,578.06 7/1/2007 256,768.00 256,688.66 P 7.375 FULL AAA 320,960.00 320,960.00 256,688.67 NO PPP 412448190 1,225.86 1,225.86 8/1/2007 158,175.00 158,175.00 CO 9.3 STATED AA 166,500.00 NA 158,175.00 CA STYLE 412447849 1,715.63 1,715.63 7/1/2007 225,000.00 224,999.99 CO 9.15 STATED AA 250,000.00 NA 225,000.00 NO PPP 412448394 2,245.38 2,245.28 7/1/2007 379,500.00 379,484.03 CO 7.1 FULL AAA 506,000.00 NA 379,484.03 2 MO INT 412448849 936.67 936.67 7/1/2007 160,000.00 159,999.99 P 7.025 FULL AAA 215,000.00 200,000.00 160,000.00 CA STYLE 412448359 595.47 595.47 7/1/2007 68,000.00 67,926.42 CO 10.337 FULL A+ 85,000.00 NA 67,946.84 NO PPP 412448619 559.17 559.17 8/1/2007 88,000.00 88,000.00 CO 7.625 FULL AA 110,000.00 NA 88,000.00 NO PPP 412448308 908.95 908.95 7/1/2007 102,750.00 102,663.11 CO 10.45 FULL AA 137,000.00 NA 102,692.58 NO PPP 412448429 2,030.38 2,030.38 7/1/2007 233,325.00 232,679.11 P 9.9 STATED A+ 297,000.00 274,500.00 232,897.95 CA STYLE 412449734 467.21 467.21 8/1/2007 45,000.00 44,822.57 CO 12.125 NINA -- 495,000.00 NA 44,836.74 NO PPP 412452847 824.46 824.46 7/1/2007 104,800.00 104,431.59 CO 8.75 FULL -- 479,000.00 NA 104,556.18 NO PPP 412448615 2,531.25 2,531.25 7/1/2007 450,000.00 450,000.00 CO 6.75 STATED -- 500,000.00 NA 450,000.00 CA STYLE 412447790 1,354.17 1,354.17 7/1/2007 250,000.00 249,999.99 CO 6.5 NINA -- 430,000.00 NA 250,000.00 CA STYLE 412447413 737.99 737.99 7/1/2007 91,800.00 91,439.04 P 8.99 FULL AA 102,000.00 102,000.00 91,543.78 CA STYLE 412448770 561.97 561.97 8/1/2007 84,400.00 84,399.95 P 7.99 FULL AA 106,000.00 105,500.00 84,399.96 NO PPP 412448575 1,905.54 1,905.54 7/1/2007 323,200.00 323,199.99 P 7.075 FULL AAA 405,000.00 404,000.00 323,200.00 NO PPP 412447453 1,318.92 1,318.76 7/1/2007 186,200.00 186,176.28 RT 8.5 LITE AA 196,000.00 NA 186,176.28 1% 412448565 1,834.59 1,834.59 7/1/2007 297,500.00 297,499.99 CO 7.4 FULL AA 353,000.00 NA 297,500.00 CA STYLE 412448733 1,013.38 1,013.38 7/1/2007 114,750.00 114,443.88 P 10.075 FULL AA 147,000.00 135,000.00 114,547.63 CA STYLE 412447521 737.17 737.17 7/1/2007 84,000.00 83,772.28 CO 10 FULL A- 105,000.00 NA 83,849.45 CA STYLE 412448168 2,242.50 2,242.50 7/1/2007 360,000.00 360,000.00 P 7.475 STATED AAA 450,000.00 450,000.00 360,000.00 CA STYLE 412453025 430.67 430.67 7/1/2007 66,400.00 66,044.98 P 6.75 FULL -- 83,000.00 83,000.00 66,162.32 NO PPP 412449778 1,421.00 1,418.96 7/1/2007 278,400.00 277,699.99 CO 6.125 FULL -- 348,000.00 NA 277,700.00 NO PPP 412449779 1,681.70 1,681.70 7/1/2007 212,800.00 212,059.53 CO 8.8 NINA AA 224,000.00 NA 212,309.97 CA STYLE 412447914 727.4 727.4 8/1/2007 113,600.00 112,990.24 P 6.625 STATED -- 142,000.00 142,000.00 113,093.27 CA STYLE 412447915 246.62 246.62 8/1/2007 28,400.00 28,320.92 P 9.875 STATED -- 142,000.00 142,000.00 28,334.37 NO PPP 412448144 2,254.09 2,254.09 7/1/2007 342,392.00 342,391.98 P 7.9 STATED AA 460,000.00 427,990.00 342,392.00 CA STYLE 412448158 2,858.79 2,858.79 7/1/2007 396,000.00 396,000.00 P 8.663 STATED AA 495,000.00 495,000.00 396,000.00 NO PPP 412448587 1,808.63 1,808.63 7/1/2007 217,000.00 216,776.71 CO 9.8 FULL C 311,000.00 NA 216,852.36 NO PPP 412448529 1,316.22 1,316.22 7/1/2007 201,848.00 201,847.89 P 7.825 FULL AA 269,000.00 252,310.00 201,847.90 CA STYLE 412447986 579.24 575.39 7/1/2007 93,300.00 92,676.10 CO 7.45 FULL A- 125,000.00 NA 92,676.09 CA STYLE 412447838 848.1 848.1 7/1/2007 116,800.00 116,311.18 CO 7.89 RED AAA 146,000.00 NA 116,476.26 NO PPP 412448469 1,398.79 1,398.79 7/1/2007 177,000.00 176,384.07 CO 8.8 STATED AA 253,000.00 NA 176,592.39 3 MO INT 412448251 718.17 718.17 7/1/2007 84,575.00 84,493.03 CO 10 FULL AA 99,500.00 NA 84,520.81 NO PPP 412452452 2,681.38 2,681.38 7/1/2007 362,000.00 361,466.37 CO 8.6 LITE AA 455,000.00 NA 361,646.18 NO PPP 412452943 1,118.58 1,118.58 7/1/2007 180,000.00 179,567.22 CO 7 STATED -- 225,000.00 NA 179,708.19 NO PPP 412448709 1,044.00 1,044.00 7/1/2007 172,800.00 172,800.00 CO 7.25 NINA -- 216,000.00 NA 172,800.00 NO PPP 412449348 1,971.67 1,971.67 7/1/2007 364,000.00 363,999.99 CO 6.5 STATED -- 455,000.00 NA 364,000.00 CA STYLE 412449349 699.71 699.71 7/1/2007 91,000.00 90,663.02 CO 8.5 STATED -- 455,000.00 NA 90,776.84 NO PPP 412449737 821.69 821.69 8/1/2007 130,000.00 129,285.25 CO 6.5 STATED -- 655,000.00 NA 129,405.99 NO PPP 412448355 1,056.25 1,050.29 8/1/2007 195,000.00 193,900.00 CO 6.5 STATED -- 270,000.00 NA 193,900.00 CA STYLE 412449642 422.9 422.9 7/1/2007 55,000.00 54,796.53 P 8.5 FULL -- 290,000.00 275,000.00 54,865.31 NO PPP 412447816 1,241.41 1,241.41 7/1/2007 200,000.00 198,268.56 CO 6.99 FULL A- 285,000.00 NA 198,440.05 CA STYLE 412449470 2,496.33 2,496.33 7/1/2007 380,000.00 378,056.86 CO 6.875 STATED -- 475,000.00 NA 378,711.98 NO PPP 412449762 495.95 495.95 7/1/2007 53,500.00 52,515.29 CO 7.5 STATED -- 628,000.00 NA 52,847.63 NO PPP 412453049 672.52 672.52 7/1/2007 106,400.00 105,814.60 CO 6.5 LITE -- 133,000.00 NA 106,011.71 NO PPP 412452976 745.84 745.84 7/1/2007 118,000.00 117,351.23 P 6.5 LITE -- 119,000.00 118,000.00 117,569.83 NO PPP 412446553 1,348.51 1,348.51 7/1/2007 217,000.00 216,228.08 CO 7 STATED B 510,000.00 NA 216,400.93 CA STYLE 412452341 2,032.34 2,032.34 7/1/2007 304,000.00 303,711.73 P 7.863 RED AAA 380,000.00 380,000.00 303,795.44 CA STYLE 412448035 1,201.57 1,201.57 7/1/2007 180,800.00 180,799.99 P 7.975 STATED AAA 226,000.00 226,000.00 180,800.00 CA STYLE 412447724 2,680.49 2,680.49 7/1/2007 351,000.00 350,527.89 CO 8.9 STATED AA 440,000.00 NA 350,687.59 1% 412449593 301.38 301.38 7/1/2007 45,300.00 45,021.14 P 7 RED -- 48,000.00 45,300.00 45,097.98 NO PPP 412447777 2,366.23 2,366.23 8/1/2007 353,600.00 351,983.34 CO 7.65 FULL AA 442,000.00 NA 352,104.90 CA STYLE 412447729 1,510.11 1,510.11 7/1/2007 199,750.00 199,473.31 CO 8.8 FULL AA 235,000.00 NA 199,566.89 NO PPP 412446330 2,881.28 2,881.28 8/1/2007 418,900.00 418,018.09 P 7.9 FULL A+ 441,000.00 440,990.00 418,146.57 CA STYLE 412448054 2,176.74 2,176.74 7/1/2007 293,165.00 291,994.74 P 8.125 STATED AA 346,000.00 344,900.00 292,390.10 NO PPP 412448141 222.52 222.52 7/1/2007 23,000.00 22,951.26 CO 11.2 FULL AA 115,000.00 NA 22,967.65 NO PPP 412448208 4,594.25 4,594.17 7/1/2007 690,000.00 689,976.75 CO 7.99 STATED AA 840,000.00 NA 689,976.76 CA STYLE 412447942 1,417.95 1,417.95 7/1/2007 150,000.00 149,882.47 CO 11.213 STATED AA 150,000.00 NA 149,916.83 CA STYLE 412447278 515.72 515.72 7/1/2007 61,200.00 60,985.34 P 9.525 FULL AA 71,000.00 69,000.00 61,047.89 1% 412448297 1,046.79 1,046.38 7/1/2007 194,750.00 194,657.12 CO 6.45 FULL AA 205,000.00 NA 194,657.12 CA STYLE 412448339 311.78 311.78 8/1/2007 33,000.00 32,925.93 CO 10.9 FULL AA 165,000.00 NA 32,938.52 NO PPP 412448338 882.75 882.75 7/1/2007 132,000.00 131,999.78 CO 8.025 FULL AA 165,000.00 NA 131,999.78 CA STYLE 412447264 633.27 633.27 7/1/2007 74,750.00 74,664.52 P 9.975 FULL C 115,000.00 115,000.00 74,689.45 CA STYLE 412448026 2,994.70 2,994.70 7/1/2007 382,500.00 382,022.15 CO 9.15 STATED A- 450,000.00 NA 382,183.86 CA STYLE 412448544 2,561.53 2,561.49 7/1/2007 400,500.00 400,494.01 CO 7.675 FULL AA 445,000.00 NA 400,494.00 CA STYLE 412447879 2,186.52 2,186.52 7/1/2007 241,000.00 240,400.01 P 10.4 FULL AA 1,205,000.00 1,205,000.00 240,603.47 NO PPP 412448542 1,870.73 1,870.73 7/1/2007 340,000.00 338,786.82 CO 6 FULL AAA 425,000.00 NA 339,137.78 CA STYLE 412447818 4,526.58 4,526.58 7/1/2007 656,322.00 655,032.88 P 7.925 FULL AA 691,000.00 690,886.00 655,430.21 CA STYLE 412445559 498.47 498.47 8/1/2007 66,350.00 66,091.72 P 8.25 FULL -- 333,000.00 331,750.00 66,135.51 NO PPP 412447577 539.01 539.01 7/1/2007 52,598.00 52,504.37 P 11.95 LITE AAA 265,000.00 262,990.00 52,536.20 NO PPP 412450551 772.89 772.89 7/1/2007 122,280.00 120,826.42 P 6.5 STATED -- 153,000.00 152,850.00 121,061.34 NO PPP 412445564 861.94 861.94 8/1/2007 134,612.00 133,845.18 P 6.625 FULL -- 169,000.00 168,266.00 133,967.51 NO PPP 412448163 1,101.89 1,101.89 7/1/2007 104,000.00 103,832.38 P 12.4 LITE AA 550,000.00 520,000.00 103,889.41 NO PPP 412445578 692.22 692.22 7/1/2007 99,000.00 98,552.23 P 7.5 FULL -- 350,000.00 340,069.00 98,703.35 NO PPP 412447733 284.55 284.55 7/1/2007 30,980.00 30,905.27 P 10.55 LITE AAA 155,000.00 154,900.00 30,930.62 NO PPP 412452299 326.08 326.08 8/1/2007 41,600.00 41,427.36 P 8.71 LITE AAA 220,000.00 208,000.00 41,452.56 NO PPP 412448255 432.4 432.4 7/1/2007 43,000.00 42,919.15 P 11.7 LITE AAA 215,000.00 215,000.00 42,946.62 NO PPP 412448364 3,600.75 3,600.75 7/1/2007 515,160.00 514,799.71 P 8.25 STATED AAA 580,000.00 572,400.00 514,921.46 NO PPP 412448252 744.23 744.22 7/1/2007 128,500.00 128,499.24 CO 6.95 FULL AA 185,000.00 NA 128,499.23 CA STYLE 412448643 2,360.69 2,360.69 7/1/2007 353,000.00 352,999.99 CO 8.025 FULL AA 396,000.00 NA 353,000.00 CA STYLE 412448365 1,395.80 1,395.80 7/1/2007 174,250.00 173,662.02 CO 8.95 FULL A+ 205,000.00 NA 173,860.93 CA STYLE 412448463 2,192.42 2,192.42 7/1/2007 270,000.00 269,662.97 CO 9.525 STATED AAA 287,000.00 NA 269,765.69 NO PPP 412448082 2,966.92 2,966.92 7/1/2007 513,000.00 511,304.26 CO 6.4 FULL AA 650,000.00 NA 511,780.38 CA STYLE 412448421 1,111.39 1,111.39 7/1/2007 140,000.00 139,515.97 CO 8.85 RED AA 175,000.00 NA 139,679.08 CA STYLE 412447967 568.82 568.82 7/1/2007 57,000.00 56,890.46 P 11.6 LITE AAA 285,000.00 285,000.00 56,927.68 NO PPP 412448239 649.01 649.01 7/1/2007 68,150.00 68,000.81 P 11 LITE AAA 350,000.00 340,754.00 68,051.45 NO PPP 412452381 2,645.52 2,645.52 8/1/2007 332,500.00 330,599.20 CO 8.875 FULL AA 350,000.00 NA 330,798.19 NO PPP 412447865 1,104.37 1,104.37 7/1/2007 147,000.00 146,318.46 CO 8.25 STATED A+ 210,000.00 NA 146,513.31 NO PPP 412452951 1,010.58 1,010.58 7/1/2007 150,000.00 149,213.01 CO 7.125 FULL -- 200,000.00 NA 149,460.06 NO PPP 412449608 459.19 459.19 7/1/2007 69,900.00 69,400.03 P 6.875 LITE -- 71,500.00 69,900.00 69,522.15 NO PPP 412448710 339.5 339.5 7/1/2007 27,500.00 27,473.14 CO 14.625 NINA -- 216,000.00 NA 27,482.31 NO PPP 412447945 983.71 983.71 7/1/2007 90,200.00 89,997.31 P 12.8 LITE AA 455,000.00 451,000.00 90,044.04 NO PPP 412447430 1,219.52 1,219.52 7/1/2007 115,950.00 115,692.65 P 12.3 LITE AA 650,000.00 579,900.00 115,758.97 NO PPP 412452153 464.33 464.33 7/1/2007 46,000.00 45,914.45 P 11.75 LITE AA 230,000.00 230,000.00 45,943.52 NO PPP 412447731 263.38 263.38 8/1/2007 33,600.00 33,423.07 P 8.71 LITE AA 173,900.00 168,000.00 33,443.70 NO PPP 412447091 556.73 556.73 7/1/2007 58,000.00 57,832.80 P 11.1 LITE AAA 293,000.00 290,000.00 57,875.76 NO PPP 412447440 303.76 303.76 7/1/2007 32,540.00 32,451.86 P 10.75 LITE AA 163,000.00 162,700.00 32,477.60 NO PPP 412451704 336.05 336.05 7/1/2007 36,000.00 35,873.57 P 10.75 LITE AA 180,000.00 180,000.00 35,902.55 CA STYLE 412447644 933.49 933.49 7/1/2007 100,000.00 99,729.22 CO 10.75 LITE AA 500,000.00 NA 99,808.32 NO PPP 412448104 2,374.08 2,374.08 7/1/2007 426,800.00 426,799.99 P 6.675 FULL AAA 535,000.00 533,610.00 426,800.00 NO PPP 412447899 2,367.08 2,367.06 7/1/2007 380,000.00 379,996.50 CO 7.475 FULL AA 520,000.00 NA 379,996.50 NO PPP 412447937 2,221.18 2,221.18 7/1/2007 303,999.00 303,816.62 CO 8.65 FULL AA 326,000.00 NA 303,878.29 1% 412448595 1,619.17 1,619.17 7/1/2007 290,000.00 289,999.99 CO 6.7 FULL A+ 375,000.00 NA 290,000.00 CA STYLE 412447877 1,245.75 1,245.75 7/1/2007 161,500.00 161,289.08 CO 9 FULL AA 190,000.00 NA 161,360.44 2% 412448194 568.82 568.82 8/1/2007 57,000.00 56,890.46 P 11.6 LITE AAA 285,000.00 285,000.00 56,909.16 NO PPP 412448117 960 960 7/1/2007 192,000.00 192,000.00 P 6 STATED -- 250,000.00 240,000.00 192,000.00 NO PPP 412448604 1,121.63 1,121.63 8/1/2007 128,350.00 127,998.43 CO 9.95 FULL A+ 151,000.00 NA 128,058.24 CA STYLE 412452608 640.35 640.35 8/1/2007 60,000.00 59,905.47 P 12.5 STATED -- 310,000.00 299,900.00 59,921.64 NO PPP 412449293 955.52 955.52 7/1/2007 135,000.00 134,404.36 P 7.625 FULL -- 135,000.00 135,000.00 134,605.43 CA STYLE 412449340 944.36 944.36 7/1/2007 120,040.00 119,617.96 P 8.75 RED -- 151,000.00 150,500.00 119,760.69 NO PPP 412449517 241.59 241.59 7/1/2007 21,840.00 21,809.24 CO 13 STATED -- 218,400.00 NA 21,819.72 NO PPP 412449528 1,202.82 1,202.82 7/1/2007 192,800.00 191,714.25 CO 6.375 LITE -- 241,000.00 NA 192,080.01 NO PPP 412449731 682.18 682.18 7/1/2007 100,000.00 99,163.04 CO 7.25 STATED -- 650,000.00 NA 99,327.69 NO PPP 412449378 969.43 969.43 7/1/2007 156,000.00 155,638.17 P 7 FULL -- 156,000.00 156,000.00 155,760.18 NO PPP 412452880 515.77 515.77 8/1/2007 81,600.00 80,885.33 P 6.5 RED -- 102,000.00 102,000.00 80,962.55 NO PPP 412447990 676.9 676.9 7/1/2007 67,700.00 67,570.56 CO 11.625 STATED -- 350,000.00 NA 67,614.54 NO PPP 412449108 329.78 329.78 7/1/2007 42,400.00 41,732.54 P 8.625 FULL -- 284,000.00 283,180.00 41,791.56 NO PPP 412449259 383.08 383.08 7/1/2007 42,750.00 42,640.13 P 10.25 FULL -- 285,000.00 285,000.00 42,677.38 NO PPP 412449327 2,536.75 2,536.75 7/1/2007 412,000.00 409,623.74 P 6.25 STATED -- 530,000.00 515,000.00 410,424.07 NO PPP 412447677 2,531.39 2,531.39 7/1/2007 340,000.00 339,423.76 CO 8.65 STATED AA 430,000.00 NA 339,591.37 NO PPP 412447814 554.12 554.12 8/1/2007 59,600.00 59,436.87 P 10.7 STATED AAA 298,000.00 298,000.00 59,460.80 NO PPP 412447813 1,479.76 1,479.76 8/1/2007 238,400.00 237,751.19 P 6.99 STATED AAA 298,000.00 298,000.00 237,845.50 2% 412447443 879.94 879.94 8/1/2007 130,050.00 129,764.28 CO 7.75 FULL AAA 153,000.00 NA 129,805.89 NO PPP 412448280 1,312.45 1,312.45 7/1/2007 171,000.00 170,773.36 CO 8.95 STATED AA 190,000.00 NA 170,850.03 NO PPP 412447188 1,144.13 1,144.13 7/1/2007 144,000.00 143,798.45 CO 9.3 STATED A+ 180,000.00 NA 143,857.15 1% 412448326 1,385.50 1,385.50 7/1/2007 189,000.00 188,224.74 RT 7.99 LITE A+ 260,000.00 NA 188,486.60 NO PPP 412448869 2,021.09 2,013.25 7/1/2007 316,000.00 314,635.22 P 7.675 FULL AA 400,000.00 395,000.00 314,636.99 2% 412448589 3,322.73 3,322.73 7/1/2007 492,000.00 491,614.28 P 7.95 FULL AA 615,000.00 615,000.00 491,744.55 NO PPP 412447041 823.27 823.27 8/1/2007 90,000.00 89,719.71 CO 10.5 STATED AA 450,000.00 NA 89,757.60 NO PPP 412448473 618.21 618.21 7/1/2007 76,500.00 76,413.23 P 9.475 FULL AA 90,000.00 90,000.00 76,442.61 54321 412447836 2,544.03 2,544.03 8/1/2007 408,405.00 408,404.97 P 7.475 FULL AAA 435,000.00 429,900.00 408,404.98 NO PPP 412449411 474.73 474.73 7/1/2007 59,000.00 58,802.96 P 9 FULL -- 300,000.00 295,000.00 58,869.62 NO PPP 412449278 211.61 211.61 7/1/2007 28,500.00 28,386.25 CO 8.125 STATED -- 285,000.00 NA 28,424.68 NO PPP 412449369 944.13 944.13 7/1/2007 138,400.00 137,742.36 CO 7.25 FULL -- 173,000.00 NA 137,964.22 NO PPP 412449432 506.95 506.95 7/1/2007 76,198.00 75,802.46 P 7 FULL -- 79,000.00 76,900.00 75,930.87 NO PPP 412449435 307.83 307.83 7/1/2007 40,500.00 40,346.30 P 8.375 FULL -- 162,000.00 162,000.00 40,398.25 NO PPP 412452386 2,134.30 2,134.30 7/1/2007 283,000.00 282,999.97 CO 9.05 FULL AA 315,000.00 NA 282,999.99 CA STYLE 412448099 1,186.67 1,186.67 7/1/2007 155,000.00 154,793.04 CO 8.925 STATED AA 280,000.00 NA 154,863.05 CA STYLE 412448301 919.08 919.08 7/1/2007 151,600.00 151,599.99 P 7.275 FULL AA 191,000.00 189,500.00 151,600.00 CA STYLE 412448500 1,718.73 1,718.73 7/1/2007 222,500.00 221,580.85 CO 8.55 FULL AA 293,000.00 NA 221,857.82 NO PPP 412448533 1,015.09 1,015.09 7/1/2007 156,000.00 155,676.50 P 7.4 FULL AA 195,000.00 195,000.00 155,785.66 CA STYLE 412448417 794.75 794.75 7/1/2007 132,000.00 131,984.73 P 7.225 FULL AA 165,000.00 165,000.00 131,984.91 NO PPP 412447965 771.46 771.46 7/1/2007 91,800.00 91,707.95 CO 9.888 FULL A+ 108,000.00 NA 91,739.14 NO PPP 412448127 1,837.61 1,837.61 7/1/2007 295,000.00 294,740.39 P 7.475 STATED AA 380,000.00 380,000.00 294,740.40 CA STYLE 412446753 822.68 822.68 7/1/2007 100,000.00 99,573.86 RT 9.25 STATED AA 118,000.00 NA 99,682.86 CA STYLE 412446606 1,475.24 1,475.24 7/1/2007 187,500.00 187,149.74 CO 9.2 LITE C 260,000.00 NA 187,229.67 CA STYLE 412446437 1,580.13 1,580.13 7/1/2007 227,500.00 226,895.87 CO 7.99 LITE C 325,000.00 NA 227,033.26 CA STYLE 412448197 686.9 686.9 7/1/2007 85,000.00 84,903.60 CO 9.475 FULL C 190,000.00 NA 84,936.24 NO PPP 412447620 2,420.50 2,420.50 7/1/2007 376,000.00 376,000.00 CO 7.725 FULL AA 470,000.00 NA 376,000.00 CA STYLE 412447876 684.67 684.67 7/1/2007 104,000.00 103,999.99 P 7.9 FULL AAA 144,000.00 130,000.00 104,000.00 NO PPP 412448270 3,889.54 3,889.54 7/1/2007 560,000.00 559,003.36 CO 7.99 STATED AA 700,000.00 NA 559,335.06 NO PPP 412448024 2,837.29 2,837.29 7/1/2007 470,250.00 468,882.17 CO 6.75 STATED AA 495,000.00 NA 469,278.48 NO PPP 412448000 673.47 673.47 7/1/2007 71,000.00 70,815.87 CO 10.95 STATED AAA 355,000.00 NA 70,869.68 NO PPP 412447349 847.2 847.2 7/1/2007 130,200.00 129,884.11 CO 7.4 FULL C 217,000.00 NA 129,975.76 NO PPP 412447973 1,191.30 1,191.30 7/1/2007 132,000.00 131,651.59 CO 10.336 LITE C 165,000.00 NA 131,764.81 NO PPP 412447935 4,690.13 4,690.13 8/1/2007 594,000.00 593,999.96 CO 9.475 STATED A+ 660,000.00 NA 593,999.97 CA STYLE 412446609 754.38 754.38 7/1/2007 101,600.00 100,985.37 P 8.125 FULL AA 127,000.00 127,000.00 101,125.20 NO PPP 412447340 2,726.50 2,726.50 7/1/2007 492,000.00 492,000.00 P 6.65 LITE AA 615,000.00 615,000.00 492,000.00 NO PPP 412447542 2,485.00 2,485.00 7/1/2007 407,000.00 405,848.48 CO 6.85 FULL AA 435,000.00 NA 406,182.18 NO PPP 412448105 1,894.94 1,894.94 7/1/2007 275,500.00 275,004.26 CO 7.9 FULL B 355,000.00 NA 275,171.60 CA STYLE 412448202 3,179.36 3,179.21 7/1/2007 431,100.00 431,079.21 P 8.85 STATED AA 500,000.00 479,000.00 431,079.21 CA STYLE 412447810 1,516.67 1,516.61 7/1/2007 208,000.00 207,992.80 CO 8.75 FULL AA 260,000.00 NA 207,992.79 NO PPP 412446487 2,067.88 2,067.88 7/1/2007 355,000.00 354,999.99 CO 6.99 LITE AA 455,000.00 NA 355,000.00 NO PPP 412448110 1,507.50 1,507.50 7/1/2007 268,000.00 268,000.00 P 6.75 FULL AA 335,000.00 335,000.00 268,000.00 CA STYLE 412448435 4,946.67 4,946.67 7/1/2007 848,000.00 847,999.99 CO 7 FULL A+ 1,060,000.00 NA 848,000.00 CA STYLE 412448090 699.78 699.78 7/1/2007 76,500.00 76,313.54 CO 10.5 LITE C 102,000.00 NA 76,376.78 54321 412447758 1,753.92 1,753.92 7/1/2007 232,000.00 231,623.69 CO 8.8 STATED A- 310,000.00 NA 231,733.18 CA STYLE 412449582 1,844.64 1,844.64 7/1/2007 244,000.00 243,279.36 CO 8.8 NINA AA 335,000.00 NA 243,399.22 CA STYLE 412449256 7,552.09 7,552.09 7/1/2007 1,250,000.00 1,249,999.99 CO 7.25 FULL -- 2,000,000.00 NA 1,250,000.00 NO PPP 412447619 3,835.30 3,835.30 7/1/2007 612,000.00 611,290.26 CO 7.325 FULL AAA 800,000.00 NA 611,496.14 CA STYLE 412447952 1,541.20 1,541.20 7/1/2007 220,500.00 220,345.79 RT 8.25 LITE A- 245,000.00 NA 220,397.90 CA STYLE 412446530 1,580.73 1,580.73 7/1/2007 270,000.00 268,605.00 CO 6.5 FULL AA 440,000.00 NA 268,854.54 CA STYLE 412450534 2,038.56 2,038.56 8/1/2007 326,760.00 324,919.82 P 6.375 FULL -- 411,000.00 408,450.00 325,230.59 NO PPP 412445537 563.15 563.15 7/1/2007 93,928.00 93,357.00 P 6 FULL -- 134,000.00 117,410.00 93,548.29 NO PPP 412449188 272 272 8/1/2007 32,000.00 31,791.87 P 9.625 FULL -- 164,500.00 160,000.00 31,808.74 NO PPP 412448344 693.17 693.17 7/1/2007 78,000.00 77,795.19 CO 10.15 FULL AAA 390,000.00 NA 77,864.61 NO PPP 412447924 733.37 733.37 8/1/2007 79,200.00 78,979.29 CO 10.65 FULL AAA 396,000.00 NA 79,011.43 NO PPP 412448022 571.05 571.05 7/1/2007 69,000.00 68,914.92 CO 9.725 FULL AA 107,000.00 NA 68,939.72 1% 412448440 2,945.25 2,945.25 8/1/2007 385,000.00 384,999.99 CO 9.18 STATED AA 420,000.00 NA 384,999.99 NO PPP 412448230 2,192.25 2,192.25 7/1/2007 324,000.00 323,391.76 CO 7.75 FULL AA 390,000.00 NA 323,597.12 CA STYLE 412449300 332.49 332.49 7/1/2007 54,000.00 53,688.53 CO 6.25 FULL -- 73,000.00 NA 53,793.43 NO PPP 412447705 1,682.08 1,678.19 8/1/2007 295,750.00 295,065.68 P 6.825 NINA AAA 455,000.00 455,000.00 295,065.68 CA STYLE 412447966 1,439.25 1,439.02 7/1/2007 202,000.00 201,945.16 CO 8.55 FULL AA 213,000.00 NA 201,945.48 NO PPP 412448420 2,443.78 2,443.78 7/1/2007 372,000.00 370,097.76 P 6.875 STATED ALTA 470,000.00 465,000.00 370,739.10 NO PPP 412448282 1,893.66 1,893.66 8/1/2007 250,000.00 247,996.06 CO 8.338 LITE AA 460,000.00 NA 248,165.38 NO PPP 412448570 1,853.89 1,853.89 7/1/2007 243,750.00 243,623.52 CO 9.025 STATED A+ 325,000.00 NA 243,666.31 NO PPP 412448446 737.08 737.08 7/1/2007 82,400.00 82,332.96 CO 10.575 FULL B 103,000.00 NA 82,355.70 NO PPP 412448582 693.17 693.17 7/1/2007 78,000.00 77,795.19 P 10.15 FULL AA 400,000.00 390,000.00 77,864.61 NO PPP 412448291 1,880.00 1,879.58 7/1/2007 225,600.00 225,530.48 CO 10 STATED A- 282,000.00 NA 225,530.79 NO PPP 412452407 528.56 528.56 7/1/2007 68,425.00 68,174.38 CO 8.55 FULL AA 80,500.00 NA 68,259.11 CA STYLE 412448192 2,632.00 2,632.00 7/1/2007 384,000.00 384,000.00 CO 8.225 STATED AA 480,000.00 NA 384,000.00 NO PPP 412448806 1,626.37 1,626.37 7/1/2007 244,720.00 244,720.00 P 7.975 STATED AA 308,000.00 305,900.00 244,720.00 CA STYLE 412448572 1,341.00 1,340.27 7/1/2007 216,000.00 215,761.79 CO 7.45 FULL AA 245,000.00 NA 215,761.79 CA STYLE 412448076 1,147.09 1,147.09 7/1/2007 170,000.00 169,678.58 CO 7.725 FULL AA 450,000.00 NA 169,787.10 CA STYLE 412447581 2,068.33 2,068.33 7/1/2007 445,200.00 445,199.97 P 5.575 FULL AAA 580,000.00 556,500.00 445,199.98 NO PPP 412448588 1,260.47 1,260.47 7/1/2007 123,000.00 122,781.03 P 11.95 FULL AA 615,000.00 615,000.00 122,855.47 NO PPP 412448772 191.44 191.44 8/1/2007 21,100.00 21,046.87 P 10.4 FULL AA 106,000.00 105,500.00 21,055.83 NO PPP 412448052 670.65 670.65 8/1/2007 112,951.00 112,916.84 P 7.125 STATED AA 172,000.00 167,951.00 112,916.84 CA STYLE 412452926 2,505.97 2,505.97 7/1/2007 407,000.00 404,601.12 CO 6.25 LITE -- 550,000.00 NA 405,392.28 NO PPP 412453026 130.59 130.59 7/1/2007 16,600.00 16,537.31 P 8.75 FULL -- 83,000.00 83,000.00 16,557.10 NO PPP 412449709 208.48 208.48 7/1/2007 26,500.00 26,406.81 CO 8.75 FULL -- 150,000.00 NA 26,438.33 NO PPP 412448100 858.34 858.34 7/1/2007 164,800.00 164,800.01 P 6.25 STATED -- 230,000.00 206,000.00 164,800.00 CA STYLE 412449408 402.12 402.12 7/1/2007 51,700.00 51,513.51 P 8.625 FULL -- 225,000.00 207,000.00 51,576.56 NO PPP 412449516 165.1 165.1 8/1/2007 22,500.00 22,407.88 CO 8 STATED -- 225,000.00 NA 22,423.49 NO PPP 412449579 930.21 930.21 7/1/2007 190,000.00 190,000.00 CO 5.875 FULL -- 355,000.00 NA 190,000.00 NO PPP 412449745 323.64 323.64 8/1/2007 57,000.00 41,417.84 CO 5.5 FULL -- 280,000.00 NA 41,551.04 NO PPP 412448602 742.5 742.5 7/1/2007 129,600.00 129,600.00 CO 6.875 FULL -- 162,000.00 NA 129,600.00 2% 412452922 1,413.94 1,413.94 7/1/2007 223,700.00 222,470.05 P 6.5 FULL -- 230,000.00 223,700.00 222,884.47 NO PPP 412448137 646.68 646.68 7/1/2007 92,000.00 91,936.83 CO 8.3 FULL AA 115,000.00 NA 91,958.18 54321 412447445 474.01 474.01 7/1/2007 56,250.00 56,052.67 P 9.525 FULL AA 66,000.00 62,500.00 56,110.17 1% 412447878 4,799.92 4,799.92 7/1/2007 964,000.00 963,999.99 P 5.975 FULL AA 1,205,000.00 1,205,000.00 964,000.00 CA STYLE 412448007 870.55 870.55 7/1/2007 128,250.00 127,627.88 CO 7.2 FULL AA 171,000.00 NA 127,835.57 CA STYLE 412448545 825.57 825.57 7/1/2007 85,000.00 84,793.39 CO 11.25 FULL AAA 425,000.00 NA 84,853.80 NO PPP 412445573 194.91 194.91 7/1/2007 25,349.00 25,255.24 P 8.5 FULL -- 131,000.00 126,746.00 25,286.94 NO PPP 412452710 761.26 761.26 8/1/2007 120,440.00 119,777.82 P 6.5 FULL -- 151,000.00 150,550.00 119,889.68 NO PPP 412450547 1,080.77 1,080.77 7/1/2007 177,872.00 176,268.86 P 6.125 RED -- 185,000.00 183,374.00 176,628.23 NO PPP 412448235 246.77 246.77 7/1/2007 28,600.00 28,519.15 P 9.8 LITE AAA 165,000.00 143,000.00 28,546.54 NO PPP 412447135 527.09 527.09 7/1/2007 55,348.00 55,206.01 P 11 LITE AAA 277,000.00 276,741.00 55,247.51 NO PPP 412449571 984.21 984.21 7/1/2007 128,000.00 127,526.43 P 8.5 FULL AA 160,000.00 160,000.00 127,686.52 CA STYLE 412447516 1,368.79 1,368.79 7/1/2007 208,000.00 207,509.14 CO 7.5 STATED AA 265,000.00 NA 207,651.52 CA STYLE 412447750 1,173.71 1,173.71 7/1/2007 170,000.00 170,000.00 CO 8.285 FULL A- 330,000.00 NA 170,000.00 CA STYLE 412448283 574.71 574.71 7/1/2007 81,000.00 80,644.36 CO 7.65 FULL AA 107,000.00 NA 80,764.42 NO PPP 412447927 4,303.89 4,303.89 7/1/2007 617,500.00 617,063.94 CO 8.225 STATED AA 650,000.00 NA 617,211.29 CA STYLE 412448630 2,851.81 2,851.81 7/1/2007 387,000.00 385,664.75 CO 8.55 FULL A- 430,000.00 NA 385,870.45 NO PPP 412448480 1,668.40 1,668.40 7/1/2007 202,300.00 202,067.57 CO 9.688 FULL A+ 238,000.00 NA 202,140.76 NO PPP 412447406 1,374.76 1,374.76 7/1/2007 139,900.00 139,570.77 P 11.4 LITE AA 740,000.00 699,500.00 139,667.07 NO PPP 412450525 282.94 282.94 7/1/2007 32,791.00 32,600.84 P 9.8 STATED AAA 165,000.00 163,958.00 32,633.83 NO PPP 412452918 756.98 756.98 8/1/2007 104,400.00 103,505.71 P 7.875 LITE AA 135,000.00 130,500.00 103,582.93 CA STYLE 412452919 225.2 225.2 8/1/2007 26,100.00 25,947.91 P 9.8 STATED AA 135,000.00 130,500.00 25,961.09 NO PPP 412445507 1,029.55 1,029.55 7/1/2007 131,166.00 130,218.34 P 8.725 RED AAA 165,000.00 163,958.00 130,382.06 CA STYLE 412449451 737.46 737.46 7/1/2007 95,250.00 94,540.72 P 8.575 FULL A- 127,000.00 127,000.00 94,663.18 CA STYLE 412445770 553.5 553.5 8/1/2007 56,000.00 55,725.34 CO 11.475 LITE C 70,000.00 NA 55,745.77 CA STYLE 412449668 4,338.56 4,338.56 7/1/2007 554,000.00 550,236.77 CO 8.7 STATED A- 750,000.00 NA 550,927.93 NO PPP 412449483 1,290.01 1,290.01 7/1/2007 204,000.00 203,155.54 CO 7.15 FULL A 240,000.00 NA 203,313.21 CA STYLE 412449725 1,198.18 1,198.18 7/1/2007 125,000.00 120,908.58 CO 8.05 FULL AA 200,000.00 NA 121,675.03 CA STYLE 412449479 414.19 414.19 7/1/2007 42,980.00 42,809.04 P 11.15 FULL AA 227,000.00 214,900.00 42,841.43 CA STYLE 412449558 854.95 854.95 7/1/2007 109,920.00 109,179.86 P 8.625 FULL AA 139,000.00 137,400.00 109,318.80 CA STYLE 412449478 991.25 991.25 7/1/2007 171,920.00 171,039.69 P 6.375 FULL AA 227,000.00 214,900.00 171,203.59 CA STYLE 412445509 2,887.71 2,887.71 7/1/2007 409,978.00 406,574.98 P 7.575 FULL AA 541,000.00 512,473.00 407,211.36 CA STYLE 412449628 1,305.82 1,305.82 7/1/2007 164,350.00 163,979.41 CO 9.3 FULL AA 173,000.00 NA 164,048.56 NO PPP 412449612 651.78 651.78 7/1/2007 68,850.00 68,562.62 P 10.925 STATED A- 84,000.00 81,000.00 68,617.02 NO PPP 412450563 1,053.79 1,053.79 7/1/2007 132,444.00 131,596.28 P 8.875 LITE AA 169,000.00 165,556.00 131,755.56 CA STYLE 412450564 285.7 285.7 7/1/2007 33,111.00 32,935.74 P 9.8 FULL AA 169,000.00 165,556.00 32,968.78 NO PPP 412445514 342.07 342.07 7/1/2007 39,645.00 39,435.26 P 9.8 FULL AA 200,000.00 198,229.00 39,474.81 NO PPP 412449051 322.39 322.39 8/1/2007 45,000.00 44,213.86 P 7.75 FULL -- 46,000.00 45,000.00 44,250.47 NO PPP 412445895 610.94 610.94 7/1/2007 80,000.00 79,760.64 CO 8.9 STATED AA 80,000.00 NA 79,798.98 CA STYLE 412445643 1,053.69 1,053.69 7/1/2007 130,081.00 129,281.76 P 9.075 STATED AA 154,000.00 144,536.00 129,432.05 CA STYLE 412449461 1,255.46 1,255.46 7/1/2007 215,992.00 215,991.92 P 6.975 FULL AAA 269,990.00 269,990.00 215,991.93 CA STYLE 412449462 540.93 540.93 7/1/2007 53,998.00 53,743.94 P 11.65 FULL AAA 297,000.00 269,990.00 53,781.72 CA STYLE 412449496 912.85 912.85 7/1/2007 129,600.00 128,524.20 P 7.575 FULL A- 145,000.00 144,000.00 128,725.38 CA STYLE 412449626 1,086.30 1,086.30 7/1/2007 170,400.00 170,400.00 P 7.65 FULL AA 215,000.00 213,000.00 170,400.00 CA STYLE 412449495 981.88 981.88 8/1/2007 128,250.00 126,642.35 P 8.925 FULL AA 151,500.00 142,500.00 126,682.03 NO PPP 412449583 1,018.40 1,018.34 7/1/2007 145,920.00 145,899.17 P 8.375 STATED AA 183,000.00 182,400.00 145,899.34 CA STYLE 412449584 383.69 383.69 7/1/2007 36,480.00 36,344.20 P 12.3 STATED AA 183,000.00 182,400.00 36,366.19 NO PPP 412449534 1,129.39 1,128.22 7/1/2007 194,303.00 194,103.01 CO 6.975 FULL AAA 242,879.00 NA 194,103.00 NO PPP 412452929 1,836.25 1,836.25 7/1/2007 260,000.00 260,000.00 P 8.475 STATED AAA 350,000.00 325,000.00 260,000.00 CA STYLE 412452930 676.12 676.12 7/1/2007 65,000.00 64,811.63 P 12.15 STATED AAA 350,000.00 325,000.00 64,850.84 CA STYLE 412449359 465.38 465.38 8/1/2007 65,750.00 58,631.92 P 7.625 FULL -- 71,000.00 65,775.00 58,724.16 NO PPP 412452749 1,272.67 1,272.67 7/1/2007 171,000.00 169,733.32 CO 8.15 LITE AA 180,000.00 NA 169,970.69 NO PPP 412449563 1,418.06 1,418.06 7/1/2007 192,800.00 191,473.46 CO 8.025 RED AA 241,000.00 NA 191,745.89 NO PPP 412449560 499.01 499.01 7/1/2007 53,999.00 53,781.54 P 10.625 FULL AA 62,000.00 59,999.00 53,826.58 CA STYLE 412445516 838.03 838.03 7/1/2007 110,000.00 109,297.87 P 8.4 FULL AA 153,000.00 142,079.00 109,442.24 CA STYLE 412449324 462.84 462.84 7/1/2007 52,190.00 51,732.90 P 10.125 FULL AA 63,000.00 61,400.00 51,784.93 CA STYLE 412452937 277.12 277.12 7/1/2007 28,200.00 28,093.35 P 11.4 FULL AA 142,000.00 141,000.00 28,113.53 CA STYLE 412449096 575.53 575.53 7/1/2007 102,696.00 102,569.59 P 6.725 FULL AAA 128,371.00 128,371.00 102,571.00 CA STYLE 412449097 221.53 221.53 7/1/2007 25,674.00 25,471.18 P 9.8 FULL AAA 128,371.00 128,371.00 25,497.88 NO PPP 412449482 439.1 439.1 7/1/2007 75,000.00 74,663.36 CO 6.5 FULL AA 365,000.00 NA 74,732.15 CA STYLE 412449576 2,351.04 2,345.04 7/1/2007 401,600.00 400,576.37 P 7.025 FULL AA 505,000.00 502,000.00 400,576.37 CA STYLE 412449663 1,235.07 1,235.07 7/1/2007 167,920.00 166,764.62 P 8.025 FULL AA 215,000.00 209,900.00 167,001.90 CA STYLE 412449664 362.22 362.22 7/1/2007 41,980.00 41,778.90 P 9.8 FULL AA 215,000.00 209,900.00 41,820.44 NO PPP 412445632 1,360.56 1,360.56 8/1/2007 171,000.00 170,008.72 P 8.875 STATED AA 193,000.00 190,000.00 170,111.17 CA STYLE 412445506 902.84 902.84 8/1/2007 157,586.00 157,586.00 P 6.875 LITE -- 198,000.00 196,983.00 157,586.00 NO PPP 412445641 1,534.85 1,534.85 7/1/2007 201,000.00 199,723.56 P 8.425 FULL AA 236,000.00 235,023.00 199,986.04 NO PPP 412449497 651.46 651.46 7/1/2007 106,000.00 106,000.00 P 7.375 FULL A 136,000.00 132,500.00 106,000.00 CA STYLE 412449498 228.65 228.65 7/1/2007 26,500.00 26,373.07 P 9.8 FULL A 136,000.00 132,500.00 26,399.29 NO PPP 412449481 653.37 653.37 7/1/2007 91,200.00 90,526.77 CO 7.75 FULL AA 114,000.00 NA 90,662.89 NO PPP 412449459 931.77 931.5 7/1/2007 168,900.00 168,852.08 P 6.62 FULL AAA 225,000.00 211,128.00 168,852.08 CA STYLE 412449460 353.52 353.52 7/1/2007 42,225.00 42,007.42 P 9.45 FULL AAA 225,000.00 211,128.00 42,052.31 CA STYLE 412445634 866.61 866.61 7/1/2007 111,930.00 111,033.82 P 8.575 RED AA 142,000.00 139,917.00 111,178.63 CA STYLE 412445635 241.45 241.45 7/1/2007 27,983.00 27,796.89 P 9.8 FULL AA 142,000.00 139,917.00 27,825.42 NO PPP 412445511 1,119.02 1,119.02 7/1/2007 154,332.00 153,237.92 P 7.875 FULL AA 195,000.00 192,915.00 153,462.50 CA STYLE 412445512 332.91 332.91 7/1/2007 38,583.00 38,398.15 P 9.8 FULL AA 195,000.00 192,915.00 38,436.33 NO PPP 412449046 837.37 837.37 7/1/2007 139,200.00 138,402.84 P 6.725 FULL AAA 174,000.00 174,000.00 138,525.28 CA STYLE 412449715 1,878.34 1,878.34 7/1/2007 280,000.00 279,999.92 CO 8.05 FULL AAA 347,000.00 NA 279,999.93 NO PPP 412449485 4,340.88 4,340.79 7/1/2007 726,000.00 725,984.99 RT 7.175 STATED AA 770,000.00 NA 725,985.00 CA STYLE 412452674 1,508.89 1,508.89 7/1/2007 203,697.00 202,236.07 P 8.1 RED AA 215,500.00 214,418.00 202,520.78 CA STYLE 412449566 2,207.82 2,207.82 7/1/2007 353,250.00 353,249.92 P 7.5 RED AAA 410,000.00 392,500.00 353,249.94 CA STYLE 412445563 943.25 943.25 7/1/2007 125,261.00 124,441.16 P 8.275 FULL AA 146,000.00 139,179.00 124,609.66 CA STYLE 412449505 379.16 379.16 8/1/2007 50,000.00 49,677.59 P 8.35 LITE AA 53,000.00 52,650.00 49,710.85 CA STYLE 412451306 277.83 277.83 7/1/2007 32,200.00 32,029.68 P 9.8 STATED AA 166,000.00 161,000.00 32,061.79 NO PPP 412451278 1,103.61 1,103.61 7/1/2007 109,800.00 108,262.48 RT 10.6 RED A+ 122,000.00 NA 108,553.21 CA STYLE 412445997 5,177.09 5,177.09 7/1/2007 700,000.00 699,999.93 CO 8.875 LITE AA 738,000.00 NA 699,999.94 CA STYLE 412446119 1,999.95 1,999.95 7/1/2007 241,200.00 241,200.00 CO 9.95 LITE A+ 268,000.00 NA 241,200.00 NO PPP 412446120 754.17 754.17 7/1/2007 100,000.00 99,999.99 P 9.05 LITE AA 125,000.00 125,000.00 100,000.00 CA STYLE 412446170 2,263.13 2,263.09 7/1/2007 319,500.00 319,494.96 P 8.5 LITE AA 355,000.00 355,000.00 319,494.96 CA STYLE 412451231 5,423.08 5,423.08 7/1/2007 664,050.00 664,049.99 P 9.8 LITE AA 699,000.00 699,000.00 664,050.00 NO PPP 412446209 556.01 556.01 7/1/2007 76,500.00 75,904.39 P 7.9 RED AA 93,000.00 85,000.00 76,015.90 1% 412446278 294.57 294.57 7/1/2007 27,600.00 27,514.81 P 12.5 LITE AAA 138,000.00 138,000.00 27,530.48 NO PPP 412446187 822.35 822.35 7/1/2007 85,000.00 84,663.39 P 11.2 LITE AAA 425,000.00 425,000.00 84,726.82 CA STYLE 412446299 904.72 904.72 7/1/2007 109,250.00 108,612.27 P 9.325 STATED AA 115,000.00 115,000.00 108,732.29 NO PPP 412446131 1,477.50 1,477.50 7/1/2007 169,074.00 168,207.13 P 9.95 LITE AA 188,000.00 187,860.00 168,370.66 NO PPP 412451259 954.54 954.54 7/1/2007 109,000.00 107,656.77 RT 9.975 LITE AA 129,000.00 NA 107,774.59 CA STYLE 412451361 3,017.10 3,017.10 7/1/2007 394,200.00 391,450.54 CO 8.45 LITE A+ 438,000.00 NA 391,966.36 NO PPP 412446224 578.65 578.65 7/1/2007 63,000.00 62,715.19 CO 10.55 LITE AA 84,000.00 NA 62,769.04 CA STYLE 412446307 4,949.42 4,949.42 7/1/2007 616,500.00 612,633.92 CO 8.975 LITE AA 685,000.00 NA 613,360.61 1% 412446188 6,272.87 6,272.87 7/1/2007 722,000.00 720,785.34 CO 10.25 RED AA 765,000.00 NA 721,014.72 NO PPP 412446217 1,588.44 1,588.44 7/1/2007 208,000.00 207,477.41 CO 8.9 LITE AA 260,000.00 NA 207,575.61 CA STYLE 412446222 1,521.94 1,521.94 7/1/2007 169,391.00 169,136.57 P 10.625 LITE AA 193,000.00 188,213.00 169,184.68 CA STYLE 412446231 1,113.38 1,113.38 7/1/2007 125,300.00 125,046.41 CO 10.5 LITE C 179,000.00 NA 125,084.36 NO PPP 412446197 211.98 211.98 8/1/2007 21,000.00 20,726.19 RT 11.75 LITE AA 105,000.00 NA 20,735.14 5% 412446292 593.32 593.32 7/1/2007 62,550.00 62,311.86 CO 10.95 LITE AA 69,500.00 NA 62,360.64 NO PPP 412445928 3,359.51 3,359.51 7/1/2007 396,000.00 395,210.79 CO 9.99 LITE AA 440,000.00 NA 395,347.84 NO PPP 412450997 613.51 613.51 7/1/2007 72,250.00 72,073.60 RT 10 STATED AA 86,000.00 NA 72,099.07 NO PPP 412445562 1,059.73 1,059.73 7/1/2007 132,593.00 131,832.18 P 8.925 FULL AA 151,000.00 147,326.00 131,988.89 CA STYLE 412451176 176.85 176.85 8/1/2007 23,000.00 22,273.44 P 8.5 STATED AAA 115,000.00 115,000.00 22,292.39 321 412449484 524.93 524.93 7/1/2007 87,000.00 86,662.49 CO 6.75 RED AA 190,000.00 NA 86,736.77 CA STYLE 412452743 1,214.70 1,214.70 8/1/2007 178,505.00 177,211.32 P 7.225 FULL AAA 224,000.00 223,132.00 177,358.18 CA STYLE 412452744 385.05 385.05 8/1/2007 44,626.00 44,429.12 P 9.8 FULL AAA 224,000.00 223,132.00 44,451.15 NO PPP 412449229 1,238.24 1,238.24 7/1/2007 182,000.00 181,431.16 RT 7.8 FULL A 280,000.00 NA 181,547.90 NO PPP 412445815 1,439.91 1,439.91 7/1/2007 151,200.00 150,459.31 P 11 LITE A- 190,000.00 189,000.00 150,579.06 NO PPP 412445911 395.85 395.85 8/1/2007 50,560.00 50,032.73 P 9.15 STATED AA 66,000.00 63,200.00 50,046.97 CA STYLE 412450966 486.22 486.22 7/1/2007 62,800.00 62,332.36 P 8.575 RED AA 80,000.00 78,500.00 62,413.10 CA STYLE 412446083 1,863.59 1,863.59 7/1/2007 200,850.00 199,880.32 P 10.675 LITE AA 255,000.00 250,254.00 200,049.04 NO PPP 412445988 2,269.25 2,269.25 7/1/2007 348,000.00 348,000.00 P 7.825 LITE AAA 435,000.00 435,000.00 348,000.00 CA STYLE 412449585 516.45 516.45 7/1/2007 79,200.00 79,200.00 P 7.825 FULL AA 99,000.00 99,000.00 79,200.00 CA STYLE 412449586 205.19 205.19 7/1/2007 19,800.00 19,742.01 P 12.1 FULL AA 99,000.00 99,000.00 19,754.08 NO PPP 412445521 1,063.03 1,063.03 7/1/2007 141,168.00 140,339.37 P 8.275 STATED AAA 180,000.00 176,460.00 140,527.96 CA STYLE 412445522 304.51 304.51 8/1/2007 35,292.00 35,124.24 P 9.8 STATED AAA 180,000.00 176,460.00 35,141.76 NO PPP 412449360 1,013.86 1,013.86 8/1/2007 145,000.00 143,988.18 P 7.5 FULL -- 146,000.00 145,000.00 144,101.41 NO PPP 412449599 730.55 730.55 7/1/2007 123,500.00 122,129.10 P 5.875 FULL -- 132,000.00 130,000.00 122,392.42 NO PPP 412445644 816.68 816.68 7/1/2007 105,000.00 104,423.15 P 8.625 FULL A- 140,000.00 135,000.00 104,554.01 NO PPP 412446032 1,535.85 1,535.85 7/1/2007 208,250.00 208,234.68 P 8.85 LITE AAA 278,000.00 245,000.00 208,234.92 NO PPP 412446012 1,136.82 1,136.82 7/1/2007 139,000.00 138,688.70 P 9.6 LITE AA 140,000.00 139,000.00 138,742.67 54321 412446009 2,437.54 2,437.54 7/1/2007 332,500.00 331,346.38 P 8.5 LITE AA 350,000.00 350,000.00 331,525.48 CA STYLE 412449361 806.28 806.28 7/1/2007 111,200.00 110,492.87 RT 7.875 FULL -- 139,000.00 NA 110,653.63 NO PPP 412449182 1,497.75 1,497.75 7/1/2007 225,065.00 224,397.21 P 7.6 STATED AA 290,000.00 281,332.00 224,548.90 CA STYLE 412449458 1,154.06 1,154.06 7/1/2007 145,250.00 144,986.59 CO 9.3 FULL B 207,500.00 NA 145,046.72 CA STYLE 412449475 1,288.26 1,287.85 7/1/2007 240,608.00 240,532.84 P 6.425 FULL A 301,500.00 300,760.61 240,532.83 CA STYLE 412445492 233.44 233.44 8/1/2007 23,572.00 23,261.73 P 11.5 FULL AA 117,862.00 117,862.00 23,272.15 54321 412445640 207.08 207.08 7/1/2007 24,000.00 23,275.37 P 9.8 FULL AA 120,900.00 120,000.00 23,308.95 NO PPP 412445623 421.58 421.58 7/1/2007 44,800.00 44,627.99 P 10.85 FULL AAA 228,000.00 224,000.00 44,663.64 NO PPP 412445608 401.08 401.08 7/1/2007 46,090.00 45,873.72 P 9.9 FULL AA 235,000.00 230,450.00 45,918.41 NO PPP 412449020 464.91 464.91 7/1/2007 53,200.00 52,952.99 P 9.95 FULL AAA 270,000.00 266,000.00 53,004.04 CA STYLE 412449148 485.22 485.22 8/1/2007 54,600.00 54,356.94 RT 10.15 FULL C 84,000.00 NA 54,382.18 2% 412449130 560.02 560.02 8/1/2007 58,805.00 58,583.25 P 11 FULL AA 61,900.00 61,900.00 58,606.05 NO PPP 412448999 650.94 650.94 7/1/2007 64,980.00 64,770.08 P 11.65 FULL AA 324,900.00 324,900.00 64,813.70 CA STYLE 412449039 595.36 595.36 8/1/2007 69,000.00 68,655.30 P 9.8 FULL AA 345,000.00 345,000.00 68,689.69 NO PPP 412445491 794.57 794.57 8/1/2007 94,290.00 93,582.28 P 9.525 FULL AA 117,862.00 117,862.00 93,633.63 54321 412445639 731.37 731.37 7/1/2007 96,000.00 94,727.22 P 8.4 FULL AA 120,900.00 120,000.00 94,862.36 CA STYLE 412445627 897.82 897.82 7/1/2007 97,750.00 97,350.10 P 10.55 RED AA 120,000.00 115,000.00 97,432.91 CA STYLE 412452770 1,005.47 1,005.47 7/1/2007 106,000.00 105,601.71 P 10.95 FULL AAA 530,000.00 530,000.00 105,684.29 NO PPP 412445614 1,043.08 1,043.08 7/1/2007 114,030.00 113,543.16 P 10.5 FULL A- 126,700.00 126,700.00 113,641.03 CA STYLE 412449252 900.27 900.27 7/1/2007 122,400.00 121,557.76 P 8.025 FULL AA 153,000.00 155,000.00 121,730.73 CA STYLE 412445633 1,069.47 1,069.47 7/1/2007 125,550.00 124,929.49 P 9.65 FULL A- 142,000.00 139,500.00 125,057.60 CA STYLE 412449230 955.81 955.81 7/1/2007 125,600.00 124,791.51 P 8.388 FULL AA 163,000.00 157,000.00 124,956.81 CA STYLE 412449029 1,142.37 1,142.37 7/1/2007 131,000.00 130,388.69 RT 9.925 FULL A+ 351,000.00 NA 130,515.01 CA STYLE 412449034 1,482.00 1,482.00 7/1/2007 182,400.00 182,398.95 P 9.75 FULL AA 230,000.00 228,000.00 182,398.97 CA STYLE 412445606 1,156.10 1,156.10 7/1/2007 184,360.00 184,359.92 P 7.525 FULL AA 235,000.00 230,450.00 184,359.94 NO PPP 412449154 1,992.99 1,992.99 7/1/2007 206,000.00 205,189.31 P 11.2 FULL AA 230,000.00 206,000.00 205,342.94 NO PPP 412449019 1,148.24 1,148.23 7/1/2007 212,800.00 212,799.96 P 6.475 FULL AAA 270,000.00 266,000.00 212,799.95 CA STYLE 412448997 1,467.47 1,467.47 7/1/2007 259,920.00 259,919.97 P 6.775 FULL AA 324,900.00 324,900.00 259,919.98 CA STYLE 412449038 1,443.25 1,443.25 7/1/2007 276,000.00 275,885.01 P 6.275 FULL AA 345,000.00 345,000.00 275,886.20 CA STYLE 412449217 2,074.72 2,074.72 7/1/2007 289,900.00 289,900.00 P 8.588 FULL A+ 391,000.00 389,900.00 289,900.00 CA STYLE 412449215 1,843.84 1,833.05 7/1/2007 299,000.00 297,066.32 CO 7.4 FULL AA 336,000.00 NA 297,066.54 CA STYLE 412445625 3,356.90 3,356.90 7/1/2007 364,000.00 362,526.70 RT 10.6 FULL B 600,000.00 NA 362,831.81 NO PPP 412449155 2,772.59 2,772.59 7/1/2007 388,000.00 387,999.93 P 8.575 FULL AA 485,000.00 485,000.00 387,999.94 NO PPP 412452769 2,252.50 2,252.50 7/1/2007 424,000.00 424,000.00 P 6.375 FULL AAA 530,000.00 530,000.00 424,000.00 NO PPP 412449124 250.57 250.57 7/1/2007 25,400.00 25,314.27 P 11.45 FULL AA 130,500.00 127,000.00 25,332.07 NO PPP 412445595 423.17 423.17 7/1/2007 50,000.00 49,708.72 P 9.575 FULL B 71,000.00 65,200.00 49,761.16 CA STYLE 412449123 674.25 674.25 7/1/2007 101,600.00 100,740.76 P 6.975 FULL AA 131,000.00 127,000.00 100,916.61 CA STYLE 412449196 842.12 842.12 8/1/2007 103,500.00 102,211.51 P 9.125 FULL A+ 116,000.00 115,000.00 102,275.91 NO PPP 412449086 3,587.20 3,587.20 8/1/2007 486,400.00 486,400.00 RT 8.85 FULL AA 512,000.00 NA 486,400.00 NO PPP 412446284 1,943.84 1,943.84 7/1/2007 252,000.00 251,384.93 P 9 LITE AA 280,000.00 280,000.00 251,500.53 CA STYLE 412449037 408.25 408.25 7/1/2007 50,175.00 49,869.76 P 9.125 FULL AA 55,750.00 55,750.00 49,927.17 CA STYLE 412446056 182.5 182.5 7/1/2007 18,500.00 18,424.37 P 11.45 FULL AA 95,500.00 92,500.00 18,437.58 NO PPP 412445601 643.14 643.14 7/1/2007 85,808.00 85,122.58 P 8.225 FULL C 136,000.00 118,808.00 85,240.75 CA STYLE 412452773 1,100.93 1,100.93 7/1/2007 164,624.00 164,623.93 P 8.025 FULL AAA 210,000.00 205,781.00 164,623.94 CA STYLE 412445594 1,123.85 1,123.85 7/1/2007 150,650.00 148,914.96 P 8.175 LITE AA 200,000.00 188,346.00 149,131.48 CA STYLE 412452588 565.07 565.07 7/1/2007 55,980.00 55,647.78 P 11.75 FULL AAA 279,900.00 279,900.00 55,687.57 CA STYLE 412449015 1,041.34 1,041.34 8/1/2007 135,000.00 134,637.43 CO 9 LITE AA 195,000.00 NA 134,668.75 CA STYLE 412449016 805.95 805.95 7/1/2007 123,992.00 123,992.00 P 7.8 FULL AA 154,990.00 154,990.00 123,992.00 CA STYLE 412449093 239.21 239.21 7/1/2007 27,723.00 27,562.22 P 9.8 FULL AAA 139,000.00 138,615.00 27,590.11 NO PPP 412449243 1,351.81 1,351.81 7/1/2007 175,000.00 172,652.57 RT 8.55 FULL A+ 235,000.00 NA 172,893.31 CA STYLE 412452587 1,411.89 1,411.89 7/1/2007 223,920.00 222,676.96 P 7.125 FULL AAA 279,900.00 279,900.00 222,854.87 CA STYLE 412449088 737.96 737.96 7/1/2007 110,892.00 110,449.05 P 7.6 FULL AAA 139,000.00 138,615.00 110,525.22 CA STYLE 412449171 1,111.32 1,111.32 7/1/2007 151,200.00 150,635.04 P 8.525 FULL AAA 189,000.00 189,000.00 150,716.54 CA STYLE 412449480 1,264.44 1,264.44 7/1/2007 232,750.00 231,253.96 RT 5.9 FULL AAA 245,000.00 NA 231,506.98 CA STYLE 412445612 1,943.31 1,943.31 7/1/2007 288,000.00 286,844.20 P 7.725 FULL AA 360,000.00 360,000.00 287,035.85 CA STYLE 412445621 2,237.97 2,237.97 7/1/2007 283,050.00 282,232.70 RT 9.25 FULL AA 333,000.00 NA 282,356.12 CA STYLE 412449430 1,065.75 1,065.75 7/1/2007 162,400.00 162,400.00 P 7.875 FULL AA 210,000.00 203,000.00 162,400.00 NO PPP 412449431 430.16 430.16 7/1/2007 40,600.00 40,500.30 P 12.4 FULL AA 203,000.00 203,000.00 40,523.26 NO PPP 412449639 2,382.80 2,382.80 7/1/2007 344,500.00 344,499.93 CO 8.3 STATED A- 530,000.00 NA 344,499.95 CA STYLE 412449365 616.31 616.31 7/1/2007 85,000.00 84,459.48 P 7.875 FULL -- 86,000.00 85,000.00 84,582.36 NO PPP 412449616 619.06 619.06 8/1/2007 72,675.00 72,314.14 P 9.65 STATED AA 77,000.00 76,500.00 72,351.37 CA STYLE 412449501 1,119.28 1,119.28 7/1/2007 154,000.00 153,025.61 P 7.9 FULL AA 193,000.00 192,500.00 153,247.14 CA STYLE 412449502 332.19 332.19 7/1/2007 38,500.00 38,334.73 P 9.8 FULL AA 193,000.00 192,500.00 38,372.51 NO PPP 412446854 4,947.29 4,947.29 7/1/2007 696,000.00 695,249.65 RT 8.4 STATED AAA 870,000.00 NA 695,409.06 NO PPP 412446857 2,367.36 2,367.36 7/1/2007 359,920.00 359,454.78 P 7.725 STATED AAA 455,000.00 449,900.00 359,560.50 2% 412446762 645.02 645.02 7/1/2007 89,250.00 89,162.77 P 8.55 FULL AA 105,500.00 105,000.00 89,182.03 NO PPP 412449665 1,573.62 1,573.62 7/1/2007 208,000.00 206,791.27 P 8.325 FULL AA 261,500.00 260,000.00 207,066.41 NO PPP 412449716 4,080.00 4,080.00 8/1/2007 680,000.00 679,987.68 P 7.2 STATED AAA 850,000.00 850,000.00 679,987.68 CA STYLE 412449717 1,574.15 1,574.15 8/1/2007 170,000.00 169,390.07 P 10.65 STATED AA 850,000.00 850,000.00 169,460.26 CA STYLE 412446849 1,740.19 1,740.19 7/1/2007 292,000.00 291,550.14 P 6.925 STATED AAA 366,000.00 365,000.00 291,664.55 CA STYLE 412446912 597.58 597.58 7/1/2007 71,910.00 71,874.41 P 9.9 RED AA 80,000.00 79,900.00 71,883.53 NO PPP 412449486 1,428.84 1,428.84 8/1/2007 189,000.00 188,599.09 CO 8.8 STATED AA 210,000.00 NA 188,644.54 NO PPP 412445790 193.7 193.7 7/1/2007 22,260.00 22,122.58 P 9.9 FULL AAA 113,000.00 111,300.00 22,144.68 NO PPP 412445599 1,493.28 1,493.28 7/1/2007 208,000.00 207,435.23 P 8.3 FULL A 330,000.00 330,000.00 207,551.07 CA STYLE 412451072 1,333.56 1,333.56 7/1/2007 192,000.00 191,313.30 RT 7.99 RED AA 270,000.00 NA 191,431.58 CA STYLE 412446949 964.99 964.99 7/1/2007 119,700.00 119,508.59 CO 9.45 STATED A+ 145,000.00 NA 119,555.75 3 MO INT 412452831 608.52 608.52 7/1/2007 55,500.00 55,376.86 CO 12.875 FULL -- 370,000.00 NA 55,405.15 NO PPP 412446274 327.92 327.92 7/1/2007 32,000.00 31,882.44 P 11.95 RED AAA 160,000.00 160,000.00 31,902.98 NO PPP 412446166 2,258.44 2,258.44 7/1/2007 328,500.00 328,499.99 CO 8.25 LITE A- 365,000.00 NA 328,500.00 NO PPP 412446236 2,858.79 2,858.79 7/1/2007 317,050.00 315,547.22 P 10.325 STATED A- 380,000.00 373,000.00 315,831.09 NO PPP 412450535 296.81 296.81 8/1/2007 34,400.00 29,922.61 P 9.8 STATED AA 173,000.00 172,003.00 29,974.63 NO PPP 412449564 1,191.74 1,191.74 7/1/2007 143,910.00 143,306.24 P 9.325 FULL AA 160,000.00 159,900.00 143,460.70 CA STYLE 412449488 2,065.50 2,065.50 7/1/2007 367,200.00 367,200.00 CO 6.75 FULL AAA 408,000.00 NA 367,200.00 CA STYLE 412446051 771.7 771.7 7/1/2007 82,337.00 81,950.04 RT 10.8 FULL A+ 118,000.00 NA 82,017.43 CA STYLE 412446072 848.96 848.96 7/1/2007 87,750.00 87,639.24 CO 11.49 LITE C 135,000.00 NA 87,658.59 NO PPP 412446125 2,917.52 2,917.52 7/1/2007 342,000.00 341,388.85 CO 10.05 LITE AA 360,000.00 NA 341,504.18 NO PPP 412449655 1,777.30 1,777.30 8/1/2007 210,000.00 209,163.52 CO 9.575 STATED A- 350,000.00 NA 209,271.01 CA STYLE 412449673 1,319.44 1,319.44 7/1/2007 214,688.00 214,687.99 P 7.375 STATED AAA 268,360.00 268,360.00 214,688.00 NO PPP 412449533 2,868.31 2,868.31 7/1/2007 368,125.00 368,124.99 P 9.35 STATED AAA 390,000.00 387,500.00 368,125.00 NO PPP 412449546 393.09 393.09 7/1/2007 37,000.00 36,088.18 P 9.8 STATED AA 190,000.00 185,000.00 36,282.54 NO PPP 412445498 1,465.91 1,465.91 7/1/2007 197,650.00 197,649.98 P 8.9 STATED AA 208,275.00 208,085.00 197,649.97 NO PPP 412449164 4,603.20 4,603.20 7/1/2007 578,550.00 575,543.08 RT 8.875 FULL AA 609,000.00 NA 576,228.62 NO PPP 412446846 711.19 711.19 7/1/2007 109,750.00 109,588.04 CO 7.6 LITE AA 167,200.00 NA 109,621.98 CA STYLE 412449463 1,225.87 1,225.87 8/1/2007 207,920.00 207,919.94 P 7.075 STATED AA 302,000.00 259,900.00 207,919.95 CA STYLE 412449465 477.43 477.43 8/1/2007 51,980.00 51,811.07 P 10.55 STATED AA 302,000.00 259,900.00 51,832.80 NO PPP 412451518 2,657.32 2,657.32 7/1/2007 396,000.00 394,849.74 P 7.675 LITE AA 495,000.00 495,000.00 395,111.08 CA STYLE 412449590 1,037.36 1,037.36 7/1/2007 171,700.00 171,699.95 P 7.25 STATED AA 202,000.00 202,000.00 171,699.96 54321 412449591 312.84 312.84 7/1/2007 30,300.00 30,228.91 P 12.05 STATED AA 202,000.00 202,000.00 30,247.22 NO PPP 412449467 1,574.95 1,574.95 8/1/2007 239,992.00 239,911.27 P 7.875 STATED AA 304,500.00 299,990.00 239,911.80 CA STYLE 412449063 889.95 889.95 7/1/2007 159,991.00 159,991.00 P 6.675 STATED AA 213,000.00 199,989.00 159,991.00 CA STYLE 412449064 345.11 345.11 7/1/2007 39,998.00 39,846.03 P 9.8 STATED AA 213,000.00 199,989.00 39,884.95 NO PPP 412449133 650.23 650.23 8/1/2007 75,200.00 74,915.71 P 9.825 LITE AA 94,000.00 95,000.00 74,952.27 NO PPP 412447151 3,329.62 3,329.62 7/1/2007 520,000.00 516,257.99 CO 6.625 STATED ALTA 660,000.00 NA 517,209.00 CA STYLE 412449245 944.56 943.93 7/1/2007 109,250.00 109,177.14 P 10.375 FULL AA 115,000.00 115,000.00 109,177.15 CA STYLE 412445596 1,044.44 1,044.44 7/1/2007 127,800.00 127,175.41 P 9.175 FULL AA 150,000.00 142,000.00 127,317.93 NO PPP 412449228 710.81 710.81 7/1/2007 94,500.00 94,298.45 RT 8.75 FULL AA 115,000.00 NA 94,344.38 CA STYLE 412445482 563.03 563.03 8/1/2007 65,115.00 64,836.90 P 9.825 STATED AA 80,000.00 72,350.00 64,868.82 CA STYLE 412445617 453.11 453.11 7/1/2007 51,850.00 50,986.32 RT 9.95 STATED A+ 61,000.00 NA 51,046.27 CA STYLE 412449163 3,169.84 3,169.84 7/1/2007 418,000.00 417,999.94 RT 9.1 FULL AA 440,000.00 NA 417,999.95 NO PPP 412449126 889.1 889.1 7/1/2007 107,600.00 107,042.20 P 9.3 FULL AA 137,000.00 134,500.00 107,159.88 NO PPP 412449158 1,729.86 1,729.86 8/1/2007 264,000.00 264,000.00 P 7.863 STATED AA 334,000.00 330,000.00 264,000.00 NO PPP 412445609 1,857.17 1,857.17 7/1/2007 248,805.00 248,262.85 P 8.675 FULL A+ 280,000.00 276,450.00 248,386.38 NO PPP 412445637 844.61 844.61 7/1/2007 109,592.00 108,893.09 P 8.525 FULL AA 140,000.00 136,990.00 109,033.62 CA STYLE 412449007 3,359.38 3,359.37 7/1/2007 645,000.00 645,000.01 P 6.25 FULL AA 860,000.00 860,000.00 645,000.00 NO PPP 412445493 695.19 695.19 7/1/2007 84,000.00 83,865.75 CO 9.725 FULL A- 105,000.00 NA 83,896.43 54321 412452718 442.3 442.3 7/1/2007 50,400.00 50,190.21 P 10 FULL AA 59,000.00 56,000.00 50,237.71 NO PPP 412449000 1,787.48 1,787.48 7/1/2007 286,800.00 285,800.28 P 7.025 FULL AAA 374,000.00 358,500.00 286,027.00 CA STYLE 412449234 715.11 715.11 7/1/2007 114,800.00 114,800.00 RT 7.475 STATED AA 143,500.00 NA 114,800.00 CA STYLE 412449246 650.27 650.27 7/1/2007 77,000.00 76,651.75 RT 9.55 STATED A- 111,000.00 NA 76,731.30 CA STYLE 412449159 2,018.72 2,018.72 7/1/2007 288,000.00 287,253.67 RT 8.075 FULL AA 360,000.00 NA 287,423.44 NO PPP 412449142 705.95 705.95 7/1/2007 91,600.00 90,853.63 P 8.525 FULL AAA 130,000.00 114,500.00 90,973.37 CA STYLE 412448989 2,066.15 2,066.15 7/1/2007 323,000.00 321,939.83 RT 7.25 FULL AAA 365,000.00 NA 322,179.85 CA STYLE 412445619 1,776.14 1,776.14 7/1/2007 200,700.00 199,890.91 RT 10.1 FULL AA 223,000.00 NA 200,076.02 CA STYLE 412449232 1,566.29 1,566.29 7/1/2007 206,550.00 205,355.72 RT 8.35 FULL AA 243,000.00 NA 205,627.59 CA STYLE 412449233 1,566.29 1,566.29 7/1/2007 206,550.00 205,355.72 RT 8.35 FULL AA 243,000.00 NA 205,627.59 CA STYLE 412445638 236.4 236.4 7/1/2007 27,398.00 27,267.41 P 9.8 FULL AA 140,000.00 136,990.00 27,294.51 NO PPP 412445602 472.33 472.33 7/1/2007 70,000.00 69,799.55 RT 7.725 FULL AA 209,000.00 NA 69,845.10 CA STYLE 412449143 232.03 232.03 7/1/2007 22,900.00 22,835.90 P 11.8 FULL AA 130,000.00 114,500.00 22,850.64 CA STYLE 412445480 737.64 737.64 7/1/2007 108,400.00 107,608.88 P 7.225 LITE AA 142,000.00 135,500.00 107,786.76 CA STYLE 412449017 1,114.08 1,114.08 7/1/2007 141,250.00 140,988.05 P 9.225 FULL AA 170,000.00 156,990.00 141,047.83 CA STYLE 412449150 958.43 958.43 7/1/2007 130,000.00 129,195.56 RT 8.05 FULL AA 165,000.00 NA 129,377.22 NO PPP 412449047 1,183.00 1,183.00 7/1/2007 208,000.00 208,000.00 P 6.825 FULL AA 275,000.00 260,000.00 208,000.00 CA STYLE 412445496 586.85 586.85 7/1/2007 79,600.00 79,163.62 P 8.05 FULL AA 105,000.00 99,500.00 79,274.10 CA STYLE 412449235 1,651.97 1,651.97 8/1/2007 229,500.00 229,009.70 RT 8.325 STATED AAA 255,000.00 NA 229,072.48 NO PPP 412449198 2,009.54 2,009.54 7/1/2007 252,000.00 250,846.06 P 8.9 FULL AA 252,000.00 252,000.00 251,140.97 NO PPP 412449631 3,307.82 3,307.82 7/1/2007 460,750.00 459,657.13 P 8.3 STATED AAA 485,000.00 485,000.00 459,911.54 CA STYLE 412447086 1,051.88 1,051.16 7/1/2007 187,000.00 186,871.67 CO 6.75 STATED ALTA 220,000.00 NA 186,871.68 CA STYLE 412452776 1,284.11 1,284.11 7/1/2007 158,175.00 157,360.26 RT 9.1 STATED AA 166,500.00 NA 157,539.80 CA STYLE 412449253 1,048.33 1,048.33 8/1/2007 152,000.00 151,562.59 P 7.925 STATED A 196,000.00 190,000.00 151,609.66 CA STYLE 412447332 2,335.17 2,335.17 7/1/2007 270,000.00 269,668.92 CO 10.2 STATED AAA 300,000.00 NA 269,753.80 CA STYLE 412449511 225.53 225.53 7/1/2007 26,250.00 26,149.18 CO 9.75 STATED -- 175,000.00 NA 26,175.00 NO PPP 412452066 354.24 354.24 7/1/2007 54,750.00 54,595.55 P 7.35 LITE AA 73,000.00 73,000.00 54,634.87 CA STYLE 412447024 337.7 337.7 7/1/2007 38,000.00 37,865.82 P 10.15 FULL AA 191,000.00 190,000.00 37,900.22 NO PPP 412447025 1,076.89 1,076.89 7/1/2007 152,000.00 151,660.87 P 8.175 FULL AA 191,000.00 190,000.00 151,747.39 NO PPP 412452017 1,768.94 1,768.03 7/1/2007 222,858.00 222,743.65 P 9.525 STATED AA 248,000.00 247,620.00 222,743.65 CA STYLE 412452115 824.78 824.78 7/1/2007 92,000.00 91,900.04 P 10.6 FULL AA 129,000.00 115,000.00 91,925.69 NO PPP 412447234 1,172.54 1,172.54 7/1/2007 208,000.00 207,625.98 RT 6.5 FULL AA 265,000.00 NA 207,721.01 CA STYLE 412447286 795.74 795.74 7/1/2007 97,800.00 97,372.33 P 9.125 STATED ALTA 489,000.00 489,000.00 97,481.69 NO PPP 412447287 628.56 628.56 8/1/2007 61,800.00 61,648.55 P 11.85 STATED AAA 309,000.00 309,000.00 61,668.14 NO PPP 412447288 1,716.96 1,716.96 8/1/2007 247,200.00 246,618.21 P 7.99 STATED AAA 309,000.00 309,000.00 246,692.61 NO PPP 412449681 272.69 272.69 7/1/2007 39,000.00 38,763.35 RT 7.5 STATED -- 390,000.00 NA 38,823.62 NO PPP 412446509 1,421.84 1,421.84 7/1/2007 215,975.00 215,974.99 P 7.9 STATED AAA 270,000.00 269,990.00 215,975.00 CA STYLE 412449186 775.74 775.74 8/1/2007 109,600.00 108,951.12 P 7.625 STATED -- 138,500.00 137,000.00 109,034.04 NO PPP 412447263 1,906.67 1,906.67 7/1/2007 352,000.00 351,999.99 P 6.5 STATED ALTA 440,000.00 440,000.00 352,000.00 CA STYLE 412447243 1,685.40 1,685.40 7/1/2007 305,280.00 305,280.00 P 6.625 STATED -- 381,600.00 381,600.00 305,280.00 NO PPP 412451738 4,515.47 4,515.47 7/1/2007 617,500.00 617,500.00 CO 8.775 LITE AA 650,000.00 NA 617,500.00 CA STYLE 412451762 3,811.09 3,811.09 7/1/2007 551,000.00 550,420.35 CO 8.3 LITE AA 580,000.00 NA 550,428.30 CA STYLE 412446478 1,019.34 1,019.34 7/1/2007 136,000.00 135,193.59 CO 8.225 LITE AA 170,000.00 NA 135,377.10 NO PPP 412446546 3,842.92 3,842.92 7/1/2007 455,050.00 452,992.02 CO 9.55 STATED AA 479,000.00 NA 453,462.12 2 MO INT 412446683 521.7 521.7 7/1/2007 55,000.00 54,814.91 CO 10.95 LITE AA 275,000.00 NA 54,857.36 CA STYLE 412446538 703.39 703.39 7/1/2007 85,500.00 85,073.30 RT 9.25 LITE AA 116,000.00 NA 85,167.44 2% 412446591 1,924.85 1,924.85 7/1/2007 225,000.00 224,013.64 CO 9.7 LITE A+ 300,000.00 NA 224,239.05 CA STYLE 412446788 1,283.61 1,283.61 7/1/2007 175,100.00 174,011.71 P 7.99 FULL A+ 206,000.00 206,000.00 174,259.20 CA STYLE 412446831 1,289.44 1,289.44 7/1/2007 161,500.00 161,211.33 P 9.35 FULL AA 162,000.00 161,500.00 161,277.23 NO PPP 412446598 3,498.29 3,498.29 7/1/2007 486,000.00 484,827.87 CO 8.325 LITE AA 540,000.00 NA 485,094.68 CA STYLE 412446616 1,090.67 1,090.67 7/1/2007 139,650.00 139,308.86 CO 9.125 LITE AA 147,000.00 NA 139,370.84 CA STYLE 412446625 3,388.75 3,388.75 7/1/2007 408,500.00 407,852.05 CO 9.75 LITE AA 430,000.00 NA 408,000.15 CA STYLE 412446766 2,600.75 2,600.75 7/1/2007 337,500.00 336,828.64 CO 8.99 LITE AA 360,000.00 NA 336,981.60 2% 412446780 2,201.65 2,201.65 7/1/2007 250,000.00 249,674.01 P 10.4 LITE AA 270,000.00 270,000.00 249,748.66 2% 412446763 621.39 621.39 7/1/2007 81,000.00 80,583.94 CO 8.475 STATED AA 138,500.00 NA 80,687.37 NO PPP 412446840 1,178.10 1,178.10 7/1/2007 124,200.00 123,814.46 CO 10.95 LITE AA 138,000.00 NA 123,909.74 NO PPP 412446624 626.67 626.67 8/1/2007 85,000.00 84,478.00 CO 8.05 FULL AA 109,000.00 NA 84,537.56 1% 412446632 599.97 599.97 8/1/2007 63,000.00 62,790.20 P 11 LITE AAA 330,000.00 315,000.00 62,814.37 CA STYLE 412446876 2,053.52 2,053.52 7/1/2007 234,000.00 233,147.28 CO 10 LITE AA 260,000.00 NA 233,365.80 NO PPP 412446637 780.67 780.67 7/1/2007 95,000.00 94,862.48 RT 9.65 FULL AA 100,000.00 NA 94,897.69 2% 412446668 1,286.48 1,286.48 7/1/2007 194,400.00 193,815.01 CO 7.55 LITE AAA 216,000.00 NA 193,947.88 CA STYLE 412446459 1,624.00 1,624.00 7/1/2007 166,000.00 163,786.65 RT 10.2 FULL A- 185,000.00 NA 164,244.43 CA STYLE 412451440 722.1 722.1 7/1/2007 86,250.00 85,805.66 RT 9.45 STATED AA 117,000.00 NA 85,897.34 2% 412446343 1,817.53 1,817.53 7/1/2007 228,950.00 227,616.10 CO 8.85 LITE AA 241,000.00 NA 227,890.78 CA STYLE 412451462 1,537.45 1,537.45 7/1/2007 185,250.00 184,275.90 CO 9.35 LITE AA 195,000.00 NA 184,476.82 NO PPP 412446429 2,056.69 2,056.69 7/1/2007 250,000.00 248,658.03 CO 9.25 FULL AA 280,000.00 NA 248,934.73 1% 412446158 2,288.48 2,288.48 7/1/2007 264,000.00 263,552.44 CO 10.225 LITE C 650,000.00 NA 263,636.95 CA STYLE 412447401 1,465.83 1,465.83 7/1/2007 275,920.00 275,919.99 P 6.375 STATED -- 351,000.00 344,900.00 275,920.00 54321 412447228 1,776.67 1,776.67 7/1/2007 328,000.00 327,999.99 P 6.5 STATED ALTA 410,000.00 410,000.00 328,000.00 NO PPP 412447407 2,429.17 2,429.17 7/1/2007 424,000.00 423,999.99 P 6.875 NINA ALTA 530,000.00 530,000.00 424,000.00 CA STYLE 412447409 1,141.59 1,141.59 7/1/2007 106,000.00 105,809.40 P 12.625 STATED ALTA 530,000.00 530,000.00 105,865.29 NO PPP 412447415 1,997.50 1,997.45 7/1/2007 376,000.00 375,989.46 P 6.375 STATED ALTA 470,000.00 470,000.00 375,989.45 NO PPP 412447425 2,654.69 2,654.69 7/1/2007 420,000.00 416,904.27 P 6.5 RED ALTA 525,000.00 525,000.00 417,690.79 NO PPP 412447097 2,080.00 2,080.00 7/1/2007 384,000.00 384,000.00 P 6.5 STATED ALTA 480,000.00 480,000.00 384,000.00 NO PPP 412446345 888.14 888.14 7/1/2007 114,000.00 113,780.66 CO 9.1 LITE AA 120,000.00 NA 113,830.70 CA STYLE 412446485 4,089.39 4,089.39 7/1/2007 467,500.00 466,876.37 CO 10.325 LITE AA 550,000.00 NA 467,019.14 CA STYLE 412451545 539.65 539.65 7/1/2007 72,000.00 71,621.82 CO 8.225 LITE AA 90,000.00 NA 71,718.31 NO PPP 412446523 4,591.58 4,591.58 7/1/2007 612,000.00 610,685.77 CO 8.725 LITE A+ 680,000.00 NA 610,985.27 CA STYLE 412446533 460.45 460.45 7/1/2007 50,750.00 50,579.96 CO 10.4 FULL AA 72,500.00 NA 50,623.57 321 412446534 626.49 626.49 7/1/2007 78,850.00 78,707.01 CO 9.3 STATED AA 83,000.00 NA 78,739.65 CA STYLE 412451575 500.01 500.01 8/1/2007 57,950.00 57,701.22 CO 9.8 FULL AA 61,000.00 NA 57,729.77 CA STYLE 412451589 1,316.94 1,316.94 7/1/2007 161,500.00 160,145.96 CO 9.15 LITE AA 190,000.00 NA 160,335.44 CA STYLE 412446569 2,142.00 2,142.00 7/1/2007 255,200.00 254,810.09 P 9.875 FULL C 319,000.00 319,000.00 254,899.24 NO PPP 412446579 1,122.54 1,122.54 7/1/2007 133,500.00 132,758.30 CO 9.5 FULL C 167,000.00 NA 132,899.69 54321 412446584 1,292.32 1,292.32 7/1/2007 139,000.00 138,506.53 CO 10.7 LITE AAA 695,000.00 NA 138,619.62 CA STYLE 412451619 1,844.72 1,844.72 7/1/2007 223,250.00 222,089.50 RT 9.3 STATED AA 235,000.00 NA 222,333.71 1% 412451633 2,993.39 2,993.39 7/1/2007 400,000.00 399,134.65 CO 8.7 LITE A+ 545,000.00 NA 399,331.83 CA STYLE 412451670 569.46 569.46 7/1/2007 88,250.00 87,479.18 RT 6.7 FULL AA 125,000.00 NA 87,639.90 CA STYLE 412451686 883.76 883.76 7/1/2007 107,900.00 107,435.45 CO 9.2 LITE AA 130,000.00 NA 107,554.26 2 MO INT 412446685 1,003.05 1,003.05 7/1/2007 127,500.00 126,818.15 CO 8.75 LITE AA 153,000.00 NA 126,973.12 CA STYLE 412446690 3,335.43 3,335.43 7/1/2007 411,750.00 411,046.32 CO 9.5 LITE B 549,000.00 NA 411,207.04 CA STYLE 412451707 486.16 486.16 7/1/2007 50,250.00 50,108.15 CO 11.2 FULL C 67,000.00 NA 50,144.61 1% 412446707 2,031.56 2,031.56 7/1/2007 252,000.00 251,580.36 CO 9.45 LITE C 375,000.00 NA 251,679.91 CA STYLE 412446709 814.46 814.46 7/1/2007 104,000.00 103,503.86 RT 8.7 FULL AA 130,000.00 NA 103,630.59 NO PPP 412446727 1,059.54 1,059.54 7/1/2007 136,000.00 135,768.27 CO 9.1 STATED AA 171,000.00 NA 135,827.52 CA STYLE 412446744 492.79 492.79 7/1/2007 55,800.00 55,599.77 P 10.075 STATED AA 63,000.00 62,000.00 55,651.09 CA STYLE 412446752 765.22 765.22 7/1/2007 91,800.00 91,371.68 CO 9.4 FULL AA 102,000.00 NA 91,469.48 321 412446759 827.62 827.62 7/1/2007 98,000.00 97,607.58 CO 9.55 LITE A- 116,000.00 NA 97,708.03 CA STYLE 412446775 4,895.00 4,895.00 7/1/2007 660,000.00 659,984.55 P 8.9 LITE AA 899,000.00 825,000.00 659,984.78 NO PPP 412446776 428.43 428.43 7/1/2007 63,750.00 62,890.48 RT 7.1 LITE AAA 75,000.00 NA 63,002.14 CA STYLE 412446803 2,578.85 2,578.85 7/1/2007 336,000.00 335,401.76 CO 8.95 LITE AA 420,000.00 NA 335,554.67 CA STYLE 412446808 1,033.90 1,033.90 7/1/2007 119,000.00 118,856.22 CO 10.25 LITE C 220,000.00 NA 118,893.09 CA STYLE 412446812 3,693.11 3,693.11 7/1/2007 440,000.00 439,327.67 CO 9.875 LITE C 640,000.00 NA 439,481.39 CA STYLE 412446819 443.27 443.27 7/1/2007 54,000.00 53,738.77 P 9.225 FULL AA 60,000.00 60,000.00 53,798.39 1% 412451810 448.49 448.49 7/1/2007 55,100.00 55,017.83 P 9.55 LITE AAA 58,000.00 58,000.00 55,038.86 NO PPP 412446835 636.51 636.51 7/1/2007 69,300.00 69,075.18 RT 10.55 LITE AA 77,000.00 NA 69,132.87 1% 412446839 1,087.90 1,087.90 7/1/2007 150,400.00 149,548.43 CO 7.85 STATED AA 188,000.00 NA 149,765.51 NO PPP 412446841 855.91 855.91 7/1/2007 104,500.00 103,991.56 CO 9.2 FULL AA 110,000.00 NA 104,107.51 NO PPP 412446855 2,251.51 2,251.51 7/1/2007 289,000.00 288,471.83 CO 9.1 FULL B 340,000.00 NA 288,598.25 CA STYLE 412451845 1,001.20 1,001.20 7/1/2007 123,600.00 122,949.28 P 9.075 LITE AA 160,000.00 154,500.00 123,090.47 CA STYLE 412446871 517 517 7/1/2007 62,100.00 62,002.62 CO 9.788 LITE AA 69,000.00 NA 62,024.88 CA STYLE 412446887 877.26 877.26 7/1/2007 106,250.00 106,085.80 CO 9.7 LITE AA 125,000.00 NA 106,124.79 1% 412446901 682.57 682.57 7/1/2007 81,000.00 80,673.99 CO 9.525 STATED C 135,000.00 NA 80,757.44 CA STYLE 412446933 1,605.26 1,605.26 7/1/2007 183,100.00 182,885.44 CO 10.35 FULL A+ 235,000.00 NA 182,940.47 NO PPP 412446078 695.66 695.66 7/1/2007 85,500.00 84,979.99 CO 9.125 FULL A- 90,000.00 NA 85,077.79 CA STYLE 412447444 1,003.17 1,003.17 7/1/2007 185,200.00 185,199.99 P 6.5 STATED ALTA 235,000.00 231,500.00 185,200.00 CA STYLE 412447463 491.61 491.61 8/1/2007 78,800.00 78,280.91 P 6.375 FULL ALTA 106,000.00 98,500.00 78,356.25 1% 412447211 1,472.20 1,472.20 8/1/2007 177,000.00 174,409.52 P 9.375 FULL ALTA 885,000.00 885,000.00 174,518.30 NO PPP 412447327 3,271.67 3,271.67 7/1/2007 604,000.00 603,999.99 P 6.5 NINA ALTA 800,000.00 755,000.00 604,000.00 NO PPP 412447330 1,524.21 1,524.21 8/1/2007 151,000.00 148,653.21 P 11.75 STATED ALTA 800,000.00 755,000.00 148,721.19 NO PPP 412447448 2,036.67 2,036.67 7/1/2007 376,000.00 375,999.99 CO 6.5 STATED -- 470,000.00 NA 376,000.00 CA STYLE 412447502 455.22 455.22 7/1/2007 47,800.00 46,858.88 P 11 STATED -- 240,000.00 239,000.00 46,909.54 NO PPP 412452242 1,575.00 1,575.00 8/1/2007 280,000.00 280,000.00 P 6.75 STATED -- 370,000.00 350,000.00 280,000.00 NO PPP 412452268 745.88 745.88 8/1/2007 140,400.00 140,400.00 P 6.375 STATED ALTA 176,000.00 175,500.00 140,400.00 CA STYLE 412452269 357.67 357.67 8/1/2007 35,100.00 35,025.53 P 11.875 STATED ALTA 176,000.00 175,500.00 35,036.48 NO PPP 412447203 1,982.50 1,982.50 7/1/2007 366,000.00 366,000.00 CO 6.5 FULL ALTA 432,000.00 NA 366,000.00 NO PPP 412445973 4,476.94 4,476.93 7/1/2007 567,000.00 566,996.91 CO 9.475 LITE AA 630,000.00 NA 566,996.94 NO PPP 412446017 3,884.27 3,884.27 7/1/2007 486,000.00 483,499.74 P 8.925 FULL AA 540,000.00 540,000.00 484,069.85 NO PPP 412446168 583.69 583.69 7/1/2007 64,600.00 64,314.62 P 10.35 RED AA 68,000.00 68,000.00 64,371.83 CA STYLE 412446177 1,742.16 1,742.16 7/1/2007 209,000.00 207,813.20 P 9.4 LITE AA 220,000.00 220,000.00 208,039.12 2 MO INT 412451271 640.27 640.27 7/1/2007 71,155.00 70,848.10 P 10.3 RED AA 75,000.00 74,900.00 70,911.60 NO PPP 412446342 2,429.51 2,429.51 7/1/2007 270,000.00 268,835.62 CO 10.3 LITE A+ 300,000.00 NA 269,076.52 NO PPP 412446463 462.99 462.99 7/1/2007 50,000.00 49,820.56 RT 10.65 RED AA 55,000.00 NA 49,861.68 1% 412451478 625.24 625.24 7/1/2007 63,750.00 63,553.67 P 11.375 LITE AA 75,000.00 75,000.00 63,598.64 1% 412446473 945.34 944.96 8/1/2007 116,350.00 116,302.35 P 9.75 LITE AA 122,500.00 122,500.00 116,302.35 CA STYLE 412446477 514.44 514.44 7/1/2007 63,650.00 63,330.78 P 9.05 LITE AA 67,000.00 67,000.00 63,403.60 CA STYLE 412446498 1,808.39 1,808.39 7/1/2007 270,414.00 270,414.01 P 8.025 LITE AAA 338,018.00 338,018.00 270,414.00 CA STYLE 412446501 4,793.34 4,793.31 7/1/2007 655,500.00 655,494.27 CO 8.775 LITE AA 690,000.00 NA 655,494.29 CA STYLE 412446571 3,080.93 3,080.93 7/1/2007 367,200.00 365,513.21 P 9.475 LITE AA 408,000.00 408,100.00 365,898.44 NO PPP 412446573 805 805 7/1/2007 112,000.00 112,000.00 P 8.625 FULL AA 140,000.00 140,000.00 112,000.00 CA STYLE 412451627 3,032.48 3,032.48 7/1/2007 446,500.00 446,500.00 CO 8.15 STATED AA 470,000.00 NA 446,500.00 NO PPP 412446593 1,215.47 1,215.47 7/1/2007 169,600.00 169,599.99 RT 8.6 FULL AAA 212,000.00 NA 169,600.00 NO PPP 412446605 1,626.20 1,626.20 7/1/2007 194,200.00 193,885.54 RT 9.85 STATED A+ 215,000.00 NA 193,954.14 NO PPP 412446607 642.52 642.52 7/1/2007 72,000.00 71,712.70 CO 10.2 LITE A+ 102,000.00 NA 71,777.79 NO PPP 412446620 2,022.75 2,022.75 7/1/2007 279,000.00 279,000.00 CO 8.7 STATED A- 310,000.00 NA 279,000.00 CA STYLE 412446641 3,179.54 3,179.54 7/1/2007 427,500.00 427,499.94 P 8.925 LITE AA 475,000.00 475,000.00 427,499.96 NO PPP 412446644 5,695.63 5,695.63 7/1/2007 765,000.00 763,503.96 CO 8.65 LITE AA 850,000.00 NA 763,883.92 CA STYLE 412446676 2,542.74 2,542.74 7/1/2007 352,750.00 352,749.48 CO 8.65 FULL AAA 415,000.00 NA 352,749.49 NO PPP 412446679 1,590.00 1,589.90 7/1/2007 240,000.00 239,985.00 CO 7.95 FULL A- 267,000.00 NA 239,985.00 CA STYLE 412446696 549.67 549.67 7/1/2007 68,000.00 67,999.99 P 9.7 STATED AA 80,000.00 80,000.00 68,000.00 CA STYLE 412451705 1,643.70 1,643.53 7/1/2007 261,250.00 261,223.56 CO 7.55 LITE AA 278,000.00 NA 261,223.56 NO PPP 412446728 2,840.11 2,840.11 7/1/2007 389,500.00 389,499.94 CO 8.75 LITE A+ 410,000.00 NA 389,499.95 CA STYLE 412446729 3,817.13 3,817.09 7/1/2007 522,000.00 521,984.70 CO 8.775 LITE AA 580,000.00 NA 521,984.85 NO PPP 412446765 3,065.51 3,065.51 7/1/2007 416,000.00 415,059.94 RT 8.55 LITE AA 520,000.00 NA 415,274.06 CA STYLE 412446774 1,153.37 1,153.37 7/1/2007 150,850.00 150,850.01 P 9.175 LITE AA 188,600.00 188,600.00 150,850.00 CA STYLE 412446785 2,098.75 2,098.75 7/1/2007 292,000.00 292,000.00 P 8.625 LITE AAA 365,000.00 365,000.00 292,000.00 NO PPP 412451774 905.03 905.03 7/1/2007 90,000.00 89,690.91 P 11.7 LITE AAA 450,000.00 450,000.00 89,751.12 NO PPP 412446798 1,597.65 1,597.65 7/1/2007 221,000.00 220,984.99 P 8.675 LITE AA 260,000.00 260,000.00 220,985.00 NO PPP 412446805 742.03 742.03 7/1/2007 97,850.00 97,850.00 RT 9.1 LITE AA 115,000.00 NA 97,850.00 2% 412446810 2,770.63 2,770.52 7/1/2007 403,000.00 402,985.00 CO 8.25 LITE A+ 475,000.00 NA 402,985.00 CA STYLE 412451814 2,116.04 2,114.60 7/1/2007 318,400.00 318,184.84 P 7.975 LITE AAA 398,000.00 398,000.00 318,184.83 NO PPP 412446885 5,274.78 5,274.78 7/1/2007 717,250.00 717,249.93 CO 8.825 LITE A+ 755,000.00 NA 717,249.94 CA STYLE 412446096 4,251.49 4,251.49 7/1/2007 581,400.00 581,399.99 P 8.775 LITE AAA 612,000.00 612,000.00 581,400.00 NO PPP 412451178 476.05 476.05 7/1/2007 58,900.00 58,570.51 CO 9.05 FULL AA 62,000.00 NA 58,638.40 1% 412446160 481.37 481.37 7/1/2007 51,775.00 51,548.27 P 10.7 LITE AA 55,000.00 54,500.00 51,591.16 1% 412446178 748.08 748.08 7/1/2007 96,400.00 95,747.61 CO 8.6 STATED AA 120,500.00 NA 95,870.07 NO PPP 412451263 729.75 729.75 7/1/2007 81,605.00 81,247.43 P 10.225 RED AA 86,000.00 85,900.00 81,321.39 CA STYLE 412446215 1,908.92 1,908.92 7/1/2007 220,300.00 219,146.59 P 9.85 LITE A+ 240,000.00 232,000.00 219,364.09 NO PPP 412446238 1,380.82 1,380.82 7/1/2007 166,950.00 166,949.99 P 9.925 LITE A+ 185,500.00 185,500.00 166,950.00 NO PPP 412446300 2,354.92 2,354.92 7/1/2007 308,000.00 307,999.99 CO 9.175 LITE AAA 335,000.00 NA 308,000.00 NO PPP 412446313 689.82 689.82 7/1/2007 74,800.00 74,497.31 CO 10.6 LITE AA 88,000.00 NA 74,560.00 NO PPP 412446320 995.32 995.32 7/1/2007 112,000.00 111,553.23 CO 10.15 FULL A+ 140,000.00 NA 111,655.46 CA STYLE 412446324 924.23 924.23 7/1/2007 104,000.00 103,585.10 CO 10.15 FULL A+ 130,000.00 NA 103,680.04 CA STYLE 412446328 1,260.39 1,260.39 7/1/2007 184,750.00 184,117.32 P 7.825 FULL AAA 230,990.00 230,990.00 184,235.74 CA STYLE 412446329 2,098.32 2,098.28 7/1/2007 294,500.00 294,494.15 CO 8.55 LITE AAA 310,000.00 NA 294,494.17 NO PPP 412446344 1,105.45 1,105.45 7/1/2007 111,200.00 110,729.48 CO 11.55 LITE AA 556,000.00 NA 110,807.71 2 MO INT 412451394 1,345.20 1,344.87 7/1/2007 168,150.00 168,109.21 CO 9.6 LITE AA 177,000.00 NA 168,109.20 NO PPP 412446367 3,078.00 3,078.00 7/1/2007 456,000.00 455,984.59 RT 8.1 LITE AA 480,000.00 NA 455,984.80 NO PPP 412446369 2,732.32 2,732.32 7/1/2007 379,050.00 379,050.00 P 8.65 FULL AA 399,000.00 399,000.00 379,050.00 NO PPP 412446386 3,235.63 3,235.63 7/1/2007 417,500.00 417,499.99 CO 9.3 LITE AA 445,000.00 NA 417,500.00 CA STYLE 412446397 782.75 782.75 8/1/2007 101,000.00 100,984.64 CO 9.3 STATED AA 120,000.00 NA 100,984.76 321 412446401 3,755.36 3,755.36 7/1/2007 415,625.00 413,851.29 P 10.35 LITE AA 437,500.00 437,500.00 414,218.32 CA STYLE 412446422 2,047.50 2,047.50 7/1/2007 315,000.00 315,000.00 CO 7.8 FULL AAA 420,000.00 NA 315,000.00 CA STYLE 412446426 1,027.55 1,027.55 7/1/2007 119,600.00 119,005.66 RT 9.75 STATED B 142,000.00 NA 119,125.46 CA STYLE 412451455 777.15 777.15 7/1/2007 100,000.00 99,783.74 P 9.075 LITE AA 125,000.00 125,000.00 99,828.30 NO PPP 412446430 3,313.92 3,309.80 7/1/2007 494,000.00 493,380.81 CO 8.05 LITE AAA 520,000.00 NA 493,380.88 NO PPP 412446434 3,226.44 3,226.44 7/1/2007 407,550.00 407,549.89 P 9.5 LITE AA 429,000.00 429,000.00 407,549.90 CA STYLE 412446453 3,382.00 3,382.00 7/1/2007 456,000.00 456,000.00 CO 8.9 LITE AA 480,000.00 NA 456,000.00 CA STYLE 412446462 1,974.38 1,974.38 7/1/2007 270,000.00 269,999.28 P 8.775 LITE AA 300,000.00 300,000.00 269,999.30 CA STYLE 412446464 493.39 493.39 7/1/2007 50,600.00 50,423.58 CO 11.3 LITE AA 61,000.00 NA 50,460.20 1% 412446470 2,083.68 2,083.68 7/1/2007 233,010.00 231,989.06 P 10.225 LITE AA 258,900.00 258,900.00 232,200.24 NO PPP 412446474 951.66 951.66 7/1/2007 124,467.00 124,466.94 P 9.175 STATED AA 138,297.00 138,297.00 124,466.95 CA STYLE 412451492 752.3 752.3 7/1/2007 90,250.00 89,770.82 P 9.4 LITE AA 95,000.00 95,000.00 89,867.87 1% 412446479 1,790.67 1,790.67 7/1/2007 272,000.00 271,999.99 CO 7.9 LITE AA 320,000.00 NA 272,000.00 CA STYLE 412451503 1,631.67 1,631.67 7/1/2007 220,000.00 219,999.99 CO 8.9 STATED AA 232,000.00 NA 220,000.00 CA STYLE 412446483 4,672.22 4,672.22 7/1/2007 579,500.00 579,404.30 CO 9.675 LITE AA 610,000.00 NA 579,405.83 CA STYLE 412451513 669.11 669.11 7/1/2007 79,230.00 78,871.60 CO 9.55 LITE AA 83,400.00 NA 78,953.47 CA STYLE 412446497 1,789.21 1,788.70 7/1/2007 234,650.00 234,560.97 CO 9.15 LITE AA 247,000.00 NA 234,561.31 CA STYLE 412446499 644.5 644.5 7/1/2007 89,100.00 88,530.51 CO 7.85 STATED A+ 99,000.00 NA 88,659.96 CA STYLE 412446504 3,552.63 3,552.63 7/1/2007 586,000.00 585,999.99 CO 7.275 FULL AAA 690,000.00 NA 586,000.00 CA STYLE 412446506 1,150.17 1,150.17 7/1/2007 164,800.00 164,799.99 RT 8.375 FULL AAA 206,000.00 NA 164,800.00 CA STYLE 412446525 4,270.08 4,270.08 7/1/2007 559,200.00 555,648.94 CO 8.425 FULL AAA 700,000.00 NA 556,379.16 NO PPP 412446576 2,355.00 2,355.00 7/1/2007 360,000.00 359,898.69 CO 7.85 LITE AAA 410,000.00 NA 359,900.00 CA STYLE 412446586 4,493.50 4,493.50 7/1/2007 653,600.00 653,600.00 CO 8.25 LITE AA 688,000.00 NA 653,600.00 CA STYLE 412446613 2,218.10 2,218.10 7/1/2007 296,400.00 295,743.60 P 8.7 RED AA 312,000.00 314,000.00 295,889.92 CA STYLE 412446617 2,105.84 2,100.72 7/1/2007 332,500.00 331,693.04 P 7.6 RED AAA 350,000.00 350,000.00 331,693.03 NO PPP 412446631 2,448.15 2,448.15 7/1/2007 342,000.00 341,969.99 CO 8.59 LITE AA 360,000.00 NA 341,970.00 CA STYLE 412449536 344.87 344.87 8/1/2007 47,000.00 46,583.38 P 8 FULL -- 245,000.00 235,000.00 46,617.47 NO PPP 412447038 815.86 815.86 7/1/2007 84,000.00 83,795.80 P 11.25 STATED ALTA 460,000.00 420,000.00 83,855.51 NO PPP 412449055 405.35 405.35 8/1/2007 80,000.00 63,562.29 P 4.5 FULL -- 286,000.00 282,012.00 63,728.66 NO PPP 412447676 596.31 596.31 7/1/2007 62,000.00 61,743.25 P 11.125 STATED ALTA 310,000.00 310,000.00 61,790.39 NO PPP 412446944 1,213.77 1,213.77 7/1/2007 118,000.00 117,720.20 P 12 STATED AA 600,000.00 590,000.00 117,792.25 CA STYLE 412447023 1,098.36 1,098.36 7/1/2007 108,400.00 108,131.48 P 11.8 LITE AAA 542,000.00 542,000.00 108,200.59 CA STYLE 412446976 1,009.20 1,009.20 7/1/2007 99,600.00 99,353.24 P 11.8 LITE AAA 565,000.00 498,000.00 99,416.75 NO PPP 412447006 992.98 992.98 8/1/2007 98,000.00 97,742.89 P 11.8 LITE AAA 510,000.00 490,000.00 97,774.42 NO PPP 412447277 712.4 712.4 7/1/2007 69,000.00 68,838.20 CO 12.05 STATED AA 345,000.00 NA 68,879.87 CA STYLE 412446975 291.04 291.04 7/1/2007 28,400.00 28,331.87 P 11.95 LITE AA 145,000.00 142,000.00 28,349.41 CA STYLE 412446800 223.56 223.56 7/1/2007 23,487.00 23,191.74 P 9.8 STATED AA 130,500.00 117,436.00 23,259.23 NO PPP 412446909 2,541.67 2,541.67 7/1/2007 400,000.00 399,999.99 P 7.625 STATED ALTA 440,000.00 425,000.00 400,000.00 NO PPP 412447123 2,681.25 2,681.25 7/1/2007 495,000.00 495,000.00 RT 6.5 STATED ALTA 550,000.00 NA 495,000.00 CA STYLE 412447759 1,943.34 1,943.34 7/1/2007 352,000.00 351,999.98 CO 6.625 NINA ALTA 440,000.00 NA 351,999.99 NO PPP 412449168 1,758.80 1,758.80 8/1/2007 226,880.00 226,487.78 P 9.05 STATED AA 285,000.00 283,600.00 226,538.11 CA STYLE 412452753 612.01 612.01 7/1/2007 64,000.00 63,944.78 P 11.35 FULL C 80,000.00 80,000.00 63,958.98 1% 412449160 2,941.36 2,941.36 7/1/2007 467,500.00 467,499.97 RT 7.55 STATED AA 550,000.00 NA 467,499.98 CA STYLE 412449218 2,725.00 2,725.00 7/1/2007 400,000.00 400,000.00 P 8.175 STATED AA 525,000.00 500,000.00 400,000.00 CA STYLE 412449567 714.83 714.83 7/1/2007 111,350.00 110,438.48 RT 6.65 FULL AA 125,000.00 NA 110,642.42 CA STYLE 412445484 587.08 587.08 8/1/2007 72,800.00 72,475.05 P 9.025 LITE AA 92,000.00 91,000.00 72,516.74 CA STYLE 412449241 738.67 738.67 7/1/2007 128,000.00 127,999.99 P 6.925 STATED AA 160,000.00 160,000.00 128,000.00 NO PPP 412445624 4,235.73 4,235.73 7/1/2007 617,500.00 615,998.77 RT 7.875 STATED AA 650,000.00 NA 616,381.47 CA STYLE 412449022 439.1 439.1 7/1/2007 48,598.00 48,431.73 P 10.35 STATED AA 243,000.00 242,990.00 48,473.94 NO PPP 412449021 1,129.91 1,129.91 7/1/2007 194,392.00 194,391.85 P 6.975 STATED AA 243,000.00 242,990.00 194,391.86 CA STYLE 412449166 1,806.59 1,806.59 8/1/2007 266,000.00 265,999.93 RT 8.15 STATED AA 360,000.00 NA 265,999.94 NO PPP 412449192 1,906.15 1,906.15 7/1/2007 296,100.00 296,099.95 P 7.725 STATED AA 355,000.00 329,000.00 296,099.96 CA STYLE 412449125 895 895 7/1/2007 100,035.00 99,624.68 P 10.231 STATED AA 105,300.00 105,300.00 99,714.76 NO PPP 412445497 497.66 497.66 7/1/2007 59,185.00 58,945.56 P 9.5 STATED AAA 70,000.00 62,305.00 59,006.85 CA STYLE 412449011 1,254.17 1,252.91 7/1/2007 200,000.00 199,749.79 RT 7.525 STATED AA 255,000.00 NA 199,749.79 CA STYLE 412445600 2,548.71 2,548.71 7/1/2007 323,975.00 322,440.14 P 8.75 STATED AA 366,000.00 341,027.00 322,831.03 CA STYLE 412449054 390.25 390.25 7/1/2007 50,000.00 49,550.07 P 8.663 FULL AA 56,000.00 55,600.00 49,614.45 CA STYLE 412452599 585.92 585.92 7/1/2007 54,900.00 54,783.46 P 12.5 STATED AA 276,000.00 274,544.00 54,813.51 NO PPP 412452597 1,539.52 1,539.52 7/1/2007 219,635.00 219,130.77 P 8.075 STATED AA 276,000.00 274,544.00 219,259.38 CA STYLE 412452596 260.78 260.78 8/1/2007 31,980.00 31,701.14 P 9.15 STATED AA 170,000.00 159,900.00 31,720.05 NO PPP 412452595 599.63 597.06 8/1/2007 127,920.00 127,363.93 P 5.625 STATED AA 170,000.00 159,900.00 127,363.93 CA STYLE 412449083 900.99 900.99 8/1/2007 113,752.00 113,223.03 P 8.825 NINA AAA 144,000.00 142,190.00 113,290.86 CA STYLE 412445611 629.66 629.66 7/1/2007 68,000.00 67,784.11 P 10.65 STATED AA 340,000.00 370,000.00 67,839.52 NO PPP 412445610 1,671.67 1,671.67 7/1/2007 272,000.00 271,997.80 P 7.375 FULL AA 340,000.00 370,000.00 271,997.83 CA STYLE 412449009 667.76 667.76 7/1/2007 73,000.00 72,760.69 P 10.5 STATED AAA 380,000.00 365,000.00 72,822.09 NO PPP 412449008 1,819.88 1,819.88 7/1/2007 292,000.00 291,097.99 P 7.025 STATED AAA 380,000.00 365,000.00 291,327.46 CA STYLE 412449240 238.44 238.44 8/1/2007 25,750.00 25,659.61 P 10.65 FULL AA 131,000.00 128,750.00 25,670.23 NO PPP 412449239 658.78 658.76 8/1/2007 103,000.00 102,995.07 P 7.675 FULL AA 131,000.00 128,750.00 102,995.09 CA STYLE 412445607 2,412.40 2,412.40 7/1/2007 260,000.00 259,178.91 RT 10.675 FULL AA 330,000.00 NA 259,389.67 NO PPP 412447693 440.25 440.25 7/1/2007 42,800.00 42,711.63 P 12 STATED ALTA 229,000.00 214,000.00 42,737.51 NO PPP 412447696 980.84 980.83 7/1/2007 171,200.00 171,200.00 P 6.875 STATED ALTA 229,000.00 214,000.00 171,199.99 NO PPP 412447451 1,381.25 1,381.25 7/1/2007 260,000.00 260,000.00 CO 6.375 NINA ALTA 400,000.00 NA 260,000.00 CA STYLE 412447563 1,678.75 1,678.75 7/1/2007 316,000.00 316,000.00 P 6.375 STATED ALTA 395,500.00 395,000.00 316,000.00 NO PPP 412447564 744.89 744.89 7/1/2007 79,000.00 78,791.74 P 10.875 STATED ALTA 395,500.00 395,000.00 78,852.59 NO PPP 412447611 2,679.97 2,679.97 8/1/2007 424,000.00 421,272.87 P 6.5 STATED ALTA 530,000.00 530,000.00 421,668.80 NO PPP 412447613 1,069.98 1,069.98 8/1/2007 106,000.00 105,746.18 P 11.75 STATED ALTA 530,000.00 530,000.00 105,780.39 NO PPP 412452285 1,271.26 1,271.26 7/1/2007 196,000.00 194,722.53 P 6.75 FULL ALTA 253,000.00 245,000.00 195,071.47 NO PPP 412447692 3,036.46 3,036.46 7/1/2007 550,000.00 549,999.98 CO 6.625 STATED ALTA 920,000.00 NA 549,999.98 CA STYLE 412445572 1,213.29 1,213.29 7/1/2007 130,500.00 130,090.06 P 10.7 STATED A- 150,000.00 145,000.00 130,195.29 CA STYLE 412450527 903.02 901.04 8/1/2007 137,602.00 137,273.75 P 7.875 STATED AA 173,000.00 172,003.00 137,273.93 CA STYLE 412445656 1,535.17 1,535.17 7/1/2007 184,169.00 183,009.73 P 9.4 LITE AA 207,000.00 205,744.00 183,210.55 CA STYLE 412447603 296.41 296.41 8/1/2007 34,500.00 34,384.53 P 9.75 STATED ALTA 173,000.00 172,500.00 34,401.43 NO PPP 412447652 2,262.29 2,262.29 8/1/2007 368,100.00 368,099.99 CO 7.375 NINA ALTA 410,000.00 NA 368,099.99 CA STYLE 412447783 2,208.34 2,202.82 8/1/2007 400,000.00 399,999.99 P 6.625 STATED ALTA 505,000.00 500,000.00 399,999.99 CA STYLE 412447743 1,300.45 1,300.44 7/1/2007 231,190.00 231,188.76 P 6.75 FULL ALTA 300,000.00 288,988.00 231,188.77 CA STYLE 412447745 496.58 496.58 7/1/2007 57,798.00 57,594.03 P 9.75 FULL ALTA 300,000.00 288,988.00 57,650.60 NO PPP 412449644 2,186.25 2,186.09 7/1/2007 396,000.00 395,962.34 RT 6.625 FULL -- 495,000.00 NA 395,962.34 NO PPP 412447391 1,870.00 1,870.00 7/1/2007 352,000.00 352,000.00 CO 6.375 STATED ALTA 440,000.00 NA 352,000.00 NO PPP 412447592 530.55 530.55 7/1/2007 58,000.00 57,834.35 P 10.5 STATED ALTA 290,000.00 290,000.00 57,882.71 NO PPP 412447594 1,305.00 1,305.00 7/1/2007 232,000.00 232,000.00 P 6.75 STATED ALTA 290,000.00 290,000.00 232,000.00 CA STYLE 412447739 1,259.49 1,259.49 7/1/2007 123,600.00 123,337.76 P 11.875 STATED ALTA 618,000.00 618,000.00 123,414.54 NO PPP 412447740 2,678.00 2,678.00 7/1/2007 494,400.00 494,400.00 P 6.5 STATED ALTA 618,000.00 618,000.00 494,400.00 CA STYLE 412447794 2,204.69 2,203.09 7/1/2007 415,000.00 414,500.00 RT 6.375 STATED ALTA 465,000.00 NA 414,500.00 CA STYLE 412447797 773.52 773.52 8/1/2007 75,200.00 75,044.77 P 12 STATED ALTA 405,000.00 376,000.00 75,067.61 NO PPP 412447798 1,692.00 1,692.00 8/1/2007 300,800.00 300,800.00 P 6.75 STATED ALTA 405,000.00 376,000.00 300,800.00 NO PPP 412445499 1,468.91 1,468.91 7/1/2007 276,500.00 276,499.99 P 6.375 FULL -- 355,000.00 345,676.00 276,500.00 NO PPP 412447424 1,638.00 1,638.00 7/1/2007 302,400.00 302,389.99 RT 6.5 STATED ALTA 378,000.00 NA 302,390.00 CA STYLE 412447532 2,517.50 2,509.20 7/1/2007 456,000.00 453,497.25 CO 6.625 STATED ALTA 570,000.00 NA 453,497.24 CA STYLE 412447801 1,034.84 1,034.84 7/1/2007 153,600.00 152,577.97 CO 7.125 FULL ALTA 192,000.00 NA 152,833.51 NO PPP 412452978 1,175.99 1,175.99 7/1/2007 188,500.00 187,258.28 P 6.375 LITE -- 236,000.00 235,841.00 187,617.77 NO PPP 412445525 257.12 257.12 7/1/2007 29,800.00 29,688.06 P 9.8 STATED AA 149,000.00 149,000.00 29,717.04 NO PPP 412445524 922.89 922.89 7/1/2007 119,200.00 118,644.02 P 8.575 FULL AA 149,000.00 149,000.00 118,792.58 CA STYLE 412445528 459.12 459.12 7/1/2007 53,211.00 53,008.79 P 9.8 STATED AAA 269,500.00 266,055.00 53,060.58 NO PPP 412445503 1,528.52 1,528.52 7/1/2007 212,844.00 211,620.79 P 7.775 STATED AAA 269,500.00 266,055.00 211,932.54 CA STYLE 412447568 793.92 793.92 8/1/2007 84,200.00 83,978.04 P 10.875 STATED ALTA 425,000.00 421,000.00 84,010.61 NO PPP 412447572 1,754.17 1,754.17 8/1/2007 336,800.00 336,791.91 P 6.25 STATED ALTA 425,000.00 421,000.00 336,791.91 CA STYLE 412447789 345.05 345.05 7/1/2007 36,232.00 36,087.87 P 11 STATED ALTA 185,000.00 181,160.00 36,115.97 NO PPP 412447096 2,876.46 2,876.39 7/1/2007 386,750.00 386,741.87 P 8.925 FULL A+ 455,000.00 455,000.00 386,741.86 NO PPP 412452244 3,324.88 3,324.88 7/1/2007 479,750.00 479,345.73 CO 8.175 STATED AAA 505,000.00 NA 479,463.20 NO PPP 412447806 2,790.52 2,790.52 7/1/2007 423,000.00 422,581.45 CO 7.75 FULL AA 450,000.00 NA 422,702.97 NO PPP 412449368 445.25 445.25 8/1/2007 70,443.00 69,441.17 RT 6.5 FULL -- 71,000.00 NA 69,509.91 NO PPP 412452856 733.85 733.85 8/1/2007 140,900.00 140,900.00 P 6.25 FULL -- 141,000.00 140,900.00 140,900.00 NO PPP 412449539 858.11 858.11 8/1/2007 105,000.00 104,599.97 CO 9.175 STATED AA 273,000.00 NA 104,657.88 CA STYLE 412452992 450.87 450.87 7/1/2007 76,220.00 75,667.98 P 5.875 FULL -- 80,000.00 76,220.00 75,827.63 NO PPP 412447546 1,319.26 1,319.26 7/1/2007 218,360.00 218,360.00 P 7.25 STATED ALTA 378,000.00 272,950.00 218,360.00 NO PPP 412447659 1,406.25 1,406.25 7/1/2007 250,000.00 250,000.00 P 6.75 FULL ALTA 315,000.00 312,500.00 250,000.00 CA STYLE 412447660 612.98 612.98 7/1/2007 62,500.00 62,352.13 P 11.375 FULL ALTA 315,000.00 312,500.00 62,395.38 NO PPP 412447678 316.75 316.75 8/1/2007 36,867.00 36,709.78 P 9.75 STATED ALTA 186,000.00 184,334.00 36,728.11 NO PPP 412447715 1,299.54 1,299.54 7/1/2007 205,600.00 204,277.56 P 6.5 STATED ALTA 268,000.00 257,000.00 204,660.52 CA STYLE 412447716 509.01 509.01 7/1/2007 51,400.00 51,281.66 P 11.5 STATED ALTA 268,000.00 257,000.00 51,316.28 NO PPP 412447782 3,490.84 3,488.84 7/1/2007 568,000.00 567,354.17 CO 7.375 STATED ALTA 710,000.00 NA 567,354.16 NO PPP 412447795 918 918 7/1/2007 172,800.00 172,764.23 P 6.375 STATED ALTA 222,000.00 216,000.00 172,764.23 CA STYLE 412447796 411.41 411.41 7/1/2007 43,200.00 43,089.12 P 11 STATED ALTA 222,000.00 216,000.00 43,121.53 NO PPP 412452223 1,853.22 1,853.22 7/1/2007 354,400.00 354,335.94 P 6.275 FULL AAA 445,000.00 443,000.00 354,335.94 NO PPP 412447970 1,925.24 1,925.24 7/1/2007 256,500.00 256,336.34 CO 8.9 STATED AA 285,000.00 NA 256,383.97 CA STYLE 412447627 2,826.26 2,826.26 8/1/2007 350,000.00 348,642.48 CO 9.04 FULL AA 350,000.00 NA 348,840.81 NO PPP 412446549 3,451.38 3,451.38 7/1/2007 397,250.00 396,770.22 CO 10.25 FULL C 567,500.00 NA 396,893.24 NO PPP 412451375 1,051.21 1,051.21 7/1/2007 124,950.00 124,778.78 CO 9.9 STATED A- 147,000.00 NA 124,821.82 NO PPP 412446939 3,281.82 3,281.82 7/1/2007 450,000.00 449,070.17 CO 8.45 STATED A- 600,000.00 NA 449,306.90 CA STYLE 412451740 834.24 834.24 7/1/2007 91,200.00 90,842.84 P 10.5 LITE AA 114,000.00 114,000.00 90,920.55 2% 412451865 2,975.26 2,975.26 7/1/2007 386,100.00 385,420.57 RT 8.99 LITE A+ 429,000.00 NA 385,594.25 NO PPP 412451838 1,542.68 1,542.68 7/1/2007 275,500.00 274,993.62 CO 6.45 LITE AA 290,000.00 NA 275,121.76 CA STYLE 412446583 3,567.82 3,567.82 7/1/2007 509,000.00 507,831.38 CO 8.075 STATED AA 545,000.00 NA 508,129.44 NO PPP 412446820 4,073.43 4,073.43 7/1/2007 519,000.00 518,135.17 RT 9.175 LITE AA 575,000.00 NA 518,356.34 NO PPP 412446807 2,970.19 2,970.19 7/1/2007 396,900.00 396,139.60 RT 8.7 LITE AA 441,000.00 NA 396,333.84 CA STYLE 412446612 1,491.73 1,491.73 7/1/2007 175,500.00 174,718.60 P 9.625 LITE AA 195,000.00 195,000.00 174,897.13 CA STYLE 412446877 2,053.46 2,053.46 7/1/2007 353,600.00 351,492.50 P 6.725 STATED AA 470,000.00 442,000.00 351,658.38 CA STYLE 412446943 2,785.90 2,785.90 7/1/2007 472,000.00 471,241.81 P 6.85 STATED AA 600,000.00 590,000.00 471,431.97 CA STYLE 412446900 2,124.78 2,124.78 7/1/2007 324,000.00 323,624.75 CO 7.7 STATED AA 360,000.00 NA 323,720.21 CA STYLE 412446764 1,090.33 1,090.33 7/1/2007 129,600.00 129,285.19 CO 9.9 LITE AA 144,000.00 NA 129,332.06 CA STYLE 412447171 1,215.09 1,215.09 7/1/2007 212,000.00 211,635.63 RT 6.625 STATED AAA 265,000.00 NA 211,728.23 NO PPP 412446924 3,962.35 3,962.35 7/1/2007 575,000.00 574,396.40 CO 8.125 LITE AA 650,000.00 NA 574,541.34 CA STYLE 412446958 616.32 616.32 7/1/2007 80,100.00 79,958.42 P 8.975 STATED AA 89,000.00 89,000.00 79,994.61 1% 412446878 1,754.88 1,754.88 7/1/2007 272,000.00 271,227.27 P 7.325 STATED AA 340,000.00 340,000.00 271,423.99 CA STYLE 412446863 2,905.47 2,905.47 7/1/2007 351,900.00 351,398.43 CO 9.7 LITE AA 391,000.00 NA 351,526.87 NO PPP 412446843 2,671.99 2,671.99 8/1/2007 346,750.00 346,519.75 CO 9.15 LITE AAA 365,000.00 NA 346,549.30 CA STYLE 412446932 3,942.64 3,942.64 7/1/2007 522,500.00 519,212.61 CO 8.95 LITE AA 550,000.00 NA 519,351.41 CA STYLE 412452028 2,341.79 2,341.79 8/1/2007 368,000.00 367,474.03 RT 7.45 STATED AAA 460,000.00 NA 367,534.05 1% 412446661 2,102.35 2,102.35 7/1/2007 304,000.00 303,183.45 P 7.95 LITE AA 411,000.00 380,000.00 303,369.12 CA STYLE 412446671 2,647.56 2,647.56 7/1/2007 351,096.00 350,349.15 P 8.775 LITE AA 480,000.00 438,871.00 350,518.55 NO PPP 412446694 909.62 909.62 7/1/2007 87,774.00 87,543.78 P 12.1 LITE AA 480,000.00 438,871.00 87,596.75 NO PPP 412447000 542.97 542.97 7/1/2007 52,200.00 52,080.26 CO 12.15 LITE AA 261,000.00 NA 52,111.11 NO PPP 412446874 1,747.05 1,747.05 7/1/2007 210,600.00 210,264.95 CO 9.75 LITE AA 234,000.00 NA 210,341.31 NO PPP 412446643 1,354.48 1,354.48 7/1/2007 198,000.00 197,515.16 P 7.85 RED AA 238,000.00 220,000.00 197,638.75 2% 412446951 3,503.89 3,503.89 7/1/2007 441,000.00 440,290.74 CO 9.3 LITE AA 490,000.00 NA 440,471.90 3 MO INT 412446789 4,066.02 4,066.02 7/1/2007 513,000.00 512,170.14 CO 9.275 LITE A+ 580,000.00 NA 512,382.42 NO PPP 412452168 2,662.31 2,662.31 7/1/2007 456,950.00 456,199.63 RT 6.75 RED AA 485,000.00 NA 456,390.39 CA STYLE 412451699 857.32 857.32 7/1/2007 123,300.00 123,010.76 RT 8 FULL AA 137,000.00 NA 123,084.52 NO PPP 412446822 1,312.86 1,312.86 7/1/2007 193,500.00 192,953.73 P 7.775 LITE AAA 263,000.00 241,876.00 193,077.88 CA STYLE 412447163 1,205.50 1,205.50 7/1/2007 120,800.00 120,487.44 P 11.6 LITE AAA 605,000.00 604,000.00 120,567.85 NO PPP 412446981 2,599.52 2,599.52 7/1/2007 408,500.00 407,981.50 CO 7.45 LITE AAA 430,000.00 NA 408,113.54 CA STYLE 412446713 1,885.73 1,885.73 7/1/2007 238,500.00 238,111.30 CO 9.25 LITE AA 295,000.00 NA 238,210.73 3 MO INT 412446910 2,735.38 2,735.38 7/1/2007 426,400.00 425,171.53 P 7.275 LITE AAA 535,000.00 533,000.00 425,484.24 CA STYLE 412446836 925.23 925.23 7/1/2007 132,000.00 131,877.23 P 8.275 FULL AA 170,000.00 165,000.00 131,908.56 2% 412447052 512.97 512.97 7/1/2007 52,000.00 51,861.00 P 11.45 LITE AAA 275,000.00 260,000.00 51,896.75 NO PPP 412446444 376.32 376.32 7/1/2007 38,000.00 37,883.82 CO 11.5 LITE AAA 198,000.00 NA 37,909.98 NO PPP 412451660 2,250.61 2,250.61 7/1/2007 342,000.00 341,075.08 CO 7.5 RED AAA 380,000.00 NA 341,310.65 CA STYLE 412446580 4,276.19 4,276.19 7/1/2007 625,100.00 623,364.13 P 7.85 RED AA 662,000.00 658,000.00 623,756.97 CA STYLE 412446990 3,165.47 3,165.47 7/1/2007 464,000.00 462,855.72 P 7.825 LITE AA 580,000.00 580,000.00 463,147.39 CA STYLE 412451728 5,545.31 5,545.31 7/1/2007 787,500.00 787,490.49 P 8.45 LITE A+ 875,000.00 875,000.00 787,490.62 CA STYLE 412451517 3,565.23 3,565.23 7/1/2007 494,000.00 492,952.25 CO 8.35 LITE AA 520,000.00 NA 493,219.66 CA STYLE 412446636 1,813.73 1,813.73 7/1/2007 237,500.00 237,070.25 RT 8.9 LITE AAA 267,000.00 NA 237,179.95 NO PPP 412447182 1,104.19 1,104.19 7/1/2007 151,200.00 149,227.78 CO 7.95 LITE AAA 168,000.00 NA 149,456.62 CA STYLE 412446748 1,316.48 1,316.48 7/1/2007 202,320.00 201,684.93 P 7.4 RED AAA 260,000.00 252,900.00 201,829.11 CA STYLE 412451821 1,986.77 1,986.77 7/1/2007 350,100.00 349,481.79 RT 6.55 LITE AA 380,000.00 NA 349,638.87 CA STYLE 412446719 2,962.80 2,962.80 7/1/2007 365,750.00 365,196.62 CO 9.5 LITE AAA 385,000.00 NA 365,338.26 NO PPP 412446853 3,980.41 3,980.41 7/1/2007 588,278.00 586,605.22 P 7.75 LITE AAA 756,000.00 735,347.00 586,985.37 NO PPP 412451915 2,300.25 2,300.25 7/1/2007 368,000.00 366,870.99 P 7.05 RED AAA 475,000.00 460,000.00 367,158.22 CA STYLE 412446543 1,802.84 1,802.84 7/1/2007 257,200.00 256,533.37 P 8.075 FULL AAA 375,000.00 321,550.00 256,685.01 CA STYLE 412446544 460.85 460.85 7/1/2007 48,200.00 48,041.17 P 11.05 FULL AAA 375,000.00 321,550.00 48,077.61 CA STYLE 412452133 224.34 224.34 7/1/2007 26,000.00 25,901.17 P 9.8 LITE AAA 132,000.00 130,000.00 25,926.49 NO PPP 412446897 4,565.80 4,565.80 7/1/2007 684,000.00 683,252.65 CO 7.85 STATED AA 720,000.00 NA 683,443.16 CA STYLE 412446773 911.21 911.21 8/1/2007 160,000.00 159,392.64 P 6.275 LITE AAA 257,000.00 200,000.00 159,469.96 CA STYLE 412446938 1,440.63 1,440.63 7/1/2007 180,000.00 179,717.32 P 9.375 LITE AA 232,000.00 200,000.00 179,789.65 1% 412446868 1,554.57 1,554.57 7/1/2007 208,800.00 208,388.42 CO 8.65 LITE AAA 232,000.00 NA 208,492.17 NO PPP 412446680 3,215.16 3,215.15 7/1/2007 451,250.00 451,248.32 P 8.55 LITE AAA 480,000.00 475,000.00 451,248.31 CA STYLE 412447195 1,762.47 1,762.47 7/1/2007 197,500.00 196,809.98 P 10.2 LITE A+ 1,500,000.00 947,500.00 196,986.89 1% 412446550 3,786.67 3,786.67 7/1/2007 568,000.00 567,984.99 P 8 LITE AAA 710,000.00 710,000.00 567,985.00 NO PPP 412451851 1,999.80 1,999.80 7/1/2007 270,750.00 270,540.04 CO 8.75 LITE AAA 285,000.00 NA 270,593.68 CA STYLE 412446821 3,095.82 3,095.82 7/1/2007 468,000.00 468,000.00 P 7.938 LITE AAA 585,000.00 585,000.00 468,000.00 NO PPP 412446961 1,808.36 1,808.36 7/1/2007 268,000.00 267,319.94 P 7.725 LITE AA 350,000.00 335,000.00 267,493.24 CA STYLE 412446894 1,141.08 1,141.08 7/1/2007 165,000.00 164,657.58 P 7.95 FULL AA 239,900.00 220,000.00 164,757.04 CA STYLE 412447399 239.44 239.44 7/1/2007 27,750.00 27,617.36 RT 9.8 FULL AA 185,000.00 NA 27,644.82 NO PPP 412447084 998.98 998.98 7/1/2007 157,250.00 156,841.09 RT 7.19 LITE AA 185,000.00 NA 156,958.51 CA STYLE 412447499 778.68 778.68 8/1/2007 140,000.00 139,641.97 CO 6.4 STATED AA 217,000.00 NA 139,675.71 NO PPP 412447186 518.79 518.79 7/1/2007 51,200.00 51,089.53 P 11.8 RED AA 260,000.00 256,000.00 51,121.87 NO PPP 412447538 733.03 733.03 7/1/2007 70,998.00 70,853.06 P 12.05 STATED AA 360,000.00 354,990.00 70,895.51 NO PPP 412447726 944.21 944.21 7/1/2007 94,980.00 94,763.64 P 11.55 FULL AA 510,000.00 474,900.00 94,826.94 NO PPP 412447714 237.26 237.26 8/1/2007 22,980.00 22,534.30 P 12.05 FULL AA 115,000.00 114,900.00 22,545.17 NO PPP 412452100 1,881.45 1,881.45 7/1/2007 336,000.00 335,384.92 RT 6.45 FULL AA 420,000.00 NA 335,541.17 CA STYLE 412447512 1,092.07 1,092.07 7/1/2007 112,000.00 111,730.67 P 11.3 FULL AAA 560,000.00 560,000.00 111,809.43 CA STYLE 412446618 3,199.18 3,199.18 7/1/2007 427,500.00 426,569.32 CO 8.7 LITE AA 450,000.00 NA 426,780.13 CA STYLE 412446873 2,196.68 2,196.68 8/1/2007 356,000.00 355,277.41 RT 7.2 STATED AAA 445,000.00 NA 355,342.04 NO PPP 412451870 1,662.13 1,662.13 8/1/2007 256,500.00 256,192.20 CO 7.6 STATED AA 270,000.00 NA 256,231.53 1% 412447689 1,109.70 1,109.70 7/1/2007 118,400.00 118,082.83 P 10.8 RED AAA 592,000.00 592,000.00 118,175.49 NO PPP 412446714 2,723.33 2,721.90 7/1/2007 380,000.00 379,596.39 CO 8.6 STATED A+ 400,000.00 NA 379,599.28 NO PPP 412447121 1,551.49 1,551.49 7/1/2007 241,600.00 241,339.94 P 7.525 RED AA 323,000.00 302,000.00 241,415.40 CA STYLE 412447199 2,890.27 2,890.27 7/1/2007 465,500.00 463,290.31 CO 7.25 FULL AA 490,000.00 NA 463,471.12 CA STYLE 412446838 898.24 898.24 7/1/2007 132,000.00 131,044.91 CO 7.225 LITE AA 230,000.00 NA 131,261.43 NO PPP 412452188 1,361.73 1,361.73 7/1/2007 220,000.00 219,735.22 P 7.225 FULL AA 294,000.00 275,000.00 219,812.01 CA STYLE 412447433 3,184.53 3,184.53 7/1/2007 495,000.00 493,764.60 CO 7.3 FULL AA 495,000.00 NA 494,122.92 2 MO INT 412447346 1,388.15 1,388.15 7/1/2007 137,000.00 136,704.52 P 11.8 LITE AAA 707,000.00 685,000.00 136,791.02 CA STYLE 412447133 1,079.32 1,079.32 8/1/2007 185,250.00 184,945.75 RT 6.75 FULL AA 195,000.00 NA 184,984.53 2% 412447078 172.4 172.4 7/1/2007 19,980.00 19,904.01 P 9.8 LITE AAA 104,000.00 99,900.00 19,923.47 NO PPP 412447141 453.5 453.5 7/1/2007 48,000.00 47,874.12 CO 10.9 FULL AA 240,000.00 NA 47,910.90 NO PPP 412447241 1,958.98 1,958.98 8/1/2007 255,550.00 255,397.05 CO 9.1 LITE AAA 269,000.00 NA 255,419.10 NO PPP 412446921 1,336.13 1,336.13 7/1/2007 189,600.00 189,129.73 P 8.125 LITE AA 238,000.00 237,000.00 189,239.74 NO PPP 412446701 1,731.49 1,731.49 7/1/2007 255,200.00 254,561.61 P 7.775 LITE AAA 320,000.00 319,000.00 254,724.31 NO PPP 412446899 1,413.69 1,413.69 7/1/2007 198,000.00 197,803.60 P 8.44 LITE AA 264,000.00 264,000.00 197,848.07 CA STYLE 412447569 1,219.47 1,219.47 7/1/2007 119,000.00 118,714.74 RT 11.95 LITE AAA 595,000.00 NA 118,788.18 NO PPP 412447454 1,261.07 1,261.07 7/1/2007 200,000.00 199,475.74 CO 7.125 STATED AAA 250,000.00 NA 199,627.75 CA STYLE 412447305 1,434.68 1,434.68 7/1/2007 140,000.00 139,707.78 P 11.95 LITE AAA 700,000.00 700,000.00 139,793.35 NO PPP 412447147 344.2 344.2 8/1/2007 36,000.00 35,538.02 P 11.05 LITE AAA 190,000.00 180,000.00 35,554.82 NO PPP 412446959 167.39 167.39 7/1/2007 19,400.00 19,335.75 P 9.8 LITE AA 100,000.00 97,000.00 19,354.48 NO PPP 412446666 2,287.35 2,287.35 7/1/2007 327,200.00 326,540.15 P 8.05 LITE AAA 417,900.00 409,000.00 326,731.84 NO PPP 412447398 469.05 469.05 7/1/2007 45,600.00 45,505.86 P 12 LITE AAA 228,000.00 228,000.00 45,533.43 NO PPP 412452121 142.24 142.24 8/1/2007 16,485.00 16,422.34 P 9.8 LITE AAA 82,500.00 82,425.00 16,430.40 NO PPP 412447634 151.86 151.86 7/1/2007 17,600.00 17,541.69 P 9.8 LITE AAA 95,000.00 88,000.00 17,558.69 NO PPP 412447244 1,171.36 1,171.36 7/1/2007 123,000.00 122,637.65 P 11 LITE AAA 615,000.00 615,000.00 122,730.73 CA STYLE 412452077 221.75 221.75 8/1/2007 25,700.00 25,065.80 P 9.8 LITE AAA 150,000.00 128,500.00 25,082.71 NO PPP 412447308 151.86 151.86 7/1/2007 17,600.00 17,541.69 P 9.8 LITE AAA 94,000.00 88,000.00 17,558.69 NO PPP 412446883 4,506.67 4,506.67 7/1/2007 648,850.00 647,323.49 P 7.99 LITE AA 690,000.00 683,000.00 647,712.75 NO PPP 412446794 2,261.67 2,261.67 7/1/2007 368,000.00 367,999.99 RT 7.375 FULL AAA 509,200.00 NA 368,000.00 CA STYLE 412446287 2,384.51 2,384.51 8/1/2007 420,000.00 418,189.51 P 6.25 FULL AA 545,000.00 525,000.00 418,394.88 CA STYLE 412446872 179.47 179.47 7/1/2007 20,800.00 20,710.68 P 9.8 LITE AAA 104,000.00 104,000.00 20,731.10 NO PPP 412447212 1,300.50 1,300.49 7/1/2007 216,000.00 215,998.18 P 7.225 STATED AA 270,000.00 270,000.00 215,998.18 NO PPP 412447860 330.39 330.39 7/1/2007 32,000.00 31,934.65 P 12.05 FULL A+ 160,000.00 160,000.00 31,953.79 NO PPP 412447864 868.47 868.47 7/1/2007 128,000.00 127,884.29 P 7.99 FULL A+ 160,000.00 160,000.00 127,917.90 NO PPP 412452349 1,673.07 1,673.07 7/1/2007 307,000.00 306,473.03 CO 6.25 LITE AA 545,000.00 NA 306,625.55 CA STYLE 412447912 3,563.98 3,563.98 7/1/2007 500,000.00 499,617.07 P 8.425 STATED AAA 710,000.00 625,000.00 499,728.40 NO PPP 412450543 597.82 597.82 8/1/2007 97,093.00 96,437.95 P 6.25 LITE -- 123,500.00 121,367.00 96,532.99 NO PPP 412452991 867.18 867.18 7/1/2007 139,000.00 138,084.31 P 6.375 FULL -- 139,000.00 139,000.00 138,349.41 NO PPP 412449684 1,430.00 1,430.00 7/1/2007 264,000.00 264,000.00 CO 6.5 NINA -- 330,000.00 NA 264,000.00 NO PPP 412449735 269.65 269.65 7/1/2007 30,000.00 29,325.74 CO 7 FULL -- 680,000.00 NA 29,521.19 NO PPP 412447485 662.19 662.19 7/1/2007 100,800.00 100,196.88 P 6.875 RED ALTA 155,000.00 126,000.00 100,371.67 CA STYLE 412447487 216.51 216.51 7/1/2007 25,200.00 25,115.64 P 9.75 STATED ALTA 132,000.00 126,000.00 25,140.23 NO PPP 412447587 1,160.59 1,160.59 7/1/2007 162,000.00 161,183.95 CO 7.75 STATED ALTA 180,000.00 NA 161,420.87 NO PPP 412447596 3,177.09 3,177.08 7/1/2007 610,000.00 610,000.00 RT 6.25 FULL ALTA 725,000.00 NA 609,999.99 NO PPP 412447630 2,131.25 2,131.25 7/1/2007 372,000.00 371,985.01 CO 6.875 NINA ALTA 480,000.00 NA 371,985.00 NO PPP 412447694 642.14 642.14 7/1/2007 101,592.00 100,938.50 P 6.5 STATED ALTA 126,990.00 126,990.00 101,127.74 CA STYLE 412447695 218.21 218.21 7/1/2007 25,398.00 25,313.00 P 9.75 STATED ALTA 127,000.00 126,990.00 25,337.78 NO PPP 412447722 445.64 445.64 7/1/2007 45,000.00 44,880.75 P 11.5 FULL ALTA 235,000.00 225,000.00 44,911.37 NO PPP 412447723 1,182.48 1,182.48 7/1/2007 180,000.00 178,923.01 P 6.875 FULL ALTA 235,000.00 225,000.00 179,235.13 NO PPP 412447755 1,150.00 1,150.00 7/1/2007 220,800.00 220,800.00 RT 6.25 STATED ALTA 276,000.00 NA 220,800.00 CA STYLE 412447756 573.12 573.12 7/1/2007 55,200.00 55,089.09 RT 12.125 STATED ALTA 276,000.00 NA 55,121.58 NO PPP 412447763 1,049.84 1,049.84 7/1/2007 105,000.00 104,764.68 P 11.625 STATED ALTA 600,000.00 525,000.00 104,833.54 NO PPP 412447764 2,362.50 2,362.50 7/1/2007 420,000.00 420,000.00 P 6.75 STATED ALTA 600,000.00 525,000.00 420,000.00 NO PPP 412447837 2,304.00 2,304.00 7/1/2007 409,600.00 409,599.19 CO 6.75 STATED ALTA 512,000.00 NA 409,599.20 CA STYLE 412447846 420.99 420.99 7/1/2007 49,000.00 48,835.94 P 9.75 FULL ALTA 245,000.00 245,000.00 48,883.75 NO PPP 412447889 2,417.50 2,417.50 7/1/2007 368,000.00 365,798.28 CO 6.875 STATED ALTA 410,000.00 NA 366,436.35 CA STYLE 412452359 382.49 382.49 7/1/2007 36,500.00 36,431.11 P 12.25 FULL ALTA 193,000.00 182,500.00 36,451.97 NO PPP 412452360 922.82 922.82 7/1/2007 146,000.00 143,448.00 P 6.5 FULL ALTA 193,000.00 182,500.00 143,737.27 1% 412447909 723.04 723.04 7/1/2007 114,392.00 113,656.20 P 6.5 RED ALTA 143,000.00 142,990.00 113,869.27 CA STYLE 412447910 245.71 245.71 7/1/2007 28,598.00 28,502.23 P 9.75 STATED ALTA 143,000.00 142,990.00 28,530.15 NO PPP 412447932 3,177.09 3,177.09 7/1/2007 500,000.00 499,999.98 CO 7.625 NINA ALTA 635,000.00 NA 499,999.99 NO PPP 412450566 958.28 958.28 8/1/2007 151,610.00 150,634.86 P 6.5 STATED -- 190,000.00 189,513.00 150,776.43 NO PPP 412445575 303.65 303.65 8/1/2007 38,598.00 37,936.28 P 8.75 FULL -- 207,000.00 192,990.00 37,963.12 NO PPP 412452056 1,604.17 1,604.17 8/1/2007 280,000.00 280,000.00 CO 6.875 STATED ALTA 345,000.00 NA 280,000.00 CA STYLE 412447845 1,861.98 1,861.98 8/1/2007 325,000.00 325,000.00 CO 6.875 NINA ALTA 515,000.00 NA 325,000.00 CA STYLE 412445568 1,001.38 1,001.38 8/1/2007 154,392.00 152,718.87 P 6.75 FULL -- 207,000.00 192,990.00 152,860.41 NO PPP 412447871 718.74 718.74 7/1/2007 74,000.00 73,804.40 P 11.25 STATED ALTA 370,000.00 370,000.00 73,857.30 NO PPP 412447873 1,541.67 1,541.28 7/1/2007 296,000.00 295,802.11 P 6.25 STATED ALTA 370,000.00 370,000.00 295,802.12 CA STYLE 412452392 536.28 536.28 7/1/2007 90,320.00 90,319.99 P 7.125 FULL ALTA 113,000.00 112,900.00 90,320.00 CA STYLE 412452393 194 194 7/1/2007 22,580.00 22,504.42 P 9.75 FULL ALTA 113,000.00 112,900.00 22,526.45 NO PPP 412452376 237.13 237.13 7/1/2007 27,600.00 27,507.62 P 9.75 STATED ALTA 140,000.00 138,000.00 27,534.55 NO PPP 412452378 706.91 706.91 7/1/2007 110,400.00 109,706.73 P 6.625 STATED ALTA 140,000.00 138,000.00 109,907.54 CA STYLE 412447601 3,238.34 3,238.34 8/1/2007 536,000.00 535,999.98 P 7.25 NINA ALTA 670,000.00 670,000.00 535,999.99 NO PPP 412447602 1,404.19 1,404.19 7/1/2007 134,000.00 133,738.17 P 12.25 STATED ALTA 670,000.00 670,000.00 133,814.89 NO PPP 412450567 298.18 298.18 8/1/2007 37,902.00 37,745.95 P 8.75 STATED -- 190,000.00 189,513.00 37,768.73 NO PPP 412447819 1,120.05 1,120.05 8/1/2007 104,000.00 103,753.37 P 12.625 STATED ALTA 520,000.00 520,000.00 103,781.55 NO PPP 412447791 2,383.34 2,383.34 8/1/2007 416,000.00 415,999.96 P 6.875 STATED ALTA 520,000.00 520,000.00 415,999.96 CA STYLE 412449729 214.92 214.92 7/1/2007 30,000.00 29,848.91 CO 7.75 STATED -- 448,000.00 NA 29,892.78 NO PPP 412447960 804.85 804.85 8/1/2007 151,500.00 151,499.98 CO 6.375 NINA ALTA 900,000.00 NA 151,499.99 CA STYLE 412452382 1,896.21 1,896.21 7/1/2007 300,000.00 298,070.40 P 6.5 NINA ALTA 375,000.00 375,000.00 298,629.18 CA STYLE 412452384 721.34 721.34 7/1/2007 75,000.00 74,812.65 P 11.125 STATED ALTA 375,000.00 375,000.00 74,867.42 NO PPP 412447749 395.22 395.22 7/1/2007 46,000.00 45,868.54 P 9.75 STATED ALTA 250,000.00 230,000.00 45,913.07 NO PPP 412452310 1,208.75 1,208.75 7/1/2007 184,000.00 183,059.11 P 6.875 RED ALTA 250,000.00 230,000.00 183,376.33 CA STYLE 412447533 6,126.39 6,126.39 7/1/2007 995,000.00 988,287.14 RT 6.25 STATED ALTA 1,400,000.00 NA 990,230.07 NO PPP 412449282 821.09 821.09 7/1/2007 133,600.00 133,599.98 CO 7.375 FULL -- 167,000.00 NA 133,599.99 CA STYLE 412452838 2,670.10 2,670.10 7/1/2007 417,000.00 414,381.57 RT 6.625 FULL -- 534,000.00 NA 415,140.02 NO PPP 412449332 1,036.75 1,036.75 8/1/2007 138,000.00 137,462.84 P 8.25 STATED -- 700,000.00 689,990.00 137,553.91 NO PPP 412445574 226.01 226.01 8/1/2007 30,084.00 29,966.91 P 8.25 FULL -- 151,000.00 150,423.00 29,986.76 NO PPP 412445577 247.07 247.07 7/1/2007 24,477.00 24,431.51 P 11.75 NINA -- 168,000.00 163,186.00 24,446.97 NO PPP 412452914 596.25 596.19 7/1/2007 108,000.00 107,984.87 P 6.625 STATED -- 135,000.00 135,000.00 107,984.88 CA STYLE 412452950 997.95 997.95 7/1/2007 150,000.00 149,251.46 P 7 LITE -- 155,000.00 150,000.00 149,503.88 NO PPP 412447823 1,972.06 1,972.06 7/1/2007 312,000.00 310,284.56 P 6.5 NINA ALTA 390,000.00 390,000.00 310,862.56 CA STYLE 412447824 809.84 809.84 7/1/2007 78,000.00 77,866.38 P 12.125 STATED ALTA 390,000.00 390,000.00 77,911.82 NO PPP 412449537 642.6 642.6 8/1/2007 85,000.00 84,882.26 CO 8.8 STATED A- 120,000.00 NA 84,902.24 CA STYLE 412449542 860.94 860.94 8/1/2007 138,000.00 137,222.86 P 6.375 LITE -- 171,000.00 163,905.00 137,354.11 NO PPP 412446755 701.9 701.9 7/1/2007 82,400.00 82,076.26 CO 9.65 LITE B 103,000.00 NA 82,159.00 NO PPP 412446962 1,495.16 1,495.16 7/1/2007 207,200.00 206,011.17 P 7.825 FULL AA 260,000.00 259,000.00 206,311.82 CA STYLE 412451879 814.39 814.39 7/1/2007 92,800.00 92,360.02 CO 10 STATED A- 116,000.00 NA 92,448.36 NO PPP 412447075 1,355.65 1,355.65 7/1/2007 170,000.00 169,221.47 CO 8.9 LITE AA 248,000.00 NA 169,420.44 1% 412446875 2,522.61 2,522.61 7/1/2007 384,000.00 381,366.76 RT 6.875 NINA AAA 483,000.00 NA 382,036.39 CA STYLE 412447119 518.05 518.05 8/1/2007 68,000.00 67,655.25 CO 8.4 FULL AAA 85,000.00 NA 67,699.40 CA STYLE 412447080 565.67 565.67 7/1/2007 79,920.00 79,446.83 P 7.625 RED AAA 104,000.00 99,900.00 79,567.38 CA STYLE 412446989 1,080.00 1,080.00 7/1/2007 144,000.00 144,000.00 CO 9 STATED AA 152,000.00 NA 144,000.00 CA STYLE 412447107 2,840.11 2,840.11 7/1/2007 325,000.00 323,803.14 CO 9.95 LITE C 500,000.00 NA 324,109.81 NO PPP 412447124 2,821.77 2,821.77 7/1/2007 340,000.00 338,528.95 CO 9.35 LITE AA 370,000.00 NA 338,892.82 CA STYLE 412447032 813.97 813.97 7/1/2007 112,800.00 112,158.13 P 7.825 FULL AAA 141,000.00 141,000.00 112,321.74 CA STYLE 412446442 1,264.26 1,264.26 7/1/2007 152,000.00 150,889.46 RT 9.375 RED AAA 198,000.00 NA 151,058.35 CA STYLE 412451998 1,249.99 1,249.99 7/1/2007 156,750.00 156,032.14 RT 8.9 LITE AA 165,000.00 NA 156,215.60 1% 412451917 1,163.58 1,163.58 8/1/2007 128,250.00 127,699.66 CO 10.4 LITE AA 135,000.00 NA 127,756.02 NO PPP 412447033 689.64 689.64 7/1/2007 78,850.00 78,560.21 CO 9.96 LITE AA 83,000.00 NA 78,634.46 NO PPP 412446639 1,001.11 1,001.11 7/1/2007 118,800.00 118,321.80 P 9.525 STATED AA 132,000.00 132,000.00 118,444.20 CA STYLE 412447116 1,489.99 1,489.99 7/1/2007 210,000.00 208,747.46 CO 7.65 LITE AA 282,000.00 NA 209,062.89 2% 412447081 491.48 491.48 7/1/2007 50,800.00 50,655.29 CO 11.2 LITE A- 63,500.00 NA 50,692.17 NO PPP 412446552 2,210.00 2,210.00 7/1/2007 272,000.00 272,000.00 RT 9.75 LITE AA 320,000.00 NA 272,000.00 NO PPP 412446945 1,391.86 1,391.86 7/1/2007 147,250.00 145,590.91 RT 9.7 RED A+ 155,000.00 NA 146,015.75 CA STYLE 412452041 806.26 806.26 7/1/2007 112,000.00 111,359.49 CO 7.8 STATED AA 140,000.00 NA 111,522.74 NO PPP 412446928 1,389.32 1,389.32 7/1/2007 188,000.00 186,982.39 P 8.075 FULL AA 235,000.00 235,000.00 187,241.94 NO PPP 412446977 3,169.85 3,169.85 7/1/2007 398,400.00 396,566.26 P 8.875 LITE AAA 565,000.00 498,000.00 397,034.88 NO PPP 412451878 499.02 499.02 7/1/2007 54,000.00 53,827.58 P 10.625 LITE AA 60,000.00 60,000.00 53,871.83 CA STYLE 412447098 1,205.42 1,205.42 8/1/2007 125,000.00 121,464.48 RT 8.15 LITE AA 133,000.00 NA 121,842.39 CA STYLE 412446997 530.35 530.35 7/1/2007 56,700.00 56,524.73 P 10.775 LITE AA 65,000.00 63,000.00 56,569.73 1% 412447092 1,280.13 1,280.13 7/1/2007 143,450.00 142,948.85 CO 10.2 LITE AA 151,000.00 NA 143,077.34 NO PPP 412451999 2,337.90 2,337.90 7/1/2007 294,500.00 293,137.52 CO 8.85 LITE A+ 310,000.00 NA 293,485.69 5% 412447106 1,592.95 1,592.95 7/1/2007 180,000.00 179,357.71 CO 10.1 LITE AA 200,000.00 NA 179,522.34 CA STYLE 412451459 1,087.61 1,087.61 7/1/2007 150,000.00 149,154.91 CO 7.875 LITE AA 200,000.00 NA 149,370.35 54321 412451984 595.91 595.91 7/1/2007 66,500.00 66,202.35 P 10.25 RED AA 70,000.00 70,000.00 66,262.44 CA STYLE 412446582 2,213.34 2,213.34 7/1/2007 240,000.00 239,129.63 CO 10.6 LITE A+ 306,000.00 NA 239,329.04 CA STYLE 412447063 963.98 963.98 7/1/2007 106,250.00 105,894.17 CO 10.4 LITE A- 125,000.00 NA 105,985.44 NO PPP 412447145 1,051.45 1,051.45 7/1/2007 116,850.00 116,450.25 P 10.3 RED AA 123,000.00 123,000.00 116,552.77 CA STYLE 412447070 1,202.67 1,202.67 7/1/2007 176,000.00 175,999.99 RT 8.2 FULL A+ 220,000.00 NA 176,000.00 NO PPP 412446475 1,638.90 1,638.90 7/1/2007 208,800.00 207,809.06 CO 8.725 RED AAA 261,000.00 NA 208,062.21 CA STYLE 412452034 1,785.81 1,785.81 7/1/2007 240,108.00 240,107.96 P 8.925 STATED AA 332,500.00 300,135.00 240,107.97 NO PPP 412447077 884.41 884.41 7/1/2007 90,000.00 89,756.75 P 11.4 FULL AA 100,000.00 100,000.00 89,819.30 CA STYLE 412446940 1,545.44 1,545.44 7/1/2007 196,000.00 195,079.17 P 8.775 LITE AA 265,000.00 245,000.00 195,314.43 CA STYLE 412446551 2,052.29 2,052.29 7/1/2007 274,400.00 274,399.96 P 8.975 LITE AAA 343,000.00 343,000.00 274,399.97 NO PPP 412446902 1,587.67 1,587.67 7/1/2007 188,000.00 187,247.26 CO 9.55 LITE A- 218,000.00 NA 187,439.94 NO PPP 412451925 510.71 510.71 7/1/2007 54,000.00 53,833.51 RT 10.913 LITE AAA 57,500.00 NA 53,875.22 CA STYLE 412446866 695.07 695.07 7/1/2007 102,500.00 101,838.86 CO 7.19 FULL AAA 130,000.00 NA 102,007.12 NO PPP 412446782 1,308.01 1,308.01 8/1/2007 185,250.00 184,147.72 P 7.6 FULL AA 225,000.00 195,000.00 184,288.57 CA STYLE 412446935 990.21 990.21 7/1/2007 117,000.00 116,432.55 P 9.575 LITE AA 130,000.00 130,000.00 116,553.45 CA STYLE 412446623 1,680.76 1,680.76 7/1/2007 182,250.00 181,665.09 CO 10.6 FULL C 243,000.00 NA 181,815.20 NO PPP 412451946 531.96 531.96 7/1/2007 52,500.00 52,369.91 CO 11.8 LITE A+ 70,000.00 NA 52,403.39 1% 412447071 740.8 740.8 7/1/2007 92,150.00 91,735.72 CO 8.99 FULL A+ 97,000.00 NA 91,841.62 NO PPP 412447109 643.07 643.07 8/1/2007 70,300.00 69,771.17 P 10.5 RED AA 75,000.00 74,000.00 69,803.46 CA STYLE 412446777 408.22 408.22 7/1/2007 37,700.00 37,613.34 P 12.7 LITE AA 220,000.00 188,600.00 37,633.31 CA STYLE 412446545 1,537.15 1,537.15 7/1/2007 150,000.00 149,593.48 P 11.95 LITE AAA 840,000.00 750,000.00 149,686.98 NO PPP 412447236 1,224.16 1,224.16 7/1/2007 115,540.00 115,289.09 P 12.4 LITE AA 577,700.00 577,700.00 115,353.76 NO PPP 412446351 910.71 910.71 7/1/2007 106,000.00 105,438.73 CO 9.75 LITE AA 150,000.00 NA 105,545.47 NO PPP 412446570 2,342.76 2,342.76 7/1/2007 331,800.00 329,571.90 CO 7.6 LITE AA 395,000.00 NA 330,078.03 CA STYLE 412446455 4,556.44 4,556.44 7/1/2007 580,500.00 577,389.12 RT 8.725 LITE AA 645,000.00 NA 578,098.06 NO PPP 412446578 1,095.94 1,095.94 7/1/2007 116,000.00 115,605.23 P 10.9 LITE AA 118,000.00 116,000.00 115,695.71 1% 412446288 2,890.34 2,890.31 7/1/2007 464,000.00 463,995.67 P 7.475 LITE AAA 580,000.00 580,000.00 463,995.68 CA STYLE 412446417 857.1 857.1 7/1/2007 107,000.00 106,451.87 CO 8.95 LITE A+ 126,000.00 NA 106,576.76 CA STYLE 412446379 1,446.67 1,446.67 7/1/2007 280,000.00 279,999.99 RT 6.2 STATED AAA 295,000.00 NA 280,000.00 CA STYLE 412446695 599.76 599.76 7/1/2007 65,700.00 65,455.31 P 10.475 LITE AA 80,000.00 73,000.00 65,511.35 CA STYLE 412446670 1,181.69 1,181.69 8/1/2007 183,600.00 182,123.73 CO 6.675 STATED AA 216,000.00 NA 182,291.42 2 MO INT 412446867 1,969.30 1,969.30 8/1/2007 297,500.00 295,489.37 CO 6.95 NINA AA 360,000.00 NA 295,745.81 2 MO INT 412446180 2,832.38 2,831.32 7/1/2007 373,500.00 373,361.12 CO 9.1 LITE AA 415,000.00 NA 373,361.12 NO PPP 412446813 1,531.74 1,531.74 7/1/2007 192,950.00 191,942.03 CO 8.85 LITE AA 227,000.00 NA 192,171.82 NO PPP 412446756 636.29 636.29 7/1/2007 76,500.00 76,141.22 P 9.375 LITE AA 85,000.00 85,000.00 76,223.13 NO PPP 412446920 631.68 631.68 7/1/2007 70,200.00 69,959.84 P 10.3 RED AA 78,000.00 78,000.00 70,021.43 1% 412451311 697.04 695.35 8/1/2007 119,920.00 119,522.57 P 6.975 STATED AA 151,000.00 149,900.00 119,523.19 CA STYLE 412446233 2,645.50 2,645.50 7/1/2007 407,000.00 407,000.00 CO 7.8 LITE AA 430,000.00 NA 407,000.00 3 MO INT 412451318 3,989.69 3,989.68 7/1/2007 556,700.00 556,699.97 CO 8.6 LITE AA 586,000.00 NA 556,699.96 CA STYLE 412451470 705.73 705.73 7/1/2007 93,500.00 92,953.88 RT 8.3 LITE AAA 126,000.00 NA 93,078.19 1% 412451296 1,910.45 1,910.45 7/1/2007 276,250.00 275,422.70 CO 7.95 FULL B 325,000.00 NA 275,592.56 CA STYLE 412446451 670.17 670.17 7/1/2007 79,700.00 79,335.72 P 9.5 LITE AA 83,895.00 83,895.00 79,418.92 1% 412446201 2,866.88 2,866.88 7/1/2007 495,000.00 494,999.99 CO 6.95 FULL AA 550,000.00 NA 495,000.00 CA STYLE 412451286 856.9 853.1 7/1/2007 180,400.00 179,555.45 RT 5.7 FULL AAA 205,000.00 NA 179,555.87 CA STYLE 412446316 825.53 825.53 7/1/2007 90,990.00 90,605.76 P 10.4 RED AA 101,100.00 101,100.00 90,685.28 CA STYLE 412446226 826.64 826.64 7/1/2007 90,000.00 89,469.64 CO 10.55 LITE B 120,000.00 NA 89,548.70 CA STYLE 412446503 421.32 421.32 7/1/2007 61,000.00 60,571.75 CO 7.375 FULL AAA 120,000.00 NA 60,668.97 CA STYLE 412446692 2,707.84 2,707.84 7/1/2007 398,700.00 398,699.99 CO 8.15 FULL AA 443,000.00 NA 398,700.00 NO PPP 412451289 494.26 494.26 7/1/2007 59,424.00 59,110.35 P 9.375 LITE AA 74,280.00 74,280.00 59,174.52 2% 412451555 1,571.70 1,571.70 7/1/2007 193,600.00 192,639.13 CO 9.1 LITE B 242,000.00 NA 192,858.34 NO PPP 412446302 2,431.42 2,431.42 7/1/2007 316,000.00 315,296.63 P 8.975 LITE AAA 396,000.00 395,000.00 315,441.53 NO PPP 412446317 3,461.50 3,461.50 7/1/2007 572,000.00 569,619.31 RT 6.775 RED AA 715,000.00 NA 570,106.23 CA STYLE 412451431 457.11 457.11 7/1/2007 60,000.00 59,588.66 CO 8.4 FULL B 75,000.00 NA 59,667.81 CA STYLE 412446295 2,989.18 2,989.18 8/1/2007 399,000.00 398,999.11 CO 8.99 LITE AA 420,000.00 NA 398,999.12 CA STYLE 412446259 416.74 416.74 7/1/2007 50,000.00 49,897.28 CO 9.8 FULL A+ 59,000.00 NA 49,915.55 NO PPP 412446577 407.23 407.23 7/1/2007 52,000.00 51,508.77 CO 8.7 LITE C 80,000.00 NA 51,575.62 CA STYLE 412446457 505.99 505.99 7/1/2007 56,000.00 55,622.97 RT 10.35 LITE B 80,000.00 NA 55,674.78 1% 412446362 1,012.07 1,012.07 7/1/2007 139,500.00 139,132.88 CO 8.4 STATED AA 155,000.00 NA 139,208.37 NO PPP 412451554 917.02 917.02 7/1/2007 115,515.00 114,864.32 P 8.85 RED AA 138,000.00 135,900.00 115,002.58 1% 412445763 2,342.82 2,342.72 7/1/2007 367,500.00 367,484.95 CO 7.65 STATED AA 525,000.00 NA 367,484.96 CA STYLE 412446304 563.13 563.13 8/1/2007 70,300.00 69,898.56 P 8.95 LITE AA 74,000.00 74,000.00 69,940.05 1% 412446378 1,298.42 1,298.42 7/1/2007 160,650.00 159,751.40 CO 9.05 LITE A+ 189,000.00 NA 159,936.56 NO PPP 412451498 2,379.43 2,379.43 7/1/2007 270,000.00 268,900.05 CO 10.05 FULL C 360,000.00 NA 269,151.67 NO PPP 412446587 727.35 727.35 7/1/2007 89,000.00 88,565.04 CO 9.175 NINA AAA 150,000.00 NA 88,664.29 NO PPP 412446326 935.37 935.37 7/1/2007 100,000.00 99,609.96 CO 10.775 LITE A+ 125,000.00 NA 99,690.78 NO PPP 412446717 849.14 849.14 7/1/2007 112,500.00 111,842.00 CO 8.3 FULL AA 125,000.00 NA 111,991.58 CA STYLE 412446648 867.15 867.15 8/1/2007 112,000.00 111,381.18 P 8.575 FULL AAA 151,000.00 140,000.00 111,451.91 CA STYLE 412446521 2,177.28 2,177.28 7/1/2007 327,000.00 326,999.97 CO 7.99 STATED AA 345,000.00 NA 326,999.98 CA STYLE 412446515 3,125.50 3,124.40 7/1/2007 456,000.00 455,839.40 P 8.225 FULL AA 570,000.00 570,000.00 455,839.40 CA STYLE 412446280 4,284.28 4,284.28 7/1/2007 617,500.00 615,020.78 CO 7.98 LITE A+ 650,000.00 NA 615,405.72 NO PPP 412446306 2,301.68 2,301.68 7/1/2007 267,900.00 266,603.38 P 9.75 FULL AA 285,000.00 282,000.00 266,871.17 NO PPP 412446305 2,644.48 2,644.48 7/1/2007 307,800.00 306,310.31 P 9.75 FULL AA 324,000.00 324,000.00 306,617.97 NO PPP 412446531 641.98 641.98 7/1/2007 63,000.00 62,826.35 P 11.875 LITE AA 70,000.00 70,000.00 62,866.28 CA STYLE 412446385 445.83 445.83 7/1/2007 62,100.00 61,931.78 CO 8.3 LITE AA 69,000.00 NA 61,966.36 CA STYLE 412451119 823.95 823.95 7/1/2007 85,500.00 85,192.23 CO 11.15 STATED AA 95,000.00 NA 85,256.08 1% 412451786 4,005.10 4,005.10 7/1/2007 535,500.00 535,499.93 CO 8.975 LITE AA 595,000.00 NA 535,499.94 NO PPP 412451421 645.37 645.37 7/1/2007 67,500.00 67,251.81 CO 11.05 STATED B 90,000.00 NA 67,303.28 NO PPP 412446500 408.6 408.6 7/1/2007 42,400.00 42,263.24 CO 11.15 LITE AA 212,000.00 NA 42,294.61 NO PPP 412446660 456.95 456.95 7/1/2007 46,500.00 46,357.88 CO 11.4 FULL AAA 310,000.00 NA 46,390.51 NO PPP 412446511 216.83 216.83 7/1/2007 22,500.00 22,427.43 CO 11.15 FULL AAA 150,000.00 NA 22,444.08 NO PPP 412446087 824.59 824.59 7/1/2007 87,980.00 87,599.42 P 10.8 LITE AAA 440,000.00 439,900.00 87,670.84 NO PPP 412446095 559.91 559.91 8/1/2007 59,740.00 59,445.79 P 10.8 LITE AAA 300,000.00 298,700.00 59,470.47 NO PPP 412446195 243.76 243.76 8/1/2007 25,800.00 25,699.44 CO 10.9 FULL AAA 185,000.00 NA 25,709.67 CA STYLE 412446130 786.16 786.16 7/1/2007 75,300.00 75,061.40 P 12.2 LITE AA 377,000.00 376,723.00 75,106.78 CA STYLE 412446327 324.29 324.29 7/1/2007 34,600.00 34,445.53 P 10.8 FULL AAA 235,000.00 230,990.00 34,473.71 CA STYLE 412446439 240.12 240.12 7/1/2007 26,250.00 26,141.47 CO 10.5 FULL AAA 175,000.00 NA 26,163.94 CA STYLE 412446239 400.21 400.21 8/1/2007 42,700.00 42,516.90 P 10.8 LITE AAA 213,500.00 213,500.00 42,534.30 CA STYLE 412446132 396.93 396.93 7/1/2007 46,200.00 45,404.18 CO 9.75 FULL AAA 231,000.00 NA 45,459.55 NO PPP 412446710 155.31 155.31 7/1/2007 18,000.00 17,922.71 P 9.8 FULL AAA 99,000.00 90,000.00 17,940.38 NO PPP 412446264 222.07 222.07 7/1/2007 22,000.00 21,925.74 CO 11.75 LITE AA 110,000.00 NA 21,940.29 CA STYLE 412446373 490.74 490.74 7/1/2007 54,384.00 54,126.68 P 10.334 FULL AAA 363,000.00 362,560.00 54,175.29 NO PPP 412446856 929.02 929.02 7/1/2007 89,980.00 89,741.33 P 12.05 LITE AAA 455,000.00 449,900.00 89,796.24 2% 412446725 210.54 210.54 7/1/2007 24,400.00 24,295.15 P 9.8 LITE AAA 123,000.00 122,000.00 24,319.12 NO PPP 412451609 276.22 276.22 7/1/2007 28,000.00 27,915.36 P 11.45 FULL AA 140,000.00 140,000.00 27,934.80 CA STYLE 412446568 249.49 249.49 7/1/2007 25,000.00 24,913.85 CO 11.6 FULL AA 125,000.00 NA 24,930.91 NO PPP 412446301 806.53 806.53 7/1/2007 79,000.00 78,758.29 P 11.9 LITE AAA 396,000.00 395,000.00 78,808.56 NO PPP 412446507 304.83 304.83 7/1/2007 30,900.00 30,806.56 CO 11.45 FULL AAA 206,000.00 NA 30,828.02 NO PPP 412446529 255.1 255.1 7/1/2007 27,217.50 27,122.86 P 10.8 FULL AAA 185,000.00 181,450.00 27,144.56 2 MO INT 412446374 1,498.50 1,498.50 7/1/2007 143,000.00 142,594.65 CO 12.25 RED AA 715,000.00 NA 142,679.05 NO PPP 412446456 1,345.14 1,345.14 7/1/2007 129,800.00 129,419.84 P 12.1 LITE AA 649,000.00 649,000.00 129,498.95 CA STYLE 412446436 441.69 441.69 8/1/2007 47,700.00 47,499.41 P 10.65 FULL AAA 477,000.00 477,000.00 47,519.37 NO PPP 412446296 771.39 771.39 7/1/2007 81,000.00 80,695.05 CO 11 LITE AA 405,000.00 NA 80,757.56 CA STYLE 412446011 959.89 959.89 7/1/2007 100,000.00 99,636.22 P 11.1 LITE AAA 515,000.00 500,000.00 99,711.68 CA STYLE 412446526 1,076.75 1,076.75 7/1/2007 110,000.00 109,660.37 CO 11.35 LITE AA 550,000.00 NA 109,738.35 NO PPP 412451748 1,101.89 1,101.89 7/1/2007 104,000.00 103,744.61 CO 12.4 LITE AA 520,000.00 NA 103,803.42 CA STYLE 412446879 237 237 7/1/2007 21,500.00 21,453.21 P 12.95 LITE AA 132,000.00 107,500.00 21,464.00 NO PPP 412446466 216.44 216.44 7/1/2007 23,000.00 22,652.97 CO 10.85 FULL AAA 115,000.00 NA 22,675.90 CA STYLE 412446651 362.82 362.82 8/1/2007 38,250.00 38,121.09 P 10.95 FULL AAA 255,000.00 255,000.00 38,135.92 NO PPP 412452661 1,929.60 1,929.60 7/1/2007 335,200.00 333,009.31 P 5.625 FULL -- 430,000.00 419,000.00 333,741.40 NO PPP 412449281 588.21 588.21 7/1/2007 71,500.00 71,234.47 P 9.25 LITE -- 77,000.00 71,500.00 71,311.80 NO PPP 412449289 81.5 81.5 7/1/2007 10,600.00 10,554.12 CO 8.5 FULL -- 143,000.00 NA 10,567.46 NO PPP 412449510 674.13 674.13 7/1/2007 108,480.00 108,228.38 P 7 RED -- 149,000.00 135,600.00 108,313.23 NO PPP 412452805 1,457.01 1,457.01 7/1/2007 219,000.00 217,907.11 CO 7 FULL -- 290,000.00 NA 218,275.65 NO PPP 412449492 940 940 7/1/2007 192,000.00 192,000.00 RT 5.875 STATED AAA 240,000.00 NA 192,000.00 CA STYLE 412449493 355.56 355.56 7/1/2007 48,000.00 47,807.42 RT 8.1 STATED AAA 240,000.00 NA 47,872.48 NO PPP 412449726 2,722.37 2,722.37 7/1/2007 380,000.00 377,921.89 CO 7.75 STATED -- 475,000.00 NA 378,479.73 NO PPP 412447356 1,738.13 1,738.13 8/1/2007 309,000.00 309,000.00 CO 6.75 NINA ALTA 412,000.00 NA 309,000.00 CA STYLE 412447599 781.34 781.34 7/1/2007 130,320.00 129,474.95 P 6 STATED ALTA 163,000.00 162,900.00 129,740.88 CA STYLE 412447600 279.92 279.92 7/1/2007 32,580.00 32,425.16 P 9.75 STATED ALTA 163,000.00 162,900.00 32,457.69 NO PPP 412447703 546.11 546.11 8/1/2007 86,400.00 85,924.94 P 6.5 FULL ALTA 115,000.00 108,000.00 86,005.19 CA STYLE 412447704 185.58 185.58 8/1/2007 21,600.00 21,538.28 P 9.75 FULL ALTA 115,000.00 108,000.00 21,548.78 NO PPP 412447318 2,023.35 2,023.35 7/1/2007 308,000.00 306,157.20 CO 6.875 STATED ALTA 385,000.00 NA 306,691.25 CA STYLE 412449106 903.23 903.23 8/1/2007 142,900.00 142,114.29 P 6.5 FULL -- 150,000.00 142,900.00 142,247.02 NO PPP 412449331 1,086.85 1,086.85 7/1/2007 136,600.00 136,131.91 CO 8.875 STATED -- 683,000.00 NA 136,290.23 NO PPP 412452840 3,177.08 3,177.08 7/1/2007 500,000.00 500,000.01 CO 7.625 FULL -- 630,000.00 NA 500,000.00 NO PPP 412452841 456.79 456.79 8/1/2007 63,000.00 62,735.59 CO 7.875 FULL -- 630,000.00 NA 62,780.38 NO PPP 412449345 601.88 601.88 7/1/2007 107,000.00 106,999.99 CO 6.75 NINA -- 465,000.00 NA 107,000.00 NO PPP 412449538 152.26 152.26 8/1/2007 21,000.00 20,911.88 P 7.875 FULL -- 230,000.00 230,000.00 20,926.81 NO PPP 412447751 851.66 851.66 7/1/2007 86,000.00 85,801.93 RT 11.5 STATED ALTA 575,000.00 NA 85,859.88 NO PPP 412447752 2,491.67 2,491.67 7/1/2007 460,000.00 459,999.99 RT 6.5 STATED ALTA 575,000.00 NA 460,000.00 CA STYLE 412448146 1,828.75 1,828.75 7/1/2007 313,500.00 313,289.20 RT 7 FULL ALTA 330,000.00 NA 313,289.20 1% 412447956 1,439.19 1,439.19 7/1/2007 216,320.00 215,240.43 RT 7 STATED ALTA 270,400.00 NA 215,604.48 NO PPP 412448055 822.9 822.9 7/1/2007 80,000.00 79,859.12 P 12 STATED ALTA 425,000.00 400,000.00 79,907.02 NO PPP 412448056 1,700.00 1,700.00 7/1/2007 320,000.00 320,000.00 P 6.375 STATED ALTA 425,000.00 400,000.00 320,000.00 CA STYLE 412447957 469.61 469.61 7/1/2007 54,080.00 53,929.47 RT 9.875 STATED ALTA 270,400.00 NA 53,980.47 NO PPP 412447888 2,437.50 2,437.50 7/1/2007 450,000.00 450,000.00 CO 6.5 NINA ALTA 660,000.00 NA 450,000.00 NO PPP 412449728 2,993.86 2,993.86 7/1/2007 450,000.00 447,754.31 CO 7 FULL -- 3,000,000.00 NA 448,511.60 NO PPP 412445500 629.42 629.41 7/1/2007 116,200.00 116,192.74 P 6.5 FULL -- 166,000.00 145,300.00 116,192.75 NO PPP 412445518 851.79 851.79 7/1/2007 131,328.00 130,639.96 P 6.75 RED -- 167,000.00 164,161.00 130,871.88 NO PPP 412449065 796.78 796.78 8/1/2007 141,650.00 141,649.86 P 6.75 LITE -- 178,000.00 177,071.00 141,649.86 NO PPP 412449382 669.17 669.17 7/1/2007 116,800.00 116,799.99 P 6.875 STATED -- 150,000.00 146,000.00 116,800.00 CA STYLE 412449383 224.52 224.52 7/1/2007 29,200.00 29,091.97 P 8.5 STATED -- 150,000.00 146,000.00 29,128.49 NO PPP 412449447 3,806.25 3,805.79 7/1/2007 630,000.00 629,923.88 P 7.25 STATED -- 700,000.00 700,000.00 629,923.88 NO PPP 412447851 1,593.75 1,593.46 7/1/2007 300,000.00 299,946.20 CO 6.375 NINA ALTA 540,000.00 NA 299,946.19 CA STYLE 412447597 211.25 211.25 7/1/2007 25,678.00 25,595.96 P 9.25 FULL ALTA 133,000.00 128,390.00 25,623.54 NO PPP 412452836 3,330.00 3,330.00 7/1/2007 592,000.00 592,000.00 P 6.75 STATED -- 750,000.00 740,000.00 592,000.00 NO PPP 412449343 585.99 585.99 7/1/2007 78,000.00 77,696.38 RT 8.25 FULL -- 810,000.00 NA 77,798.98 NO PPP 412449397 255.38 255.38 8/1/2007 33,600.00 33,472.51 P 8.375 FULL -- 168,000.00 168,000.00 33,494.13 NO PPP 412449708 244.28 244.28 7/1/2007 32,900.00 32,768.67 CO 8.125 STATED -- 245,000.00 NA 32,813.04 NO PPP 412449721 3,286.67 3,286.58 7/1/2007 544,000.00 543,984.99 P 7.25 STATED -- 695,000.00 680,000.00 543,985.00 NO PPP 412449722 795.64 795.64 7/1/2007 100,000.00 99,657.38 P 8.875 STATED -- 695,000.00 680,000.00 99,773.27 NO PPP 412445587 1,118.18 1,118.18 8/1/2007 172,400.00 171,496.81 P 6.75 NINA -- 220,000.00 215,531.00 171,649.46 NO PPP 412449370 941.78 941.78 7/1/2007 149,000.00 147,898.89 CO 6.5 FULL -- 187,000.00 NA 148,177.94 NO PPP 412449381 622.83 622.83 7/1/2007 85,900.00 85,539.47 P 7.875 FULL -- 430,000.00 429,500.00 85,661.22 NO PPP 412449388 166.33 166.33 8/1/2007 25,000.00 24,764.08 P 7 FULL -- 235,000.00 235,000.00 24,785.83 NO PPP 412449602 543.01 543.01 8/1/2007 79,600.00 79,157.38 CO 7.25 FULL -- 99,500.00 NA 79,221.76 NO PPP 412449605 241.71 241.71 8/1/2007 19,900.00 19,360.66 CO 14.375 FULL -- 99,500.00 NA 19,370.33 NO PPP 412449618 635.91 635.91 7/1/2007 73,000.00 71,107.27 P 6.5 LITE -- 78,000.00 78,000.00 71,604.72 NO PPP 412449643 1,014.08 1,014.08 7/1/2007 115,500.00 113,157.94 CO 6.625 FULL -- 185,000.00 NA 113,930.25 NO PPP 412449772 1,932.14 1,932.14 7/1/2007 301,750.00 300,130.41 CO 6.625 FULL -- 355,000.00 NA 300,676.23 NO PPP 412445579 183.31 183.31 7/1/2007 23,840.00 23,751.79 P 8.5 FULL -- 160,000.00 158,936.00 23,781.61 NO PPP 412445590 289.24 289.24 7/1/2007 36,766.00 36,636.74 P 8.75 STATED -- 210,000.00 183,834.00 36,680.46 NO PPP 412449104 1,208.54 1,208.54 7/1/2007 188,742.00 187,723.18 P 6.625 FULL -- 189,000.00 188,742.00 188,064.65 NO PPP 412449263 1,065.63 1,065.59 7/1/2007 165,000.00 164,989.21 P 7.75 STATED -- 186,000.00 165,000.00 164,989.22 NO PPP 412449286 487.16 487.16 8/1/2007 68,000.00 67,707.35 CO 7.75 STATED -- 85,000.00 NA 67,756.91 NO PPP 412449301 563.65 563.65 7/1/2007 89,175.00 88,684.68 P 6.5 FULL -- 128,000.00 118,900.00 88,849.89 NO PPP 412449304 233.85 233.85 7/1/2007 29,725.00 29,620.47 P 8.75 FULL -- 128,000.00 118,900.00 29,655.82 NO PPP 412452873 425.93 425.93 7/1/2007 65,950.00 65,949.99 P 7.75 STATED -- 86,600.00 82,460.00 65,950.00 NO PPP 412449399 2,049.57 2,049.57 7/1/2007 316,000.00 314,344.45 P 6.75 NINA -- 395,000.00 395,000.00 314,902.50 NO PPP 412447464 2,443.75 2,443.75 7/1/2007 460,000.00 460,000.00 P 6.375 NINA ALTA 575,000.00 575,000.00 460,000.00 CA STYLE 412447466 1,205.09 1,205.09 7/1/2007 115,000.00 114,808.38 P 12.25 STATED ALTA 575,000.00 575,000.00 114,873.56 NO PPP 412447882 1,121.90 1,118.43 8/1/2007 176,560.00 176,014.89 P 7.625 NINA ALTA 225,000.00 220,700.00 176,014.89 NO PPP 412447883 441.33 441.33 8/1/2007 44,140.00 44,054.94 P 11.625 STATED ALTA 225,000.00 220,700.00 44,069.35 NO PPP 412448231 1,932.30 1,932.29 7/1/2007 350,000.00 349,999.30 CO 6.625 STATED ALTA 420,000.00 NA 349,999.30 CA STYLE 412452440 2,018.75 2,018.75 7/1/2007 380,000.00 380,000.00 P 6.375 STATED ALTA 480,000.00 475,000.00 380,000.00 NO PPP 412452441 904.71 904.71 7/1/2007 95,000.00 94,792.02 P 11 STATED ALTA 480,000.00 475,000.00 94,862.61 NO PPP 412450568 497.63 497.63 8/1/2007 83,000.00 80,978.25 P 6 FULL -- 183,000.00 181,271.00 81,070.53 NO PPP 412452959 1,057.24 1,057.24 7/1/2007 174,000.00 172,972.26 P 6.125 RED -- 240,000.00 232,000.00 173,318.33 NO PPP 412452960 456.29 456.29 7/1/2007 58,000.00 57,796.07 P 8.75 FULL -- 240,000.00 232,000.00 57,865.04 NO PPP 412446418 2,117.16 2,117.16 7/1/2007 252,240.00 251,854.57 CO 9.875 FULL A- 315,300.00 NA 251,942.69 NO PPP 412447125 2,934.07 2,934.07 7/1/2007 460,000.00 458,827.58 P 7.225 LITE AAA 575,000.00 575,000.00 459,167.60 CA STYLE 412450606 2,175.67 2,175.67 7/1/2007 428,000.00 427,999.99 RT 6.1 STATED A+ 535,000.00 NA 428,000.00 NO PPP 412445647 725.5 725.5 7/1/2007 100,000.00 99,242.40 CO 8.4 LITE AA 112,000.00 NA 99,303.37 NO PPP 412445653 1,301.51 1,301.51 7/1/2007 170,000.00 169,202.42 CO 8.925 STATED AA 200,000.00 NA 169,287.60 NO PPP 412449223 1,277.50 1,277.50 7/1/2007 208,000.00 206,277.81 P 6.9 LITE AA 260,500.00 260,000.00 206,459.05 CA STYLE 412449209 1,624.02 1,624.02 7/1/2007 200,000.00 199,211.85 P 9.525 FULL AA 364,000.00 325,000.00 199,296.39 CA STYLE 412449193 595.76 595.76 7/1/2007 90,000.00 88,424.90 P 6.95 LITE AA 113,000.00 112,500.00 88,590.72 NO PPP 412449004 1,093.76 1,093.76 7/1/2007 184,900.00 182,575.84 P 5.875 FULL -- 185,000.00 184,900.00 182,972.72 NO PPP 412445697 1,183.13 1,183.13 7/1/2007 156,750.00 155,300.78 CO 8.3 FULL AA 165,000.00 NA 155,516.47 2% 412445679 1,917.60 1,917.60 7/1/2007 288,000.00 288,000.00 P 7.99 STATED AA 363,000.00 360,000.00 288,000.00 2 MO INT 412449180 1,225.24 1,225.24 7/1/2007 177,650.00 177,057.82 P 7.925 FULL AA 223,000.00 222,063.00 177,168.56 CA STYLE 412449181 383.2 383.2 7/1/2007 44,412.00 44,177.04 P 9.8 FULL AA 223,000.00 222,063.00 44,221.34 NO PPP 412445502 1,122.42 1,122.42 7/1/2007 158,580.00 157,276.57 P 7.625 FULL AA 200,000.00 198,229.00 157,520.36 CA STYLE 412449087 1,835.25 1,835.25 7/1/2007 231,704.00 230,205.85 P 8.825 RED AAA 290,000.00 289,631.00 230,487.30 CA STYLE 412448995 809.54 809.54 7/1/2007 141,300.00 141,299.91 P 6.875 FULL -- 187,000.00 176,652.00 141,299.93 NO PPP 412450519 854.07 854.07 7/1/2007 119,172.00 119,128.05 P 8.6 FULL A 149,000.00 148,966.00 119,128.68 CA STYLE 412452712 1,165.60 1,165.60 7/1/2007 150,400.00 150,400.00 P 9.3 FULL A 190,000.00 188,000.00 150,400.00 CA STYLE 412445847 2,694.60 2,694.60 7/1/2007 297,000.00 295,348.00 CO 10.4 RED AA 330,000.00 NA 295,614.37 NO PPP 412445948 628.01 628.01 7/1/2007 78,400.00 77,853.67 P 8.95 STATED AA 101,000.00 98,000.00 77,947.32 CA STYLE 412445993 561.26 561.26 7/1/2007 64,600.00 64,470.41 P 10.25 LITE AA 76,000.00 76,000.00 64,491.29 2% 412445805 565.74 565.74 7/1/2007 60,000.00 59,698.06 P 10.875 RED AA 83,000.00 75,000.00 59,746.85 CA STYLE 412445748 1,209.02 1,209.02 7/1/2007 163,224.00 162,582.80 P 8.6 LITE AAA 204,030.00 204,030.00 162,669.55 CA STYLE 412445934 1,170.57 1,170.57 7/1/2007 145,200.00 144,830.30 P 9.45 STATED AA 190,000.00 181,500.00 144,889.66 CA STYLE 412445846 4,475.79 4,475.79 7/1/2007 637,500.00 637,499.89 CO 8.425 STATED AA 750,000.00 NA 637,499.91 CA STYLE 412445806 1,436.88 1,436.88 7/1/2007 170,000.00 169,626.95 CO 9.95 LITE AA 225,000.00 NA 169,686.98 CA STYLE 412450891 153.7 153.7 8/1/2007 19,000.00 18,479.64 P 9.06 STATED AA 96,000.00 95,000.00 18,493.71 CA STYLE 412445800 1,215.17 1,215.17 7/1/2007 184,000.00 183,999.99 P 7.925 LITE AAA 230,000.00 230,000.00 184,000.00 NO PPP 412445969 2,052.04 2,052.04 7/1/2007 225,250.00 224,110.59 RT 10.45 FULL A+ 265,000.00 NA 224,308.82 NO PPP 412445855 627.91 627.91 7/1/2007 75,000.00 74,469.63 CO 9.45 STATED AAA 390,000.00 NA 74,551.58 NO PPP 412445713 153.14 153.14 7/1/2007 15,000.00 14,934.42 P 11.9 LITE AA 75,000.00 75,000.00 14,944.35 NO PPP 412445721 155.31 155.31 8/1/2007 18,000.00 17,160.69 P 9.8 LITE AAA 94,000.00 90,000.00 17,175.73 NO PPP 412450753 150.55 150.55 7/1/2007 15,380.00 15,304.26 P 11.35 RED AA 78,000.00 76,900.00 15,315.69 NO PPP 412445495 776.95 776.95 7/1/2007 82,400.00 81,980.81 P 10.875 FULL A+ 103,000.00 103,000.00 82,047.89 CA STYLE 412445603 1,365.88 1,365.45 7/1/2007 223,000.00 222,931.30 RT 7.35 FULL A+ 330,000.00 NA 222,931.29 NO PPP 412445616 971.88 971.88 7/1/2007 150,000.00 149,999.99 RT 7.775 FULL AA 380,000.00 NA 150,000.00 CA STYLE 412449167 3,314.90 3,314.90 7/1/2007 605,000.00 604,999.99 CO 6.575 FULL AAA 975,000.00 NA 605,000.00 CA STYLE 412449197 1,196.98 1,196.98 7/1/2007 143,910.00 142,999.34 P 9.375 FULL AA 160,000.00 159,900.00 143,157.08 NO PPP 412449532 1,522.20 1,522.20 8/1/2007 212,400.00 212,400.00 P 8.6 FULL AAA 238,000.00 238,000.00 212,400.00 CA STYLE 412449627 1,288.95 1,288.95 7/1/2007 162,000.00 160,864.67 RT 8.875 FULL AA 181,000.00 NA 161,060.93 NO PPP 412445613 668.29 668.29 7/1/2007 103,476.00 103,475.90 P 7.75 FULL AA 129,400.00 129,345.00 103,475.92 CA STYLE 412449213 1,770.92 1,770.91 7/1/2007 316,000.00 315,998.57 CO 6.725 FULL AA 395,000.00 NA 315,998.57 NO PPP 412445504 3,359.10 3,359.10 7/1/2007 418,410.00 415,285.59 P 8.975 FULL AA 465,000.00 464,900.00 415,786.19 CA STYLE 412449014 654.89 654.27 7/1/2007 102,392.00 102,296.65 P 7.675 FULL AA 128,000.00 127,990.00 102,296.65 CA STYLE 412449456 1,172.98 1,172.98 7/1/2007 173,240.00 173,240.00 P 8.125 FULL AA 217,000.00 216,550.00 173,240.00 CA STYLE 412450587 993.62 993.62 8/1/2007 126,000.00 125,999.94 P 9.463 NO RATIO AAA 157,500.00 157,500.00 125,999.95 CA STYLE 412449238 1,574.07 1,574.07 7/1/2007 242,320.00 242,320.00 P 7.795 LITE AAA 309,000.00 302,900.00 242,320.00 CA STYLE 412449071 1,115.29 1,115.29 7/1/2007 103,000.00 102,621.78 RT 12.7 FULL AA 515,000.00 NA 102,679.28 NO PPP 412450520 791.24 791.24 7/1/2007 91,120.00 90,508.39 P 9.875 RED AA 114,000.00 113,900.00 90,600.12 NO PPP 412445505 196.56 196.56 7/1/2007 22,780.00 22,624.60 P 9.8 FULL AA 114,000.00 113,900.00 22,647.90 NO PPP 412445615 276.09 276.09 7/1/2007 25,869.00 25,769.77 P 12.5 FULL AA 129,400.00 129,345.00 25,784.84 NO PPP 412452671 701.34 701.34 7/1/2007 93,808.00 93,772.93 P 8.975 FULL AA 119,000.00 117,260.00 93,772.92 CA STYLE 412452672 202.36 202.36 7/1/2007 23,452.00 23,292.00 P 9.8 FULL AA 119,000.00 117,260.00 23,315.99 NO PPP 412452713 380.98 380.98 7/1/2007 37,600.00 37,416.01 P 11.8 FULL AA 190,000.00 188,000.00 37,441.74 NO PPP 412449170 186.56 186.56 7/1/2007 17,480.00 17,412.91 P 12.5 FULL AA 87,500.00 87,400.00 17,423.10 CA STYLE 412449190 1,039.83 1,039.83 7/1/2007 146,800.00 146,800.01 P 8.5 FULL AA 184,000.00 183,500.00 146,800.00 NO PPP 412449070 2,695.17 2,695.17 7/1/2007 412,000.00 411,999.99 CO 7.85 FULL AA 515,000.00 NA 412,000.00 CA STYLE 412449138 569.5 569.5 7/1/2007 71,900.00 71,297.32 P 8.825 FULL AA 90,000.00 89,900.00 71,386.67 CA STYLE 412445487 501.71 501.71 7/1/2007 64,800.00 64,275.29 P 8.575 FULL AAA 86,000.00 81,000.00 64,359.21 NO PPP 412449169 502.66 502.66 7/1/2007 69,920.00 69,652.10 P 8.313 FULL AA 87,500.00 87,400.00 69,691.98 CA STYLE 412449012 1,546.48 1,546.48 7/1/2007 225,450.00 224,544.37 P 7.875 FULL A+ 255,000.00 250,500.00 224,688.76 CA STYLE 412449203 940.71 940.71 7/1/2007 126,350.00 125,911.48 P 8.65 FULL AA 133,000.00 133,000.00 125,976.97 1% 412448996 1,160.25 1,160.25 7/1/2007 171,950.00 170,765.60 P 7.725 FULL A+ 229,281.00 229,281.00 170,886.33 CA STYLE 412449426 1,285.86 1,285.86 7/1/2007 148,000.00 147,727.10 P 10.25 FULL AA 186,000.00 185,000.00 147,774.54 NO PPP 412449005 1,096.21 1,096.21 8/1/2007 135,000.00 134,015.62 RT 9.525 FULL AA 340,000.00 NA 134,047.83 CA STYLE 412449559 1,090.70 1,090.70 7/1/2007 147,250.00 146,699.19 P 8.6 FULL AA 160,000.00 155,000.00 146,777.06 CA STYLE 412449206 1,016.97 1,016.97 7/1/2007 110,500.00 110,332.59 P 10.9 FULL A- 130,000.00 130,000.00 110,361.76 NO PPP 412449504 565.02 565.02 7/1/2007 69,750.00 69,589.13 CO 9.5 FULL AA 77,500.00 NA 69,617.01 CA STYLE 412449139 197.87 197.87 8/1/2007 17,950.00 17,879.55 P 12.95 FULL AA 90,000.00 89,900.00 17,884.42 CA STYLE 412445667 1,039.58 1,039.58 7/1/2007 121,000.00 120,103.29 P 9.75 FULL AA 635,000.00 605,000.00 120,229.23 CA STYLE 412445673 162.22 162.22 8/1/2007 18,800.00 18,661.97 P 9.8 LITE AAA 108,000.00 94,000.00 18,671.70 NO PPP 412445618 1,360.00 1,359.64 8/1/2007 170,000.00 169,947.02 RT 9.6 FULL A 205,000.00 NA 169,947.08 CA STYLE 412449069 803.84 803.84 7/1/2007 151,905.00 151,904.89 RT 6.35 FULL A 159,900.00 NA 151,904.91 NO PPP 412452705 853.88 853.88 7/1/2007 115,000.00 113,981.23 P 8.125 LITE A 146,000.00 143,841.00 114,143.84 NO PPP 412449173 1,305.87 1,305.87 7/1/2007 174,600.00 174,599.89 P 8.975 FULL A 250,000.00 249,450.00 174,599.91 CA STYLE 412449476 1,008.55 1,008.55 7/1/2007 141,600.00 141,085.17 P 8.225 FULL A 177,000.00 177,000.00 141,167.38 CA STYLE 412451075 1,508.34 1,508.34 7/1/2007 166,250.00 165,384.65 CO 10.4 RED AA 175,000.00 NA 165,532.73 CA STYLE 412445998 4,651.42 4,651.42 7/1/2007 544,000.00 542,943.04 CO 10.075 LITE A+ 640,000.00 NA 543,126.65 NO PPP 412446071 341.53 341.53 7/1/2007 32,000.00 31,895.80 P 12.5 RED AA 160,000.00 160,000.00 31,914.08 NO PPP 412445925 235.96 235.96 8/1/2007 22,600.00 22,521.35 P 12.2 STATED AAA 117,000.00 113,000.00 22,528.27 NO PPP 412445857 774.52 774.52 7/1/2007 117,900.00 116,567.13 RT 6.875 FULL AA 140,000.00 NA 116,778.69 CA STYLE 412445898 235.58 235.58 7/1/2007 27,303.00 27,130.86 P 9.8 RED AA 137,000.00 136,516.50 27,158.54 NO PPP 412446000 429.58 429.58 7/1/2007 50,000.00 49,732.69 CO 9.75 FULL C 74,000.00 NA 49,783.08 NO PPP 412451019 770.49 770.49 7/1/2007 86,700.00 85,918.05 RT 10.15 LITE A+ 102,000.00 NA 86,004.48 CA STYLE 412445991 761.23 761.23 7/1/2007 99,000.00 98,316.37 RT 8.5 FULL AA 110,000.00 NA 98,444.65 NO PPP 412446015 1,060.22 1,060.22 7/1/2007 136,000.00 135,002.42 CO 8.65 LITE AA 170,000.00 NA 135,174.71 NO PPP 412445926 2,925.48 2,925.48 7/1/2007 351,000.00 350,259.55 CO 9.8 LITE A+ 390,000.00 NA 350,388.03 CA STYLE 412446033 4,885.42 4,885.42 7/1/2007 670,000.00 669,999.99 CO 8.75 LITE A+ 750,000.00 NA 670,000.00 CA STYLE 412445944 444.04 444.04 8/1/2007 48,000.00 47,766.58 CO 10.638 STATED AA 70,000.00 NA 47,786.99 NO PPP 412445878 460.25 460.25 7/1/2007 53,800.00 53,453.75 CO 9.7 FULL AAA 275,000.00 NA 53,509.41 NO PPP 412445876 963.6 963.6 7/1/2007 110,500.00 109,741.20 P 9.925 STATED B 131,000.00 130,000.00 109,851.72 NO PPP 412445958 1,156.65 1,156.65 7/1/2007 153,600.00 152,347.80 RT 8.275 FULL AAA 192,000.00 NA 152,557.80 NO PPP 412451157 2,956.79 2,956.79 7/1/2007 361,000.00 358,632.34 CO 9.2 LITE AA 425,000.00 NA 359,042.17 CA STYLE 412445875 589.77 589.77 7/1/2007 76,000.00 75,387.76 CO 8.6 STATED C 102,000.00 NA 75,485.69 NO PPP 412450763 1,061.83 1,061.83 7/1/2007 145,400.00 144,050.89 CO 7.95 STATED C 235,000.00 NA 144,263.76 NO PPP 412445870 1,415.63 1,415.63 7/1/2007 196,650.00 194,792.39 CO 7.8 FULL AA 207,000.00 NA 195,088.46 NO PPP 412445736 1,382.34 1,382.34 7/1/2007 255,200.00 255,199.90 CO 6.5 FULL AA 319,000.00 NA 255,199.91 CA STYLE 412451146 3,336.04 3,336.04 7/1/2007 459,000.00 455,426.74 RT 7.9 STATED AA 540,000.00 NA 456,095.75 CA STYLE 412445953 1,416.38 1,416.38 7/1/2007 146,400.00 145,823.82 CO 11.2 LITE AA 250,000.00 NA 145,933.00 NO PPP 412446050 1,161.75 1,161.75 7/1/2007 155,000.00 153,780.08 CO 8.225 LITE A- 590,000.00 NA 153,993.32 NO PPP 412446105 2,013.83 2,013.83 7/1/2007 198,750.00 198,062.86 CO 11.8 LITE B 265,000.00 NA 198,193.36 NO PPP 412446026 826.51 826.51 7/1/2007 90,725.00 90,266.09 P 10.45 LITE AA 99,000.00 95,500.00 90,345.93 NO PPP 412445731 473.1 473.1 7/1/2007 60,000.00 59,533.33 P 8.775 LITE AA 80,000.00 75,000.00 59,608.03 CA STYLE 412445818 703.36 703.36 7/1/2007 88,400.00 87,726.23 P 8.875 STATED AA 104,000.00 104,000.00 87,834.13 NO PPP 412445995 2,860.43 2,860.43 7/1/2007 340,000.00 339,303.82 CO 9.9 LITE A+ 400,000.00 NA 339,424.67 CA STYLE 412445767 1,477.24 1,477.24 7/1/2007 203,250.00 201,367.47 P 7.9 STATED AA 223,000.00 213,990.00 201,667.64 CA STYLE 412445823 1,096.13 1,096.13 7/1/2007 136,350.00 135,416.48 CO 8.99 FULL A- 151,500.00 NA 135,577.93 NO PPP 412446107 3,987.88 3,987.88 7/1/2007 550,000.00 545,697.09 CO 7.875 FULL AA 865,000.00 NA 546,502.64 CA STYLE 412451138 865.6 865.6 7/1/2007 97,850.00 97,694.96 CO 10.45 STATED AA 103,000.00 NA 97,724.26 2% 412446099 1,291.41 1,291.41 7/1/2007 150,000.00 149,731.38 P 10.15 LITE AA 175,000.00 150,000.00 149,780.62 CA STYLE 412446185 1,900.33 1,900.33 7/1/2007 224,000.00 223,592.50 CO 9.99 RED C- 345,000.00 NA 223,669.38 3 MO INT 412449176 1,801.00 1,801.00 7/1/2007 276,000.00 274,230.24 P 7.425 FULL AA 345,000.00 345,000.00 274,436.72 CA STYLE 412445552 1,982.61 1,982.61 7/1/2007 322,000.00 319,726.55 P 6.25 FULL -- 405,000.00 402,500.00 320,356.36 NO PPP 412445772 254.63 254.63 7/1/2007 23,600.00 23,380.99 P 12.65 LITE AAA 120,000.00 118,000.00 23,397.05 NO PPP 412445692 1,148.24 1,148.24 7/1/2007 110,800.00 110,336.27 P 12.1 LITE AA 554,000.00 554,000.00 110,406.57 NO PPP 412445705 1,695.31 1,695.31 7/1/2007 294,500.00 290,622.95 CO 5.625 LITE AA 310,000.00 NA 291,284.33 NO PPP 412445755 1,104.92 1,104.92 7/1/2007 139,185.00 138,163.57 CO 8.85 LITE A- 154,650.00 NA 138,333.61 CA STYLE 412445822 1,625.21 1,625.21 7/1/2007 208,000.00 206,482.07 P 8.675 FULL AA 285,000.00 260,000.00 206,744.26 NO PPP 412445838 895.38 895.38 7/1/2007 81,000.00 78,600.63 CO 10.5 RED A+ 90,000.00 NA 79,010.49 NO PPP 412445844 2,978.69 2,978.69 7/1/2007 338,000.00 336,140.62 RT 10.05 LITE B 398,000.00 NA 336,463.58 NO PPP 412445852 1,395.06 1,395.06 7/1/2007 157,000.00 156,731.61 CO 10.5 LITE A+ 185,000.00 NA 156,778.31 CA STYLE 412450897 975.39 975.39 7/1/2007 150,000.00 148,409.04 CO 6.775 FULL AA 270,000.00 NA 148,681.72 CA STYLE 412450916 3,246.22 3,246.22 7/1/2007 405,600.00 404,629.35 P 9.375 FULL B 510,000.00 507,000.00 404,797.48 NO PPP 412445879 1,830.33 1,830.33 7/1/2007 289,000.00 289,000.01 RT 7.6 FULL AA 350,000.00 NA 289,000.00 CA STYLE 412445880 599.91 599.91 7/1/2007 70,000.00 69,864.96 CO 10.1 FULL AA 83,000.00 NA 69,888.42 NO PPP 412445902 1,136.66 1,136.66 7/1/2007 117,950.00 117,435.76 P 11.15 LITE AA 117,950.00 117,950.00 117,525.48 NO PPP 412445904 2,065.50 2,063.70 7/1/2007 324,000.00 323,644.01 CO 7.65 FULL AAA 405,000.00 NA 323,644.94 CA STYLE 412445907 1,684.93 1,684.93 7/1/2007 208,000.00 207,512.10 CO 9.5 LITE AA 245,000.00 NA 207,595.36 NO PPP 412445929 486.67 486.67 7/1/2007 45,600.00 45,424.68 CO 12.5 LITE AA 228,000.00 NA 45,451.26 NO PPP 412445932 2,495.09 2,495.09 8/1/2007 295,200.00 294,472.48 P 9.95 LITE AA 328,000.00 328,000.00 294,525.46 CA STYLE 412451009 545.5 545.5 7/1/2007 64,315.00 63,926.43 P 9.6 LITE AA 75,000.00 67,700.00 63,993.80 1% 412445952 2,906.37 2,906.37 7/1/2007 382,500.00 381,432.19 CO 8.85 LITE C 510,000.00 NA 381,616.76 NO PPP 412445960 3,080.63 3,079.60 7/1/2007 477,000.00 476,840.88 CO 7.75 LITE AA 530,000.00 NA 476,840.89 CA STYLE 412445961 1,778.22 1,778.22 7/1/2007 228,250.00 227,657.83 CO 9.1 STATED B 425,000.00 NA 227,760.29 CA STYLE 412445967 4,615.60 4,615.60 7/1/2007 531,250.00 530,270.80 P 10.25 LITE AA 625,000.00 625,000.00 530,441.02 NO PPP 412445974 1,017.70 1,017.70 7/1/2007 113,100.00 112,478.78 RT 10.3 LITE AA 130,000.00 NA 112,581.96 CA STYLE 412445979 570.97 570.97 7/1/2007 76,000.00 75,349.76 CO 8.25 RED AA 100,000.00 NA 75,454.56 NO PPP 412445989 3,435.98 3,435.98 7/1/2007 448,800.00 447,204.65 CO 8.925 FULL C 561,000.00 NA 447,422.01 NO PPP 412446003 2,823.07 2,823.07 7/1/2007 348,500.00 347,696.25 CO 9.5 LITE A+ 410,000.00 NA 347,835.54 NO PPP 412446006 867.72 867.72 7/1/2007 81,600.00 81,331.58 CO 12.45 LITE C 102,000.00 NA 81,378.66 NO PPP 412446007 980.31 980.31 7/1/2007 121,600.00 121,315.37 P 9.45 FULL AA 144,000.00 128,000.00 121,364.69 CA STYLE 412446008 803.3 803.3 7/1/2007 104,400.00 104,118.20 CO 8.975 STATED AA 116,000.00 NA 104,166.82 NO PPP 412446010 4,618.02 4,618.02 8/1/2007 712,000.00 704,411.84 CO 6.75 RED AA 890,000.00 NA 705,063.88 CA STYLE 412446013 3,644.07 3,644.07 7/1/2007 517,500.00 517,499.89 CO 8.45 LITE AA 590,000.00 NA 517,499.91 CA STYLE 412451068 1,023.02 1,023.02 7/1/2007 128,000.00 127,112.01 P 8.925 NINA AAA 171,000.00 160,000.00 127,265.54 NO PPP 412446019 537.53 537.53 7/1/2007 63,650.00 63,261.51 P 9.55 FULL AA 67,000.00 67,000.00 63,328.85 1% 412446025 1,719.54 1,719.54 7/1/2007 171,000.00 170,337.67 CO 11.7 LITE A+ 190,000.00 NA 170,453.47 CA STYLE 412446028 933.3 933.3 7/1/2007 122,400.00 122,400.00 RT 9.15 FULL AAA 153,000.00 NA 122,400.00 NO PPP 412446029 1,996.83 1,996.83 7/1/2007 221,000.00 219,858.38 CO 10.35 LITE A- 265,000.00 NA 220,056.91 NO PPP 412451081 3,841.68 3,841.68 7/1/2007 467,500.00 466,468.77 CO 9.65 LITE A+ 550,000.00 NA 466,647.60 CA STYLE 412446037 632.93 632.93 7/1/2007 75,600.00 75,054.89 CO 9.45 LITE A- 84,000.00 NA 75,137.66 CA STYLE 412446039 385.75 385.75 7/1/2007 50,400.00 50,015.11 P 8.45 STATED AA 63,000.00 63,000.00 50,081.53 1% 412451091 1,877.43 1,877.43 7/1/2007 260,800.00 258,533.36 P 7.8 STATED AA 326,000.00 326,000.00 258,923.48 CA STYLE 412451094 3,255.38 3,255.38 7/1/2007 368,000.00 367,361.43 CO 10.45 LITE A+ 460,000.00 NA 367,472.53 2 MO INT 412446046 851.52 851.52 8/1/2007 102,600.00 102,060.41 CO 9.35 LITE AA 114,000.00 NA 102,116.27 CA STYLE 412446049 2,204.72 2,204.72 7/1/2007 320,000.00 316,962.38 CO 7.35 FULL AA 440,000.00 NA 317,484.23 CA STYLE 412446052 766.82 766.82 7/1/2007 111,200.00 111,199.99 P 8.275 FULL AAA 140,000.00 139,000.00 111,200.00 NO PPP 412446053 803.91 803.91 7/1/2007 100,000.00 99,261.16 CO 8.99 LITE AA 176,000.00 NA 99,380.38 NO PPP 412446058 1,482.66 1,482.66 7/1/2007 162,750.00 161,926.76 CO 10.45 FULL B 220,000.00 NA 162,069.98 CA STYLE 412451109 520.92 520.92 7/1/2007 52,000.00 51,796.31 CO 11.65 RED A+ 65,000.00 NA 51,831.92 NO PPP 412446062 1,099.47 1,099.47 7/1/2007 152,000.00 150,804.92 CO 7.85 LITE A+ 234,000.00 NA 151,028.63 CA STYLE 412446063 765.4 765.4 7/1/2007 103,200.00 103,200.00 CO 8.9 FULL AAA 129,000.00 NA 103,200.00 CA STYLE 412446067 1,354.94 1,354.94 7/1/2007 199,500.00 199,499.99 P 8.15 FULL AA 210,000.00 210,000.00 199,500.00 CA STYLE 412446070 808.04 808.04 7/1/2007 115,000.00 113,848.93 P 7.55 FULL AAA 217,000.00 210,000.00 114,030.69 NO PPP 412446079 1,614.65 1,614.65 7/1/2007 212,500.00 211,906.76 CO 8.85 LITE AA 257,000.00 NA 212,009.30 CA STYLE 412446082 1,296.04 1,296.04 7/1/2007 160,000.00 159,016.94 P 9.075 LITE AA 316,000.00 200,000.00 159,201.79 CA STYLE 412446084 923 923 7/1/2007 113,310.00 113,310.01 P 9.775 STATED AA 127,000.00 125,900.00 113,310.00 NO PPP 412446085 928.68 928.68 7/1/2007 100,700.00 100,156.27 CO 10.6 STATED A+ 106,000.00 NA 100,243.05 1% 412446088 4,724.28 4,724.28 7/1/2007 665,000.00 664,999.92 CO 8.525 LITE AA 950,000.00 NA 664,999.94 CA STYLE 412446090 3,040.61 3,040.61 7/1/2007 294,500.00 293,442.79 P 12.05 RED AA 312,000.00 310,000.00 293,627.91 NO PPP 412446092 1,090.00 1,090.00 7/1/2007 160,000.00 159,985.00 CO 8.175 FULL AAA 220,000.00 NA 159,985.00 NO PPP 412446109 1,526.47 1,526.47 7/1/2007 162,000.00 161,794.30 P 11.175 LITE AA 180,000.00 180,000.00 161,833.28 1% 412446115 527.41 527.41 7/1/2007 50,000.00 48,528.12 CO 9.675 FULL C 100,000.00 NA 48,797.17 1% 412451164 787.05 787.05 7/1/2007 92,000.00 91,503.03 CO 9.7 STATED AA 125,000.00 NA 91,596.69 NO PPP 412446118 3,724.65 3,724.65 7/1/2007 442,000.00 439,524.28 CO 9.525 LITE AA 520,000.00 NA 439,990.57 NO PPP 412446127 2,356.00 2,356.00 7/1/2007 304,000.00 304,000.00 CO 9.3 LITE AA 320,000.00 NA 304,000.00 NO PPP 412451174 601.81 601.81 7/1/2007 88,000.00 87,225.41 RT 7.275 STATED AA 110,000.00 NA 87,370.10 2% 412451175 2,318.75 2,318.75 7/1/2007 250,000.00 249,664.06 CO 10.99 RED C 358,000.00 NA 249,727.67 NO PPP 412446129 1,225.63 1,225.63 7/1/2007 185,000.00 184,999.99 P 7.95 LITE AA 265,000.00 265,000.00 185,000.00 CA STYLE 412446134 3,041.40 3,041.40 7/1/2007 438,400.00 438,400.00 RT 8.325 STATED A+ 548,000.00 NA 438,400.00 2% 412446139 1,898.13 1,898.13 8/1/2007 248,000.00 246,270.18 CO 8.45 FULL AAA 360,000.00 NA 246,433.01 NO PPP 412451184 2,051.15 2,051.14 7/1/2007 339,500.00 339,497.41 CO 7.25 RED A+ 380,000.00 NA 339,497.43 CA STYLE 412451191 1,886.47 1,886.47 7/1/2007 256,000.00 255,287.82 CO 8.55 NINA AAA 320,000.00 NA 255,421.48 NO PPP 412446144 2,327.25 2,327.25 7/1/2007 348,000.00 348,000.00 RT 8.025 FULL AAA 435,000.00 NA 348,000.00 NO PPP 412446145 2,342.99 2,342.99 7/1/2007 251,500.00 250,404.62 RT 10.725 LITE B 305,000.00 NA 250,611.84 NO PPP 412446146 1,652.51 1,652.51 7/1/2007 175,750.00 175,474.34 P 11.15 LITE AA 185,000.00 185,000.00 175,517.85 NO PPP 412446152 2,592.50 2,592.50 7/1/2007 301,750.00 299,957.12 CO 9.75 LITE A+ 355,000.00 NA 300,264.07 NO PPP 412446157 2,108.73 2,108.72 7/1/2007 303,050.00 303,049.96 CO 8.35 RED AAA 319,000.00 NA 303,049.95 NO PPP 412446162 3,995.00 3,990.01 7/1/2007 600,000.00 599,019.69 CO 7.99 LITE A+ 750,000.00 NA 599,019.68 CA STYLE 412446165 1,034.17 1,034.17 7/1/2007 170,000.00 169,999.99 CO 7.3 FULL AAA 215,000.00 NA 170,000.00 2 MO INT 412446167 2,964.38 2,964.38 8/1/2007 459,000.00 458,999.98 CO 7.75 LITE AA 540,000.00 NA 458,999.99 2% 412451206 783.3 783.3 7/1/2007 109,600.00 108,259.26 P 7.725 NINA AAA 137,000.00 137,000.00 108,430.37 CA STYLE 412451207 1,346.63 1,346.63 7/1/2007 199,500.00 199,499.99 P 8.1 LITE AA 210,000.00 210,000.00 199,500.00 1% 412446175 2,773.05 2,773.05 7/1/2007 396,150.00 396,150.00 CO 8.4 LITE AA 417,000.00 NA 396,150.00 NO PPP 412446183 3,226.76 3,226.76 7/1/2007 380,000.00 379,376.03 CO 10 LITE C 479,000.00 NA 379,505.00 NO PPP 412446192 603.54 603.54 7/1/2007 63,000.00 62,741.45 P 11.075 LITE AA 70,000.00 70,000.00 62,789.76 1% 412446193 462.92 462.92 7/1/2007 50,400.00 50,037.25 CO 10.55 STATED AA 63,000.00 NA 50,082.67 1% 412446206 1,446.67 1,446.67 7/1/2007 200,000.00 198,427.54 P 7.85 FULL AAA 250,000.00 250,000.00 198,721.89 NO PPP 412451258 4,930.50 4,930.50 7/1/2007 684,000.00 684,000.00 P 8.65 LITE AA 855,000.00 855,000.00 684,000.00 CA STYLE 412446216 2,809.63 2,809.63 7/1/2007 399,000.00 398,898.58 CO 8.45 LITE AAA 420,000.00 NA 398,900.00 NO PPP 412446218 2,203.60 2,203.60 7/1/2007 278,350.00 278,350.01 CO 9.5 LITE AA 293,000.00 NA 278,350.00 NO PPP 412446219 2,115.94 2,115.94 7/1/2007 333,000.00 332,999.99 CO 7.625 LITE AA 370,000.00 NA 333,000.00 CA STYLE 412446227 1,141.06 1,141.06 7/1/2007 138,700.00 137,877.73 CO 9.25 RED AA 146,000.00 NA 138,032.44 3 MO INT 412446240 523.54 523.54 7/1/2007 57,000.00 56,742.32 P 10.55 LITE AA 60,000.00 60,000.00 56,791.04 1% 412446252 2,500.88 2,500.77 7/1/2007 370,500.00 370,485.01 CO 8.1 LITE AA 390,000.00 NA 370,485.00 CA STYLE 412446258 1,949.25 1,949.25 7/1/2007 276,000.00 276,000.00 P 8.475 FULL AAA 345,000.00 345,000.00 276,000.00 NO PPP 412446261 1,247.34 1,247.34 7/1/2007 177,000.00 176,443.49 CO 8.125 STATED AAA 298,000.00 NA 176,547.77 CA STYLE 412446263 712.3 712.3 8/1/2007 76,000.00 75,674.32 CO 10.8 LITE B 95,000.00 NA 75,705.27 1% 412446277 2,835.95 2,835.95 8/1/2007 422,750.00 422,750.00 CO 8.05 LITE AAA 445,000.00 NA 422,750.00 CA STYLE 412446279 2,215.49 2,215.49 7/1/2007 255,000.00 254,570.97 CO 10.25 LITE AA 300,000.00 NA 254,651.99 NO PPP 412446282 2,669.00 2,669.00 7/1/2007 408,000.00 408,000.00 CO 7.85 LITE A+ 510,000.00 NA 408,000.00 CA STYLE 412446285 3,638.03 3,638.03 7/1/2007 437,000.00 436,999.99 CO 9.99 LITE AA 460,000.00 NA 437,000.00 NO PPP 412446289 1,082.84 1,082.84 7/1/2007 116,000.00 115,544.23 P 10.75 LITE AAA 580,000.00 580,000.00 115,638.47 NO PPP 412446294 666.54 666.54 7/1/2007 85,500.00 84,927.15 CO 8.65 FULL AA 90,000.00 NA 85,034.70 1% 412446311 1,542.97 1,542.97 7/1/2007 188,800.00 187,688.09 P 9.175 LITE AA 236,000.00 236,000.00 187,901.52 NO PPP 412446319 2,281.13 2,281.13 7/1/2007 355,500.00 355,499.99 CO 7.7 RED AA 395,000.00 NA 355,500.00 2% 412446321 2,812.32 2,812.32 7/1/2007 406,600.00 406,599.99 CO 8.3 LITE AA 428,000.00 NA 406,600.00 CA STYLE 412446325 2,562.15 2,562.15 7/1/2007 353,400.00 353,400.00 CO 8.7 LITE AA 372,000.00 NA 353,400.00 NO PPP 412446333 1,519.38 1,519.38 7/1/2007 189,000.00 187,929.88 RT 8.99 LITE AA 210,000.00 NA 188,150.34 CA STYLE 412446337 2,976.87 2,969.51 7/1/2007 422,750.00 421,704.93 CO 8.45 LITE AA 445,000.00 NA 421,704.94 CA STYLE 412446346 2,191.24 2,191.24 8/1/2007 289,750.00 289,749.91 CO 9.075 LITE AA 305,000.00 NA 289,749.92 CA STYLE 412446348 4,611.07 4,611.07 7/1/2007 627,000.00 626,999.92 CO 8.825 LITE AA 660,000.00 NA 626,999.94 CA STYLE 412446352 571.28 571.28 7/1/2007 67,500.00 67,161.15 P 9.575 LITE AAA 75,000.00 75,000.00 67,231.09 CA STYLE 412446370 2,205.07 2,203.55 8/1/2007 284,525.00 284,324.55 P 9.3 RED AA 325,000.00 299,500.00 284,324.58 CA STYLE 412446372 2,018.26 2,018.25 7/1/2007 290,048.00 290,047.94 P 8.35 FULL AAA 362,560.00 362,560.00 290,047.94 NO PPP 412446412 1,656.96 1,656.96 7/1/2007 218,500.00 218,500.00 P 9.1 RED AA 230,000.00 230,000.00 218,500.00 NO PPP 412446435 2,345.25 2,345.25 8/1/2007 381,600.00 381,600.00 P 7.375 FULL AAA 477,000.00 477,000.00 381,600.00 CA STYLE 412450934 994 993.98 7/1/2007 142,000.00 141,997.25 CO 8.4 NINA AAA 185,000.00 NA 141,997.25 NO PPP 412445889 485.96 485.96 7/1/2007 63,000.00 62,808.44 CO 9 NINA AA 72,000.00 NA 62,837.90 NO PPP 412445920 742.33 742.33 8/1/2007 99,450.00 99,116.77 P 8.675 STATED AA 111,000.00 110,500.00 99,142.38 NO PPP 412450600 746.61 746.61 7/1/2007 82,800.00 79,388.77 CO 9.15 LITE AA 92,000.00 NA 79,463.45 1% 412445816 805.9 805.9 7/1/2007 105,000.00 104,690.32 CO 8.95 LITE A- 151,000.00 NA 104,739.93 CA STYLE 412445884 3,894.38 3,887.92 7/1/2007 603,000.00 603,019.48 P 7.75 STATED AA 670,000.00 670,000.00 603,006.44 CA STYLE 412445965 3,131.18 3,131.18 7/1/2007 484,000.00 478,369.23 P 6.725 FULL AAA 605,000.00 605,000.00 479,262.35 CA STYLE 412445696 952.13 952.13 7/1/2007 124,400.00 123,367.18 CO 8.45 LITE AA 155,500.00 NA 123,532.27 NO PPP 412450503 157.89 157.89 7/1/2007 22,580.00 22,371.76 P 7.5 LITE -- 113,000.00 112,900.00 22,407.56 NO PPP 412445869 1,134.27 1,134.27 7/1/2007 122,000.00 121,362.94 CO 10.7 LITE AAA 610,000.00 NA 121,465.80 NO PPP 412445658 2,927.37 2,927.37 7/1/2007 340,000.00 337,134.94 CO 9.775 RED AA 460,000.00 NA 337,492.81 NO PPP 412445811 770.59 770.59 7/1/2007 94,500.00 93,779.04 CO 9.15 STATED AA 110,000.00 NA 93,888.83 CA STYLE 412445663 4,877.03 4,877.03 7/1/2007 697,500.00 689,950.93 P 7.5 FULL AA 785,000.00 775,000.00 691,070.10 CA STYLE 412445951 1,005.88 1,005.88 7/1/2007 157,250.00 156,497.35 CO 7.25 LITE AA 185,000.00 NA 156,617.01 CA STYLE 412449177 755.26 755.26 7/1/2007 113,520.00 111,340.76 P 7 FULL AA 145,000.00 141,900.00 111,550.47 NO PPP 412449210 949.86 949.86 7/1/2007 89,000.00 88,524.18 RT 12.5 FULL AA 445,000.00 NA 88,578.79 NO PPP 412446275 940.8 940.8 7/1/2007 128,000.00 127,641.30 P 8.525 LITE AAA 160,000.00 160,000.00 127,708.61 NO PPP 412446335 2,235.87 2,234.70 7/1/2007 375,250.00 374,989.21 CO 7.15 FULL AAA 395,000.00 NA 374,989.98 CA STYLE 412446230 3,475.46 3,475.46 7/1/2007 468,000.00 466,726.07 P 8.625 LITE AA 520,000.00 520,000.00 466,965.22 NO PPP 412451225 644.23 644.23 7/1/2007 61,000.00 60,208.43 CO 11.35 LITE AA 305,000.00 NA 60,355.85 CA STYLE 412446423 314.27 314.27 7/1/2007 33,000.00 32,877.31 P 11 LITE AA 165,000.00 165,000.00 32,902.75 NO PPP 412446126 2,255.07 2,255.07 7/1/2007 320,000.00 319,088.54 P 8.125 LITE AAA 406,000.00 400,000.00 319,275.79 NO PPP 412446200 1,013.41 1,013.41 7/1/2007 109,000.00 108,460.82 CO 10.7 LITE AA 600,000.00 NA 108,552.20 CA STYLE 412445921 4,801.64 4,801.64 7/1/2007 700,000.00 697,413.28 CO 7.875 FULL AAA 1,000,000.00 NA 697,858.62 CA STYLE 412445631 138.06 138.06 7/1/2007 16,000.00 15,899.04 P 9.8 FULL A 80,000.00 80,000.00 15,915.28 NO PPP 412449211 6,031.67 6,031.67 7/1/2007 806,000.00 802,181.60 RT 8.7 FULL AA 960,000.00 NA 802,608.66 NO PPP 412449085 477.42 477.42 7/1/2007 56,880.00 56,688.65 P 9.875 FULL AA 65,000.00 63,200.00 56,710.22 CA STYLE 412445479 289.31 289.31 7/1/2007 39,900.00 39,528.54 P 7.875 LITE -- 48,000.00 39,900.00 39,587.76 NO PPP 412445709 1,126.00 1,126.00 7/1/2007 130,500.00 129,610.22 RT 9.8 LITE AA 145,000.00 NA 129,743.62 CA STYLE 412451287 2,224.24 2,224.24 7/1/2007 252,000.00 251,597.96 P 10.425 LITE A- 315,000.00 315,000.00 251,673.93 2% 412445710 1,059.29 1,059.29 7/1/2007 144,500.00 143,185.20 P 7.99 NINA A+ 170,000.00 170,000.00 143,394.93 CA STYLE 412450712 2,774.55 2,774.55 7/1/2007 392,000.00 387,859.64 P 7.625 LITE AAA 490,000.00 490,000.00 388,473.83 CA STYLE 412445739 1,962.66 1,962.66 7/1/2007 355,500.00 355,499.99 CO 6.625 FULL AA 395,000.00 NA 355,500.00 CA STYLE 412445742 923.46 923.46 7/1/2007 119,000.00 117,905.79 CO 8.6 RED AA 140,000.00 NA 118,061.06 NO PPP 412445765 584.21 584.21 7/1/2007 77,400.00 76,623.47 CO 8.3 FULL AA 86,000.00 NA 76,730.82 1% 412445766 1,013.81 1,013.81 7/1/2007 118,000.00 117,186.90 P 9.75 NINA AA 118,000.00 118,000.00 117,308.75 1% 412450797 3,496.06 3,496.06 7/1/2007 580,000.00 571,725.76 RT 6.05 RED AAA 725,000.00 NA 572,943.76 NO PPP 412445785 921.35 921.35 7/1/2007 121,500.00 120,470.87 CO 8.35 NINA AA 135,000.00 NA 120,635.30 NO PPP 412445788 2,042.84 2,042.84 7/1/2007 294,320.00 291,312.58 P 7.425 NINA A+ 367,900.00 367,900.00 291,788.84 CA STYLE 412445798 4,568.46 4,568.46 7/1/2007 475,000.00 472,734.09 P 11.125 LITE AA 475,000.00 475,000.00 473,100.63 NO PPP 412445814 2,000.56 2,000.56 7/1/2007 240,000.00 238,356.89 CO 9.4 LITE B 300,000.00 NA 238,620.65 CA STYLE 412445834 605.71 605.71 7/1/2007 70,200.00 69,757.33 CO 9.8 LITE AA 78,000.00 NA 69,828.51 CA STYLE 412445845 1,012.65 1,012.32 7/1/2007 154,800.00 154,732.12 CO 7.85 FULL AA 172,000.00 NA 154,732.35 CA STYLE 412445849 2,159.06 2,159.06 7/1/2007 270,750.00 268,681.70 CO 8.9 LITE AA 285,000.00 NA 269,010.71 NO PPP 412445862 1,026.51 1,026.51 7/1/2007 136,000.00 134,836.53 CO 8.3 NINA AA 160,000.00 NA 135,022.38 CA STYLE 412445863 1,010.72 1,010.72 7/1/2007 99,000.00 98,600.14 P 11.9 LITE AAA 515,000.00 495,000.00 98,665.04 CA STYLE 412445868 2,058.21 2,058.21 7/1/2007 280,500.00 277,952.51 CO 8 NINA B 330,000.00 NA 278,358.83 CA STYLE 412445873 548.23 548.23 7/1/2007 63,000.00 62,598.78 CO 9.9 LITE AA 70,000.00 NA 62,661.58 CA STYLE 412445887 592.33 592.33 7/1/2007 72,000.00 71,461.03 CO 9.25 NINA AA 80,000.00 NA 71,543.05 5% 412445896 442.75 442.75 7/1/2007 67,040.00 67,039.92 P 7.925 FULL AA 86,000.00 83,800.00 67,039.93 CA STYLE 412445901 640.13 640.13 7/1/2007 81,000.00 80,373.18 CO 8.8 NINA AA 90,000.00 NA 80,473.53 1% 412445912 4,002.64 4,002.64 7/1/2007 459,000.00 456,180.53 CO 9.925 LITE A+ 540,000.00 NA 456,634.19 NO PPP 412445942 176.83 176.83 7/1/2007 17,000.00 16,930.90 P 12.15 NINA AA 85,000.00 85,000.00 16,941.55 NO PPP 412445706 1,422.50 1,422.50 7/1/2007 180,000.00 178,494.55 CO 8.8 LITE A+ 225,000.00 NA 178,719.16 CA STYLE 412445719 1,601.87 1,601.87 7/1/2007 219,350.00 217,176.48 RT 7.95 RED AA 245,000.00 NA 217,499.42 CA STYLE 412445729 761.69 761.69 7/1/2007 85,000.00 84,472.26 P 10.25 LITE AA 89,000.00 85,000.00 84,551.55 NO PPP 412450733 1,909.43 1,909.43 7/1/2007 218,500.00 217,055.98 CO 9.95 LITE AA 230,000.00 NA 217,272.63 NO PPP 412445734 2,363.48 2,363.48 7/1/2007 294,000.00 291,633.91 CO 8.99 LITE AA 294,000.00 NA 291,987.25 NO PPP 412445740 1,117.16 1,117.16 7/1/2007 129,200.00 127,870.65 P 9.825 LITE AA 155,000.00 152,000.00 128,009.38 54321 412450747 1,176.66 1,176.66 7/1/2007 159,600.00 158,024.25 CO 8.05 LITE AA 168,000.00 NA 158,255.09 CA STYLE 412445809 1,668.52 1,668.52 7/1/2007 216,000.00 214,242.34 CO 8.55 FULL AA 270,000.00 NA 214,523.42 NO PPP 412445819 456.07 456.07 7/1/2007 51,000.00 50,705.66 P 10.225 NINA A+ 60,000.00 60,000.00 50,753.08 CA STYLE 412450858 1,147.74 1,147.74 7/1/2007 133,875.00 132,994.92 P 9.725 NINA B 186,000.00 178,500.00 133,133.09 NO PPP 412445655 521.4 521.4 7/1/2007 64,800.00 64,200.61 RT 9 LITE B 72,000.00 NA 64,279.51 NO PPP 412450646 1,485.11 1,485.11 7/1/2007 183,750.00 181,955.58 CO 9.05 FULL A- 245,000.00 NA 182,178.78 CA STYLE 412445548 913.55 913.55 7/1/2007 134,251.00 133,609.93 P 7.225 NINA AA 169,000.00 167,814.00 133,826.19 CA STYLE 412445589 1,935.93 1,935.93 8/1/2007 336,300.00 334,485.46 P 5.625 FULL -- 430,000.00 420,381.00 334,851.77 NO PPP 412449067 339.95 339.95 7/1/2007 45,250.00 44,419.51 P 8.25 FULL -- 230,000.00 226,400.00 44,487.94 NO PPP 412452783 523.36 523.36 7/1/2007 85,000.00 84,444.60 P 6.25 FULL -- 130,000.00 130,000.00 84,610.39 NO PPP 412449274 1,250.44 1,250.44 8/1/2007 230,850.00 230,850.00 P 6.5 FULL -- 243,000.00 243,000.00 230,850.00 CA STYLE 412449632 573.31 573.31 7/1/2007 81,000.00 80,642.63 P 7.625 FULL -- 471,000.00 471,000.00 80,763.27 NO PPP 412453020 768.38 768.38 8/1/2007 120,000.00 119,355.89 P 6.625 FULL -- 171,000.00 150,000.00 119,464.73 NO PPP 412449742 371.13 371.13 8/1/2007 49,400.00 49,207.70 CO 8.25 FULL -- 247,000.00 NA 49,240.30 NO PPP 412445527 498.38 498.38 8/1/2007 83,125.00 82,460.84 P 6 FULL -- 155,000.00 154,125.00 82,546.49 NO PPP 412450555 2,181.22 2,181.22 7/1/2007 349,628.00 347,659.09 P 6.375 FULL -- 355,000.00 349,628.00 348,322.36 NO PPP 412445549 289.58 289.58 7/1/2007 33,562.00 33,467.14 P 9.8 NINA AA 169,000.00 167,814.00 33,499.28 NO PPP 412445571 220.92 220.92 8/1/2007 32,791.00 32,631.31 P 7.125 FULL -- 330,000.00 327,911.00 32,658.32 NO PPP 412445580 801.75 801.75 7/1/2007 116,082.00 115,543.81 P 7.375 FULL -- 116,500.00 116,082.00 115,725.41 NO PPP 412445581 356.42 356.42 8/1/2007 46,893.00 46,715.04 P 8.375 FULL -- 235,000.00 234,467.00 46,745.22 NO PPP 412445582 1,204.46 1,204.46 8/1/2007 166,116.00 165,112.76 P 7.875 STATED -- 208,000.00 207,645.00 165,232.88 NO PPP 412445584 596.86 596.86 7/1/2007 85,361.00 84,974.89 P 7.5 FULL -- 342,500.00 341,444.00 85,105.20 NO PPP 412449060 789.28 789.28 7/1/2007 131,645.00 130,277.50 P 6 FULL -- 168,500.00 162,154.00 130,551.23 NO PPP 412449079 618.5 618.5 7/1/2007 101,000.00 100,713.50 P 6.875 FULL -- 104,000.00 101,000.00 100,795.78 NO PPP 412449081 1,087.50 1,087.50 7/1/2007 175,000.00 174,480.65 P 7 FULL -- 175,000.00 175,000.00 174,618.83 NO PPP 412449452 244.13 244.13 8/1/2007 31,750.00 31,652.46 P 8.5 FULL -- 127,000.00 127,000.00 31,672.24 NO PPP 412449454 365.97 365.97 7/1/2007 44,000.00 43,863.92 P 9.375 FULL -- 176,000.00 176,000.00 43,909.95 NO PPP 412452785 3,700.52 3,190.10 8/1/2007 725,000.00 622,097.84 P 6.125 FULL -- 925,000.00 925,000.00 622,097.84 NO PPP 412449298 590.58 590.58 7/1/2007 89,900.00 89,513.12 P 6.875 FULL -- 89,900.00 89,900.00 89,667.28 NO PPP 412449316 939.48 939.48 7/1/2007 155,500.00 155,500.00 P 7.25 STATED -- 201,000.00 194,387.00 155,500.00 CA STYLE 412452812 1,866.78 1,866.78 8/1/2007 216,000.00 211,626.60 CO 6.375 STATED -- 270,000.00 NA 212,365.19 NO PPP 412449317 2,708.34 2,708.34 7/1/2007 520,000.00 520,000.01 CO 6.25 FULL -- 650,000.00 NA 520,000.00 NO PPP 412449320 253.68 253.68 7/1/2007 41,750.00 41,526.73 P 6.125 FULL -- 52,000.00 41,750.00 41,609.54 NO PPP 412449355 1,531.25 1,531.25 8/1/2007 300,000.00 300,000.00 CO 6.125 FULL -- 680,000.00 NA 300,000.00 NO PPP 412449376 2,375.76 2,375.76 7/1/2007 391,000.00 388,690.52 CO 6.125 FULL -- 495,000.00 NA 389,468.20 NO PPP 412452334 1,603.02 1,603.02 8/1/2007 189,000.00 188,347.35 CO 9.6 STATED AA 310,000.00 NA 188,442.83 CA STYLE 412449611 510.84 510.84 7/1/2007 68,800.00 68,235.43 P 8.125 FULL -- 75,000.00 68,800.00 68,332.11 NO PPP 412452825 867.22 867.22 7/1/2007 104,650.00 100,581.23 CO 7.875 FULL -- 167,000.00 NA 100,991.50 NO PPP 412449670 915.65 915.65 7/1/2007 143,000.00 141,439.12 P 6.625 FULL -- 353,000.00 353,000.00 141,706.48 NO PPP 412452916 451.33 451.33 7/1/2007 53,460.00 52,346.80 CO 8.125 FULL -- 139,000.00 NA 52,538.65 NO PPP 412452982 676.21 676.21 7/1/2007 81,600.00 80,150.62 RT 7.875 FULL -- 110,000.00 NA 80,448.13 NO PPP 412452828 1,064.51 1,064.51 8/1/2007 140,000.00 137,047.08 CO 6.75 FULL -- 265,000.00 NA 137,339.06 NO PPP 412452582 1,659.50 1,659.50 7/1/2007 198,400.00 194,206.46 RT 8 FULL -- 320,000.00 NA 194,928.81 NO PPP 412452851 557.18 557.18 7/1/2007 91,700.00 90,787.97 P 6.125 FULL -- 155,000.00 162,500.00 90,974.11 NO PPP 412452782 1,068.55 1,068.55 7/1/2007 136,500.00 133,849.13 CO 7.125 FULL -- 245,000.00 NA 134,391.93 NO PPP 412452935 835.47 835.47 7/1/2007 137,500.00 135,321.74 P 6.125 FULL -- 190,000.00 190,000.00 135,609.07 NO PPP 412445570 803.55 803.55 7/1/2007 112,162.00 111,346.89 P 7.75 NINA -- 141,000.00 140,203.00 111,514.14 NO PPP 412449061 860.05 860.05 7/1/2007 132,600.00 131,385.19 P 6.75 NINA -- 226,500.00 225,683.00 131,625.18 NO PPP 412449508 1,776.67 1,776.67 7/1/2007 328,000.00 327,999.99 RT 6.5 NINA -- 415,000.00 NA 328,000.00 NO PPP 412449276 3,096.41 3,096.41 8/1/2007 521,500.00 521,500.00 CO 7.125 FULL -- 745,000.00 NA 521,500.00 NO PPP 412452792 951.83 951.83 7/1/2007 117,040.00 114,871.03 P 7.625 FULL -- 125,000.00 123,200.00 115,310.68 NO PPP 412449362 1,031.25 1,031.25 7/1/2007 180,000.00 180,000.00 RT 6.875 STATED -- 225,000.00 NA 180,000.00 NO PPP 412449277 2,129.06 2,129.06 7/1/2007 232,750.00 231,887.77 P 10.5 STATED -- 245,000.00 245,000.00 232,085.26 NO PPP 412449325 1,665.00 1,665.00 7/1/2007 296,000.00 295,984.68 RT 6.75 FULL -- 370,000.00 NA 295,984.67 NO PPP 412452709 1,133.83 1,133.83 7/1/2007 160,973.00 160,010.43 P 7.575 STATED AAA 202,000.00 201,207.00 160,255.63 NO PPP 412452781 648.6 648.6 7/1/2007 100,000.00 98,908.73 P 6.75 FULL -- 168,000.00 131,555.00 99,091.66 NO PPP 412452775 1,863.75 1,863.75 7/1/2007 284,000.00 284,000.00 P 7.875 FULL -- 365,000.00 355,000.00 284,000.00 NO PPP 412449771 1,937.50 1,937.50 7/1/2007 300,000.00 300,000.00 P 7.75 FULL -- 385,000.00 375,000.00 300,000.00 NO PPP 412449199 1,151.22 1,151.22 7/1/2007 177,493.00 172,884.32 P 6.75 FULL -- 180,000.00 182,000.00 173,238.82 NO PPP 412449680 2,023.63 2,023.63 7/1/2007 312,000.00 309,792.66 CO 6.75 FULL -- 390,000.00 NA 310,350.05 NO PPP 412452861 1,288.28 1,288.28 7/1/2007 190,400.00 189,978.84 CO 7.75 STATED -- 238,000.00 NA 190,100.33 NO PPP 412452780 1,352.28 1,352.28 7/1/2007 180,000.00 178,444.73 P 8.25 NINA -- 260,000.00 225,000.00 178,693.11 NO PPP 412453008 703.32 703.32 7/1/2007 97,000.00 96,169.33 P 7.875 FULL -- 97,000.00 97,000.00 96,312.34 NO PPP 412452912 4,523.10 4,523.10 7/1/2007 613,800.00 610,764.20 CO 8.55 LITE AA 682,000.00 NA 611,103.38 NO PPP LOAN_ID PREPAY_TERM ROUNDING PROGRAMCD LIEN_POS INITIAL_CAP PERIODIC_CAP LIFE_CAP MAXRATE MINRATE MARGIN NEXT_RT_ADJ_DATE NEXT_PMT_ADJ_DATE FICO ------- ----------- -------- --------- -------- ----------- ------------ -------- ------- ------- ------ ---------------- ----------------- ---- 412446135 3 NA Fixed Rate 1 - - - - - - 571 412451223 3 NA Fixed Rate 1 - - - - - - 476 412446196 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 15.55 9.55 6.30 10/1/2011 11/1/2011 649 412446256 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.05 8.05 5.90 10/1/2011 11/1/2011 653 412446262 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.15 8.15 6.30 10/1/2008 11/1/2008 561 412451343 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.60 8.60 6.05 11/1/2008 12/1/2008 479 412446314 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.55 9.55 7.35 11/1/2008 12/1/2008 663 412446332 0 NA Fixed Balloon 40/30 1 - - - - - - 538 412446454 3 NA Fixed Balloon 40/30 1 - - - - - - 530 412446524 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.75 9.75 6.45 12/1/2008 1/1/2009 579 412446556 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.78 8.78 6.15 12/1/2008 1/1/2009 695 412448441 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.93 9.93 6.05 3/1/2009 4/1/2009 534 412445622 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.53 7.53 5.90 11/1/2008 12/1/2008 637 412446355 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.45 8.45 6.05 3/1/2010 4/1/2010 603 412446393 1 NA Fixed Rate 1 - - - - - - 668 412446427 0 NA Fixed Rate 2 - - - - - - 698 412446428 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.90 6.90 6.30 1/1/2009 2/1/2009 698 412446445 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 16.60 10.60 5.95 3/1/2010 4/1/2010 514 412446481 1 NA Fixed Rate 1 - - - - - - 605 412446621 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 16.05 10.05 6.05 12/1/2009 1/1/2010 573 412446697 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.95 7.95 6.15 1/1/2009 2/1/2009 651 412451703 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.58 8.58 6.30 12/1/2009 1/1/2010 682 412446781 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.52 9.52 6.25 1/1/2009 2/1/2009 502 412451799 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.88 9.88 6.30 2/1/2009 3/1/2009 634 412451833 0 NA Fixed Rate 1 - - - - - - 637 412446889 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.90 8.90 6.25 2/1/2009 3/1/2009 563 412446905 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.73 7.73 6.05 2/1/2009 3/1/2009 637 412446907 0 NA Fixed Rate 2 - - - - - - 637 412446911 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.18 7.18 5.95 1/1/2009 2/1/2009 711 412446929 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.40 8.40 6.05 2/1/2010 3/1/2010 618 412446930 0 NA Fixed Rate 2 - - - - - - 618 412446953 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.63 7.63 6.05 3/1/2009 4/1/2009 632 412451990 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.60 8.60 6.15 1/1/2009 2/1/2009 649 412451995 3 NA Fixed Rate 1 - - - - - - 672 412447046 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.60 6.60 5.95 1/1/2009 2/1/2009 645 412452007 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.25 7.25 6.05 1/1/2009 2/1/2009 617 412452008 0 NA Fixed Rate 2 - - - - - - 617 412447050 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.50 8.50 6.05 2/1/2009 3/1/2009 659 412447051 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.45 7.45 5.95 1/1/2009 2/1/2009 606 412447066 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.15 7.15 6.15 3/1/2009 4/1/2009 671 412447076 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.55 7.55 6.05 1/1/2010 2/1/2010 667 412447083 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.54 9.54 6.05 3/1/2009 4/1/2009 606 412447114 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.55 6.55 6.05 1/1/2009 2/1/2009 571 412447117 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.65 9.65 6.30 1/1/2009 2/1/2009 610 412447122 0 NA Fixed Rate 1 - - - - - - 524 412447132 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.58 7.58 6.15 2/1/2009 3/1/2009 737 412447148 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.80 9.80 6.30 2/1/2009 3/1/2009 627 412447149 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.53 6.53 6.05 2/1/2009 3/1/2009 624 412447152 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.38 7.38 6.05 2/1/2009 3/1/2009 620 412447156 0 NA Fixed Rate 2 - - - - - - 654 412447157 3 NA Fixed Rate 1 - - - - - - 654 412447160 3 NA Fixed Rate 1 - - - - - - 608 412447177 3 NA Fixed Rate 1 - - - - - - 667 412447187 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.40 10.40 5.95 2/1/2009 3/1/2009 677 412447214 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.93 8.93 6.30 2/1/2009 3/1/2009 659 412447215 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.28 7.28 6.15 1/1/2009 2/1/2009 709 412447251 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.59 8.59 6.25 2/1/2009 3/1/2009 622 412447261 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.65 7.65 6.25 1/1/2009 2/1/2009 657 412452152 2 NA Fixed Balloon 40/30 1 - - - - - - 655 412447273 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.63 7.63 6.15 2/1/2009 3/1/2009 605 412447292 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.83 9.83 5.95 1/1/2009 2/1/2009 582 412447298 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.28 7.28 6.15 2/1/2009 3/1/2009 730 412447299 0 NA Fixed Rate 2 - - - - - - 730 412447302 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.40 9.40 6.30 2/1/2009 3/1/2009 638 412447320 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.15 8.15 6.45 2/1/2009 3/1/2009 615 412447363 3 NA Fixed Rate 1 - - - - - - 644 412447364 0 NA Fixed Rate 2 - - - - - - 656 412447365 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.61 8.61 6.30 3/1/2009 4/1/2009 656 412447375 0 NA Fixed Rate 2 - - - - - - 643 412447376 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.99 6.99 5.90 3/1/2009 4/1/2009 643 412447382 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.80 6.80 6.05 2/1/2009 3/1/2009 613 412447383 0 NA Fixed Rate 2 - - - - - - 613 412447408 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.35 9.35 6.05 3/1/2009 4/1/2009 670 412447412 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.60 8.60 5.95 3/1/2009 4/1/2009 667 412447419 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.87 8.87 6.05 2/1/2009 3/1/2009 611 412447422 0 NA Fixed Balloon 40/30 1 - - - - - - 591 412447429 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.73 7.73 6.05 1/1/2009 2/1/2009 640 412447437 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.73 8.73 6.30 2/1/2009 3/1/2009 702 412447441 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.58 7.58 6.15 3/1/2009 4/1/2009 713 412447442 0 NA Fixed Rate 2 - - - - - - 713 412452231 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.85 8.85 5.95 3/1/2009 4/1/2009 530 412447462 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.13 8.13 5.95 2/1/2009 3/1/2009 639 412452234 3 NA Fixed Rate 1 - - - - - - 685 412452235 3 NA Fixed Rate 1 - - - - - - 712 412447476 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.68 7.68 6.15 2/1/2009 3/1/2009 699 412447495 3 NA Fixed Rate 1 - - - - - - 504 412447500 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.90 9.90 5.95 2/1/2009 3/1/2009 715 412447510 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.93 7.93 6.15 3/1/2009 4/1/2009 677 412447522 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.50 7.50 6.45 2/1/2009 3/1/2009 611 412447526 1 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.73 7.73 5.05 3/1/2009 4/1/2009 603 412452252 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.65 9.65 6.25 2/1/2009 3/1/2009 664 412447528 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.30 9.30 6.30 2/1/2009 3/1/2009 558 412447536 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.45 10.45 6.45 2/1/2009 3/1/2009 535 412447541 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.48 6.48 6.05 2/1/2009 3/1/2009 616 412447543 0 NA Fixed Rate 2 - - - - - - 616 412447552 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.43 9.43 6.15 3/1/2009 4/1/2009 641 412447553 0 NA Fixed Rate 2 - - - - - - 641 412447554 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.63 8.63 6.30 3/1/2009 4/1/2009 657 412447557 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 16.80 10.80 6.30 2/1/2010 3/1/2010 538 412447559 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.90 9.90 7.35 2/1/2009 3/1/2009 527 412447560 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.18 10.18 5.95 2/1/2009 3/1/2009 659 412447565 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.48 9.48 5.25 3/1/2010 4/1/2010 592 412447566 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 5.95 2/1/2009 3/1/2009 661 412447571 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.98 6.98 6.05 3/1/2009 4/1/2009 643 412447573 0 NA Fixed Balloon 40/30 1 - - - - - - 515 412447575 0 NA Fixed Rate 2 - - - - - - 658 412447576 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 11.83 5.83 6.05 3/1/2009 4/1/2009 658 412452259 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.88 10.88 6.25 2/1/2009 3/1/2009 637 412447579 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.83 8.83 6.15 3/1/2009 4/1/2009 663 412452260 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.08 6.08 6.30 3/1/2009 4/1/2009 697 412452262 0 NA Fixed Rate 2 - - - - - - 697 412447582 3 NA Fixed Balloon 40/30 1 - - - - - - 559 412447588 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.53 9.53 6.30 3/1/2009 4/1/2009 623 412447589 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.50 8.50 6.05 3/1/2009 4/1/2009 516 412447591 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.80 9.80 7.05 2/1/2009 3/1/2009 561 412447598 0 NA Fixed Rate 1 - - - - - - 596 412447604 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.05 7.05 6.05 2/1/2009 3/1/2009 551 412447606 0 NA Fixed Rate 2 - - - - - - 602 412447607 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.25 7.25 6.05 3/1/2009 4/1/2009 602 412447609 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.98 8.98 6.15 2/1/2009 3/1/2009 702 412447610 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 6.30 3/1/2009 4/1/2009 575 412447614 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.78 8.78 6.30 3/1/2009 4/1/2009 606 412447628 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.88 7.88 5.95 3/1/2009 4/1/2009 600 412447632 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.25 7.25 6.05 3/1/2009 4/1/2009 622 412447633 0 NA Fixed Rate 2 - - - - - - 622 412447635 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.45 9.45 5.50 3/1/2009 4/1/2009 650 412447638 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.95 7.95 6.05 2/1/2009 3/1/2009 656 412447641 3 NA Fixed Balloon 40/30 1 - - - - - - 553 412447642 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.53 8.53 6.05 3/1/2009 4/1/2009 556 412452278 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.55 8.55 6.05 3/1/2009 4/1/2009 626 412447645 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.91 9.91 6.15 2/1/2009 3/1/2009 626 412447650 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.05 9.05 6.05 3/1/2009 4/1/2009 641 412447653 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.53 9.53 5.95 2/1/2009 3/1/2009 633 412447654 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.78 9.78 6.45 2/1/2009 3/1/2009 505 412447656 0 NA Fixed Rate 2 - - - - - - 731 412447657 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.71 7.71 5.90 3/1/2009 4/1/2009 644 412447664 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.95 8.95 6.30 2/1/2009 3/1/2009 691 412447666 0 NA Fixed Rate 2 - - - - - - 663 412447667 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 663 412447670 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.35 9.35 6.30 3/1/2009 4/1/2009 531 412447674 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.78 7.78 6.05 2/1/2009 3/1/2009 616 412452289 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.88 10.88 6.25 2/1/2009 3/1/2009 637 412447679 0 NA Fixed Rate 2 - - - - - - 725 412447680 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.83 6.83 6.15 2/1/2009 3/1/2009 725 412447682 0 NA Fixed Rate 1 - - - - - - 609 412447687 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.98 9.98 6.55 3/1/2009 4/1/2009 615 412447698 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.93 7.93 6.15 2/1/2009 3/1/2009 753 412447700 0 NA Fixed Rate 2 - - - - - - 753 412447706 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.25 6.25 6.05 3/1/2009 4/1/2009 677 412447707 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.70 8.70 6.05 3/1/2009 4/1/2009 610 412447712 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.25 8.25 6.30 2/1/2009 3/1/2009 628 412452298 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.48 6.48 6.05 3/1/2009 4/1/2009 606 412447718 0 NA Fixed Rate 2 - - - - - - 713 412447719 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.33 7.33 6.05 2/1/2009 3/1/2009 713 412452300 3 NA Fixed Rate 1 - - - - - - 679 412447720 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 11.50 5.50 5.95 3/1/2009 4/1/2009 663 412447721 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.05 8.05 6.05 3/1/2009 4/1/2009 590 412447727 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.50 7.50 6.70 3/1/2009 4/1/2009 603 412447728 3 NA Fixed Rate 1 - - - - - - 654 412447732 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.75 9.75 5.75 3/1/2009 4/1/2009 568 412447734 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.78 8.78 6.15 3/1/2009 4/1/2009 758 412447735 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.28 8.28 5.95 3/1/2009 4/1/2009 664 412447736 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.99 6.99 5.95 3/1/2009 4/1/2009 611 412447737 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.35 8.35 6.05 3/1/2009 4/1/2009 773 412447753 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.60 9.60 6.15 2/1/2009 3/1/2009 654 412447757 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.70 7.70 6.45 2/1/2009 3/1/2009 601 412447760 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.18 9.18 6.55 2/1/2009 3/1/2009 644 412447766 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.33 9.33 6.05 3/1/2009 4/1/2009 634 412452312 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.25 8.25 6.55 3/1/2009 4/1/2009 649 412447767 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.73 8.73 6.55 3/1/2009 4/1/2009 633 412447773 0 NA Fixed Rate 2 - - - - - - 666 412447774 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.98 8.98 6.30 3/1/2009 4/1/2009 666 412452314 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 11.60 5.60 5.90 2/1/2009 3/1/2009 661 412447780 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.95 8.95 6.25 2/1/2009 3/1/2009 615 412447781 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.20 8.20 6.05 2/1/2009 3/1/2009 624 412447784 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.63 9.63 6.80 3/1/2009 4/1/2009 524 412452324 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.28 7.28 5.90 3/1/2012 4/1/2012 682 412447802 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.75 9.75 6.70 3/1/2009 4/1/2009 513 412447803 0 NA Fixed Rate 1 - - - - - - 502 412447804 0 NA Fixed Rate 2 - - - - - - 661 412447805 0 'Nearest' Arm 3/27 - Balloon 50/30 1 3.00 1.00 6.00 13.95 7.95 6.05 3/1/2010 4/1/2010 661 412447808 0 NA Fixed Rate 1 - - - - - - 645 412447809 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.65 8.65 6.05 2/1/2009 3/1/2009 634 412447811 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.40 7.40 6.05 3/1/2009 4/1/2009 598 412447815 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.54 10.54 6.70 3/1/2009 4/1/2009 501 412447827 3 NA Fixed Rate 1 - - - - - - 638 412447828 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.50 9.50 6.25 3/1/2009 4/1/2009 532 412447829 0 NA Fixed Rate 2 - - - - - - 758 412447830 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.45 8.45 6.30 3/1/2009 4/1/2009 758 412447831 0 NA Fixed Rate 2 - - - - - - 642 412447832 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.88 7.88 5.90 2/1/2012 3/1/2012 642 412447833 0 NA Fixed Rate 2 - - - - - - 679 412447834 0 NA Fixed Rate 1 - - - - - - 679 412447843 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.98 8.98 6.30 2/1/2009 3/1/2009 587 412447844 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.05 9.05 6.30 2/1/2009 3/1/2009 651 412447847 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.25 8.25 5.95 3/1/2009 4/1/2009 607 412447848 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.00 9.00 5.95 3/1/2009 4/1/2009 584 412447850 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.18 7.18 6.30 3/1/2009 4/1/2009 670 412447854 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.99 6.99 5.95 2/1/2010 3/1/2010 626 412447856 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.99 8.99 6.30 3/1/2009 4/1/2009 613 412447859 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.26 8.26 6.30 2/1/2009 3/1/2009 677 412447861 0 NA Fixed Rate 2 - - - - - - 677 412447872 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.10 9.10 6.75 3/1/2009 4/1/2009 588 412447881 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.08 9.08 6.30 3/1/2009 4/1/2009 620 412447885 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.15 8.15 6.55 3/1/2009 4/1/2009 679 412447886 0 NA Fixed Rate 2 - - - - - - 651 412447887 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.58 6.58 6.15 2/1/2009 3/1/2009 651 412447891 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.30 8.30 6.30 3/1/2009 4/1/2009 546 412447892 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.90 7.90 5.95 3/1/2009 4/1/2009 704 412447893 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.45 7.45 5.95 3/1/2009 4/1/2009 735 412447896 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.00 7.00 6.25 3/1/2009 4/1/2009 586 412447900 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 16.10 10.10 6.05 3/1/2009 4/1/2009 651 412452352 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.73 7.73 6.05 2/1/2009 3/1/2009 645 412452354 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.90 8.90 6.15 3/1/2009 4/1/2009 697 412447901 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.99 9.99 6.30 3/1/2009 4/1/2009 676 412447903 1 NA Fixed Balloon 40/30 1 - - - - - - 655 412447904 0 NA Fixed Rate 2 - - - - - - 655 412447905 0 NA Fixed Rate 1 - - - - - - 518 412447906 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.28 8.28 6.05 3/1/2009 4/1/2009 691 412452358 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 16.65 9.65 6.30 2/1/2009 3/1/2009 635 412447908 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.38 8.38 6.30 3/1/2009 4/1/2009 600 412452361 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.95 8.95 5.95 3/1/2009 4/1/2009 640 412452362 0 NA Fixed Rate 2 - - - - - - 640 412447913 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.80 9.80 6.30 2/1/2009 3/1/2009 713 412447917 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 18.25 11.25 5.95 3/1/2009 4/1/2009 715 412447918 0 'Nearest' Arm 2/28 1 1.50 1.50 7.00 17.50 10.50 6.30 3/1/2009 4/1/2009 737 412447919 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.90 10.90 5.95 3/1/2009 4/1/2009 517 412447922 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.15 8.15 5.95 2/1/2010 3/1/2010 539 412447923 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.99 8.99 6.05 2/1/2009 3/1/2009 501 412447928 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 12.45 6.45 6.05 3/1/2010 4/1/2010 640 412447929 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.00 9.00 6.30 3/1/2009 4/1/2009 614 412447930 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.15 10.15 6.30 2/1/2009 3/1/2009 623 412447931 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.99 6.99 5.95 3/1/2009 4/1/2009 632 412447936 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.83 8.83 6.15 2/1/2010 3/1/2010 670 412447940 3 NA Fixed Rate 1 - - - - - - 594 412447941 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.90 6.90 5.90 3/1/2009 4/1/2009 691 412447943 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.54 7.54 6.14 12/1/2008 1/1/2009 644 412447947 0 NA Fixed Rate 1 - - - - - - 621 412447949 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.45 9.45 6.15 2/1/2009 3/1/2009 701 412447950 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.65 6.65 6.05 3/1/2012 4/1/2012 636 412447955 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.05 7.05 6.05 3/1/2009 4/1/2009 605 412447959 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 16.60 9.60 6.30 2/1/2009 3/1/2009 652 412447961 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.70 8.70 6.05 3/1/2009 4/1/2009 521 412447962 0 NA Fixed Balloon 40/30 1 - - - - - - 501 412447963 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.25 8.25 5.90 3/1/2009 4/1/2009 699 412447964 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.99 6.99 5.90 3/1/2010 4/1/2010 734 412447969 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.58 8.58 6.05 2/1/2009 3/1/2009 601 412452373 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.98 7.98 5.90 3/1/2009 4/1/2009 676 412447971 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.98 7.98 6.05 2/1/2009 3/1/2009 612 412447972 0 NA Fixed Rate 2 - - - - - - 612 412447977 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.48 9.48 6.15 3/1/2009 4/1/2009 654 412447980 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.20 10.20 6.05 3/1/2009 4/1/2009 525 412447981 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.98 7.98 6.05 3/1/2009 4/1/2009 648 412447983 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.00 7.00 6.05 3/1/2009 4/1/2009 618 412447984 0 NA Fixed Rate 1 - - - - - - 607 412447989 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.85 7.85 6.05 2/1/2009 3/1/2009 626 412447992 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.98 9.98 6.45 3/1/2009 4/1/2009 507 412448004 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.55 9.55 6.45 3/1/2009 4/1/2009 502 412448006 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.80 9.80 6.75 3/1/2009 4/1/2009 575 412448008 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.98 7.98 6.30 3/1/2009 4/1/2009 585 412448012 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.65 6.65 5.90 3/1/2009 4/1/2009 678 412448013 0 NA Fixed Rate 2 - - - - - - 678 412448014 3 NA Fixed Balloon 50/30 1 - - - - - - 609 412448015 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.70 8.70 6.05 3/1/2009 4/1/2009 596 412448018 1 NA Fixed Balloon 40/30 1 - - - - - - 644 412448019 0 NA Fixed Rate 2 - - - - - - 644 412448020 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.80 7.80 6.05 3/1/2009 4/1/2009 538 412448021 3 NA Fixed Rate 1 - - - - - - 589 412448023 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.66 7.66 6.05 2/1/2009 3/1/2009 522 412448031 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.00 9.00 5.95 3/1/2009 4/1/2009 650 412448032 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.20 9.20 6.25 3/1/2009 4/1/2009 514 412448037 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.60 8.60 6.15 3/1/2009 4/1/2009 647 412448039 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.28 7.28 5.95 3/1/2009 4/1/2009 670 412448043 0 NA Fixed Rate 2 - - - - - - 670 412448045 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 11.98 5.98 6.05 3/1/2009 4/1/2009 634 412448046 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.70 8.70 6.05 3/1/2009 4/1/2009 751 412448048 0 NA Fixed Rate 2 - - - - - - 634 412448053 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.10 7.10 6.15 3/1/2009 4/1/2009 649 412448059 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.95 9.95 7.35 3/1/2009 4/1/2009 516 412448062 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.60 6.60 5.95 3/1/2009 4/1/2009 665 412448063 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.98 7.98 6.05 3/1/2009 4/1/2009 667 412448064 0 NA Fixed Rate 2 - - - - - - 665 412448065 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.38 7.38 6.05 3/1/2009 4/1/2009 630 412448066 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 6.45 2/1/2009 3/1/2009 523 412448067 0 NA Fixed Rate 1 - - - - - - 505 412448069 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.58 8.58 5.90 3/1/2009 4/1/2009 649 412448070 0 NA Fixed Rate 2 - - - - - - 649 412448073 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.10 8.10 6.05 3/1/2009 4/1/2009 604 412448078 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.50 9.50 6.15 3/1/2009 4/1/2009 734 412448085 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.75 9.75 6.45 3/1/2009 4/1/2009 591 412452399 0 NA Fixed Rate 2 - - - - - - 608 412448089 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.85 6.85 6.05 3/1/2009 4/1/2009 626 412452401 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.55 7.55 6.05 3/1/2009 4/1/2009 608 412448092 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.65 6.65 5.95 3/1/2009 4/1/2009 657 412448093 0 NA Fixed Rate 2 - - - - - - 657 412448095 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.65 8.65 6.05 3/1/2009 4/1/2009 607 412448098 0 NA Fixed Rate 1 - - - - - - 648 412448106 0 NA Fixed Rate 1 - - - - - - 600 412448107 0 NA Fixed Rate 2 - - - - - - 600 412448108 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.88 8.88 6.05 3/1/2009 4/1/2009 588 412448109 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.99 9.99 6.30 3/1/2009 4/1/2009 557 412448113 0 'Nearest' Arm 3/27 - Balloon 50/30 1 3.00 1.00 6.00 13.95 7.95 6.30 3/1/2010 4/1/2010 714 412448114 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.20 8.20 5.95 3/1/2010 4/1/2010 563 412448115 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.23 7.23 5.95 3/1/2010 4/1/2010 710 412448120 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.05 10.05 7.35 3/1/2009 4/1/2009 502 412448121 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.98 8.98 6.60 3/1/2010 4/1/2010 555 412448123 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.45 8.45 5.50 3/1/2009 4/1/2009 517 412448125 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.90 6.90 6.05 3/1/2009 4/1/2009 607 412448126 0 NA Fixed Rate 2 - - - - - - 607 412448128 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 11.90 5.90 6.05 3/1/2009 4/1/2009 580 412448129 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.95 7.95 6.15 3/1/2009 4/1/2009 691 412448131 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 17.05 11.05 5.95 3/1/2009 4/1/2009 505 412448132 0 NA Fixed Rate 2 - - - - - - 691 412448134 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.23 7.23 6.05 3/1/2009 4/1/2009 625 412452410 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.38 8.38 6.30 3/1/2009 4/1/2009 647 412448136 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.80 8.80 5.95 3/1/2009 4/1/2009 620 412452411 0 NA Fixed Rate 2 - - - - - - 647 412448138 0 NA Fixed Rate 2 - - - - - - 602 412448139 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.65 7.65 6.05 3/1/2009 4/1/2009 656 412448140 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.33 7.33 6.05 3/1/2009 4/1/2009 602 412448145 1 NA Fixed Rate 1 - - - - - - 645 412448147 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.85 8.85 6.30 3/1/2009 4/1/2009 670 412448148 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.23 8.23 6.15 3/1/2009 4/1/2009 722 412448152 0 NA Fixed Rate 2 - - - - - - 722 412448154 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.90 8.90 6.05 3/1/2009 4/1/2009 617 412448155 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 11.70 5.70 5.95 3/1/2010 4/1/2010 694 412448156 3 NA Fixed Rate 1 - - - - - - 624 412448160 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.35 9.35 6.05 3/1/2009 4/1/2009 556 412448162 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.98 8.98 6.30 3/1/2009 4/1/2009 735 412448165 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.33 8.33 6.70 3/1/2009 4/1/2009 575 412448166 3 NA Fixed Rate 1 - - - - - - 506 412448167 0 NA Fixed Rate 1 - - - - - - 629 412452426 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.53 7.53 6.05 3/1/2009 4/1/2009 615 412452427 0 NA Fixed Rate 2 - - - - - - 615 412448170 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.10 10.10 6.75 3/1/2009 4/1/2009 710 412448171 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.55 9.55 6.15 3/1/2009 4/1/2009 638 412448173 3 NA Fixed Rate 1 - - - - - - 553 412448174 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.65 7.65 5.95 2/1/2009 3/1/2009 609 412452430 0 NA Fixed Balloon 50/30 1 - - - - - - 644 412448179 0 NA Fixed Rate 2 - - - - - - 605 412448180 3 NA Fixed Rate 1 - - - - - - 605 412448181 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.18 7.18 6.25 2/1/2009 3/1/2009 703 412448185 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.95 8.95 5.95 3/1/2009 4/1/2009 518 412448189 3 NA Fixed Rate 1 - - - - - - 519 412448191 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.60 9.60 6.05 3/1/2009 4/1/2009 513 412448195 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.08 9.08 6.15 3/1/2009 4/1/2009 710 412448198 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.90 9.90 5.00 3/1/2009 4/1/2009 501 412448200 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.20 8.20 7.35 3/1/2010 4/1/2010 572 412448205 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.80 7.80 6.30 3/1/2009 4/1/2009 642 412448207 0 NA Fixed Rate 2 - - - - - - 642 412448209 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.99 7.99 6.75 3/1/2009 4/1/2009 621 412448210 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.95 9.95 6.05 3/1/2009 4/1/2009 504 412448211 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.70 8.70 6.30 3/1/2010 4/1/2010 655 412448212 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.40 7.40 6.15 3/1/2009 4/1/2009 730 412448213 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.35 8.35 5.95 3/1/2009 4/1/2009 582 412448216 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.25 7.25 6.25 2/1/2009 3/1/2009 639 412448217 0 NA Fixed Rate 1 - - - - - - 656 412448218 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.25 6.25 5.95 3/1/2009 4/1/2009 608 412448219 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.95 9.95 7.35 3/1/2009 4/1/2009 565 412448220 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.73 9.73 6.30 3/1/2009 4/1/2009 628 412448222 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.15 9.15 6.30 3/1/2009 4/1/2009 602 412448223 0 NA Fixed Balloon 40/30 1 - - - - - - 509 412448224 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.98 8.98 6.30 3/1/2009 4/1/2009 561 412448226 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.40 7.40 6.05 3/1/2009 4/1/2009 601 412448227 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.45 8.45 6.05 3/1/2009 4/1/2009 614 412448228 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.00 9.00 6.25 3/1/2010 4/1/2010 547 412448229 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.51 10.51 6.30 3/1/2009 4/1/2009 590 412448234 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.68 9.68 6.15 3/1/2009 4/1/2009 679 412448236 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.45 8.45 6.05 3/1/2009 4/1/2009 600 412448238 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.08 7.08 6.15 3/1/2009 4/1/2009 739 412448240 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.90 8.90 6.30 3/1/2009 4/1/2009 628 412448242 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.20 9.20 6.50 2/1/2009 3/1/2009 642 412448243 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.75 9.75 6.05 3/1/2009 4/1/2009 518 412448246 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.18 9.18 6.55 3/1/2009 4/1/2009 623 412448248 0 NA Fixed Rate 1 - - - - - - 616 412448250 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.70 6.70 6.05 3/1/2009 4/1/2009 501 412448253 0 NA Fixed Rate 1 - - - - - - 510 412448254 0 NA Fixed Rate 1 - - - - - - 631 412448256 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.90 8.90 6.15 3/1/2009 4/1/2009 706 412452443 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.53 8.53 6.05 3/1/2009 4/1/2009 676 412448263 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 15.70 8.70 6.05 3/1/2009 4/1/2009 645 412448264 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.93 8.93 6.15 3/1/2009 4/1/2009 700 412448265 0 NA Fixed Rate 2 - - - - - - 700 412448267 0 NA Fixed Rate 1 - - - - - - 641 412448269 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.25 9.25 6.05 3/1/2009 4/1/2009 624 412448271 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.30 9.30 6.95 3/1/2009 4/1/2009 507 412448273 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.98 9.98 4.90 3/1/2009 4/1/2009 548 412448274 0 'Nearest' Arm 3/27 - Balloon 50/30 1 3.00 1.00 6.00 12.75 6.75 6.15 3/1/2010 4/1/2010 673 412448275 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.08 10.08 6.30 3/1/2009 4/1/2009 682 412448276 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.95 8.95 6.05 3/1/2010 4/1/2010 560 412448287 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.40 7.40 6.05 3/1/2009 4/1/2009 597 412448289 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.99 9.99 6.25 3/1/2009 4/1/2009 516 412448290 0 NA Fixed Rate 2 - - - - - - 648 412448292 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.50 7.50 6.05 3/1/2009 4/1/2009 582 412448293 2 NA Fixed Balloon 40/30 1 - - - - - - 551 412448295 0 NA Fixed Rate 2 - - - - - - 714 412452449 3 NA Fixed Balloon 40/30 1 - - - - - - 572 412448296 0 NA Fixed Balloon 40/30 1 - - - - - - 604 412452451 0 NA Fixed Rate 1 - - - - - - 563 412448302 0 NA Fixed Rate 2 - - - - - - 638 412448303 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.75 6.75 6.05 3/1/2009 4/1/2009 638 412448305 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.80 7.80 5.90 3/1/2009 4/1/2009 635 412448309 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 602 412448310 0 NA Fixed Balloon 40/30 1 - - - - - - 645 412448311 0 NA Fixed Rate 2 - - - - - - 647 412448312 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 12.50 6.50 6.30 3/1/2010 4/1/2010 656 412448313 0 NA Fixed Rate 2 - - - - - - 602 412448314 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 17.55 10.55 5.95 3/1/2009 4/1/2009 680 412448315 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.48 7.48 6.25 3/1/2009 4/1/2009 592 412448317 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.88 8.88 5.95 3/1/2009 4/1/2009 623 412448318 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.43 8.43 6.15 3/1/2009 4/1/2009 651 412448320 0 NA Fixed Rate 2 - - - - - - 651 412448321 0 NA Fixed Rate 1 - - - - - - 503 412448322 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.33 7.33 5.90 3/1/2009 4/1/2009 658 412448323 3 NA Fixed Balloon 40/30 1 - - - - - - 510 412448324 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.83 8.83 6.15 3/1/2009 4/1/2009 789 412448325 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.58 9.58 6.05 3/1/2009 4/1/2009 515 412448327 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.48 7.48 5.95 3/1/2009 4/1/2009 625 412448328 0 NA Fixed Rate 2 - - - - - - 625 412448331 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.20 7.20 5.95 3/1/2009 4/1/2009 667 412448333 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.55 6.55 5.95 3/1/2009 4/1/2009 608 412448343 3 NA Fixed Rate 1 - - - - - - 627 412448345 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.50 7.50 5.90 3/1/2009 4/1/2009 725 412448346 0 NA Fixed Rate 2 - - - - - - 764 412448347 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.75 6.75 5.95 3/1/2009 4/1/2009 623 412448348 0 NA Fixed Rate 2 - - - - - - 631 412448349 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.05 9.05 6.30 3/1/2009 4/1/2009 639 412448350 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.08 7.08 6.05 3/1/2009 4/1/2009 631 412448352 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.20 7.20 6.15 3/1/2009 4/1/2009 701 412448353 0 NA Fixed Rate 2 - - - - - - 701 412448354 0 NA Fixed Rate 1 - - - - - - 636 412452461 3 NA Fixed Balloon 40/30 1 - - - - - - 653 412452462 0 NA Fixed Rate 2 - - - - - - 653 412448356 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.83 7.83 6.25 3/1/2009 4/1/2009 603 412448357 0 NA Fixed Rate 2 - - - - - - 603 412448358 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 16.90 10.90 5.95 3/1/2010 4/1/2010 510 412448360 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.03 7.03 5.95 3/1/2009 4/1/2009 624 412448361 0 NA Fixed Rate 2 - - - - - - 624 412452465 0 NA Fixed Rate 1 - - - - - - 527 412448363 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.25 10.25 7.05 3/1/2009 4/1/2009 502 412448369 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.85 9.85 6.30 3/1/2010 4/1/2010 535 412448372 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.60 9.60 6.45 3/1/2009 4/1/2009 518 412448373 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.60 7.60 6.05 3/1/2009 4/1/2009 588 412448377 0 NA Fixed Rate 2 - - - - - - 611 412448378 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.45 9.45 6.05 3/1/2009 4/1/2009 582 412448380 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.80 7.80 6.30 3/1/2010 4/1/2010 637 412448381 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.88 6.88 5.95 3/1/2009 4/1/2009 689 412448388 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.40 7.40 6.05 3/1/2009 4/1/2009 553 412448389 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.99 8.99 6.30 3/1/2009 4/1/2009 642 412448390 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.55 8.55 6.05 3/1/2009 4/1/2009 582 412448391 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.80 6.80 5.95 3/1/2009 4/1/2009 619 412448392 0 NA Fixed Balloon 40/30 1 - - - - - - 627 412448395 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.99 8.99 6.55 3/1/2010 4/1/2010 552 412452470 3 NA Fixed Balloon 40/30 1 - - - - - - 574 412448397 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.50 9.50 6.15 3/1/2010 4/1/2010 662 412448401 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.99 9.99 5.95 3/1/2009 4/1/2009 626 412448402 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.00 8.00 6.30 3/1/2009 4/1/2009 610 412448403 3 NA Fixed Rate 1 - - - - - - 591 412448405 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.85 7.85 6.75 3/1/2009 4/1/2009 682 412448406 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.60 7.60 6.30 3/1/2009 4/1/2009 617 412448407 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.65 7.65 6.05 3/1/2009 4/1/2009 614 412448408 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.15 8.15 5.95 3/1/2009 4/1/2009 626 412448409 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.78 10.78 5.95 3/1/2009 4/1/2009 596 412448410 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.75 7.75 5.95 3/1/2009 4/1/2009 559 412448415 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 17.10 11.10 6.30 3/1/2010 4/1/2010 575 412448418 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.48 8.48 6.30 3/1/2009 4/1/2009 526 412448419 3 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.60 7.60 6.15 3/1/2009 4/1/2009 656 412448422 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.75 6.75 6.05 3/1/2009 4/1/2009 635 412448427 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.50 7.50 6.25 3/1/2009 4/1/2009 608 412448428 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.99 8.99 6.05 3/1/2009 4/1/2009 515 412448432 3 NA Fixed Rate 1 - - - - - - 519 412448436 3 NA Fixed Rate 1 - - - - - - 572 412448438 0 NA Fixed Rate 1 - - - - - - 513 412448439 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.50 7.50 6.25 3/1/2009 4/1/2009 620 412448442 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.75 9.75 6.05 3/1/2009 4/1/2009 528 412448448 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.20 8.20 7.35 3/1/2009 4/1/2009 624 412448450 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.49 8.49 6.30 3/1/2009 4/1/2009 691 412448454 0 NA Fixed Rate 2 - - - - - - 709 412448455 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.99 8.99 6.30 3/1/2009 4/1/2009 557 412448457 0 'Nearest' Arm 3/27 - Balloon 50/30 1 3.00 1.00 6.00 13.23 7.23 5.90 3/1/2010 4/1/2010 709 412448458 3 NA Fixed Balloon 40/30 1 - - - - - - 698 412448460 0 NA Fixed Rate 2 - - - - - - 698 412448461 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.40 7.40 6.05 3/1/2009 4/1/2009 605 412448465 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.38 9.38 6.70 3/1/2009 4/1/2009 510 412448466 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.05 10.05 6.30 3/1/2009 4/1/2009 507 412448467 3 NA Fixed Balloon 40/30 1 - - - - - - 517 412448468 0 NA Fixed Balloon 40/30 1 - - - - - - 621 412448470 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.65 9.65 6.05 3/1/2009 4/1/2009 506 412448474 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.65 8.65 5.95 3/1/2009 4/1/2009 575 412448475 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.25 9.25 5.95 3/1/2009 4/1/2009 644 412452480 3 NA Fixed Rate 1 - - - - - - 507 412448476 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.85 7.85 6.05 3/1/2010 4/1/2010 579 412448478 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.53 7.53 6.05 3/1/2009 4/1/2009 622 412448479 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.68 7.68 6.05 3/1/2010 4/1/2010 564 412448482 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.18 8.18 6.15 3/1/2009 4/1/2009 642 412448483 0 NA Fixed Rate 2 - - - - - - 609 412448484 0 NA Fixed Rate 2 - - - - - - 642 412448485 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.25 9.25 6.05 3/1/2010 4/1/2010 505 412448486 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.50 7.50 6.05 3/1/2010 4/1/2010 544 412448487 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.75 7.75 6.25 3/1/2009 4/1/2009 643 412448489 0 NA Fixed Rate 2 - - - - - - 643 412448491 0 NA Fixed Balloon 40/30 1 - - - - - - 613 412448492 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.68 8.68 6.70 3/1/2009 4/1/2009 501 412448493 0 NA Fixed Rate 1 - - - - - - 502 412448494 0 NA Fixed Rate 2 - - - - - - 684 412448497 0 NA Fixed Rate 1 - - - - - - 684 412448501 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.53 8.53 5.95 3/1/2010 4/1/2010 503 412448503 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.65 8.65 6.25 3/1/2010 4/1/2010 519 412448504 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.53 6.53 6.15 3/1/2009 4/1/2009 653 412448505 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.75 8.75 5.95 3/1/2010 4/1/2010 503 412448507 0 NA Fixed Rate 2 - - - - - - 653 412448508 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.75 8.75 7.00 3/1/2009 4/1/2009 550 412448509 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.30 9.30 5.95 3/1/2010 4/1/2010 535 412448510 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.75 8.75 6.05 3/1/2009 4/1/2009 612 412448511 2 NA Fixed Rate 1 - - - - - - 641 412448514 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.60 8.60 5.95 3/1/2009 4/1/2009 601 412448518 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.25 6.25 6.05 3/1/2009 4/1/2009 598 412448519 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.96 9.96 6.30 3/1/2009 4/1/2009 581 412448520 0 NA Fixed Rate 1 - - - - - - 507 412448523 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.10 7.10 5.95 3/1/2010 4/1/2010 620 412448524 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.45 9.45 6.25 3/1/2009 4/1/2009 551 412448527 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.99 6.99 5.95 3/1/2009 4/1/2009 589 412448530 0 NA Fixed Rate 1 - - - - - - 646 412448531 3 NA Fixed Balloon 40/30 1 - - - - - - 508 412448532 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.70 9.70 6.70 3/1/2009 4/1/2009 511 412448534 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.45 6.45 5.95 3/1/2009 4/1/2009 664 412448535 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.50 8.50 5.95 3/1/2009 4/1/2009 597 412448536 3 NA Fixed Balloon 40/30 1 - - - - - - 501 412448537 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 11.78 5.78 6.30 3/1/2009 4/1/2009 630 412448538 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.85 6.85 6.25 2/1/2009 3/1/2009 559 412448540 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.93 7.93 6.75 2/1/2009 3/1/2009 562 412448541 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.55 6.55 5.95 3/1/2009 4/1/2009 680 412448543 0 NA Fixed Rate 1 - - - - - - 630 412448547 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.25 7.25 6.05 2/1/2009 3/1/2009 619 412448548 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.05 7.05 5.95 3/1/2009 4/1/2009 669 412448550 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.78 7.78 6.30 2/1/2009 3/1/2009 642 412448551 3 NA Fixed Balloon 40/30 1 - - - - - - 573 412448554 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.13 9.13 6.30 3/1/2009 4/1/2009 518 412448556 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.15 9.15 5.95 3/1/2009 4/1/2009 577 412448557 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.30 7.30 6.05 3/1/2009 4/1/2009 667 412448558 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.35 8.35 6.05 3/1/2009 4/1/2009 511 412448559 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 6.10 3/1/2009 4/1/2009 610 412448563 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.58 8.58 5.95 3/1/2010 4/1/2010 625 412448564 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.13 8.13 6.05 3/1/2010 4/1/2010 626 412448566 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 6.05 3/1/2009 4/1/2009 580 412448567 0 NA Fixed Rate 2 - - - - - - 626 412448569 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.45 7.45 6.05 3/1/2009 4/1/2009 505 412448573 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.99 7.99 5.95 3/1/2009 4/1/2009 588 412448577 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.65 9.65 6.05 3/1/2009 4/1/2009 589 412448580 0 NA Fixed Balloon 50/30 1 - - - - - - 620 412448586 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.50 6.50 6.05 3/1/2009 4/1/2009 644 412448590 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.60 8.60 6.30 3/1/2009 4/1/2009 616 412448592 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.83 7.83 6.05 3/1/2009 4/1/2009 589 412448593 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 11.55 5.55 6.30 3/1/2010 4/1/2010 624 412448594 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.55 9.55 6.05 3/1/2009 4/1/2009 584 412448596 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.60 8.60 6.05 3/1/2009 4/1/2009 567 412448597 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.15 8.15 6.55 3/1/2010 4/1/2010 511 412448600 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.50 7.50 6.30 3/1/2009 4/1/2009 629 412448601 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.60 10.60 7.35 3/1/2009 4/1/2009 506 412448605 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.85 9.85 6.05 3/1/2009 4/1/2009 593 412448606 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.30 7.30 5.95 3/1/2009 4/1/2009 613 412448607 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.90 8.90 6.05 3/1/2010 4/1/2010 604 412448608 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.90 7.90 6.15 3/1/2009 4/1/2009 666 412452499 3 NA Fixed Balloon 40/30 1 - - - - - - 665 412448610 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.55 8.55 5.95 3/1/2009 4/1/2009 658 412448617 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.65 6.65 6.25 3/1/2010 4/1/2010 601 412448620 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.35 6.35 6.05 3/1/2009 4/1/2009 618 412448622 1 NA Fixed Rate 1 - - - - - - 624 412448623 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.60 8.60 6.30 3/1/2010 4/1/2010 608 412448625 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.25 7.25 5.95 3/1/2009 4/1/2009 642 412448628 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.70 7.70 6.05 3/1/2009 4/1/2009 629 412448629 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.00 6.00 5.95 4/1/2009 5/1/2009 718 412448631 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.40 8.40 6.25 3/1/2010 4/1/2010 592 412448634 0 NA Fixed Rate 1 - - - - - - 505 412448635 1 NA Fixed Balloon 40/30 1 - - - - - - 516 412448636 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.10 8.10 5.90 3/1/2009 4/1/2009 620 412448637 0 NA Fixed Balloon 40/30 1 - - - - - - 546 412448639 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.45 9.45 6.70 3/1/2009 4/1/2009 542 412448641 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.75 7.75 6.30 3/1/2009 4/1/2009 616 412448644 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.05 8.05 6.05 3/1/2009 4/1/2009 550 412448646 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 6.15 3/1/2010 4/1/2010 642 412448647 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.55 7.55 6.05 3/1/2009 4/1/2009 665 412448648 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.05 9.05 6.05 3/1/2009 4/1/2009 542 412448649 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.25 6.25 6.05 3/1/2009 4/1/2009 686 412448650 0 NA Fixed Rate 2 - - - - - - 685 412448651 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.68 8.68 5.90 3/1/2010 4/1/2010 685 412448654 3 NA Fixed Rate 1 - - - - - - 581 412452509 3 NA Fixed Balloon 40/30 1 - - - - - - 621 412448655 0 NA Fixed Rate 1 - - - - - - 500 412448658 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 12.48 6.48 6.05 3/1/2010 4/1/2010 624 412448659 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.43 8.43 6.30 3/1/2009 4/1/2009 564 412448660 3 NA Fixed Balloon 40/30 1 - - - - - - 508 412448661 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.38 8.38 6.05 3/1/2009 4/1/2009 622 412448663 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.70 8.70 5.95 3/1/2009 4/1/2009 560 412448666 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.99 7.99 6.05 3/1/2010 4/1/2010 569 412448667 0 NA Fixed Rate 1 - - - - - - 607 412448668 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.60 7.60 6.25 3/1/2009 4/1/2009 514 412448669 0 NA Fixed Rate 1 - - - - - - 562 412448671 0 NA Fixed Rate 1 - - - - - - 601 412448672 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.85 7.85 6.05 3/1/2010 4/1/2010 595 412448673 0 NA Fixed Rate 1 - - - - - - 517 412448674 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.70 6.70 6.05 3/1/2009 4/1/2009 582 412448675 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.95 7.95 6.25 3/1/2009 4/1/2009 674 412448676 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.54 8.54 6.30 3/1/2009 4/1/2009 648 412448677 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 5.95 3/1/2009 4/1/2009 604 412448678 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.58 6.58 5.90 3/1/2009 4/1/2009 645 412448682 3 NA Fixed Balloon 40/30 1 - - - - - - 600 412448685 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.09 9.09 6.05 3/1/2009 4/1/2009 582 412448687 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.45 8.45 6.30 3/1/2010 4/1/2010 551 412448688 0 NA Fixed Rate 1 - - - - - - 581 412448689 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.99 9.99 6.15 3/1/2009 4/1/2009 625 412448690 0 NA Fixed Rate 1 - - - - - - 641 412448692 1 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.80 9.80 6.45 3/1/2009 4/1/2009 505 412448693 0 NA Fixed Balloon 40/30 1 - - - - - - 660 412448694 0 NA Fixed Rate 2 - - - - - - 660 412448695 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.93 7.93 5.90 3/1/2009 4/1/2009 684 412448696 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.63 10.63 6.30 3/1/2009 4/1/2009 663 412448697 0 NA Fixed Balloon 40/30 1 - - - - - - 640 412448699 0 NA Fixed Balloon 40/30 1 - - - - - - 625 412448700 3 NA Fixed Balloon 40/30 1 - - - - - - 501 412448702 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.98 6.98 6.05 3/1/2009 4/1/2009 628 412448705 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.99 6.99 6.05 3/1/2010 4/1/2010 632 412448706 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.65 7.65 6.05 1/1/2009 2/1/2009 604 412448708 0 NA Fixed Rate 2 - - - - - - 628 412448711 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.50 7.50 6.05 3/1/2009 4/1/2009 649 412448712 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.95 7.95 6.25 3/1/2009 4/1/2009 506 412448713 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.45 9.45 7.35 3/1/2009 4/1/2009 504 412448714 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.15 10.15 6.55 3/1/2009 4/1/2009 525 412448716 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.45 9.45 6.15 3/1/2009 4/1/2009 642 412448717 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.70 9.70 7.35 3/1/2009 4/1/2009 519 412448720 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 16.58 10.58 6.05 3/1/2010 4/1/2010 511 412448721 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.75 6.75 6.25 3/1/2009 4/1/2009 606 412448726 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.60 10.60 6.05 3/1/2009 4/1/2009 519 412452522 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.15 9.15 5.95 3/1/2009 4/1/2009 517 412448731 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.35 8.35 6.05 3/1/2010 4/1/2010 561 412448732 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.50 8.50 6.05 3/1/2009 4/1/2009 584 412448735 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.59 9.59 6.30 3/1/2009 4/1/2009 603 412448736 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.60 8.60 6.55 3/1/2009 4/1/2009 623 412452527 0 NA Fixed Rate 1 - - - - - - 567 412448740 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.73 7.73 6.05 3/1/2010 4/1/2010 607 412448741 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.25 6.25 5.95 3/1/2010 4/1/2010 592 412448745 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.85 6.85 6.05 3/1/2009 4/1/2009 652 412448748 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.85 7.85 6.70 3/1/2010 4/1/2010 643 412448749 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.28 9.28 6.05 3/1/2010 4/1/2010 506 412448753 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.00 7.00 6.05 3/1/2009 4/1/2009 629 412448756 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.65 6.65 6.05 3/1/2009 4/1/2009 611 412448757 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.95 7.95 6.30 3/1/2009 4/1/2009 609 412448758 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 17.38 11.38 6.30 3/1/2009 4/1/2009 640 412448759 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.65 9.65 6.55 3/1/2009 4/1/2009 516 412448760 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.73 9.73 6.05 3/1/2009 4/1/2009 567 412448762 0 NA Fixed Rate 1 - - - - - - 642 412448763 0 NA Fixed Rate 2 - - - - - - 642 412448765 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.99 9.99 7.35 3/1/2009 4/1/2009 506 412448766 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.55 7.55 6.25 3/1/2009 4/1/2009 602 412448767 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 671 412448769 0 NA Fixed Rate 1 - - - - - - 549 412448771 0 NA Fixed Rate 1 - - - - - - 518 412448773 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.65 7.65 6.25 3/1/2010 4/1/2010 566 412448774 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.83 7.83 6.05 3/1/2009 4/1/2009 652 412452533 0 NA Fixed Balloon 40/30 1 - - - - - - 606 412448779 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.94 8.94 6.05 3/1/2009 4/1/2009 599 412448780 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.45 7.45 5.90 3/1/2010 4/1/2010 603 412448781 1 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.38 8.38 6.30 3/1/2010 4/1/2010 615 412448783 0 NA Fixed Rate 1 - - - - - - 583 412448785 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.00 9.00 6.15 3/1/2009 4/1/2009 676 412448786 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.55 8.55 6.05 3/1/2009 4/1/2009 512 412448787 0 NA Fixed Rate 2 - - - - - - 724 412448788 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.80 7.80 5.90 3/1/2009 4/1/2009 616 412448791 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.40 8.40 5.95 3/1/2009 4/1/2009 607 412448794 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.40 8.40 6.70 3/1/2009 4/1/2009 589 412448795 0 NA Fixed Rate 2 - - - - - - 636 412448796 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.88 6.88 6.05 3/1/2009 4/1/2009 636 412448798 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.85 7.85 6.05 3/1/2009 4/1/2009 671 412448799 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.35 8.35 5.95 3/1/2009 4/1/2009 623 412448801 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.85 9.85 6.25 3/1/2009 4/1/2009 509 412448803 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.80 8.80 6.30 3/1/2009 4/1/2009 638 412448805 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 5.90 3/1/2012 4/1/2012 641 412448807 0 NA Fixed Rate 1 - - - - - - 503 412452538 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.90 9.90 6.70 3/1/2010 4/1/2010 512 412448811 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.96 8.96 6.30 3/1/2009 4/1/2009 628 412448812 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.99 8.99 5.50 3/1/2009 4/1/2009 625 412448813 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.40 8.40 6.30 3/1/2010 4/1/2010 500 412448814 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.40 9.40 6.50 3/1/2010 4/1/2010 500 412448816 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.00 10.00 6.05 3/1/2009 4/1/2009 502 412448820 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.73 7.73 5.95 3/1/2009 4/1/2009 635 412448821 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.95 8.95 6.05 3/1/2010 4/1/2010 510 412448822 3 NA Fixed Rate 1 - - - - - - 560 412448824 2 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.99 7.99 5.95 3/1/2010 4/1/2010 610 412452540 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.78 9.78 7.60 3/1/2010 4/1/2010 539 412448829 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 6.05 3/1/2012 4/1/2012 652 412448830 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.50 8.50 6.05 3/1/2009 4/1/2009 604 412448831 0 NA Fixed Rate 2 - - - - - - 623 412448832 3 NA Fixed Rate 1 - - - - - - 623 412448833 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.99 6.99 6.05 3/1/2009 4/1/2009 646 412448834 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.70 9.70 6.75 3/1/2010 4/1/2010 578 412448835 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.50 8.50 6.05 3/1/2009 4/1/2009 620 412448836 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.35 7.35 6.15 3/1/2010 4/1/2010 701 412448837 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.30 8.30 6.05 3/1/2009 4/1/2009 538 412448838 0 NA Fixed Balloon 40/30 1 - - - - - - 624 412448839 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.08 9.08 6.05 3/1/2009 4/1/2009 506 412448840 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.49 7.49 6.05 3/1/2009 4/1/2009 627 412448843 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.43 8.43 6.15 3/1/2009 4/1/2009 689 412448844 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.63 8.63 6.05 3/1/2009 4/1/2009 619 412452543 1 NA Fixed Rate 1 - - - - - - 591 412448845 0 NA Fixed Rate 2 - - - - - - 619 412448851 0 NA Fixed Rate 2 - - - - - - 635 412448852 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.58 7.58 6.30 3/1/2009 4/1/2009 648 412448856 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.45 7.45 5.90 4/1/2009 5/1/2009 638 412448857 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.75 8.75 5.95 3/1/2009 4/1/2009 540 412448858 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.15 8.15 6.05 3/1/2009 4/1/2009 649 412448859 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.53 8.53 6.30 3/1/2009 4/1/2009 512 412448860 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.98 6.98 6.05 3/1/2009 4/1/2009 666 412448861 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.83 10.83 6.30 3/1/2009 4/1/2009 588 412448862 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.75 9.75 7.05 2/1/2009 3/1/2009 570 412452551 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.73 8.73 6.05 3/1/2009 4/1/2009 605 412452552 0 NA Fixed Rate 2 - - - - - - 605 412448871 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 17.05 11.05 7.35 3/1/2010 4/1/2010 513 412448872 0 NA Fixed Rate 2 - - - - - - 643 412448873 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.50 6.50 5.95 3/1/2009 4/1/2009 629 412448874 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.70 8.70 6.25 3/1/2009 4/1/2009 515 412448875 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.75 9.75 5.95 3/1/2009 4/1/2009 643 412448879 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.50 9.50 6.05 3/1/2010 4/1/2010 503 412448880 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.54 8.54 6.05 3/1/2009 4/1/2009 568 412448881 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.20 7.20 6.05 3/1/2010 4/1/2010 658 412448882 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.40 7.40 6.30 3/1/2010 4/1/2010 633 412448883 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.95 7.95 6.45 3/1/2009 4/1/2009 585 412448885 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.70 8.70 6.45 3/1/2009 4/1/2009 578 412448886 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.75 9.75 6.70 3/1/2010 4/1/2010 511 412448887 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.30 7.30 5.90 3/1/2010 4/1/2010 664 412448888 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.00 7.00 6.25 3/1/2009 4/1/2009 517 412448889 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.99 8.99 6.30 3/1/2009 4/1/2009 637 412448893 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.15 6.15 6.05 3/1/2009 4/1/2009 697 412448896 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.49 7.49 6.25 3/1/2009 4/1/2009 619 412448897 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.13 8.13 6.70 3/1/2009 4/1/2009 604 412452560 3 NA Fixed Balloon 40/30 1 - - - - - - 521 412448898 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.95 8.95 5.40 3/1/2009 4/1/2009 514 412448899 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.10 7.10 5.90 3/1/2009 4/1/2009 637 412448901 3 NA Fixed Rate 1 - - - - - - 590 412448902 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.68 7.68 6.05 3/1/2009 4/1/2009 660 412448903 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.50 8.50 6.75 3/1/2010 4/1/2010 682 412448905 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.48 7.48 5.90 4/1/2009 5/1/2009 608 412448906 0 NA Fixed Rate 2 - - - - - - 687 412448907 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.88 7.88 5.90 3/1/2009 4/1/2009 687 412448908 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.20 8.20 5.95 3/1/2010 4/1/2010 500 412448911 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.18 7.18 5.90 3/1/2010 4/1/2010 623 412448912 3 NA Fixed Rate 1 - - - - - - 640 412448914 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.85 6.85 5.95 3/1/2009 4/1/2009 588 412448917 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.20 7.20 6.25 3/1/2010 4/1/2010 692 412448918 2 NA Fixed Balloon 40/30 1 - - - - - - 511 412448919 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.45 10.45 4.75 3/1/2009 4/1/2009 509 412448921 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.35 8.35 4.95 3/1/2009 4/1/2009 517 412448922 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.63 10.63 6.30 3/1/2009 4/1/2009 767 412448923 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.49 6.49 6.05 3/1/2009 4/1/2009 635 412448931 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.03 7.03 5.95 3/1/2009 4/1/2009 625 412448932 0 NA Fixed Rate 2 - - - - - - 613 412448933 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 5.70 3/1/2009 4/1/2009 613 412448934 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 603 412448935 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.99 6.99 6.05 3/1/2009 4/1/2009 614 412448937 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.53 7.53 5.90 3/1/2009 4/1/2009 642 412448942 0 NA Fixed Rate 2 - - - - - - 642 412452568 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 6.05 3/1/2009 4/1/2009 628 412448945 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.40 6.40 6.05 3/1/2009 4/1/2009 677 412448946 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.88 6.88 5.95 3/1/2009 4/1/2009 617 412448948 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.48 7.48 5.90 3/1/2010 4/1/2010 632 412448950 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.99 8.99 5.95 4/1/2009 5/1/2009 642 412448951 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.13 6.13 5.90 3/1/2012 4/1/2012 798 412448958 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 15.11 9.11 4.55 3/1/2010 4/1/2010 564 412448959 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 11.83 5.83 5.90 3/1/2010 4/1/2010 648 412452573 0 NA Fixed Rate 1 - - - - - - 644 412448961 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.90 7.90 5.90 4/1/2009 5/1/2009 726 412448962 0 NA Fixed Rate 2 - - - - - - 663 412448963 2 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.08 9.08 6.30 3/1/2009 4/1/2009 663 412448964 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.70 6.70 5.95 4/1/2010 5/1/2010 634 412448969 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 658 412448979 0 NA Fixed Rate 2 - - - - - - 748 412448990 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.53 7.53 6.15 1/1/2009 2/1/2009 699 412449010 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.80 9.80 6.30 11/1/2008 12/1/2008 636 412449018 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.25 9.25 6.25 10/1/2008 11/1/2008 630 412449141 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.10 9.10 6.05 11/1/2008 12/1/2008 608 412449147 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.60 10.60 7.35 11/1/2008 12/1/2008 551 412449156 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.70 6.70 6.35 11/1/2008 12/1/2008 664 412449162 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.90 8.90 6.05 11/1/2008 12/1/2008 657 412449200 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.85 10.85 6.30 11/1/2008 12/1/2008 666 412449204 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.30 10.30 6.05 11/1/2008 12/1/2008 617 412452752 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.35 10.35 6.05 11/1/2008 12/1/2008 563 412449214 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.05 9.05 7.35 11/1/2008 12/1/2008 619 412449216 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.93 7.93 6.25 11/1/2008 12/1/2008 582 412452774 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.20 9.20 6.05 11/1/2008 12/1/2008 559 412449457 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.28 8.28 6.30 10/1/2008 11/1/2008 622 412452936 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.38 6.38 6.05 11/1/2008 12/1/2008 596 412450522 0 NA Fixed Rate 1 - - - - - - 658 412450523 0 NA Fixed Rate 1 - - - - - - 668 412445515 0 NA Fixed Rate 1 - - - - - - 649 412445520 3 NA Fixed Rate 1 - - - - - - 642 412450536 0 NA Fixed Rate 1 - - - - - - 676 412445529 0 NA Fixed Rate 2 - - - - - - 744 412445530 0 NA Fixed Rate 1 - - - - - - 664 412445531 0 NA Fixed Rate 1 - - - - - - 651 412445535 0 NA Fixed Rate 1 - - - - - - 664 412450541 0 NA Fixed Rate 1 - - - - - - 712 412450542 0 NA Fixed Rate 1 - - - - - - 767 412445541 0 NA Fixed Rate 1 - - - - - - 699 412445542 0 NA Fixed Balloon 30/15 2 - - - - - - 733 412450549 0 NA Fixed Rate 1 - - - - - - 793 412450553 0 NA Fixed Rate 2 - - - - - - 793 412445546 0 NA Fixed Balloon 30/15 2 - - - - - - 720 412445547 0 NA Fixed Balloon 30/15 2 - - - - - - 702 412445550 0 NA Fixed Rate 2 - - - - - - 698 412450556 0 NA Fixed Rate 1 - - - - - - 782 412450557 0 NA Fixed Rate 2 - - - - - - 782 412445554 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 11.75 5.75 2.25 3/1/2012 4/1/2012 801 412445555 0 NA Fixed Rate 2 - - - - - - 801 412445556 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 11.88 5.88 2.25 3/1/2012 4/1/2012 689 412445557 0 NA Fixed Rate 2 - - - - - - 689 412450558 0 NA Fixed Rate 1 - - - - - - 744 412445558 0 NA Fixed Rate 2 - - - - - - 774 412450559 0 NA Fixed Rate 1 - - - - - - 632 412450560 0 NA Fixed Rate 1 - - - - - - 697 412445576 0 NA Fixed Rate 2 - - - - - - 732 412445583 0 NA Fixed Rate 2 - - - - - - 799 412445586 0 NA Fixed Rate 2 - - - - - - 803 412450569 0 NA Fixed Rate 1 - - - - - - 719 412445591 0 NA Fixed Rate 1 - - - - - - 625 412445593 0 NA Fixed Rate 2 - - - - - - 719 412450597 0 NA Fixed Rate 1 - - - - - - 666 412450598 0 NA Fixed Rate 1 - - - - - - 754 412452680 0 NA Fixed Rate 1 - - - - - - 652 412449068 0 NA Fixed Balloon 30/15 2 - - - - - - 749 412449072 0 NA Fixed Rate 1 - - - - - - 616 412449073 0 NA Fixed Balloon 30/15 2 - - - - - - 700 412449074 0 NA Fixed Balloon 30/15 2 - - - - - - 770 412452711 0 NA Fixed Rate 1 - - - - - - 788 412449099 0 NA Fixed Rate 1 - - - - - - 684 412449102 0 NA Fixed Rate 1 - - - - - - 650 412449110 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.78 7.78 6.05 3/1/2009 4/1/2009 611 412449111 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 740 412449116 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.00 7.00 2.75 3/1/2012 4/1/2012 761 412449117 0 NA Fixed Balloon 40/30 1 - - - - - - 681 412452716 0 NA Fixed Rate 1 - - - - - - 740 412449121 0 NA Fixed Rate 2 - - - - - - 740 412449185 0 NA Fixed Rate 1 - - - - - - 643 412452746 0 NA Fixed Rate 1 - - - - - - 605 412449189 0 NA Fixed Rate 2 - - - - - - 711 412452920 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 12.88 6.88 5.00 3/1/2010 4/1/2010 665 412449442 0 NA Fixed Rate 2 - - - - - - 799 412449443 0 NA Fixed Rate 2 - - - - - - 793 412447648 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 698 412447868 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 773 412447869 0 NA Fixed Rate 2 - - - - - - 773 412452380 3 NA Fixed Rate 1 - - - - - - 669 412448094 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 700 412448175 0 NA Fixed Rate 1 - - - - - - 681 412448176 0 NA Fixed Rate 2 - - - - - - 681 412448196 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.00 7.00 2.25 3/1/2012 4/1/2012 757 412448214 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 670 412448215 0 NA Fixed Rate 2 - - - - - - 670 412448286 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.00 8.00 2.25 3/1/2012 4/1/2012 689 412448288 0 NA Fixed Rate 2 - - - - - - 689 412448298 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 666 412448299 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 753 412448336 0 NA Fixed Rate 2 - - - - - - 701 412448337 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.00 7.00 2.25 3/1/2012 4/1/2012 701 412452459 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 699 412452460 0 NA Fixed Rate 2 - - - - - - 699 412448371 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 770 412448382 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.13 7.13 2.25 3/1/2012 4/1/2012 783 412448424 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 712 412448447 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.38 7.38 2.25 3/1/2012 4/1/2012 720 412448451 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.38 7.38 2.25 3/1/2012 4/1/2012 690 412448452 0 NA Fixed Rate 2 - - - - - - 720 412448471 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.13 6.13 2.25 3/1/2012 4/1/2012 695 412448506 0 NA Fixed Rate 2 - - - - - - 783 412448515 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 694 412448516 0 NA Fixed Rate 2 - - - - - - 694 412448579 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 680 412448583 0 NA Fixed Rate 2 - - - - - - 680 412448611 0 NA Fixed Rate 2 - - - - - - 682 412448613 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 682 412448614 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 746 412448618 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 698 412448621 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 717 412448624 0 NA Fixed Rate 2 - - - - - - 717 412448645 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 642 412448652 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.63 7.63 2.25 3/1/2012 4/1/2012 766 412448653 0 NA Fixed Rate 2 - - - - - - 766 412448656 2 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 720 412448657 0 NA Fixed Rate 2 - - - - - - 720 412448681 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 640 412448724 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.00 7.00 2.25 3/1/2012 4/1/2012 691 412448734 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.75 7.75 2.25 3/1/2012 4/1/2012 661 412448744 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 723 412448750 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 699 412448751 0 NA Fixed Rate 2 - - - - - - 699 412448752 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 745 412448754 0 NA Fixed Rate 2 - - - - - - 745 412448777 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 675 412448778 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 718 412448782 0 NA Fixed Rate 2 - - - - - - 750 412448792 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 4/1/2012 5/1/2012 739 412452536 0 NA Fixed Rate 2 - - - - - - 690 412452537 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 690 412448817 0 NA Fixed Rate 2 - - - - - - 757 412448818 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 757 412448819 0 NA Fixed Rate 2 - - - - - - 734 412448847 0 NA Fixed Rate 2 - - - - - - 706 412448848 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 706 412448854 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 4/1/2012 5/1/2012 745 412448855 0 NA Fixed Rate 2 - - - - - - 745 412448865 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.25 7.25 2.25 3/1/2012 4/1/2012 722 412448866 0 NA Fixed Rate 2 - - - - - - 722 412448877 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 741 412452556 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 682 412452557 0 NA Fixed Rate 2 - - - - - - 682 412448894 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 738 412448895 0 NA Fixed Rate 2 - - - - - - 738 412448913 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 708 412448915 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 683 412448916 0 NA Fixed Rate 2 - - - - - - 683 412448924 0 NA Fixed Rate 2 - - - - - - 641 412448925 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 641 412448926 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 756 412448938 0 NA Fixed Rate 2 - - - - - - 649 412448940 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 4/1/2012 5/1/2012 649 412448943 0 NA Fixed Rate 2 - - - - - - 721 412448954 0 NA Fixed Rate 2 - - - - - - 772 412448956 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.00 7.00 2.25 3/1/2012 4/1/2012 705 412448967 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.25 7.25 2.25 3/1/2012 4/1/2012 690 412448968 0 NA Fixed Rate 2 - - - - - - 690 412448972 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 4/1/2012 5/1/2012 672 412448977 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 718 412448978 0 NA Fixed Rate 2 - - - - - - 718 412448994 0 NA Fixed Rate 1 - - - - - - 675 412452633 0 NA Fixed Rate 1 - - - - - - 671 412449025 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.50 7.50 2.75 3/1/2012 4/1/2012 625 412449027 0 NA Fixed Balloon 30/15 2 - - - - - - 625 412452652 0 NA Fixed Rate 1 - - - - - - 791 412449032 0 NA Fixed Balloon 30/15 2 - - - - - - 727 412452670 0 NA Fixed Rate 1 - - - - - - 581 412449175 0 NA Fixed Rate 2 - - - - - - 763 412449202 0 NA Fixed Rate 1 - - - - - - NA 412452754 0 NA Fixed Rate 1 - - - - - - 694 412449219 0 NA Fixed Rate 1 - - - - - - 618 412452777 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.75 7.75 2.75 3/1/2012 4/1/2012 795 412449257 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 701 412449260 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 680 412449265 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 692 412449266 0 NA Fixed Balloon 30/15 2 - - - - - - 692 412449267 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.13 7.13 2.25 3/1/2012 4/1/2012 777 412449269 0 NA Fixed Rate 1 - - - - - - 623 412449272 0 NA Fixed Balloon 30/15 2 - - - - - - 745 412452784 0 NA Fixed Rate 1 - - - - - - 718 412449283 0 NA Fixed Rate 1 - - - - - - 644 412452803 0 NA Fixed Rate 1 - - - - - - 639 412449294 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 664 412452807 0 NA Fixed Rate 1 - - - - - - 626 412449305 0 NA Fixed Rate 1 - - - - - - 599 412449306 0 NA Fixed Rate 1 - - - - - - 669 412449307 0 NA Fixed Rate 1 - - - - - - 605 412449309 0 NA Fixed Rate 1 - - - - - - 702 412449312 0 NA Fixed Rate 1 - - - - - - 510 412449318 0 NA Fixed Rate 1 - - - - - - 595 412452813 0 NA Fixed Rate 1 - - - - - - 655 412452814 0 NA Fixed Rate 1 - - - - - - 605 412449322 0 NA Fixed Rate 1 - - - - - - 673 412449333 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 755 412449336 0 NA Fixed Rate 2 - - - - - - 783 412449344 0 NA Fixed Rate 2 - - - - - - 786 412449352 0 NA Fixed Rate 2 - - - - - - 716 412449354 0 NA Fixed Rate 2 - - - - - - 739 412449356 0 'Nearest' Arm 7/23 1 3.00 1.00 6.00 11.50 5.50 2.25 3/1/2014 4/1/2014 789 412449358 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2012 4/1/2012 769 412449374 0 NA Fixed Rate 1 - - - - - - 653 412452865 0 NA Fixed Rate 1 - - - - - - 647 412449393 0 NA Fixed Rate 1 - - - - - - 667 412452871 0 NA Fixed Rate 1 - - - - - - 689 412449398 0 NA Fixed Rate 1 - - - - - - 610 412452875 0 NA Fixed Rate 1 - - - - - - 706 412452882 0 NA Fixed Rate 1 - - - - - - 754 412452883 0 NA Fixed Rate 2 - - - - - - 754 412452884 0 NA Fixed Rate 1 - - - - - - 729 412452885 0 NA Fixed Balloon 30/15 2 - - - - - - 729 412449403 0 NA Fixed Balloon 30/15 2 - - - - - - 761 412449404 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.13 6.13 2.25 3/1/2012 4/1/2012 674 412452889 0 NA Fixed Rate 1 - - - - - - 691 412452897 0 NA Fixed Rate 1 - - - - - - 645 412449409 0 NA Fixed Rate 1 - - - - - - 643 412449412 0 'Nearest' Arm 7/23 1 3.00 1.00 6.00 12.25 6.25 2.25 3/1/2014 4/1/2014 666 412449413 0 NA Fixed Rate 1 - - - - - - 632 412449415 0 NA Fixed Rate 2 - - - - - - 755 412449416 0 NA Fixed Rate 2 - - - - - - 742 412452902 0 NA Fixed Rate 1 - - - - - - 732 412449417 0 NA Fixed Rate 1 - - - - - - 626 412449418 0 NA Fixed Rate 1 - - - - - - 611 412449419 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 3/1/2012 4/1/2012 785 412449423 0 NA Fixed Rate 1 - - - - - - 586 412449424 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.75 8.75 2.25 3/1/2012 4/1/2012 737 412449425 0 NA Fixed Balloon 30/15 2 - - - - - - 712 412449433 0 NA Fixed Balloon 30/15 2 - - - - - - 788 412449472 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 751 412449474 0 NA Fixed Rate 2 - - - - - - 751 412449503 0 NA Fixed Rate 1 - - - - - - 665 412452940 0 NA Fixed Balloon 40/30 1 - - - - - - 701 412452941 0 NA Fixed Rate 2 - - - - - - 701 412449514 0 NA Fixed Rate 1 - - - - - - 621 412449515 0 NA Fixed Rate 2 - - - - - - 621 412449518 0 NA Fixed Balloon 40/30 1 - - - - - - 643 412449522 0 NA Fixed Rate 2 - - - - - - 643 412449524 0 NA Fixed Balloon 40/30 1 - - - - - - 625 412449525 0 NA Fixed Rate 2 - - - - - - 625 412449526 0 NA Fixed Balloon 40/30 1 - - - - - - 629 412449530 0 NA Fixed Balloon 40/30 1 - - - - - - 667 412452946 0 NA Fixed Balloon 40/30 1 - - - - - - 667 412449535 0 NA Fixed Rate 1 - - - - - - 627 412449540 0 NA Fixed Rate 1 - - - - - - 620 412449543 0 NA Fixed Rate 1 - - - - - - 653 412449544 0 NA Fixed Rate 1 - - - - - - 696 412449549 0 NA Fixed Rate 2 - - - - - - 660 412449550 0 NA Fixed Rate 1 - - - - - - 502 412449551 1 NA Fixed Rate 1 - - - - - - 655 412449552 0 NA Fixed Rate 1 - - - - - - 576 412452955 0 NA Fixed Rate 1 - - - - - - 602 412449555 0 NA Fixed Rate 1 - - - - - - 642 412449557 0 NA Fixed Rate 1 - - - - - - 624 412449570 0 NA Fixed Rate 2 - - - - - - 785 412452965 0 NA Fixed Rate 1 - - - - - - 798 412452966 0 NA Fixed Rate 2 - - - - - - 798 412449578 0 NA Fixed Rate 1 - - - - - - 749 412452994 0 NA Fixed Rate 1 - - - - - - 659 412449606 0 NA Fixed Rate 1 - - - - - - 665 412449609 0 NA Fixed Rate 1 - - - - - - 653 412449615 0 NA Fixed Rate 1 - - - - - - 599 412449620 0 NA Fixed Rate 1 - - - - - - 582 412449624 0 NA Fixed Rate 1 - - - - - - 691 412449625 0 NA Fixed Rate 1 - - - - - - 668 412449630 0 NA Fixed Rate 2 - - - - - - 723 412449635 0 NA Fixed Rate 1 - - - - - - 687 412449638 0 NA Fixed Rate 2 - - - - - - 678 412449646 0 NA Fixed Rate 1 - - - - - - 609 412449648 0 NA Fixed Rate 1 - - - - - - 660 412449649 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 11.88 5.88 2.25 3/1/2012 4/1/2012 756 412449650 0 NA Fixed Rate 1 - - - - - - 595 412449651 0 NA Fixed Balloon 30/15 2 - - - - - - 717 412449652 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.83 6.83 5.95 3/1/2009 4/1/2009 624 412449659 3 NA Fixed Balloon 40/30 1 - - - - - - 588 412449660 0 'Nearest' Arm 7/23 1 3.00 1.00 6.00 13.75 7.75 2.25 3/1/2014 4/1/2014 664 412449662 0 NA Fixed Rate 1 - - - - - - 622 412449679 0 NA Fixed Rate 1 - - - - - - 670 412449682 0 NA Fixed Rate 1 - - - - - - 654 412449683 0 NA Fixed Rate 2 - - - - - - 654 412453023 0 NA Fixed Rate 2 - - - - - - 687 412453024 0 NA Fixed Rate 1 - - - - - - 687 412449686 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 676 412449687 0 NA Fixed Rate 1 - - - - - - 620 412449688 0 NA Fixed Rate 1 - - - - - - 691 412449689 0 NA Fixed Rate 2 - - - - - - 691 412449690 0 NA Fixed Rate 2 - - - - - - 731 412449691 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.75 3/1/2012 4/1/2012 636 412449692 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.13 7.13 2.75 3/1/2012 4/1/2012 655 412449693 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.00 7.00 2.75 3/1/2012 4/1/2012 682 412449694 0 NA Fixed Rate 1 - - - - - - 648 412449695 0 NA Fixed Rate 2 - - - - - - 738 412449696 0 NA Fixed Rate 1 - - - - - - 693 412449697 0 NA Fixed Rate 2 - - - - - - 693 412449698 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 667 412449699 0 NA Fixed Rate 2 - - - - - - 667 412449705 0 NA Fixed Rate 1 - - - - - - 645 412449706 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.75 3/1/2012 4/1/2012 743 412449711 0 NA Fixed Rate 1 - - - - - - 611 412449712 0 NA Fixed Rate 2 - - - - - - 721 412449713 0 NA Fixed Rate 2 - - - - - - 719 412453031 0 NA Fixed Rate 1 - - - - - - 660 412453032 0 NA Fixed Rate 2 - - - - - - 660 412449714 0 NA Fixed Rate 1 - - - - - - 633 412453033 0 NA Fixed Rate 1 - - - - - - 732 412449719 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 11.88 5.88 2.25 3/1/2012 4/1/2012 782 412449720 0 NA Fixed Rate 1 - - - - - - 656 412449724 0 NA Fixed Rate 2 - - - - - - 783 412449727 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.35 9.35 5.95 3/1/2009 4/1/2009 648 412453035 0 NA Fixed Rate 1 - - - - - - 795 412449733 0 NA Fixed Rate 1 - - - - - - 576 412449743 0 NA Fixed Rate 2 - - - - - - 779 412449747 0 NA Fixed Balloon 30/15 2 - - - - - - 774 412449748 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 10.38 4.38 2.25 3/1/2012 4/1/2012 704 412449749 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.50 6.50 2.25 3/1/2012 4/1/2012 806 412449751 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 11.50 5.50 2.25 3/1/2010 4/1/2010 799 412449752 0 NA Fixed Rate 1 - - - - - - 782 412449763 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.00 6.00 2.25 3/1/2012 4/1/2012 689 412449764 0 NA Fixed Rate 1 - - - - - - 684 412449765 0 NA Fixed Rate 1 - - - - - - 677 412449766 0 NA Fixed Rate 2 - - - - - - 677 412449767 0 NA Fixed Rate 1 - - - - - - 681 412449768 0 NA Fixed Balloon 30/15 2 - - - - - - 681 412449770 0 NA Fixed Rate 2 - - - - - - 713 412449773 0 NA Fixed Rate 1 - - - - - - 641 412449774 0 NA Fixed Rate 1 - - - - - - 537 412449776 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.40 8.40 5.95 3/1/2009 4/1/2009 501 412449777 0 NA Fixed Balloon 30/15 2 - - - - - - 737 412449780 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.25 10.25 7.35 3/1/2009 4/1/2009 684 412449782 0 NA Fixed Rate 1 - - - - - - 641 412453055 0 NA Fixed Rate 1 - - - - - - 757 412449786 0 NA Fixed Rate 1 - - - - - - 584 412446627 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.85 9.85 6.15 4/1/2009 5/1/2009 679 412447254 2 NA Fixed Rate 1 - - - - - - 642 412447461 3 NA Fixed Balloon 40/30 1 - - - - - - 649 412447671 0 NA Fixed Rate 1 - - - - - - 671 412448030 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.65 9.65 6.30 4/1/2009 5/1/2009 656 412448074 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.35 9.35 6.55 4/1/2009 5/1/2009 628 412448103 2 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 12.35 6.35 6.55 4/1/2010 5/1/2010 656 412448111 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.75 7.75 6.15 4/1/2009 5/1/2009 735 412448124 2 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.43 7.43 6.05 4/1/2012 5/1/2012 648 412448184 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 6.05 4/1/2009 5/1/2009 624 412448188 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.80 9.80 5.95 4/1/2009 5/1/2009 764 412448237 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.55 7.55 6.05 3/1/2009 4/1/2009 626 412448281 0 NA Fixed Rate 1 - - - - - - 630 412448306 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.55 8.55 5.95 4/1/2009 5/1/2009 647 412448330 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 13.85 7.85 6.05 4/1/2010 5/1/2010 627 412448332 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.85 6.85 6.05 3/1/2009 4/1/2009 632 412448341 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.70 6.70 6.05 3/1/2009 4/1/2009 633 412448362 0 NA Fixed Balloon 40/30 1 - - - - - - 633 412448367 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.83 7.83 5.95 3/1/2009 4/1/2009 664 412448368 0 NA Fixed Rate 2 - - - - - - 664 412448374 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.28 9.28 6.30 4/1/2009 5/1/2009 622 412448412 0 NA Fixed Rate 2 - - - - - - 676 412448413 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.28 7.28 5.95 3/1/2009 4/1/2009 676 412448414 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.70 7.70 6.05 4/1/2009 5/1/2009 634 412448459 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 14.35 8.35 5.95 3/1/2009 4/1/2009 633 412448462 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.80 9.80 6.30 3/1/2009 4/1/2009 687 412448499 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.25 8.25 6.05 4/1/2009 5/1/2009 651 412452495 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 12.65 6.65 5.90 4/1/2010 5/1/2010 644 412448679 0 NA Fixed Rate 1 - - - - - - 631 412448691 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.10 10.10 6.25 3/1/2009 4/1/2009 516 412448698 0 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 14.15 8.15 6.30 3/1/2010 4/1/2010 640 412448742 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.10 9.10 6.15 3/1/2009 4/1/2009 666 412448755 0 NA Fixed Rate 1 - - - - - - 636 412448827 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.90 7.90 6.30 3/1/2009 4/1/2009 654 412448842 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 12.10 6.10 6.05 4/1/2009 5/1/2009 626 412448870 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 15.30 9.30 6.15 4/1/2009 5/1/2009 652 412448884 0 NA Fixed Rate 1 - - - - - - 641 412448892 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 16.35 10.35 6.30 3/1/2009 4/1/2009 669 412452563 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.54 9.54 6.05 4/1/2009 5/1/2009 635 412448944 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.95 6.95 5.95 3/1/2009 4/1/2009 667 412448949 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.80 9.80 6.30 3/1/2009 4/1/2009 632 412448955 0 NA Fixed Balloon 40/30 1 - - - - - - 641 412448957 0 NA Fixed Balloon 50/30 1 - - - - - - 673 412448966 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.35 7.35 6.25 3/1/2009 4/1/2009 641 412448971 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.15 8.15 5.95 4/1/2009 5/1/2009 622 412448973 0 NA Fixed Rate 1 - - - - - - 642 412448975 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 16.38 10.38 6.30 3/1/2009 4/1/2009 726 412448980 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.98 7.98 5.90 4/1/2009 5/1/2009 668 412448984 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 13.78 7.78 6.30 4/1/2009 5/1/2009 651 412448985 0 'Nearest' Arm 2/28 - Balloon 50/30 1 3.00 1.00 6.00 16.15 10.15 6.15 4/1/2009 5/1/2009 651 412448986 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.95 9.95 6.05 4/1/2009 5/1/2009 663 412449455 0 NA Fixed Rate 2 - - - - - - 757 412447417 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 683 412448703 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.38 7.38 2.25 4/1/2012 5/1/2012 755 412448747 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 700 412448776 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.75 7.75 2.25 4/1/2012 5/1/2012 666 412448947 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.75 6.75 2.25 3/1/2012 4/1/2012 710 412448952 0 NA Fixed Rate 2 - - - - - - 688 412448953 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.50 7.50 2.25 3/1/2012 4/1/2012 688 412448960 0 NA Fixed Rate 2 - - - - - - 732 412449328 0 NA Fixed Rate 2 - - - - - - 707 412449450 0 NA Fixed Rate 1 - - - - - - 634 412449545 0 NA Fixed Rate 1 - - - - - - 559 412449621 0 NA Fixed Rate 1 - - - - - - 683 412452998 0 NA Fixed Rate 1 - - - - - - 743 412449657 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.00 7.00 5.90 3/1/2009 4/1/2009 638 412449677 0 NA Fixed Rate 1 - - - - - - 623 412449740 0 NA Fixed Rate 2 - - - - - - 782 412449741 0 NA Fixed Rate 2 - - - - - - 731 412449744 0 NA Fixed Rate 2 - - - - - - 744 412449746 0 NA Fixed Rate 2 - - - - - - 719 412449755 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 6.05 3/1/2009 4/1/2009 627 412450538 0 NA Fixed Rate 1 - - - - - - 583 412449375 0 NA Fixed Rate 1 - - - - - - 673 412452925 0 NA Fixed Rate 2 - - - - - - 628 412449363 0 NA Fixed Rate 2 - - - - - - 724 412448241 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 3/1/2012 4/1/2012 765 412445565 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 16.30 9.30 5.95 3/1/2009 4/1/2009 621 412449783 0 'Nearest' Arm 7/23 1 2.00 1.50 7.00 13.13 3.50 3.50 3/1/2014 4/1/2014 615 412452839 0 NA Fixed Rate 2 - - - - - - 773 412449547 0 NA Fixed Rate 2 - - - - - - 704 412449112 0 NA Fixed Rate 2 - - - - - - 736 412449490 3 NA Fixed Rate 1 - - - - - - 632 412449491 3 NA Fixed Rate 2 - - - - - - 632 412449337 3 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.75 2.25 2.25 3/1/2012 4/1/2012 788 412447395 0 NA Fixed Rate 2 - - - - - - 699 412449303 0 NA Fixed Rate 1 - - - - - - 651 412449604 0 NA Fixed Rate 2 - - - - - - 739 412447748 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.13 2.25 2.25 3/1/2012 4/1/2012 753 412445540 0 NA Fixed Rate 2 - - - - - - 734 412449338 3 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.75 2.25 2.25 3/1/2012 4/1/2012 790 412449339 0 NA Fixed Rate 2 - - - - - - 740 412447311 1 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.10 8.10 6.15 2/1/2009 3/1/2009 658 412447673 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.25 7.25 5.95 3/1/2009 4/1/2009 619 412446837 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.70 8.70 6.30 2/1/2009 3/1/2009 667 412447484 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.83 7.83 6.30 2/1/2009 3/1/2009 659 412447418 3 'Nearest' Arm 5/25 1 2.00 2.00 6.00 13.50 7.50 5.90 2/1/2012 3/1/2012 746 412447421 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.48 7.48 5.95 2/1/2009 3/1/2009 696 412447697 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.83 6.83 6.15 2/1/2009 3/1/2009 695 412449760 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.50 2.25 2.25 3/1/2012 4/1/2012 645 412449775 0 NA Fixed Rate 2 - - - - - - 783 412452800 0 NA Fixed Rate 1 - - - - - - 659 412449379 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.38 2.25 2.25 3/1/2012 4/1/2012 797 412449380 0 NA Fixed Rate 2 - - - - - - 797 412449390 0 NA Fixed Rate 1 - - - - - - 699 412447583 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.40 7.40 6.05 2/1/2009 3/1/2009 658 412447361 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.50 7.50 6.30 2/1/2009 3/1/2009 696 412452330 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.25 8.25 6.15 2/1/2009 3/1/2009 645 412447465 1 'Nearest' Arm 5/25 1 2.00 2.00 6.00 12.20 6.20 5.90 2/1/2012 3/1/2012 800 412452708 0 NA Fixed Rate 1 - - - - - - 682 412452844 0 NA Fixed Rate 1 - - - - - - 649 412449351 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.50 2.25 2.25 3/1/2012 4/1/2012 792 412447852 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.00 2.25 2.25 3/1/2012 4/1/2012 692 412449296 0 NA Fixed Rate 1 - - - - - - 627 412447323 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.03 6.03 5.95 2/1/2009 3/1/2009 616 412447501 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.50 6.50 6.05 2/1/2009 3/1/2009 661 412447509 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.99 6.99 5.90 2/1/2009 3/1/2009 624 412447570 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.58 6.58 6.15 2/1/2009 3/1/2009 647 412447460 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.38 6.38 5.90 2/1/2009 3/1/2009 673 412447535 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.63 6.63 6.05 2/1/2009 3/1/2009 610 412447140 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.68 6.68 6.05 2/1/2009 3/1/2009 652 412447447 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.23 7.23 6.15 2/1/2009 3/1/2009 657 412452104 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.40 8.40 5.95 2/1/2009 3/1/2009 604 412447616 3 'Nearest' Arm 3/27 1 2.00 2.00 6.00 12.68 6.68 5.90 2/1/2010 3/1/2010 631 412447480 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.13 8.13 5.90 2/1/2009 3/1/2009 627 412447067 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.68 6.68 5.90 2/1/2009 3/1/2009 641 412449736 0 NA Fixed Rate 2 - - - - - - 803 412448334 1 'Nearest' Arm 3/27 1 2.00 1.50 7.00 13.80 6.80 5.90 3/1/2010 4/1/2010 685 412447304 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.60 8.60 5.95 2/1/2009 3/1/2009 695 412447685 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.63 6.63 5.90 2/1/2009 3/1/2009 632 412447725 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.98 6.98 6.05 2/1/2009 3/1/2009 613 412447344 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.35 7.35 5.95 2/1/2009 3/1/2009 646 412447355 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.68 6.68 6.05 2/1/2009 3/1/2009 660 412447384 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.23 7.23 6.15 2/1/2009 3/1/2009 652 412447567 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.28 7.28 6.15 1/1/2009 2/1/2009 672 412447325 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.98 8.98 6.15 2/1/2009 3/1/2009 642 412447366 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.78 6.78 6.05 2/1/2009 3/1/2009 636 412447312 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.48 7.48 6.15 2/1/2009 3/1/2009 645 412447367 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.38 7.38 5.95 2/1/2009 3/1/2009 611 412447405 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.99 6.99 6.05 2/1/2009 3/1/2009 625 412447074 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.95 8.95 5.95 1/1/2009 2/1/2009 654 412452696 0 NA Fixed Rate 1 - - - - - - 767 412447154 0 'Nearest' Arm 3/27 1 2.00 2.00 6.00 13.43 7.43 5.95 2/1/2010 3/1/2010 620 412449115 0 NA Fixed Rate 2 - - - - - - 786 412449589 0 NA Fixed Balloon 30/15 2 - - - - - - 699 412446398 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 14.98 8.98 6.75 11/1/2008 12/1/2008 543 412446829 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 14.45 8.45 5.95 1/1/2009 2/1/2009 538 412446406 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 15.25 9.25 6.70 11/1/2008 12/1/2008 581 412453029 0 NA Fixed Rate 1 - - - - - - 620 412453041 0 NA Fixed Rate 1 - - - - - - 802 412447631 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.70 8.70 6.25 3/1/2009 4/1/2009 556 412448061 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.98 7.98 5.95 3/1/2009 4/1/2009 644 412449310 0 NA Fixed Rate 2 - - - - - - 662 412449468 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 14.75 7.75 2.75 3/1/2012 4/1/2012 636 412445553 0 NA Fixed Rate 2 - - - - - - 800 412448077 0 NA Fixed Rate 1 - - - - - - 601 412448351 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.70 8.70 6.05 3/1/2009 4/1/2009 511 412447993 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.88 9.88 6.45 3/1/2009 4/1/2009 503 412449617 0 NA Fixed Rate 1 - - - - - - 610 412448304 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.40 9.40 6.30 3/1/2009 4/1/2009 639 412447471 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.48 7.48 5.90 3/1/2009 4/1/2009 677 412447779 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.00 8.00 6.25 2/1/2009 3/1/2009 584 412449350 0 NA Fixed Rate 1 - - - - - - 574 412449357 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.25 6.25 2.25 3/1/2012 4/1/2012 808 412447267 0 NA Fixed Rate 2 - - - - - - 709 412446998 0 NA Fixed Rate 2 - - - - - - 760 412449730 0 NA Fixed Rate 2 - - - - - - 750 412446638 0 NA Fixed Rate 2 - - - - - - 732 412448071 3 NA Fixed Balloon 40/30 1 - - - - - - 612 412447799 0 NA Fixed Rate 2 - - - - - - 711 412447800 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 12.93 5.93 6.05 3/1/2009 4/1/2009 711 412449330 0 NA Fixed Rate 1 - - - - - - 530 412449541 0 NA Fixed Rate 2 - - - - - - 757 412452981 0 NA Fixed Rate 1 - - - - - - 729 412448797 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.43 9.43 6.30 3/1/2009 4/1/2009 641 412452316 0 NA Fixed Rate 2 - - - - - - 691 412452317 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.75 7.75 6.15 3/1/2009 4/1/2009 691 412452924 0 NA Fixed Balloon 40/30 1 - - - - - - 628 412452980 0 NA Fixed Rate 1 - - - - - - 784 412449603 0 NA Fixed Rate 2 - - - - - - 712 412451942 3 NA Fixed Rate 2 - - - - - - 717 412446927 0 NA Fixed Rate 2 - - - - - - 716 412449329 0 NA Fixed Rate 1 - - - - - - 641 412452876 0 NA Fixed Rate 1 - - - - - - 698 412447394 3 NA Fixed Rate 1 - - - - - - 699 412449295 0 NA Fixed Balloon 30/15 2 - - - - - - 664 412449372 0 NA Fixed Rate 1 - - - - - - 641 412452695 0 NA Fixed Rate 1 - - - - - - 686 412445532 0 NA Fixed Rate 1 - - - - - - 651 412447672 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.63 6.63 5.90 2/1/2009 3/1/2009 690 412447088 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.40 6.40 6.05 1/1/2009 2/1/2009 650 412447713 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.40 7.40 5.95 2/1/2009 3/1/2009 667 412447624 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.75 7.75 6.05 3/1/2009 4/1/2009 657 412447297 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.75 7.75 6.30 2/1/2009 3/1/2009 656 412452196 3 'Nearest' Arm 3/27 1 2.00 2.00 6.00 12.38 6.38 5.95 2/1/2010 3/1/2010 660 412447258 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.38 7.38 6.05 2/1/2009 3/1/2009 609 412447094 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 15.10 9.10 6.30 2/1/2009 3/1/2009 609 412447547 3 'Nearest' Arm 5/25 1 2.00 2.00 6.00 13.73 7.73 5.95 2/1/2012 3/1/2012 752 412447284 0 'Nearest' Arm 5/25 1 2.00 2.00 6.00 13.73 7.73 5.90 1/1/2012 2/1/2012 693 412447661 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 791 412449287 0 'Nearest' Arm 3/27 1 2.00 2.00 6.00 14.88 5.00 5.00 3/1/2010 4/1/2010 743 412449335 0 NA Fixed Balloon 30/15 2 - - - - - - 800 412447185 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 13.18 7.18 6.05 2/1/2009 3/1/2009 606 412447217 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.88 8.88 6.30 1/1/2009 2/1/2009 648 412449761 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.75 6.75 2.75 3/1/2012 4/1/2012 697 412447870 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 3/1/2012 4/1/2012 677 412449342 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.63 2.25 2.25 3/1/2012 4/1/2012 784 412449346 0 NA Fixed Rate 2 - - - - - - 730 412449438 0 NA Fixed Rate 1 - - - - - - 616 412448116 0 NA Fixed Rate 2 - - - - - - 690 412450548 0 NA Fixed Rate 2 - - - - - - 673 412449587 0 NA Fixed Rate 1 - - - - - - 699 412452694 0 NA Fixed Rate 1 - - - - - - 592 412450544 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 15.68 8.68 6.15 3/1/2009 4/1/2009 673 412449754 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 13.68 7.68 6.05 2/1/2009 3/1/2009 614 412446864 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 17.75 11.75 7.30 1/1/2009 2/1/2009 576 412446361 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 14.65 8.65 6.05 11/1/2008 12/1/2008 533 412447269 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 12.88 6.88 5.95 1/1/2009 2/1/2009 671 412446663 3 'Nearest' Arm 3/27 1 2.00 2.00 6.00 14.65 8.65 5.95 1/1/2010 2/1/2010 688 412446732 0 'Nearest' Arm 2/28 1 2.00 2.00 6.00 15.13 9.13 6.05 1/1/2009 2/1/2009 589 412446751 3 NA Fixed Rate 1 - - - - - - 653 412446882 1 NA Fixed Balloon 40/30 1 - - - - - - 563 412449308 0 NA Fixed Rate 1 - - - - - - 662 412452379 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 16.25 9.25 6.15 3/1/2010 4/1/2010 646 412448068 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 18.50 11.50 6.95 3/1/2009 4/1/2009 513 412452389 3 NA Fixed Balloon 40/30 1 - - - - - - 515 412448539 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.53 6.53 5.90 2/1/2009 3/1/2009 624 412448268 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.33 8.33 6.30 2/1/2009 3/1/2009 647 412448159 0 NA Fixed Balloon 40/30 1 - - - - - - 672 412448149 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.30 8.30 6.45 3/1/2009 4/1/2009 616 412448225 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.99 8.99 6.30 3/1/2009 4/1/2009 518 412448266 3 NA Fixed Rate 1 - - - - - - 519 412449588 0 NA Fixed Balloon 30/15 2 - - - - - - 774 412448552 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.99 10.99 6.55 3/1/2009 4/1/2009 608 412447825 3 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.95 7.95 6.15 2/1/2009 3/1/2009 693 412448638 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.85 6.85 6.05 3/1/2009 4/1/2009 610 412447540 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.85 8.85 5.95 3/1/2009 4/1/2009 543 412450526 0 NA Fixed Rate 1 - - - - - - 655 412449080 0 NA Fixed Rate 1 - - - - - - 646 412447688 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.55 9.55 6.05 2/1/2009 3/1/2009 501 412449273 0 NA Fixed Rate 1 - - - - - - 608 412449280 0 NA Fixed Rate 1 - - - - - - 608 412447040 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.75 6.75 6.80 2/1/2009 3/1/2009 679 412447518 1 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 14.80 7.80 6.15 3/1/2010 4/1/2010 659 412448169 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.30 9.30 5.95 3/1/2009 4/1/2009 536 412448329 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.13 8.13 6.05 3/1/2009 4/1/2009 614 412447765 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.00 7.00 6.30 3/1/2009 4/1/2009 560 412449284 0 NA Fixed Rate 1 - - - - - - 612 412452859 0 NA Fixed Rate 1 - - - - - - 768 412447822 0 NA Fixed Rate 2 - - - - - - 706 412447988 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 3/1/2012 4/1/2012 713 412449258 0 NA Fixed Rate 1 - - - - - - 650 412452801 0 NA Fixed Rate 1 - - - - - - 614 412449026 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.88 6.88 2.75 3/1/2012 4/1/2012 646 412449028 0 NA Fixed Balloon 30/15 2 - - - - - - 646 412446830 1 NA Fixed Rate 1 - - - - - - 630 412446823 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 6.00 16.25 10.25 6.70 12/1/2008 1/1/2009 599 412451645 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 6.00 15.85 9.85 5.95 12/1/2009 1/1/2010 540 412449262 0 NA Fixed Rate 2 - - - - - - 697 412449473 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.38 2.25 2.25 3/1/2012 4/1/2012 754 412449489 0 NA Fixed Rate 1 - - - - - - 638 412449513 0 NA Fixed Rate 1 - - - - - - 649 412446657 3 NA Fixed Balloon 40/30 1 - - - - - - 588 412446410 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.75 8.75 6.30 12/1/2008 1/1/2009 529 412446421 2 'Nearest' Arm 2/28 1 2.00 2.00 6.00 14.05 8.05 6.05 11/1/2008 12/1/2008 676 412446614 0 'Nearest' Arm 3/27 1 2.00 2.00 6.00 14.33 8.33 6.15 12/1/2009 1/1/2010 754 412448335 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.40 7.40 6.75 3/1/2009 4/1/2009 648 412448075 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 16.65 9.65 6.45 3/1/2010 4/1/2010 511 412447467 0 NA Fixed Rate 1 - - - - - - 606 412447341 0 NA Fixed Rate 2 - - - - - - 622 412447944 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 13.93 6.93 6.25 2/1/2009 3/1/2009 605 412448010 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.95 9.95 7.05 3/1/2009 4/1/2009 615 412446672 0 'Nearest' Arm 3/27 1 2.00 2.00 6.00 14.98 8.98 7.35 12/1/2009 1/1/2010 643 412448112 3 NA Fixed Rate 1 - - - - - - 635 412448549 3 NA Fixed Rate 1 - - - - - - 612 412447855 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.68 7.68 5.95 3/1/2009 4/1/2009 799 412448425 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.03 7.03 6.05 3/1/2009 4/1/2009 615 412447369 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.01 8.01 5.95 3/1/2009 4/1/2009 648 412448585 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.53 6.53 5.90 3/1/2009 4/1/2009 643 412447762 0 NA Fixed Balloon 40/30 1 - - - - - - 538 412448001 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.63 7.63 6.15 2/1/2009 3/1/2009 685 412447968 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.25 10.25 7.35 2/1/2009 3/1/2009 587 412448003 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.40 8.40 6.45 3/1/2009 4/1/2009 513 412448097 1 'Nearest' Arm 3/27 1 2.00 1.50 7.00 14.68 7.68 5.95 3/1/2010 4/1/2010 626 412445588 0 NA Fixed Rate 2 - - - - - - 750 412449389 0 NA Fixed Rate 2 - - - - - - 727 412449291 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.50 2.25 2.25 3/1/2012 4/1/2012 802 412449302 0 NA Fixed Rate 1 - - - - - - 567 412449581 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 12.75 5.75 2.25 3/1/2012 4/1/2012 792 412452456 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 773 412452457 0 NA Fixed Rate 2 - - - - - - 773 412448247 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.95 8.95 6.30 3/1/2009 4/1/2009 616 412452387 0 NA Fixed Rate 1 - - - - - - 568 412448079 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.30 8.30 6.05 3/1/2009 4/1/2009 615 412448437 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.35 9.35 5.00 3/1/2009 4/1/2009 575 412448080 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.63 8.63 6.05 3/1/2009 4/1/2009 670 412447866 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.50 10.50 7.05 3/1/2009 4/1/2009 506 412448526 0 NA Fixed Rate 2 - - - - - - 692 412448665 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.70 9.70 6.30 3/1/2009 4/1/2009 644 412447640 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.65 9.65 6.30 2/1/2009 3/1/2009 663 412448081 0 NA Fixed Rate 1 - - - - - - 640 412448249 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.78 7.78 6.05 3/1/2009 4/1/2009 627 412449290 0 NA Fixed Rate 1 - - - - - - 623 412452835 0 NA Fixed Rate 1 - - - - - - 731 412449396 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.63 2.25 2.25 3/1/2012 4/1/2012 781 412449601 0 NA Fixed Rate 1 - - - - - - 585 412447788 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.13 2.25 2.25 3/1/2012 4/1/2012 746 412449297 0 NA Fixed Rate 1 - - - - - - 692 412448083 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.55 7.55 6.05 3/1/2009 4/1/2009 598 412447835 0 NA Fixed Rate 2 - - - - - - 698 412448025 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.28 6.28 5.95 3/1/2009 4/1/2009 644 412448142 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.20 7.20 6.05 3/1/2009 4/1/2009 679 412448502 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.93 7.93 5.95 3/1/2009 4/1/2009 634 412452406 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.40 8.40 6.25 3/1/2009 4/1/2009 646 412451529 2 NA Fixed Balloon 40/30 1 - - - - - - 475 412446574 1 'Nearest' Arm 3/27 1 2.00 2.00 6.00 13.78 7.78 6.45 12/1/2009 1/1/2010 618 412446452 0 'Nearest' Arm 3/27 1 2.00 2.00 6.00 14.88 8.88 6.05 12/1/2009 1/1/2010 603 412447974 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.09 6.09 6.05 3/1/2009 4/1/2009 651 412448232 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.38 8.38 6.05 3/1/2009 4/1/2009 590 412452309 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.05 7.05 6.05 3/1/2009 4/1/2009 673 412452398 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.73 7.73 5.95 3/1/2009 4/1/2009 695 412447529 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.90 9.90 7.35 3/1/2009 4/1/2009 517 412449367 0 NA Fixed Rate 1 - - - - - - 601 412449637 0 NA Fixed Rate 1 - - - - - - 637 412447821 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.88 2.25 2.25 3/1/2012 4/1/2012 706 412449268 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.25 6.25 2.25 3/1/2012 4/1/2012 679 412446558 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.80 9.80 6.15 2/1/2009 3/1/2009 661 412448042 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.64 8.64 6.30 2/1/2009 3/1/2009 658 412447207 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.68 6.68 6.45 1/1/2009 2/1/2009 602 412447746 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.80 10.80 5.95 3/1/2009 4/1/2009 562 412447948 0 NA Fixed Rate 2 - - - - - - 605 412448011 0 NA Fixed Rate 1 - - - - - - 665 412452404 0 NA Fixed Rate 2 - - - - - - 610 412452412 3 NA Fixed Balloon 40/30 1 - - - - - - 657 412452403 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.05 9.05 5.95 3/1/2009 4/1/2009 610 412447192 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 14.05 7.05 5.95 1/1/2010 2/1/2010 643 412452798 0 NA Fixed Rate 1 - - - - - - 641 412449285 0 NA Fixed Rate 1 - - - - - - 645 412449633 0 NA Fixed Rate 1 - - - - - - 687 412449634 0 NA Fixed Balloon 30/15 2 - - - - - - 687 412452405 0 NA Fixed Rate 2 - - - - - - 646 412447470 3 NA Fixed Rate 1 - - - - - - 549 412448555 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.73 6.73 6.05 3/1/2009 4/1/2009 668 412447481 0 NA Fixed Rate 2 - - - - - - 654 412447483 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.33 8.33 6.05 2/1/2009 3/1/2009 654 412447373 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.38 7.38 5.95 2/1/2009 3/1/2009 786 412449100 0 NA Fixed Rate 1 - - - - - - 646 412448445 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.33 6.33 6.05 3/1/2009 4/1/2009 658 412446608 0 NA Fixed Rate 2 - - - - - - 653 412447402 3 NA Fixed Balloon 40/30 1 - - - - - - 598 412447812 0 NA Fixed Rate 2 - - - - - - 620 412447593 3 NA Fixed Rate 1 - - - - - - 567 412447636 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.60 8.60 6.05 3/1/2009 4/1/2009 594 412447646 0 NA Fixed Rate 2 - - - - - - 607 412447647 3 NA Fixed Balloon 40/30 1 - - - - - - 607 412452257 1 NA Fixed Balloon 50/30 1 - - - - - - 698 412448186 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.58 7.58 6.05 3/1/2009 4/1/2009 648 412448300 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.99 7.99 6.05 3/1/2009 4/1/2009 508 412448598 0 NA Fixed Rate 1 - - - - - - 511 412448627 3 NA Fixed Balloon 40/30 1 - - - - - - 600 412448416 0 NA Fixed Rate 2 - - - - - - 620 412449220 0 NA Fixed Rate 1 - - - - - - 643 412449221 0 NA Fixed Rate 2 - - - - - - 643 412449572 0 NA Fixed Rate 1 - - - - - - 681 412452804 0 NA Fixed Rate 1 - - - - - - 699 412452297 0 NA Fixed Rate 1 - - - - - - 559 412446667 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.55 8.55 6.30 1/1/2009 2/1/2009 604 412447618 0 NA Fixed Rate 2 - - - - - - 670 412447875 3 NA Fixed Rate 1 - - - - - - 604 412447193 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.75 8.75 6.45 2/1/2009 3/1/2009 568 412449187 0 NA Fixed Rate 1 - - - - - - 663 412448342 3 NA Fixed Rate 1 - - - - - - 640 412448453 0 NA Fixed Rate 2 - - - - - - 658 412447976 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.58 7.58 6.15 2/1/2009 3/1/2009 654 412448307 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 15.95 8.95 5.95 3/1/2010 4/1/2010 502 412447916 0 'Nearest' Arm 3/27 - Balloon 50/30 1 2.00 1.50 7.00 14.45 7.45 6.45 3/1/2010 4/1/2010 612 412447683 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.75 7.75 5.95 3/1/2009 4/1/2009 611 412447786 3 NA Fixed Rate 1 - - - - - - 570 412448087 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.33 8.33 6.15 2/1/2009 3/1/2009 641 412447372 0 NA Fixed Rate 1 - - - - - - 563 412447380 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.90 7.90 6.05 2/1/2009 3/1/2009 592 412447397 3 NA Fixed Balloon 40/30 1 - - - - - - 635 412447880 3 NA Fixed Rate 1 - - - - - - 569 412447826 0 NA Fixed Balloon 40/30 1 - - - - - - 596 412447708 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.30 8.30 6.30 2/1/2009 3/1/2009 608 412449553 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 14.68 7.68 6.05 3/1/2009 4/1/2009 604 412449678 0 NA Fixed Rate 2 - - - - - - 766 412449781 0 NA Fixed Rate 1 - - - - - - 693 412448260 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 680 412447276 3 NA Fixed Balloon 40/30 1 - - - - - - 593 412447934 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.75 7.75 7.35 3/1/2009 4/1/2009 607 412445538 0 NA Fixed Balloon 30/15 2 - - - - - - 733 412450599 0 NA Fixed Rate 1 - - - - - - 804 412449103 0 NA Fixed Balloon 30/15 2 - - - - - - 768 412448058 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.85 6.85 6.05 3/1/2009 4/1/2009 621 412447978 0 NA Fixed Rate 2 - - - - - - 654 412448258 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 14.70 7.70 6.30 3/1/2009 4/1/2009 642 412447954 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.80 7.80 6.05 3/1/2009 4/1/2009 595 412448034 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.00 6.00 6.05 3/1/2009 4/1/2009 592 412450532 0 NA Fixed Balloon 40/30 1 - - - - - - 677 412450540 0 NA Fixed Rate 1 - - - - - - 721 412448157 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.70 8.70 6.95 3/1/2009 4/1/2009 512 412448319 0 NA Fixed Balloon 40/30 1 - - - - - - 563 412448033 0 NA Fixed Rate 1 - - - - - - 602 412447925 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.28 7.28 5.90 2/1/2009 3/1/2009 651 412447626 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.70 9.70 7.35 2/1/2009 3/1/2009 563 412446675 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 17.28 10.28 7.35 2/1/2010 3/1/2010 537 412450550 0 NA Fixed Balloon 30/15 2 - - - - - - 677 412448091 0 NA Fixed Rate 2 - - - - - - 641 412447658 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.60 9.60 6.05 2/1/2009 3/1/2009 587 412447999 0 NA Fixed Rate 2 - - - - - - 615 412447998 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.23 6.23 6.05 2/1/2009 3/1/2009 615 412445543 0 NA Fixed Balloon 30/15 2 - - - - - - 768 412445545 0 NA Fixed Balloon 30/15 2 - - - - - - 735 412452342 0 NA Fixed Rate 2 - - - - - - 685 412449434 0 NA Fixed Rate 1 - - - - - - 680 412447741 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.81 7.81 5.95 2/1/2009 3/1/2009 579 412448151 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.89 8.89 7.39 1/1/2009 2/1/2009 575 412449264 0 NA Fixed Rate 1 - - - - - - 665 412452603 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 14.50 7.50 2.75 3/1/2012 4/1/2012 655 412449247 0 NA Fixed Rate 1 - - - - - - 584 412446750 0 NA Fixed Rate 2 - - - - - - 720 412448257 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.88 8.88 5.95 3/1/2009 4/1/2009 780 412448259 0 NA Fixed Rate 2 - - - - - - 780 412448568 0 NA Fixed Rate 2 - - - - - - 612 412449410 0 NA Fixed Rate 2 - - - - - - 750 412453045 0 NA Fixed Rate 1 - - - - - - 736 412452846 0 NA Fixed Rate 1 - - - - - - 740 412449292 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.63 2.25 2.25 3/1/2012 4/1/2012 738 412447503 0 NA Fixed Rate 1 - - - - - - 527 412448784 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.90 8.90 6.05 3/1/2009 4/1/2009 507 412448049 0 'Nearest' Arm 3/27 1 2.00 1.50 7.00 16.70 9.70 6.15 3/1/2010 4/1/2010 632 412448423 0 NA Fixed Rate 2 - - - - - - 687 412448028 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 6.38 2.25 3/1/2012 4/1/2012 688 412447550 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 6.88 2.25 3/1/2012 4/1/2012 775 412447069 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.80 9.80 6.45 3/1/2009 4/1/2009 504 412448488 0 'Nearest' Arm 3/27 - Balloon 50/30 1 2.00 1.50 7.00 14.35 7.35 6.05 3/1/2010 4/1/2010 605 412448560 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.35 7.35 5.95 3/1/2009 4/1/2009 618 412448262 0 'Nearest' Arm 3/27 1 2.00 1.50 7.00 14.25 7.25 6.25 3/1/2010 4/1/2010 629 412448261 3 NA Fixed Rate 1 - - - - - - 518 412448199 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.90 7.90 5.50 3/1/2009 4/1/2009 554 412448029 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.90 7.90 6.30 3/1/2009 4/1/2009 642 412448449 0 NA Fixed Rate 2 - - - - - - 646 412448574 0 NA Fixed Rate 2 - - - - - - 632 412448804 0 NA Fixed Rate 2 - - - - - - 665 412447951 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 16.65 9.65 6.55 3/1/2009 4/1/2009 613 412448153 0 NA Fixed Rate 1 - - - - - - 642 412452864 0 NA Fixed Rate 1 - - - - - - 602 412449394 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 14.13 2.25 2.25 3/1/2012 4/1/2012 792 412449395 0 NA Fixed Rate 2 - - - - - - 792 412452869 0 NA Fixed Rate 1 - - - - - - 697 412449738 0 NA Fixed Rate 2 - - - - - - 736 412448102 0 NA Fixed Rate 2 - - - - - - 727 412452886 0 NA Fixed Rate 1 - - - - - - 660 412449392 0 NA Fixed Rate 1 - - - - - - 672 412449494 0 NA Fixed Rate 1 - - - - - - 613 412448664 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 16.20 9.20 6.30 3/1/2010 4/1/2010 604 412448387 3 NA Fixed Rate 1 - - - - - - 644 412448384 3 NA Fixed Rate 1 - - - - - - 647 412448525 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 14.68 7.68 6.15 3/1/2009 4/1/2009 692 412448444 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.00 7.00 2.25 3/1/2012 4/1/2012 646 412448584 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 12.65 5.65 6.05 3/1/2009 4/1/2009 725 412448808 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.38 7.38 5.90 3/1/2009 4/1/2009 649 412448190 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.30 9.30 6.30 3/1/2009 4/1/2009 630 412447849 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.15 9.15 6.30 3/1/2009 4/1/2009 702 412448394 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.10 7.10 5.95 3/1/2009 4/1/2009 734 412448849 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.03 7.03 5.90 3/1/2009 4/1/2009 648 412448359 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.34 10.34 6.25 3/1/2009 4/1/2009 507 412448619 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.63 7.63 6.05 3/1/2009 4/1/2009 641 412448308 0 NA Fixed Balloon 40/30 1 - - - - - - 501 412448429 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.90 9.90 6.30 3/1/2009 4/1/2009 637 412449734 0 NA Fixed Rate 2 - - - - - - 722 412452847 0 NA Fixed Rate 2 - - - - - - 740 412448615 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 3/1/2012 4/1/2012 682 412447790 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 666 412447413 3 NA Fixed Rate 1 - - - - - - 573 412448770 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.99 7.99 6.05 3/1/2009 4/1/2009 667 412448575 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.08 7.08 5.90 3/1/2009 4/1/2009 632 412447453 3 NA Fixed Rate 1 - - - - - - 590 412448565 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.40 7.40 6.05 3/1/2009 4/1/2009 626 412448733 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.08 10.08 6.05 3/1/2009 4/1/2009 517 412447521 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.00 10.00 6.45 3/1/2009 4/1/2009 505 412448168 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.48 7.48 6.15 3/1/2009 4/1/2009 641 412453025 0 NA Fixed Rate 1 - - - - - - 800 412449778 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.13 6.13 2.25 3/1/2012 4/1/2012 802 412449779 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 15.80 8.80 5.95 3/1/2009 4/1/2009 584 412447914 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 3/1/2012 4/1/2012 741 412447915 0 NA Fixed Rate 2 - - - - - - 741 412448144 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.90 7.90 6.30 3/1/2009 4/1/2009 765 412448158 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.66 8.66 6.15 3/1/2009 4/1/2009 643 412448587 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 16.80 9.80 7.35 3/1/2010 4/1/2010 502 412448529 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.83 7.83 5.95 3/1/2009 4/1/2009 606 412447986 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.45 7.45 6.70 3/1/2009 4/1/2009 585 412447838 0 NA Fixed Rate 1 - - - - - - 635 412448469 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.80 8.80 6.05 3/1/2009 4/1/2009 726 412448251 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.00 10.00 6.05 3/1/2009 4/1/2009 512 412452452 0 NA Fixed Balloon 40/30 1 - - - - - - 541 412452943 0 NA Fixed Balloon 40/30 1 - - - - - - 687 412448709 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.25 2.25 2.25 3/1/2012 4/1/2012 685 412449348 3 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.50 2.25 2.25 3/1/2012 4/1/2012 757 412449349 0 NA Fixed Rate 2 - - - - - - 757 412449737 0 NA Fixed Balloon 30/15 2 - - - - - - 765 412448355 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 672 412449642 0 NA Fixed Rate 2 - - - - - - 802 412447816 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.99 6.99 6.05 2/1/2009 3/1/2009 660 412449470 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 13.88 2.25 2.25 3/1/2012 4/1/2012 672 412449762 0 NA Fixed Rate 2 - - - - - - 696 412453049 0 NA Fixed Rate 1 - - - - - - 644 412452976 0 NA Fixed Rate 1 - - - - - - 646 412446553 3 NA Fixed Balloon 40/30 1 - - - - - - 545 412452341 2 'Nearest' Arm 2/28 - Balloon 50/30 1 1.50 1.50 7.00 14.86 7.86 6.15 2/1/2009 3/1/2009 685 412448035 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.98 7.98 6.15 2/1/2009 3/1/2009 716 412447724 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 15.90 8.90 5.95 3/1/2010 4/1/2010 589 412449593 0 NA Fixed Rate 1 - - - - - - 678 412447777 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.65 7.65 6.05 2/1/2009 3/1/2009 556 412447729 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.80 8.80 6.05 3/1/2009 4/1/2009 579 412446330 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.90 7.90 6.25 2/1/2009 3/1/2009 650 412448054 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.13 8.13 6.30 3/1/2009 4/1/2009 642 412448141 0 NA Fixed Rate 2 - - - - - - 630 412448208 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.99 7.99 6.30 3/1/2009 4/1/2009 600 412447942 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 18.21 11.21 6.30 2/1/2009 3/1/2009 647 412447278 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 16.53 9.53 6.05 2/1/2010 3/1/2010 655 412448297 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.45 6.45 6.30 3/1/2009 4/1/2009 642 412448339 0 NA Fixed Rate 2 - - - - - - 653 412448338 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.03 8.03 5.95 3/1/2009 4/1/2009 653 412447264 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.98 9.98 6.05 2/1/2009 3/1/2009 517 412448026 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.15 9.15 6.75 3/1/2009 4/1/2009 604 412448544 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.68 7.68 6.05 2/1/2009 3/1/2009 613 412447879 0 NA Fixed Rate 2 - - - - - - 658 412448542 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.00 6.00 5.90 2/1/2009 3/1/2009 623 412447818 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.93 7.93 6.05 3/1/2009 4/1/2009 614 412445559 0 NA Fixed Rate 2 - - - - - - 770 412447577 0 NA Fixed Rate 2 - - - - - - 663 412450551 0 NA Fixed Rate 1 - - - - - - 708 412445564 0 NA Fixed Rate 1 - - - - - - 658 412448163 0 NA Fixed Rate 2 - - - - - - 735 412445578 0 NA Fixed Balloon 30/15 2 - - - - - - 808 412447733 0 NA Fixed Rate 2 - - - - - - 758 412452299 0 NA Fixed Rate 2 - - - - - - 679 412448255 0 NA Fixed Rate 2 - - - - - - 706 412448364 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.25 8.25 6.15 3/1/2009 4/1/2009 658 412448252 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 13.95 6.95 6.05 3/1/2010 4/1/2010 637 412448643 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 15.03 8.03 6.05 3/1/2010 4/1/2010 592 412448365 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.95 8.95 6.05 3/1/2009 4/1/2009 505 412448463 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.53 9.53 5.95 3/1/2009 4/1/2009 654 412448082 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.40 6.40 5.95 2/1/2009 3/1/2009 590 412448421 3 NA Fixed Rate 1 - - - - - - 558 412447967 0 NA Fixed Rate 2 - - - - - - 729 412448239 0 NA Fixed Rate 2 - - - - - - 739 412452381 0 NA Fixed Rate 1 - - - - - - 630 412447865 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.25 8.25 5.95 3/1/2009 4/1/2009 518 412452951 0 NA Fixed Rate 1 - - - - - - 707 412449608 0 NA Fixed Rate 1 - - - - - - 593 412448710 0 NA Fixed Rate 2 - - - - - - 685 412447945 0 NA Fixed Rate 2 - - - - - - 644 412447430 0 NA Fixed Rate 2 - - - - - - 640 412452153 0 NA Fixed Rate 2 - - - - - - 655 412447731 0 NA Fixed Rate 2 - - - - - - 737 412447091 0 NA Fixed Rate 2 - - - - - - 711 412447440 0 NA Fixed Rate 2 - - - - - - 702 412451704 3 NA Fixed Rate 2 - - - - - - 682 412447644 0 NA Fixed Rate 2 - - - - - - 709 412448104 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.68 6.68 6.05 3/1/2009 4/1/2009 720 412447899 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.48 7.48 6.05 2/1/2009 3/1/2009 639 412447937 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.65 8.65 5.95 3/1/2009 4/1/2009 601 412448595 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.70 6.70 6.25 3/1/2009 4/1/2009 629 412447877 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.00 9.00 6.30 3/1/2009 4/1/2009 511 412448194 0 NA Fixed Rate 2 - - - - - - 710 412448117 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.00 2.25 2.25 3/1/2012 4/1/2012 690 412448604 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.95 9.95 6.25 3/1/2009 4/1/2009 512 412452608 0 NA Fixed Rate 2 - - - - - - 655 412449293 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.63 2.25 2.25 3/1/2012 4/1/2012 738 412449340 0 NA Fixed Rate 1 - - - - - - 668 412449517 0 NA Fixed Rate 2 - - - - - - 649 412449528 0 NA Fixed Rate 1 - - - - - - 660 412449731 0 NA Fixed Balloon 30/15 2 - - - - - - 787 412449378 0 NA Fixed Rate 1 - - - - - - 641 412452880 0 NA Fixed Rate 1 - - - - - - 746 412447990 0 NA Fixed Rate 2 - - - - - - 713 412449108 0 NA Fixed Balloon 30/15 2 - - - - - - 718 412449259 0 NA Fixed Balloon 30/15 2 - - - - - - 665 412449327 0 NA Fixed Rate 1 - - - - - - 747 412447677 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.65 8.65 6.30 2/1/2009 3/1/2009 649 412447814 0 NA Fixed Rate 2 - - - - - - 774 412447813 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.99 6.99 5.95 2/1/2009 3/1/2009 774 412447443 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.75 7.75 5.95 2/1/2009 3/1/2009 620 412448280 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.95 8.95 6.30 3/1/2009 4/1/2009 667 412447188 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.30 9.30 6.55 2/1/2009 3/1/2009 588 412448326 0 NA Fixed Rate 1 - - - - - - 538 412448869 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.68 7.68 6.05 3/1/2009 4/1/2009 624 412448589 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 14.95 7.95 6.05 3/1/2009 4/1/2009 652 412447041 0 NA Fixed Rate 2 - - - - - - 679 412448473 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.48 9.48 5.95 3/1/2009 4/1/2009 518 412447836 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.48 7.48 5.90 3/1/2009 4/1/2009 693 412449411 0 NA Fixed Balloon 30/15 2 - - - - - - 781 412449278 0 NA Fixed Rate 2 - - - - - - 722 412449369 0 NA Fixed Rate 1 - - - - - - 655 412449432 0 NA Fixed Rate 1 - - - - - - 586 412449435 0 NA Fixed Balloon 30/15 2 - - - - - - 680 412452386 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.05 9.05 6.05 3/1/2009 4/1/2009 614 412448099 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 15.93 8.93 6.75 3/1/2010 4/1/2010 501 412448301 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.28 7.28 6.05 3/1/2009 4/1/2009 627 412448500 0 'Nearest' Arm 3/27 1 2.00 1.00 6.00 14.55 8.55 5.95 3/1/2010 4/1/2010 518 412448533 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.40 7.40 6.05 3/1/2009 4/1/2009 645 412448417 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.23 7.23 5.95 3/1/2009 4/1/2009 620 412447965 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.89 9.89 6.05 3/1/2009 4/1/2009 507 412448127 3 NA Fixed Rate 1 - - - - - - 666 412446753 3 NA Fixed Rate 1 - - - - - - 614 412446606 3 NA Fixed Balloon 40/30 1 - - - - - - 524 412446437 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 6.00 13.99 7.99 7.35 12/1/2009 1/1/2010 592 412448197 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 16.48 9.48 7.35 3/1/2010 4/1/2010 517 412447620 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.73 7.73 5.95 3/1/2009 4/1/2009 613 412447876 0 'Nearest' Arm 3/27 1 2.00 1.50 7.00 14.90 7.90 5.90 3/1/2010 4/1/2010 625 412448270 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.99 7.99 6.30 3/1/2009 4/1/2009 589 412448024 0 NA Fixed Balloon 40/30 1 - - - - - - 654 412448000 0 NA Fixed Rate 2 - - - - - - 685 412447349 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.40 7.40 7.35 2/1/2009 3/1/2009 689 412447973 0 NA Fixed Rate 1 - - - - - - 576 412447935 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.48 9.48 6.55 3/1/2009 4/1/2009 710 412446609 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.13 8.13 6.05 12/1/2008 1/1/2009 653 412447340 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.65 6.65 5.95 2/1/2009 3/1/2009 622 412447542 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 13.85 6.85 5.95 2/1/2009 3/1/2009 655 412448105 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.90 7.90 5.95 3/1/2009 4/1/2009 555 412448202 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.85 8.85 7.35 1/1/2009 2/1/2009 632 412447810 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.75 8.75 6.05 2/1/2009 3/1/2009 620 412446487 0 'Nearest' Arm 3/27 1 2.00 1.50 7.00 13.99 6.99 6.05 2/1/2010 3/1/2010 690 412448110 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 13.75 6.75 6.05 3/1/2009 4/1/2009 607 412448435 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.00 7.00 6.25 3/1/2009 4/1/2009 603 412448090 3 NA Fixed Rate 1 - - - - - - 530 412447758 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.80 8.80 6.75 2/1/2009 3/1/2009 581 412449582 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 15.80 8.80 6.05 3/1/2009 4/1/2009 545 412449256 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 14.25 2.25 2.25 3/1/2012 4/1/2012 676 412447619 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 14.33 7.33 5.90 2/1/2009 3/1/2009 670 412447952 3 NA Fixed Balloon 50/30 1 - - - - - - 603 412446530 1 NA Fixed Balloon 40/30 1 - - - - - - 601 412450534 0 NA Fixed Rate 1 - - - - - - 707 412445537 0 NA Fixed Rate 1 - - - - - - 774 412449188 0 NA Fixed Balloon 30/15 2 - - - - - - 663 412448344 0 NA Fixed Rate 2 - - - - - - 640 412447924 0 NA Fixed Rate 2 - - - - - - 651 412448022 3 NA Fixed Balloon 40/30 1 - - - - - - 518 412448440 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.18 9.18 7.68 1/1/2009 2/1/2009 611 412448230 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.75 7.75 6.05 3/1/2009 4/1/2009 576 412449300 0 NA Fixed Rate 1 - - - - - - 628 412447705 1 'Nearest' Arm 3/27 1 2.00 1.50 7.00 13.83 6.83 5.95 3/1/2010 4/1/2010 762 412447966 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.55 8.55 5.65 2/1/2009 3/1/2009 647 412448420 0 NA Fixed Rate 1 - - - - - - 687 412448282 0 NA Fixed Rate 1 - - - - - - 557 412448570 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 16.03 9.03 6.55 3/1/2009 4/1/2009 604 412448446 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 17.58 10.58 5.95 3/1/2009 4/1/2009 519 412448582 0 NA Fixed Rate 2 - - - - - - 725 412448291 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.00 10.00 6.75 3/1/2009 4/1/2009 611 412452407 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 15.55 8.55 6.05 3/1/2010 4/1/2010 579 412448192 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.23 8.23 6.30 3/1/2009 4/1/2009 642 412448806 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.98 7.98 6.30 3/1/2009 4/1/2009 665 412448572 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 14.45 7.45 5.95 3/1/2010 4/1/2010 629 412448076 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.73 7.73 6.05 3/1/2009 4/1/2009 519 412447581 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 12.58 5.58 5.90 3/1/2009 4/1/2009 755 412448588 0 NA Fixed Rate 2 - - - - - - 652 412448772 0 NA Fixed Rate 2 - - - - - - 667 412448052 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.13 7.13 6.30 3/1/2009 4/1/2009 653 412452926 0 NA Fixed Rate 1 - - - - - - 626 412453026 0 NA Fixed Rate 2 - - - - - - 800 412449709 0 NA Fixed Rate 2 - - - - - - 683 412448100 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 3/1/2012 4/1/2012 727 412449408 0 NA Fixed Rate 2 - - - - - - 735 412449516 0 NA Fixed Rate 2 - - - - - - 687 412449579 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 12.88 2.25 2.25 3/1/2012 4/1/2012 717 412449745 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 12.50 5.50 2.25 3/1/2012 4/1/2012 783 412448602 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 3/1/2012 4/1/2012 760 412452922 0 NA Fixed Rate 1 - - - - - - 615 412448137 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 15.30 8.30 6.05 3/1/2009 4/1/2009 630 412447445 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 16.53 9.53 5.95 2/1/2010 3/1/2010 655 412447878 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 12.98 5.98 6.05 3/1/2009 4/1/2009 659 412448007 3 NA Fixed Rate 1 - - - - - - 584 412448545 0 NA Fixed Rate 2 - - - - - - 623 412445573 0 NA Fixed Balloon 30/15 2 - - - - - - 711 412452710 0 NA Fixed Rate 1 - - - - - - 754 412450547 0 NA Fixed Rate 1 - - - - - - 702 412448235 0 NA Fixed Rate 2 - - - - - - 757 412447135 0 NA Fixed Rate 2 - - - - - - 737 412449571 3 NA Fixed Rate 1 - - - - - - 595 412447516 3 NA Fixed Balloon 40/30 1 - - - - - - 606 412447750 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.29 8.29 6.45 2/1/2009 3/1/2009 586 412448283 0 NA Fixed Rate 1 - - - - - - 605 412447927 1 'Nearest' Arm 3/27 - Balloon 50/30 1 2.00 1.50 7.00 15.23 8.23 5.95 3/1/2010 4/1/2010 673 412448630 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 15.55 8.55 6.45 3/1/2010 4/1/2010 590 412448480 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 16.69 9.69 6.25 3/1/2009 4/1/2009 506 412447406 0 NA Fixed Rate 2 - - - - - - 756 412450525 0 NA Fixed Rate 2 - - - - - - 646 412452918 3 NA Fixed Rate 1 - - - - - - 668 412452919 0 NA Fixed Rate 2 - - - - - - 668 412445507 3 NA Fixed Rate 1 - - - - - - 646 412449451 3 NA Fixed Rate 1 - - - - - - 622 412445770 3 NA Fixed Rate 1 - - - - - - 598 412449668 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.70 8.70 5.95 10/1/2008 11/1/2008 584 412449483 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 13.15 7.15 10.00 10/1/2008 11/1/2008 609 412449725 3 NA Fixed Rate 1 - - - - - - 615 412449479 2 NA Fixed Rate 2 - - - - - - 637 412449558 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.63 8.63 5.95 10/1/2008 11/1/2008 627 412449478 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 12.38 6.38 5.95 10/1/2008 11/1/2008 637 412445509 3 'Nearest' Arm 5/25 1 3.00 1.50 6.00 13.58 7.58 6.05 10/1/2011 11/1/2011 671 412449628 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 15.30 9.30 6.05 10/1/2008 11/1/2008 639 412449612 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 16.93 10.93 6.75 10/1/2008 11/1/2008 649 412450563 3 NA Fixed Rate 1 - - - - - - 632 412450564 0 NA Fixed Rate 2 - - - - - - 632 412445514 0 NA Fixed Rate 2 - - - - - - 528 412449051 0 NA Fixed Rate 1 - - - - - - 600 412445895 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.90 8.90 6.05 8/1/2008 9/1/2008 598 412445643 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.08 9.08 6.30 10/1/2008 11/1/2008 588 412449461 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 12.98 6.98 5.90 10/1/2008 11/1/2008 625 412449462 2 NA Fixed Rate 2 - - - - - - 625 412449496 3 NA Fixed Rate 1 - - - - - - 610 412449626 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.65 7.65 6.05 10/1/2008 11/1/2008 641 412449495 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 14.93 8.93 6.05 11/1/2008 12/1/2008 548 412449583 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.38 8.38 6.05 11/1/2008 12/1/2008 616 412449584 0 NA Fixed Rate 2 - - - - - - 616 412449534 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 12.98 6.98 5.90 10/1/2008 11/1/2008 717 412452929 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.48 8.48 6.15 11/1/2008 12/1/2008 648 412452930 2 NA Fixed Rate 2 - - - - - - 648 412449359 0 NA Fixed Rate 1 - - - - - - 640 412452749 0 NA Fixed Rate 1 - - - - - - 601 412449563 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.03 8.03 6.05 11/1/2008 12/1/2008 568 412449560 2 NA Fixed Rate 1 - - - - - - 590 412445516 3 NA Fixed Rate 1 - - - - - - 545 412449324 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 16.13 10.13 6.05 11/1/2008 12/1/2008 512 412452937 2 NA Fixed Rate 2 - - - - - - 596 412449096 3 'Nearest' Arm 3/27 1 3.00 1.50 6.00 12.73 6.73 10.00 11/1/2009 12/1/2009 605 412449097 0 NA Fixed Rate 2 - - - - - - 605 412449482 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 12.50 6.50 6.45 11/1/2008 12/1/2008 645 412449576 3 'Nearest' Arm 3/27 1 3.00 1.50 6.00 13.03 7.03 6.05 11/1/2009 12/1/2009 641 412449663 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.03 8.03 6.05 11/1/2008 12/1/2008 640 412449664 0 NA Fixed Rate 2 - - - - - - 640 412445632 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.88 8.88 6.30 11/1/2008 12/1/2008 641 412445506 0 NA Fixed Rate 1 - - - - - - 628 412445641 0 'Nearest' Arm 3/27 1 3.00 1.50 6.00 14.43 8.43 6.05 11/1/2009 12/1/2009 681 412449497 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.38 7.38 6.25 11/1/2008 12/1/2008 607 412449498 0 NA Fixed Rate 2 - - - - - - 607 412449481 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.75 7.75 6.05 11/1/2008 12/1/2008 582 412449459 3 'Nearest' Arm 5/25 1 3.00 1.50 6.00 12.62 6.62 5.90 11/1/2011 12/1/2011 701 412449460 2 NA Fixed Rate 2 - - - - - - 701 412445634 3 NA Fixed Rate 1 - - - - - - 608 412445635 0 NA Fixed Rate 2 - - - - - - 608 412445511 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.88 7.88 6.05 11/1/2008 12/1/2008 649 412445512 0 NA Fixed Rate 2 - - - - - - 649 412449046 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 13.73 6.73 6.15 10/1/2008 11/1/2008 680 412449715 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.05 8.05 5.90 11/1/2008 12/1/2008 651 412449485 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.18 7.18 6.15 11/1/2008 12/1/2008 661 412452674 3 NA Fixed Rate 1 - - - - - - 551 412449566 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.50 7.50 5.90 11/1/2008 12/1/2008 568 412445563 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.28 8.28 5.95 11/1/2008 12/1/2008 640 412449505 3 NA Fixed Rate 1 - - - - - - 653 412451306 0 NA Fixed Rate 2 - - - - - - 742 412451278 3 NA Fixed Rate 1 - - - - - - 515 412445997 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.88 8.88 6.30 10/1/2008 11/1/2008 703 412446119 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.95 9.95 5.60 10/1/2008 11/1/2008 630 412446120 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.05 9.05 6.05 10/1/2008 11/1/2008 647 412446170 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.50 8.50 6.30 10/1/2008 11/1/2008 613 412451231 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.80 9.80 6.30 10/1/2008 11/1/2008 481 412446209 3 NA Fixed Rate 1 - - - - - - 560 412446278 0 NA Fixed Rate 2 - - - - - - 709 412446187 2 NA Fixed Rate 2 - - - - - - 712 412446299 0 'Nearest' Arm 2/28 1 1.00 1.00 6.00 15.33 9.33 6.05 10/1/2008 11/1/2008 580 412446131 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.95 9.95 6.30 10/1/2008 11/1/2008 556 412451259 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.98 9.98 6.55 10/1/2008 11/1/2008 482 412451361 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 6.55 10/1/2008 11/1/2008 573 412446224 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.55 10.55 6.30 10/1/2008 11/1/2008 570 412446307 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.98 8.98 6.30 10/1/2008 11/1/2008 667 412446188 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.25 10.25 6.05 10/1/2008 11/1/2008 613 412446217 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.90 8.90 6.30 10/1/2008 11/1/2008 533 412446222 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.63 10.63 6.30 10/1/2008 11/1/2008 601 412446231 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.50 10.50 7.35 10/1/2008 11/1/2008 618 412446197 2 NA Fixed Rate 2 - - - - - - 720 412446292 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.95 10.95 6.30 11/1/2008 12/1/2008 594 412445928 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.99 9.99 6.30 9/1/2009 10/1/2009 637 412450997 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 17.00 10.00 6.05 9/1/2009 10/1/2009 497 412445562 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.93 8.93 5.95 11/1/2008 12/1/2008 625 412451176 2 NA Fixed Rate 2 - - - - - - 761 412449484 2 NA Fixed Rate 1 - - - - - - 603 412452743 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.23 7.23 5.90 12/1/2008 1/1/2009 646 412452744 0 NA Fixed Rate 2 - - - - - - 646 412449229 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.80 7.80 6.05 11/1/2008 12/1/2008 617 412445815 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 18.00 11.00 6.75 8/1/2009 9/1/2009 587 412445911 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.15 9.15 6.05 9/1/2008 10/1/2008 563 412450966 3 NA Fixed Rate 1 - - - - - - 624 412446083 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.68 10.68 6.30 9/1/2008 10/1/2008 644 412445988 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.83 7.83 6.15 9/1/2008 10/1/2008 662 412449585 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.83 7.83 6.05 11/1/2008 12/1/2008 548 412449586 0 NA Fixed Rate 2 - - - - - - 548 412445521 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.28 8.28 6.15 12/1/2008 1/1/2009 669 412445522 0 NA Fixed Rate 2 - - - - - - 669 412449360 0 NA Fixed Rate 1 - - - - - - 559 412449599 0 NA Fixed Rate 1 - - - - - - 548 412445644 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.63 8.63 5.95 12/1/2008 1/1/2009 585 412446032 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.85 8.85 5.90 9/1/2008 10/1/2008 658 412446012 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.60 9.60 6.30 9/1/2008 10/1/2008 706 412446009 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.50 8.50 6.15 9/1/2008 10/1/2008 665 412449361 0 NA Fixed Rate 1 - - - - - - 628 412449182 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 13.60 7.60 5.95 12/1/2008 1/1/2009 572 412449458 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 15.30 9.30 6.70 12/1/2008 1/1/2009 573 412449475 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 12.43 6.43 6.25 12/1/2008 1/1/2009 660 412445492 3 NA Fixed Rate 2 - - - - - - 637 412445640 0 NA Fixed Rate 2 - - - - - - 622 412445623 0 NA Fixed Rate 2 - - - - - - 637 412445608 0 NA Fixed Rate 2 - - - - - - 689 412449020 2 NA Fixed Rate 2 - - - - - - 693 412449148 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.15 10.15 6.05 11/1/2008 12/1/2008 546 412449130 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 18.00 11.00 5.95 11/1/2008 12/1/2008 568 412448999 2 NA Fixed Rate 2 - - - - - - 587 412449039 0 NA Fixed Rate 2 - - - - - - 617 412445491 3 NA Fixed Rate 1 - - - - - - 637 412445639 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.40 8.40 6.05 11/1/2008 12/1/2008 622 412445627 3 NA Fixed Rate 1 - - - - - - 569 412452770 0 NA Fixed Rate 2 - - - - - - 597 412445614 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.50 10.50 5.95 11/1/2008 12/1/2008 546 412449252 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.03 8.03 6.05 11/1/2008 12/1/2008 608 412445633 2 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.65 9.65 6.65 11/1/2009 12/1/2009 619 412449230 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.39 8.39 5.95 11/1/2008 12/1/2008 664 412449029 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.93 9.93 6.55 11/1/2008 12/1/2008 664 412449034 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.75 9.75 6.30 11/1/2008 12/1/2008 622 412445606 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.53 7.53 6.05 11/1/2008 12/1/2008 689 412449154 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 18.20 11.20 6.30 10/1/2008 11/1/2008 562 412449019 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.48 6.48 5.90 11/1/2008 12/1/2008 693 412448997 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 13.78 6.78 6.05 11/1/2009 12/1/2009 587 412449038 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.28 6.28 6.05 11/1/2008 12/1/2008 617 412449217 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.59 8.59 5.95 11/1/2008 12/1/2008 651 412449215 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.40 7.40 5.90 11/1/2008 12/1/2008 679 412445625 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.60 10.60 7.05 11/1/2008 12/1/2008 581 412449155 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.58 8.58 6.05 11/1/2008 12/1/2008 618 412452769 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.38 6.38 5.90 11/1/2008 12/1/2008 597 412449124 0 NA Fixed Rate 2 - - - - - - 640 412445595 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.58 9.58 6.70 11/1/2008 12/1/2008 598 412449123 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.98 6.98 6.05 11/1/2008 12/1/2008 640 412449196 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.13 9.13 6.25 11/1/2009 12/1/2009 604 412449086 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.85 8.85 5.95 11/1/2008 12/1/2008 629 412446284 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.00 9.00 6.30 10/1/2008 11/1/2008 579 412449037 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.13 9.13 5.95 10/1/2008 11/1/2008 612 412446056 0 NA Fixed Rate 2 - - - - - - 662 412445601 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.23 8.23 7.35 9/1/2008 10/1/2008 662 412452773 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.03 8.03 6.15 9/1/2008 10/1/2008 623 412445594 3 NA Fixed Rate 1 - - - - - - 606 412452588 2 NA Fixed Rate 2 - - - - - - 651 412449015 3 NA Fixed Rate 1 - - - - - - 653 412449016 3 NA Fixed Rate 1 - - - - - - 667 412449093 0 NA Fixed Rate 2 - - - - - - 721 412449243 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.55 8.55 6.55 9/1/2008 10/1/2008 678 412452587 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.13 7.13 5.95 9/1/2008 10/1/2008 651 412449088 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.60 7.60 5.90 9/1/2008 10/1/2008 721 412449171 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.53 8.53 6.15 9/1/2008 10/1/2008 753 412449480 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 12.90 5.90 5.95 9/1/2008 10/1/2008 722 412445612 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.73 7.73 6.05 10/1/2008 11/1/2008 630 412445621 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.25 9.25 6.45 9/1/2009 10/1/2009 547 412449430 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.88 7.88 6.05 12/1/2008 1/1/2009 635 412449431 0 NA Fixed Rate 2 - - - - - - 635 412449639 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.30 8.30 6.75 12/1/2008 1/1/2009 648 412449365 0 NA Fixed Rate 1 - - - - - - 524 412449616 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.65 9.65 6.05 12/1/2008 1/1/2009 608 412449501 3 'Nearest' Arm 3/27 1 3.00 1.50 6.00 13.90 7.90 5.95 12/1/2009 1/1/2010 588 412449502 0 NA Fixed Rate 2 - - - - - - 588 412446854 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 14.40 8.40 6.15 12/1/2008 1/1/2009 667 412446857 1 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 13.73 7.73 5.95 12/1/2008 1/1/2009 685 412446762 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 14.55 8.55 5.95 12/1/2008 1/1/2009 531 412449665 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.33 8.33 5.95 12/1/2008 1/1/2009 526 412449716 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.20 7.20 5.90 12/1/2008 1/1/2009 669 412449717 2 NA Fixed Rate 2 - - - - - - 669 412446849 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 12.93 6.93 6.15 1/1/2009 2/1/2009 676 412446912 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 16.90 9.90 6.30 1/1/2009 2/1/2009 641 412449486 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 14.80 8.80 6.05 12/1/2008 1/1/2009 601 412445790 0 NA Fixed Rate 2 - - - - - - 728 412445599 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.30 8.30 5.95 11/1/2008 12/1/2008 577 412451072 3 NA Fixed Balloon 40/30 1 - - - - - - 577 412446949 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 6.00 15.45 9.45 6.30 1/1/2009 2/1/2009 658 412452831 0 NA Fixed Rate 2 - - - - - - 655 412446274 0 NA Fixed Rate 2 - - - - - - 685 412446166 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.25 8.25 6.30 10/1/2008 11/1/2008 645 412446236 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.33 10.33 6.45 10/1/2008 11/1/2008 564 412450535 0 NA Fixed Rate 2 - - - - - - 639 412449564 3 NA Fixed Rate 1 - - - - - - 542 412449488 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 12.75 6.75 6.15 1/1/2009 2/1/2009 685 412446051 2 'Nearest' Arm 2/28 1 3.00 1.00 7.00 17.80 10.80 6.05 9/1/2008 10/1/2008 579 412446072 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 7.00 18.49 11.49 7.35 9/1/2008 10/1/2008 583 412446125 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 7.00 17.05 10.05 6.30 10/1/2008 11/1/2008 551 412449655 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.58 9.58 6.45 1/1/2009 2/1/2009 517 412449673 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.38 7.38 6.15 1/1/2009 2/1/2009 657 412449533 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.35 9.35 5.95 1/1/2009 2/1/2009 544 412449546 0 NA Fixed Rate 2 - - - - - - 733 412445498 0 'Nearest' Arm 2/28 1 3.00 1.50 6.00 14.90 8.90 6.05 1/1/2009 2/1/2009 661 412449164 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.88 8.88 6.05 12/1/2009 1/1/2010 523 412446846 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 2.00 7.00 14.60 7.60 6.30 12/1/2008 1/1/2009 570 412449463 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.08 7.08 6.05 1/1/2009 2/1/2009 663 412449465 0 NA Fixed Rate 2 - - - - - - 663 412451518 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.68 7.68 6.10 12/1/2008 1/1/2009 627 412449590 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.25 7.25 6.05 1/1/2009 2/1/2009 614 412449591 0 NA Fixed Rate 2 - - - - - - 614 412449467 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.88 7.88 5.95 1/1/2009 2/1/2009 623 412449063 3 'Nearest' Arm 3/27 1 3.00 1.50 6.00 12.68 6.68 5.90 1/1/2010 2/1/2010 649 412449064 0 NA Fixed Rate 2 - - - - - - 649 412449133 0 NA Fixed Rate 1 - - - - - - 629 412447151 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 1/1/2012 2/1/2012 657 412449245 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.38 10.38 6.30 11/1/2008 12/1/2008 572 412445596 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.18 9.18 6.05 12/1/2008 1/1/2009 603 412449228 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.75 8.75 6.05 12/1/2008 1/1/2009 686 412445482 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.83 9.83 5.95 12/1/2008 1/1/2009 528 412445617 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.95 9.95 6.55 12/1/2008 1/1/2009 613 412449163 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.10 9.10 5.95 12/1/2008 1/1/2009 651 412449126 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.30 9.30 6.05 12/1/2008 1/1/2009 553 412449158 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.86 7.86 6.05 12/1/2008 1/1/2009 712 412445609 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.68 8.68 5.95 12/1/2008 1/1/2009 506 412445637 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.53 8.53 6.05 12/1/2008 1/1/2009 537 412449007 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.25 6.25 6.55 12/1/2008 1/1/2009 586 412445493 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.73 9.73 6.45 12/1/2008 1/1/2009 506 412452718 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.00 10.00 6.05 12/1/2008 1/1/2009 597 412449000 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.03 7.03 6.15 12/1/2008 1/1/2009 590 412449234 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.48 7.48 5.95 12/1/2008 1/1/2009 661 412449246 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.55 9.55 5.95 12/1/2008 1/1/2009 641 412449159 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.08 8.08 6.05 12/1/2008 1/1/2009 605 412449142 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.53 8.53 5.95 12/1/2008 1/1/2009 635 412448989 2 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 14.25 7.25 5.90 12/1/2009 1/1/2010 632 412445619 1 'Nearest' Arm 3/27 1 2.00 2.00 7.00 17.10 10.10 6.30 12/1/2009 1/1/2010 650 412449232 3 NA Fixed Rate 1 - - - - - - 606 412449233 3 NA Fixed Rate 1 - - - - - - 606 412445638 0 NA Fixed Rate 2 - - - - - - 537 412445602 3 NA Fixed Rate 1 - - - - - - 596 412449143 2 NA Fixed Rate 2 - - - - - - 635 412445480 2 NA Fixed Rate 1 - - - - - - 617 412449017 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.23 9.23 6.05 12/1/2008 1/1/2009 631 412449150 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.05 8.05 6.05 12/1/2008 1/1/2009 666 412449047 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.83 6.83 6.05 1/1/2009 2/1/2009 581 412445496 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.05 8.05 6.05 1/1/2009 2/1/2009 482 412449235 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.33 8.33 5.95 1/1/2009 2/1/2009 666 412449198 0 NA Fixed Rate 1 - - - - - - 678 412449631 3 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.50 6.00 14.30 8.30 6.15 1/1/2010 2/1/2010 602 412447086 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 1/1/2012 2/1/2012 743 412452776 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.10 9.10 6.30 1/1/2009 2/1/2009 636 412449253 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 13.93 7.93 6.25 1/1/2009 2/1/2009 731 412447332 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 6.00 16.20 10.20 6.15 1/1/2009 2/1/2009 767 412449511 0 NA Fixed Rate 2 - - - - - - 753 412452066 3 NA Fixed Balloon 40/30 1 - - - - - - 630 412447024 0 NA Fixed Rate 2 - - - - - - 672 412447025 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 6.00 14.18 8.18 6.05 1/1/2009 2/1/2009 672 412452017 2 'Nearest' Arm 2/28 1 2.00 1.50 6.00 15.53 9.53 6.30 1/1/2009 2/1/2009 492 412452115 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 6.00 16.60 10.60 6.30 1/1/2009 2/1/2009 545 412447234 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 12.50 6.50 6.30 1/1/2009 2/1/2009 625 412447286 0 NA Fixed Rate 2 - - - - - - 750 412447287 0 NA Fixed Rate 2 - - - - - - 629 412447288 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 6.00 13.99 7.99 5.95 1/1/2009 2/1/2009 629 412449681 0 NA Fixed Rate 2 - - - - - - 620 412446509 2 'Nearest' Arm 2/28 1 2.00 1.50 6.00 13.90 7.90 6.15 1/1/2009 2/1/2009 597 412449186 0 'Nearest' Arm 3/27 1 3.00 2.00 6.00 13.63 7.63 5.00 1/1/2010 2/1/2010 722 412447263 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 1/1/2012 2/1/2012 757 412447243 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 725 412451738 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.78 8.78 6.30 12/1/2008 1/1/2009 665 412451762 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.30 8.30 6.05 12/1/2008 1/1/2009 534 412446478 0 NA Fixed Rate 1 - - - - - - 542 412446546 3 NA Fixed Rate 1 - - - - - - 584 412446683 2 NA Fixed Rate 2 - - - - - - 706 412446538 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.25 9.25 6.05 12/1/2008 1/1/2009 602 412446591 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.70 9.70 6.55 12/1/2008 1/1/2009 627 412446788 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.99 7.99 6.25 12/1/2008 1/1/2009 553 412446831 0 NA Fixed Balloon 40/30 1 - - - - - - 690 412446598 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.33 8.33 5.95 12/1/2008 1/1/2009 673 412446616 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.13 9.13 6.30 12/1/2008 1/1/2009 635 412446625 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.75 9.75 6.30 12/1/2008 1/1/2009 546 412446766 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.99 8.99 6.30 12/1/2008 1/1/2009 658 412446780 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.40 10.40 6.30 12/1/2008 1/1/2009 634 412446763 0 NA Fixed Rate 1 - - - - - - 596 412446840 0 NA Fixed Rate 1 - - - - - - 656 412446624 3 NA Fixed Rate 1 - - - - - - 571 412446632 2 NA Fixed Rate 2 - - - - - - 741 412446876 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.00 10.00 6.30 1/1/2009 2/1/2009 771 412446637 3 NA Fixed Balloon 40/30 1 - - - - - - 613 412446668 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.55 7.55 6.15 12/1/2008 1/1/2009 679 412446459 3 NA Fixed Rate 1 - - - - - - 538 412451440 3 NA Fixed Rate 1 - - - - - - 496 412446343 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.85 8.85 6.30 11/1/2008 12/1/2008 586 412451462 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.35 9.35 5.95 11/1/2008 12/1/2008 647 412446429 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.25 9.25 6.05 11/1/2009 12/1/2009 604 412446158 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.23 10.23 7.35 10/1/2008 11/1/2008 540 412447401 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 792 412447228 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 723 412447407 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 699 412447409 0 NA Fixed Rate 2 - - - - - - 699 412447415 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 745 412447425 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 1/1/2012 2/1/2012 643 412447097 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 692 412446345 3 NA Fixed Balloon 40/30 1 - - - - - - 590 412446485 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.33 10.33 6.30 12/1/2008 1/1/2009 574 412451545 0 NA Fixed Rate 1 - - - - - - 515 412446523 1 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 15.73 8.73 5.95 12/1/2009 1/1/2010 667 412446533 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.40 10.40 6.30 1/1/2009 2/1/2009 548 412446534 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.30 9.30 6.05 12/1/2008 1/1/2009 654 412451575 3 NA Fixed Rate 1 - - - - - - 644 412451589 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.15 9.15 6.30 12/1/2008 1/1/2009 588 412446569 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.88 9.88 6.30 12/1/2009 1/1/2010 629 412446579 3 NA Fixed Rate 1 - - - - - - 546 412446584 2 NA Fixed Rate 2 - - - - - - 713 412451619 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.30 9.30 6.30 12/1/2008 1/1/2009 648 412451633 1 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 15.70 8.70 6.55 12/1/2009 1/1/2010 497 412451670 3 NA Fixed Rate 1 - - - - - - 563 412451686 3 NA Fixed Rate 1 - - - - - - 528 412446685 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.75 8.75 6.30 12/1/2008 1/1/2009 700 412446690 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.50 9.50 7.05 12/1/2008 1/1/2009 663 412451707 3 NA Fixed Rate 1 - - - - - - 495 412446707 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.45 9.45 7.05 1/1/2009 2/1/2009 606 412446709 0 NA Fixed Rate 1 - - - - - - 567 412446727 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.10 9.10 5.95 1/1/2009 2/1/2009 506 412446744 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.08 10.08 6.05 1/1/2009 2/1/2009 639 412446752 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.40 9.40 6.05 12/1/2008 1/1/2009 638 412446759 3 NA Fixed Rate 1 - - - - - - 551 412446775 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.90 8.90 5.95 12/1/2009 1/1/2010 674 412446776 3 NA Fixed Rate 1 - - - - - - 644 412446803 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.95 8.95 6.05 1/1/2009 2/1/2009 580 412446808 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.25 10.25 7.05 1/1/2009 2/1/2009 610 412446812 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.88 9.88 7.35 12/1/2008 1/1/2009 584 412446819 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.23 9.23 6.05 12/1/2008 1/1/2009 599 412451810 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.55 9.55 5.95 1/1/2009 2/1/2009 642 412446835 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.55 10.55 6.30 1/1/2009 2/1/2009 615 412446839 0 NA Fixed Rate 1 - - - - - - 648 412446841 0 NA Fixed Rate 1 - - - - - - 615 412446855 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.10 9.10 6.70 1/1/2009 2/1/2009 635 412451845 3 NA Fixed Rate 1 - - - - - - 574 412446871 3 NA Fixed Balloon 40/30 1 - - - - - - 642 412446887 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.70 9.70 5.95 1/1/2009 2/1/2009 556 412446901 3 NA Fixed Rate 1 - - - - - - 575 412446933 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.35 10.35 6.50 1/1/2009 2/1/2009 612 412446078 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.13 9.13 6.77 10/1/2008 11/1/2008 645 412447444 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 766 412447463 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 695 412447211 0 NA Fixed Rate 2 - - - - - - 726 412447327 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 789 412447330 0 NA Fixed Rate 2 - - - - - - 789 412447448 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 676 412447502 0 NA Fixed Rate 2 - - - - - - 766 412452242 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 785 412452268 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 686 412452269 0 NA Fixed Rate 2 - - - - - - 686 412447203 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 710 412445973 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.48 9.48 6.30 12/1/2008 1/1/2009 681 412446017 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.93 8.93 6.05 12/1/2009 1/1/2010 659 412446168 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 17.35 10.35 6.30 11/1/2009 12/1/2009 717 412446177 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.40 9.40 6.30 11/1/2008 12/1/2008 584 412451271 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.30 10.30 6.30 11/1/2008 12/1/2008 647 412446342 0 'Nearest' Arm 3/27 1 1.00 1.00 6.00 16.30 10.30 6.30 11/1/2009 12/1/2009 593 412446463 3 NA Fixed Rate 1 - - - - - - 606 412451478 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 18.38 11.38 6.30 12/1/2008 1/1/2009 492 412446473 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.75 9.75 6.30 12/1/2008 1/1/2009 650 412446477 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.05 9.05 6.30 12/1/2008 1/1/2009 661 412446498 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.03 8.03 6.15 1/1/2009 2/1/2009 703 412446501 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.78 8.78 6.30 12/1/2008 1/1/2009 659 412446571 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.48 9.48 6.30 12/1/2009 1/1/2010 688 412446573 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.63 8.63 6.05 12/1/2008 1/1/2009 630 412451627 0 'Nearest' Arm 2/28 1 1.50 1.50 7.00 15.15 8.15 6.15 12/1/2008 1/1/2009 559 412446593 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.60 8.60 5.95 12/1/2008 1/1/2009 676 412446605 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.50 7.00 16.85 9.85 6.25 12/1/2009 1/1/2010 644 412446607 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 17.20 10.20 6.30 12/1/2009 1/1/2010 625 412446620 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.70 8.70 5.95 1/1/2009 2/1/2009 653 412446641 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.93 8.93 5.95 1/1/2009 2/1/2009 628 412446644 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.65 8.65 6.30 1/1/2009 2/1/2009 650 412446676 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.65 8.65 5.95 12/1/2008 1/1/2009 738 412446679 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.95 7.95 6.70 12/1/2008 1/1/2009 605 412446696 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.70 9.70 6.05 12/1/2008 1/1/2009 555 412451705 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.55 7.55 6.05 12/1/2008 1/1/2009 641 412446728 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.75 8.75 6.30 1/1/2009 2/1/2009 620 412446729 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.78 8.78 6.05 12/1/2008 1/1/2009 632 412446765 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.55 8.55 6.30 12/1/2008 1/1/2009 553 412446774 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.18 9.18 6.30 12/1/2008 1/1/2009 623 412446785 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.63 8.63 6.15 1/1/2009 2/1/2009 696 412451774 0 NA Fixed Rate 2 - - - - - - 712 412446798 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.68 8.68 6.15 1/1/2009 2/1/2009 597 412446805 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.10 9.10 5.95 1/1/2009 2/1/2009 621 412446810 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.25 8.25 6.25 12/1/2009 1/1/2010 600 412451814 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.98 7.98 6.15 12/1/2008 1/1/2009 647 412446885 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.83 8.83 6.30 1/1/2009 2/1/2009 615 412446096 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.78 8.78 6.15 10/1/2008 11/1/2008 600 412451178 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.05 9.05 6.05 11/1/2008 12/1/2008 676 412446160 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.70 10.70 6.05 10/1/2008 11/1/2008 661 412446178 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.60 8.60 6.05 10/1/2008 11/1/2008 599 412451263 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.23 10.23 6.30 11/1/2008 12/1/2008 544 412446215 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.85 9.85 6.25 10/1/2008 11/1/2008 713 412446238 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.93 9.93 6.55 10/1/2008 11/1/2008 628 412446300 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.18 9.18 5.95 11/1/2008 12/1/2008 730 412446313 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.60 10.60 6.30 11/1/2008 12/1/2008 565 412446320 3 NA Fixed Rate 1 - - - - - - 643 412446324 3 NA Fixed Rate 1 - - - - - - 643 412446328 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.83 7.83 6.15 10/1/2008 11/1/2008 661 412446329 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.55 8.55 6.15 11/1/2008 12/1/2008 761 412446344 1 NA Fixed Rate 2 - - - - - - 703 412451394 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.60 9.60 6.05 11/1/2008 12/1/2008 622 412446367 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.10 8.10 6.30 11/1/2008 12/1/2008 661 412446369 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.65 8.65 5.95 12/1/2008 1/1/2009 642 412446386 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.30 9.30 6.30 11/1/2008 12/1/2008 639 412446397 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.30 9.30 6.05 11/1/2009 12/1/2009 625 412446401 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.35 10.35 6.30 11/1/2008 12/1/2008 631 412446422 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.80 7.80 6.15 11/1/2008 12/1/2008 661 412446426 3 NA Fixed Rate 1 - - - - - - 636 412451455 0 NA Fixed Balloon 40/30 1 - - - - - - 576 412446430 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.05 8.05 6.40 12/1/2008 1/1/2009 663 412446434 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.50 9.50 6.30 11/1/2008 12/1/2008 613 412446453 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.90 8.90 6.30 11/1/2008 12/1/2008 645 412446462 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.78 8.78 6.30 11/1/2008 12/1/2008 638 412446464 3 NA Fixed Rate 1 - - - - - - 621 412446470 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.23 10.23 6.30 11/1/2008 12/1/2008 604 412446474 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.18 9.18 6.05 11/1/2008 12/1/2008 583 412451492 3 'Nearest' Arm 3/27 1 2.00 1.50 7.00 16.40 9.40 6.05 11/1/2009 12/1/2009 627 412446479 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.90 7.90 6.30 12/1/2008 1/1/2009 604 412451503 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.90 8.90 6.30 11/1/2008 12/1/2008 518 412446483 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.68 9.68 6.30 11/1/2008 12/1/2008 646 412451513 1 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.55 9.55 6.05 12/1/2008 1/1/2009 657 412446497 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.15 9.15 6.30 11/1/2008 12/1/2008 630 412446499 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.85 7.85 6.05 12/1/2008 1/1/2009 591 412446504 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.28 7.28 6.15 11/1/2008 12/1/2008 665 412446506 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.38 8.38 6.15 12/1/2008 1/1/2009 727 412446525 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.43 8.43 6.15 11/1/2008 12/1/2008 733 412446576 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.85 7.85 6.30 12/1/2008 1/1/2009 661 412446586 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.25 8.25 6.30 12/1/2008 1/1/2009 590 412446613 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.70 8.70 6.30 12/1/2008 1/1/2009 637 412446617 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.60 7.60 6.15 12/1/2008 1/1/2009 572 412446631 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.59 8.59 6.30 12/1/2008 1/1/2009 642 412449536 0 NA Fixed Rate 2 - - - - - - 781 412447038 0 NA Fixed Rate 2 - - - - - - 709 412449055 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 10.50 4.50 2.25 1/1/2011 2/1/2011 729 412447676 0 NA Fixed Rate 2 - - - - - - 780 412446944 2 NA Fixed Rate 2 - - - - - - 622 412447023 2 NA Fixed Rate 2 - - - - - - 703 412446976 0 NA Fixed Rate 2 - - - - - - 657 412447006 0 NA Fixed Rate 2 - - - - - - 770 412447277 2 NA Fixed Rate 2 - - - - - - 704 412446975 3 NA Fixed Rate 2 - - - - - - 751 412446800 0 NA Fixed Rate 2 - - - - - - 727 412446909 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.63 2.25 2.25 2/1/2012 3/1/2012 707 412447123 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 736 412447759 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 694 412449168 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.05 9.05 6.05 1/1/2009 2/1/2009 545 412452753 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 18.35 11.35 6.05 1/1/2009 2/1/2009 493 412449160 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.55 7.55 5.25 1/1/2009 2/1/2009 581 412449218 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.18 8.18 6.05 1/1/2009 2/1/2009 585 412449567 3 NA Fixed Rate 1 - - - - - - 557 412445484 3 NA Fixed Rate 1 - - - - - - 621 412449241 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.93 6.93 5.95 1/1/2009 2/1/2009 555 412445624 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.88 7.88 6.05 1/1/2009 2/1/2009 621 412449022 0 NA Fixed Rate 2 - - - - - - 569 412449021 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.98 6.98 5.95 1/1/2009 2/1/2009 569 412449166 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.15 8.15 6.30 1/1/2009 2/1/2009 662 412449192 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.73 7.73 6.05 1/1/2009 2/1/2009 578 412449125 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.23 10.23 6.05 1/1/2009 2/1/2009 629 412445497 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.50 9.50 6.15 1/1/2009 2/1/2009 609 412449011 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.53 7.53 6.05 1/1/2009 2/1/2009 627 412445600 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.75 8.75 6.30 1/1/2009 2/1/2009 560 412449054 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.66 8.66 5.95 1/1/2009 2/1/2009 623 412452599 0 NA Fixed Rate 2 - - - - - - 624 412452597 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.08 8.08 6.15 1/1/2009 2/1/2009 624 412452596 0 NA Fixed Rate 2 - - - - - - 647 412452595 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 12.63 5.63 6.05 1/1/2009 2/1/2009 647 412449083 3 NA Fixed Rate 1 - - - - - - 637 412445611 0 NA Fixed Rate 2 - - - - - - 678 412445610 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.38 7.38 6.05 1/1/2009 2/1/2009 678 412449009 0 NA Fixed Rate 2 - - - - - - 639 412449008 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.03 7.03 6.15 1/1/2009 2/1/2009 639 412449240 0 NA Fixed Rate 2 - - - - - - 663 412449239 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.68 7.68 6.05 1/1/2009 2/1/2009 663 412445607 0 NA Fixed Rate 1 - - - - - - 600 412447693 0 NA Fixed Rate 2 - - - - - - 680 412447696 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 680 412447451 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 708 412447563 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 742 412447564 0 NA Fixed Rate 2 - - - - - - 742 412447611 0 NA Fixed Rate 1 - - - - - - 694 412447613 0 NA Fixed Rate 2 - - - - - - 694 412452285 0 NA Fixed Rate 1 - - - - - - 793 412447692 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 675 412445572 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 16.70 10.70 5.95 1/1/2009 2/1/2009 675 412450527 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.88 7.88 6.05 1/1/2009 2/1/2009 639 412445656 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.40 9.40 6.30 9/1/2008 10/1/2008 649 412447603 0 NA Fixed Rate 2 - - - - - - 766 412447652 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.38 2.25 2.25 2/1/2012 3/1/2012 702 412447783 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 720 412447743 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 679 412447745 0 NA Fixed Rate 2 - - - - - - 679 412449644 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.63 6.63 2.25 1/1/2012 2/1/2012 752 412447391 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 670 412447592 0 NA Fixed Rate 2 - - - - - - 689 412447594 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 689 412447739 0 NA Fixed Rate 2 - - - - - - 769 412447740 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 769 412447794 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 738 412447797 0 NA Fixed Rate 2 - - - - - - 695 412447798 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 695 412445499 0 'Nearest' Arm 3/27 1 3.00 2.00 6.00 12.38 6.38 5.00 2/1/2010 3/1/2010 650 412447424 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 671 412447532 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 779 412447801 0 NA Fixed Rate 1 - - - - - - 640 412452978 0 NA Fixed Rate 1 - - - - - - 763 412445525 0 NA Fixed Rate 2 - - - - - - 607 412445524 2 'Nearest' Arm 2/28 1 3.00 1.00 7.00 15.58 8.58 5.95 2/1/2009 3/1/2009 589 412445528 0 NA Fixed Rate 2 - - - - - - 663 412445503 3 NA Fixed Rate 1 - - - - - - 663 412447568 0 NA Fixed Rate 2 - - - - - - 730 412447572 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 2/1/2012 3/1/2012 730 412447789 0 NA Fixed Rate 2 - - - - - - 720 412447096 0 'Nearest' Arm 3/27 1 2.00 1.50 6.00 14.93 8.93 6.25 2/1/2010 3/1/2010 582 412452244 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 14.18 8.18 6.30 2/1/2009 3/1/2009 741 412447806 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 13.75 7.75 6.05 2/1/2009 3/1/2009 592 412449368 0 NA Fixed Rate 1 - - - - - - 682 412452856 0 NA Fixed Rate 1 - - - - - - 645 412449539 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 15.18 9.18 6.30 2/1/2009 3/1/2009 572 412452992 0 NA Fixed Rate 1 - - - - - - 595 412447546 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.25 2.25 2.25 2/1/2012 3/1/2012 690 412447659 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 671 412447660 0 NA Fixed Rate 2 - - - - - - 671 412447678 0 NA Fixed Rate 2 - - - - - - 726 412447715 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 705 412447716 0 NA Fixed Rate 2 - - - - - - 705 412447782 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.38 2.25 2.25 2/1/2012 3/1/2012 662 412447795 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 786 412447796 0 NA Fixed Rate 2 - - - - - - 786 412452223 0 'Nearest' Arm 2/28 1 2.00 1.50 6.00 12.28 6.28 5.90 2/1/2009 3/1/2009 686 412447970 3 NA Fixed Balloon 50/30 1 - - - - - - 607 412447627 0 NA Fixed Rate 1 - - - - - - 670 412446549 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 17.25 10.25 7.35 1/1/2009 2/1/2009 592 412451375 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.90 9.90 6.45 1/1/2009 2/1/2009 487 412446939 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.45 8.45 6.45 1/1/2009 2/1/2009 607 412451740 2 'Nearest' Arm 2/28 1 2.00 1.00 7.00 17.50 10.50 6.30 12/1/2008 1/1/2009 580 412451865 0 NA Fixed Balloon 40/30 1 - - - - - - 507 412451838 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 7.00 13.45 6.45 5.95 1/1/2009 2/1/2009 501 412446583 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.08 8.08 6.05 1/1/2009 2/1/2009 622 412446820 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.18 9.18 6.05 1/1/2009 2/1/2009 578 412446807 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.70 8.70 6.05 1/1/2009 2/1/2009 605 412446612 3 'Nearest' Arm 3/27 1 2.00 1.00 7.00 16.63 9.63 6.30 12/1/2009 1/1/2010 640 412446877 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 13.73 6.73 6.05 1/1/2009 2/1/2009 595 412446943 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 13.85 6.85 6.05 1/1/2009 2/1/2009 622 412446900 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 14.70 7.70 6.05 1/1/2009 2/1/2009 676 412446764 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.90 9.90 6.30 12/1/2008 1/1/2009 503 412447171 0 NA Fixed Balloon 50/30 1 - - - - - - 680 412446924 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 15.13 8.13 6.30 1/1/2009 2/1/2009 620 412446958 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.98 8.98 6.05 1/1/2009 2/1/2009 647 412446878 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.33 7.33 6.05 1/1/2009 2/1/2009 519 412446863 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 16.70 9.70 6.75 1/1/2010 2/1/2010 645 412446843 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 16.15 9.15 6.15 1/1/2009 2/1/2009 672 412446932 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 15.95 8.95 6.30 1/1/2009 2/1/2009 643 412452028 3 NA Fixed Balloon 50/30 1 - - - - - - 683 412446661 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.95 7.95 6.30 12/1/2008 1/1/2009 660 412446671 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.78 8.78 6.30 12/1/2008 1/1/2009 635 412446694 0 NA Fixed Rate 2 - - - - - - 635 412447000 0 NA Fixed Rate 2 - - - - - - 662 412446874 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.75 9.75 5.95 12/1/2008 1/1/2009 664 412446643 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.85 7.85 6.05 1/1/2009 2/1/2009 663 412446951 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.30 9.30 6.30 1/1/2009 2/1/2009 714 412446789 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 16.28 9.28 6.30 1/1/2010 2/1/2010 586 412452168 3 NA Fixed Balloon 50/30 1 - - - - - - 627 412451699 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.00 8.00 6.05 1/1/2009 2/1/2009 676 412446822 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.78 7.78 6.30 12/1/2008 1/1/2009 662 412447163 0 NA Fixed Rate 2 - - - - - - 713 412446981 3 NA Fixed Balloon 50/30 1 - - - - - - 669 412446713 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.25 9.25 6.30 1/1/2009 2/1/2009 665 412446910 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.28 7.28 6.15 1/1/2009 2/1/2009 649 412446836 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 15.28 8.28 6.05 1/1/2009 2/1/2009 644 412447052 0 NA Fixed Rate 2 - - - - - - 745 412446444 0 NA Fixed Rate 2 - - - - - - 682 412451660 3 NA Fixed Balloon 40/30 1 - - - - - - 595 412446580 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.85 7.85 6.15 12/1/2008 1/1/2009 558 412446990 3 NA Fixed Balloon 40/30 1 - - - - - - 678 412451728 2 'Nearest' Arm 2/28 1 2.00 1.00 7.00 15.45 8.45 6.30 1/1/2009 2/1/2009 683 412451517 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.35 8.35 6.05 1/1/2009 2/1/2009 652 412446636 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.90 8.90 5.65 1/1/2009 2/1/2009 715 412447182 3 NA Fixed Rate 1 - - - - - - 540 412446748 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.40 7.40 6.15 12/1/2008 1/1/2009 619 412451821 3 NA Fixed Balloon 50/30 1 - - - - - - 627 412446719 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 16.50 9.50 6.15 1/1/2010 2/1/2010 697 412446853 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.75 7.75 6.15 12/1/2008 1/1/2009 679 412451915 1 NA Fixed Balloon 40/30 1 - - - - - - 634 412446543 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.08 8.08 6.15 12/1/2008 1/1/2009 744 412446544 2 NA Fixed Rate 2 - - - - - - 744 412452133 0 NA Fixed Rate 2 - - - - - - 722 412446897 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 14.85 7.85 6.05 1/1/2009 2/1/2009 739 412446773 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 13.28 6.28 6.15 1/1/2009 2/1/2009 722 412446938 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 16.38 9.38 5.95 1/1/2009 2/1/2009 683 412446868 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.65 8.65 6.15 1/1/2009 2/1/2009 713 412446680 2 'Nearest' Arm 2/28 1 2.00 1.00 7.00 15.55 8.55 6.15 1/1/2009 2/1/2009 738 412447195 3 NA Fixed Rate 2 - - - - - - 712 412446550 0 'Nearest' Arm 2/28 1 2.00 1.00 7.00 15.00 8.00 6.15 1/1/2009 2/1/2009 767 412451851 3 NA Fixed Balloon 50/30 1 - - - - - - 760 412446821 0 'Nearest' Arm 2/28 1 2.00 1.00 7.00 14.94 7.94 6.30 1/1/2009 2/1/2009 691 412446961 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.73 7.73 5.95 1/1/2009 2/1/2009 688 412446894 1 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.95 7.95 6.30 2/1/2009 3/1/2009 575 412447399 0 NA Fixed Rate 2 - - - - - - 601 412447084 3 NA Fixed Balloon 40/30 1 - - - - - - 601 412447499 0 NA Fixed Balloon 50/30 1 - - - - - - 605 412447186 0 NA Fixed Rate 2 - - - - - - 606 412447538 0 NA Fixed Rate 2 - - - - - - 610 412447726 0 NA Fixed Rate 2 - - - - - - 613 412447714 0 NA Fixed Rate 2 - - - - - - 614 412452100 3 NA Fixed Balloon 50/30 1 - - - - - - 559 412447512 2 NA Fixed Rate 2 - - - - - - 624 412446618 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 15.70 8.70 6.30 12/1/2009 1/1/2010 655 412446873 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 14.20 7.20 5.90 1/1/2009 2/1/2009 659 412451870 2 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.00 7.00 14.60 7.60 5.95 1/1/2009 2/1/2009 639 412447689 0 NA Fixed Rate 2 - - - - - - 632 412446714 0 'Nearest' Arm 2/28 1 2.00 1.00 7.00 15.60 8.60 6.45 12/1/2008 1/1/2009 603 412447121 3 NA Fixed Balloon 50/30 1 - - - - - - 638 412447199 3 NA Fixed Balloon 50/30 1 - - - - - - 639 412446838 0 'Nearest' Arm 3/27 1 2.00 1.00 7.00 14.23 7.23 5.95 12/1/2009 1/1/2010 645 412452188 3 NA Fixed Balloon 50/30 1 - - - - - - 641 412447433 3 NA Fixed Balloon 40/30 1 - - - - - - 645 412447346 2 NA Fixed Rate 2 - - - - - - 646 412447133 3 NA Fixed Balloon 50/30 1 - - - - - - 656 412447078 0 NA Fixed Rate 2 - - - - - - 632 412447141 0 NA Fixed Rate 2 - - - - - - 652 412447241 0 NA Fixed Balloon 50/30 1 - - - - - - 652 412446921 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.13 8.13 6.30 1/1/2009 2/1/2009 655 412446701 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.78 7.78 6.15 1/1/2009 2/1/2009 661 412446899 3 NA Fixed Balloon 50/30 1 - - - - - - 593 412447569 0 NA Fixed Rate 2 - - - - - - 672 412447454 1 NA Fixed Balloon 40/30 1 - - - - - - 660 412447305 0 NA Fixed Rate 2 - - - - - - 695 412447147 0 NA Fixed Rate 2 - - - - - - 712 412446959 0 NA Fixed Rate 2 - - - - - - 711 412446666 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.05 8.05 6.15 2/1/2009 3/1/2009 714 412447398 0 NA Fixed Rate 2 - - - - - - 714 412452121 0 NA Fixed Rate 2 - - - - - - 719 412447634 0 NA Fixed Rate 2 - - - - - - 721 412447244 2 NA Fixed Rate 2 - - - - - - 703 412452077 0 NA Fixed Rate 2 - - - - - - 752 412447308 0 NA Fixed Rate 2 - - - - - - 772 412446883 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 14.99 7.99 5.95 1/1/2009 2/1/2009 756 412446794 2 'Nearest' Arm 2/28 1 2.00 1.00 7.00 14.38 7.38 6.15 12/1/2008 1/1/2009 741 412446287 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 13.25 6.25 6.05 12/1/2009 1/1/2010 644 412446872 0 NA Fixed Rate 2 - - - - - - 724 412447212 0 'Nearest' Arm 2/28 1 2.00 1.50 6.00 13.23 7.23 5.95 2/1/2009 3/1/2009 693 412447860 0 NA Fixed Rate 2 - - - - - - 622 412447864 0 'Nearest' Arm 2/28 - Balloon 50/30 1 2.00 1.50 6.00 13.99 7.99 6.25 2/1/2009 3/1/2009 622 412452349 3 NA Fixed Balloon 50/30 1 - - - - - - 680 412447912 0 'Nearest' Arm 2/28 - Balloon 50/30 1 1.50 1.50 6.00 14.43 8.43 6.15 2/1/2009 3/1/2009 697 412450543 0 NA Fixed Rate 1 - - - - - - 693 412452991 0 NA Fixed Rate 1 - - - - - - 634 412449684 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.50 6.50 2.75 2/1/2012 3/1/2012 675 412449735 0 NA Fixed Rate 2 - - - - - - 766 412447485 3 NA Fixed Rate 1 - - - - - - 684 412447487 0 NA Fixed Rate 2 - - - - - - 684 412447587 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.75 2.25 2.25 2/1/2012 3/1/2012 665 412447596 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 2/1/2012 3/1/2012 693 412447630 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 724 412447694 3 NA Fixed Rate 1 - - - - - - 698 412447695 0 NA Fixed Rate 2 - - - - - - 698 412447722 0 NA Fixed Rate 2 - - - - - - 662 412447723 0 NA Fixed Rate 1 - - - - - - 662 412447755 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 2/1/2012 3/1/2012 687 412447756 0 NA Fixed Rate 2 - - - - - - 687 412447763 0 NA Fixed Rate 2 - - - - - - 736 412447764 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 736 412447837 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 2/1/2012 3/1/2012 747 412447846 0 NA Fixed Rate 2 - - - - - - 765 412447889 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 692 412452359 0 NA Fixed Rate 2 - - - - - - 651 412452360 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 651 412447909 3 NA Fixed Rate 1 - - - - - - 683 412447910 0 NA Fixed Rate 2 - - - - - - 683 412447932 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.63 2.25 2.25 2/1/2012 3/1/2012 721 412450566 0 NA Fixed Rate 1 - - - - - - 764 412445575 0 NA Fixed Balloon 30/15 2 - - - - - - 686 412452056 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 730 412447845 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 670 412445568 0 NA Fixed Rate 1 - - - - - - 688 412447871 0 NA Fixed Rate 2 - - - - - - 690 412447873 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 2/1/2012 3/1/2012 690 412452392 3 NA Fixed Rate 1 - - - - - - 675 412452393 0 NA Fixed Rate 2 - - - - - - 675 412452376 0 NA Fixed Rate 2 - - - - - - 760 412452378 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 2/1/2012 3/1/2012 760 412447601 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.25 2.25 2.25 2/1/2012 3/1/2012 713 412447602 0 NA Fixed Rate 2 - - - - - - 713 412450567 0 NA Fixed Rate 2 - - - - - - 764 412447819 0 NA Fixed Rate 2 - - - - - - 693 412447791 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 693 412449729 0 NA Fixed Rate 2 - - - - - - 731 412447960 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 2/1/2012 3/1/2012 769 412452382 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 756 412452384 0 NA Fixed Rate 2 - - - - - - 756 412447749 0 NA Fixed Rate 2 - - - - - - 690 412452310 3 NA Fixed Rate 1 - - - - - - 690 412447533 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.25 2.25 2.25 2/1/2012 3/1/2012 674 412449282 3 'Nearest' Arm 5/25 1 3.00 2.00 6.00 13.38 2.25 2.25 2/1/2012 3/1/2012 749 412452838 0 NA Fixed Rate 1 - - - - - - 627 412449332 0 NA Fixed Rate 2 - - - - - - 737 412445574 0 NA Fixed Balloon 30/15 2 - - - - - - 753 412445577 0 NA Fixed Balloon 30/15 2 - - - - - - 719 412452914 3 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.63 2.25 2.25 3/1/2012 4/1/2012 753 412452950 0 NA Fixed Rate 1 - - - - - - 679 412447823 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 685 412447824 0 NA Fixed Rate 2 - - - - - - 685 412449537 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 14.80 8.80 5.95 3/1/2009 4/1/2009 540 412449542 0 NA Fixed Rate 1 - - - - - - 642 412446755 0 NA Fixed Rate 1 - - - - - - 521 412446962 1 NA Fixed Rate 1 - - - - - - 629 412451879 0 NA Fixed Rate 1 - - - - - - 495 412447075 3 NA Fixed Rate 1 - - - - - - 659 412446875 3 NA Fixed Rate 1 - - - - - - 647 412447119 3 NA Fixed Rate 1 - - - - - - 619 412447080 3 NA Fixed Rate 1 - - - - - - 632 412446989 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 15.00 9.00 6.05 1/1/2012 2/1/2012 664 412447107 0 NA Fixed Rate 1 - - - - - - 515 412447124 3 NA Fixed Rate 1 - - - - - - 643 412447032 3 NA Fixed Rate 1 - - - - - - 625 412446442 1 NA Fixed Rate 1 - - - - - - 682 412451998 3 NA Fixed Rate 1 - - - - - - 659 412451917 0 NA Fixed Rate 1 - - - - - - 643 412447033 0 NA Fixed Rate 1 - - - - - - 610 412446639 3 NA Fixed Rate 1 - - - - - - 618 412447116 1 NA Fixed Rate 1 - - - - - - 555 412447081 0 NA Fixed Rate 1 - - - - - - 554 412446552 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.75 9.75 6.30 1/1/2010 2/1/2010 598 412446945 3 NA Fixed Rate 1 - - - - - - 664 412452041 0 NA Fixed Rate 1 - - - - - - 627 412446928 0 NA Fixed Rate 1 - - - - - - 623 412446977 0 NA Fixed Rate 1 - - - - - - 657 412451878 3 NA Fixed Rate 1 - - - - - - 665 412447098 3 NA Fixed Rate 1 - - - - - - 655 412446997 3 NA Fixed Rate 1 - - - - - - 644 412447092 0 NA Fixed Rate 1 - - - - - - 594 412451999 3 NA Fixed Rate 1 - - - - - - 607 412447106 3 NA Fixed Rate 1 - - - - - - 531 412451459 3 NA Fixed Rate 1 - - - - - - 589 412451984 3 NA Fixed Rate 1 - - - - - - 584 412446582 3 NA Fixed Rate 1 - - - - - - 573 412447063 0 NA Fixed Rate 1 - - - - - - 582 412447145 3 NA Fixed Rate 1 - - - - - - 621 412447070 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.20 8.20 5.95 1/1/2012 2/1/2012 594 412446475 3 NA Fixed Rate 1 - - - - - - 662 412452034 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.93 8.93 5.90 1/1/2012 2/1/2012 631 412447077 2 NA Fixed Rate 1 - - - - - - 597 412446940 3 NA Fixed Rate 1 - - - - - - 592 412446551 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.98 8.98 5.90 1/1/2012 2/1/2012 658 412446902 0 NA Fixed Rate 1 - - - - - - 658 412451925 3 NA Fixed Rate 1 - - - - - - 499 412446866 0 NA Fixed Rate 1 - - - - - - 658 412446782 3 NA Fixed Rate 1 - - - - - - 687 412446935 3 NA Fixed Rate 1 - - - - - - 676 412446623 0 NA Fixed Rate 1 - - - - - - 538 412451946 2 NA Fixed Rate 1 - - - - - - 521 412447071 0 NA Fixed Rate 1 - - - - - - 620 412447109 3 NA Fixed Rate 1 - - - - - - 655 412446777 1 NA Fixed Rate 2 - - - - - - 623 412446545 0 NA Fixed Rate 2 - - - - - - 716 412447236 0 NA Fixed Rate 2 - - - - - - 743 412446351 0 NA Fixed Rate 1 - - - - - - 627 412446570 3 NA Fixed Rate 1 - - - - - - 607 412446455 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.73 8.73 6.30 12/1/2008 1/1/2009 641 412446578 3 NA Fixed Rate 1 - - - - - - 664 412446288 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.48 7.48 5.95 11/1/2008 12/1/2008 684 412446417 3 NA Fixed Rate 1 - - - - - - 647 412446379 1 'Nearest' Arm 2/28 1 3.00 1.00 6.00 12.20 6.20 5.90 11/1/2008 12/1/2008 675 412446695 3 NA Fixed Rate 1 - - - - - - 567 412446670 3 NA Fixed Rate 1 - - - - - - 641 412446867 3 NA Fixed Rate 1 - - - - - - 649 412446180 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.10 9.10 6.30 11/1/2008 12/1/2008 635 412446813 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.85 8.85 6.30 12/1/2008 1/1/2009 620 412446756 0 NA Fixed Rate 1 - - - - - - 596 412446920 3 NA Fixed Rate 1 - - - - - - 582 412451311 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.98 6.98 6.05 11/1/2011 12/1/2011 668 412446233 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.80 7.80 6.30 11/1/2008 12/1/2008 748 412451318 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.60 8.60 5.95 11/1/2008 12/1/2008 591 412451470 3 NA Fixed Rate 1 - - - - - - 481 412451296 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 14.95 7.95 6.45 11/1/2008 12/1/2008 525 412446451 3 NA Fixed Rate 1 - - - - - - 659 412446201 1 'Nearest' Arm 5/25 1 3.00 1.00 6.00 12.95 6.95 5.95 11/1/2011 12/1/2011 642 412451286 3 'Nearest' Arm 5/25 1 2.00 1.50 7.00 12.70 5.70 6.15 11/1/2011 12/1/2011 506 412446316 3 NA Fixed Rate 1 - - - - - - 647 412446226 3 NA Fixed Rate 1 - - - - - - 538 412446503 3 NA Fixed Rate 1 - - - - - - 611 412446692 0 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.15 8.15 6.05 12/1/2011 1/1/2012 587 412451289 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.38 9.38 6.30 11/1/2008 12/1/2008 555 412451555 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.10 9.10 5.95 12/1/2008 1/1/2009 492 412446302 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.98 8.98 6.15 11/1/2008 12/1/2008 626 412446317 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 12.78 6.78 5.95 11/1/2008 12/1/2008 636 412451431 3 NA Fixed Rate 1 - - - - - - 657 412446295 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 14.99 8.99 5.95 11/1/2011 12/1/2011 654 412446259 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.80 9.80 6.05 11/1/2008 12/1/2008 584 412446577 3 NA Fixed Rate 1 - - - - - - 639 412446457 3 NA Fixed Rate 1 - - - - - - 618 412446362 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.40 8.40 5.95 11/1/2008 12/1/2008 572 412451554 3 NA Fixed Rate 1 - - - - - - 598 412445763 3 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.65 7.65 5.95 11/1/2011 12/1/2011 633 412446304 3 NA Fixed Rate 1 - - - - - - 633 412446378 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.05 9.05 6.55 11/1/2009 12/1/2009 570 412451498 0 NA Fixed Rate 1 - - - - - - 577 412446587 0 NA Fixed Rate 1 - - - - - - 578 412446326 0 NA Fixed Rate 1 - - - - - - 594 412446717 3 NA Fixed Rate 1 - - - - - - 595 412446648 3 NA Fixed Rate 1 - - - - - - 670 412446521 1 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.99 7.99 5.95 12/1/2011 1/1/2012 680 412446515 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.23 8.23 6.30 12/1/2009 1/1/2010 650 412446280 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 13.98 7.98 5.95 11/1/2008 12/1/2008 686 412446306 0 'Nearest' Arm 2/28 1 7.00 1.50 7.00 16.75 9.75 6.05 11/1/2008 12/1/2008 601 412446305 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.75 9.75 6.05 11/1/2008 12/1/2008 601 412446531 3 NA Fixed Rate 1 - - - - - - 623 412446385 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.30 8.30 5.95 11/1/2008 12/1/2008 641 412451119 3 NA Fixed Rate 1 - - - - - - 615 412451786 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.98 8.98 5.95 12/1/2009 1/1/2010 575 412451421 0 NA Fixed Rate 1 - - - - - - 477 412446500 0 NA Fixed Rate 2 - - - - - - 737 412446660 0 NA Fixed Rate 2 - - - - - - 741 412446511 0 NA Fixed Rate 2 - - - - - - 768 412446087 0 NA Fixed Rate 2 - - - - - - 733 412446095 0 NA Fixed Rate 2 - - - - - - 718 412446195 2 NA Fixed Rate 2 - - - - - - 701 412446130 2 NA Fixed Rate 2 - - - - - - 744 412446327 2 NA Fixed Rate 2 - - - - - - 661 412446439 3 NA Fixed Rate 2 - - - - - - 714 412446239 2 NA Fixed Rate 2 - - - - - - 720 412446132 0 NA Fixed Rate 2 - - - - - - 736 412446710 0 NA Fixed Rate 2 - - - - - - 757 412446264 2 NA Fixed Rate 2 - - - - - - 733 412446373 0 NA Fixed Rate 2 - - - - - - 713 412446856 1 NA Fixed Rate 2 - - - - - - 685 412446725 0 NA Fixed Rate 2 - - - - - - 741 412451609 3 NA Fixed Rate 2 - - - - - - 630 412446568 0 NA Fixed Rate 2 - - - - - - 654 412446301 0 NA Fixed Rate 2 - - - - - - 626 412446507 0 NA Fixed Rate 2 - - - - - - 727 412446529 3 NA Fixed Rate 2 - - - - - - 742 412446374 0 NA Fixed Rate 2 - - - - - - 636 412446456 2 NA Fixed Rate 2 - - - - - - 705 412446436 0 NA Fixed Rate 2 - - - - - - 691 412446296 3 NA Fixed Rate 2 - - - - - - 767 412446011 2 NA Fixed Rate 2 - - - - - - 782 412446526 0 NA Fixed Rate 2 - - - - - - 752 412451748 2 NA Fixed Rate 2 - - - - - - 553 412446879 0 NA Fixed Rate 2 - - - - - - 731 412446466 2 NA Fixed Rate 2 - - - - - - 731 412446651 0 NA Fixed Rate 2 - - - - - - 744 412452661 0 NA Fixed Rate 1 - - - - - - 646 412449281 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 15.25 2.25 2.25 2/1/2012 3/1/2012 674 412449289 0 NA Fixed Balloon 30/15 2 - - - - - - 728 412449510 0 NA Fixed Balloon 40/30 1 - - - - - - 689 412452805 0 NA Fixed Rate 1 - - - - - - 643 412449492 3 'Nearest' Arm 3/27 1 3.00 1.50 6.00 11.88 5.88 10.00 3/1/2010 4/1/2010 706 412449493 0 NA Fixed Rate 2 - - - - - - 706 412449726 0 NA Fixed Rate 1 - - - - - - 634 412447356 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.75 2.25 2.25 3/1/2012 4/1/2012 697 412447599 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.00 2.25 2.25 3/1/2012 4/1/2012 687 412447600 0 NA Fixed Rate 2 - - - - - - 687 412447703 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 659 412447704 0 NA Fixed Rate 2 - - - - - - 659 412447318 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.88 2.25 2.25 2/1/2012 3/1/2012 676 412449106 0 NA Fixed Rate 1 - - - - - - 653 412449331 0 NA Fixed Rate 2 - - - - - - 704 412452840 0 NA Fixed Rate 1 - - - - - - 766 412452841 0 NA Fixed Rate 2 - - - - - - 766 412449345 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.75 2.25 2.25 3/1/2012 4/1/2012 702 412449538 0 NA Fixed Rate 2 - - - - - - 763 412447751 0 NA Fixed Rate 2 - - - - - - 676 412447752 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 2/1/2012 3/1/2012 676 412448146 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.00 2.25 2.25 2/1/2012 3/1/2012 681 412447956 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.00 2.25 2.25 3/1/2012 4/1/2012 713 412448055 0 NA Fixed Rate 2 - - - - - - 692 412448056 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 3/1/2012 4/1/2012 692 412447957 0 NA Fixed Rate 2 - - - - - - 713 412447888 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 762 412449728 0 NA Fixed Balloon 30/15 2 - - - - - - 730 412445500 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.50 2.25 2.25 3/1/2012 4/1/2012 736 412445518 0 NA Fixed Rate 1 - - - - - - 670 412449065 0 NA Fixed Rate 1 - - - - - - 693 412449382 3 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.88 2.25 2.25 3/1/2012 4/1/2012 778 412449383 0 NA Fixed Rate 2 - - - - - - 778 412449447 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 13.25 2.25 2.25 3/1/2012 4/1/2012 681 412447851 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 3/1/2012 4/1/2012 752 412447597 0 NA Fixed Rate 2 - - - - - - 756 412452836 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 12.75 2.25 2.25 3/1/2012 4/1/2012 785 412449343 0 NA Fixed Balloon 30/15 2 - - - - - - 716 412449397 0 NA Fixed Rate 2 - - - - - - 727 412449708 0 NA Fixed Rate 2 - - - - - - 690 412449721 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 13.25 7.25 2.75 3/1/2012 4/1/2012 688 412449722 0 NA Fixed Rate 2 - - - - - - 688 412445587 0 NA Fixed Rate 1 - - - - - - 641 412449370 0 NA Fixed Rate 1 - - - - - - 548 412449381 0 NA Fixed Balloon 30/15 2 - - - - - - 740 412449388 0 NA Fixed Rate 2 - - - - - - 765 412449602 0 NA Fixed Rate 1 - - - - - - 635 412449605 0 NA Fixed Rate 2 - - - - - - 635 412449618 0 NA Fixed Rate 1 - - - - - - 641 412449643 0 NA Fixed Rate 1 - - - - - - 535 412449772 0 NA Fixed Rate 1 - - - - - - 642 412445579 0 NA Fixed Balloon 30/15 2 - - - - - - 772 412445590 0 NA Fixed Rate 2 - - - - - - 737 412449104 0 NA Fixed Rate 1 - - - - - - 620 412449263 0 'Nearest' Arm 5/25 1 3.00 2.00 6.00 13.75 2.25 2.25 3/1/2012 4/1/2012 744 412449286 0 NA Fixed Rate 1 - - - - - - 649 412449301 0 NA Fixed Rate 1 - - - - - - 691 412449304 0 NA Fixed Rate 2 - - - - - - 691 412452873 0 NA Fixed Rate 1 - - - - - - 709 412449399 0 NA Fixed Rate 1 - - - - - - 669 412447464 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 3/1/2012 4/1/2012 689 412447466 0 NA Fixed Rate 2 - - - - - - 689 412447882 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 13.63 2.25 2.25 3/1/2012 4/1/2012 708 412447883 0 NA Fixed Rate 2 - - - - - - 708 412448231 3 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.63 2.25 2.25 3/1/2012 4/1/2012 690 412452440 0 'Nearest' Arm 5/25 1 6.00 2.00 6.00 12.38 2.25 2.25 3/1/2012 4/1/2012 744 412452441 0 NA Fixed Rate 2 - - - - - - 744 412450568 0 NA Fixed Rate 1 - - - - - - 668 412452959 0 NA Fixed Rate 1 - - - - - - 693 412452960 0 NA Fixed Rate 2 - - - - - - 693 412446418 0 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.88 9.88 6.25 12/1/2008 1/1/2009 532 412447125 1 NA Fixed Balloon 40/30 1 - - - - - - 650 412450606 0 'Nearest' Arm 3/27 1 1.50 1.50 7.00 13.10 6.10 5.95 11/1/2008 12/1/2008 672 412445647 0 NA Fixed Balloon 40/30 1 - - - - - - 650 412445653 0 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 15.93 8.93 6.05 1/1/2008 2/1/2008 650 412449223 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 13.90 6.90 5.95 1/1/2008 2/1/2008 636 412449209 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 16.53 9.53 5.95 1/1/2008 2/1/2008 603 412449193 0 NA Fixed Rate 1 - - - - - - 631 412449004 0 NA Fixed Rate 1 - - - - - - 682 412445697 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 15.30 8.30 6.05 7/1/2011 8/1/2011 660 412445679 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 14.99 7.99 6.05 6/1/2008 7/1/2008 597 412449180 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.50 6.00 13.93 7.93 6.05 10/1/2008 11/1/2008 639 412449181 0 NA Fixed Rate 2 - - - - - - 639 412445502 2 'Nearest' Arm 2/28 1 3.00 1.50 6.00 13.63 7.63 5.95 10/1/2008 11/1/2008 528 412449087 3 NA Fixed Rate 1 - - - - - - 622 412448995 0 'Nearest' Arm 5/25 1 6.00 1.00 6.00 12.88 6.88 2.25 8/1/2011 9/1/2011 741 412450519 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.60 8.60 6.05 6/1/2008 7/1/2008 524 412452712 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.30 9.30 6.05 7/1/2008 8/1/2008 573 412445847 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 17.40 10.40 6.05 8/1/2009 9/1/2009 510 412445948 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.95 8.95 6.30 9/1/2008 10/1/2008 716 412445993 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.25 10.25 6.30 8/1/2008 9/1/2008 520 412445805 3 NA Fixed Rate 1 - - - - - - 605 412445748 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.60 8.60 6.30 7/1/2008 8/1/2008 651 412445934 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.45 9.45 6.05 8/1/2008 9/1/2008 549 412445846 1 'Nearest' Arm 5/25 1 2.00 2.00 7.00 15.43 8.43 6.05 9/1/2011 10/1/2011 645 412445806 1 NA Fixed Balloon 40/30 1 - - - - - - 635 412450891 3 NA Fixed Rate 2 - - - - - - 721 412445800 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 14.93 7.93 6.15 7/1/2009 8/1/2009 690 412445969 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 17.45 10.45 6.05 9/1/2009 10/1/2009 574 412445855 0 NA Fixed Rate 2 - - - - - - 749 412445713 0 NA Fixed Rate 2 - - - - - - 714 412445721 0 NA Fixed Rate 2 - - - - - - 742 412450753 0 NA Fixed Rate 2 - - - - - - 607 412445495 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.88 10.88 6.25 8/1/2008 9/1/2008 618 412445603 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.35 7.35 10.00 8/1/2008 9/1/2008 621 412445616 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.78 7.78 6.30 9/1/2008 10/1/2008 667 412449167 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 13.58 6.58 5.95 9/1/2008 10/1/2008 640 412449197 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.38 9.38 6.05 9/1/2008 10/1/2008 652 412449532 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.60 8.60 6.15 9/1/2008 10/1/2008 655 412449627 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.88 8.88 6.05 9/1/2008 10/1/2008 508 412445613 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 14.75 7.75 10.00 7/1/2009 8/1/2009 652 412449213 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 13.73 6.73 5.95 7/1/2009 8/1/2009 618 412445504 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.98 8.98 6.30 8/1/2009 9/1/2009 616 412449014 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 14.68 7.68 - 8/1/2009 9/1/2009 626 412449456 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.13 8.13 5.90 9/1/2009 10/1/2009 650 412450587 3 NA Fixed Rate 1 - - - - - - 655 412449238 3 NA Fixed Rate 1 - - - - - - 661 412449071 0 NA Fixed Rate 2 - - - - - - 658 412450520 0 NA Fixed Rate 1 - - - - - - 665 412445505 0 NA Fixed Rate 2 - - - - - - 665 412445615 0 NA Fixed Rate 2 - - - - - - 652 412452671 3 NA Fixed Rate 1 - - - - - - 680 412452672 0 NA Fixed Rate 2 - - - - - - 680 412452713 0 NA Fixed Rate 2 - - - - - - 573 412449170 2 NA Fixed Rate 2 - - - - - - 547 412449190 0 NA Fixed Rate 1 - - - - - - 573 412449070 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 14.85 7.85 5.95 7/1/2008 8/1/2008 658 412449138 2 'Nearest' Arm 2/28 1 1.50 1.50 7.00 15.83 8.83 6.05 7/1/2008 8/1/2008 629 412445487 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.58 8.58 5.95 8/1/2008 9/1/2008 654 412449169 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 15.31 8.31 6.05 7/1/2008 8/1/2008 547 412449012 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.88 7.88 6.05 8/1/2008 9/1/2008 478 412449203 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.65 8.65 6.05 8/1/2008 9/1/2008 654 412448996 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 14.73 7.73 6.25 9/1/2008 10/1/2008 699 412449426 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.25 10.25 6.45 9/1/2008 10/1/2008 598 412449005 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.53 9.53 6.55 7/1/2009 8/1/2009 548 412449559 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 15.60 8.60 6.15 7/1/2009 8/1/2009 530 412449206 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 17.90 10.90 6.45 9/1/2009 10/1/2009 452 412449504 3 NA Fixed Rate 1 - - - - - - 610 412449139 2 NA Fixed Rate 2 - - - - - - 629 412445667 2 NA Fixed Rate 2 - - - - - - 721 412445673 0 NA Fixed Rate 2 - - - - - - 704 412445618 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.60 9.60 6.30 8/1/2008 9/1/2008 671 412449069 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 13.35 6.35 5.90 8/1/2009 9/1/2009 598 412452705 0 NA Fixed Rate 1 - - - - - - 637 412449173 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.98 8.98 6.30 8/1/2008 9/1/2008 667 412449476 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.23 8.23 5.95 8/1/2008 9/1/2008 717 412451075 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.40 10.40 6.05 9/1/2008 10/1/2008 587 412445998 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.08 10.08 6.55 9/1/2008 10/1/2008 613 412446071 0 NA Fixed Rate 2 - - - - - - 658 412445925 0 NA Fixed Rate 2 - - - - - - 618 412445857 3 NA Fixed Rate 1 - - - - - - 628 412445898 0 NA Fixed Rate 2 - - - - - - 725 412446000 0 'Nearest' Arm 2/28 1 3.00 1.00 7.00 16.75 9.75 7.60 10/1/2008 11/1/2008 525 412451019 2 'Nearest' Arm 2/28 1 3.00 1.00 7.00 17.15 10.15 5.95 9/1/2008 10/1/2008 484 412445991 0 'Nearest' Arm 2/28 1 3.00 1.00 7.00 15.50 8.50 5.80 10/1/2008 11/1/2008 592 412446015 0 'Nearest' Arm 2/28 1 3.00 1.00 7.00 15.65 8.65 5.95 9/1/2008 10/1/2008 633 412445926 1 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 7.00 16.80 9.80 6.80 9/1/2009 10/1/2009 594 412446033 2 'Nearest' Arm 2/28 1 3.00 1.00 7.00 15.75 8.75 6.55 9/1/2008 10/1/2008 617 412445944 0 NA Fixed Rate 1 - - - - - - 527 412445878 0 NA Fixed Rate 2 - - - - - - 709 412445876 0 'Nearest' Arm 3/27 1 3.00 1.00 7.00 16.93 9.93 6.95 8/1/2009 9/1/2009 574 412445958 0 'Nearest' Arm 3/27 1 3.00 1.00 7.00 15.28 8.28 5.90 9/1/2009 10/1/2009 539 412451157 2 'Nearest' Arm 2/28 1 3.00 1.00 7.00 16.20 9.20 6.30 9/1/2008 10/1/2008 472 412445875 0 'Nearest' Arm 3/27 1 3.00 1.00 7.00 15.60 8.60 6.70 8/1/2009 9/1/2009 545 412450763 0 'Nearest' Arm 3/27 1 3.00 1.00 7.00 14.95 7.95 6.45 8/1/2009 9/1/2009 486 412445870 0 'Nearest' Arm 3/27 1 3.00 1.00 7.00 14.80 7.80 6.30 8/1/2009 9/1/2009 661 412445736 3 NA Fixed Rate 1 - - - - - - 641 412451146 3 NA Fixed Rate 1 - - - - - - 605 412445953 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 17.20 11.20 7.35 10/1/2008 11/1/2008 570 412446050 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.23 8.23 6.75 10/1/2008 11/1/2008 635 412446105 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 17.80 11.80 7.00 10/1/2008 11/1/2008 553 412446026 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 17.45 10.45 5.95 9/1/2008 10/1/2008 645 412445731 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 14.78 8.78 5.95 8/1/2008 9/1/2008 714 412445818 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.88 8.88 6.05 8/1/2009 9/1/2009 592 412445995 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 15.90 9.90 6.55 9/1/2008 10/1/2008 587 412445767 3 NA Fixed Rate 1 - - - - - - 607 412445823 0 'Nearest' Arm 3/27 1 3.00 1.00 6.00 14.99 8.99 6.25 9/1/2009 10/1/2009 574 412446107 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.88 7.88 6.05 10/1/2008 11/1/2008 645 412451138 3 NA Fixed Balloon 40/30 1 - - - - - - 450 412446099 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.15 10.15 6.30 10/1/2008 11/1/2008 635 412446185 3 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.99 9.99 7.45 10/1/2008 11/1/2008 584 412449176 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 14.43 7.43 6.05 3/1/2008 4/1/2008 635 412445552 0 NA Fixed Rate 1 - - - - - - 654 412445772 0 NA Fixed Rate 2 - - - - - - 702 412445692 0 NA Fixed Rate 2 - - - - - - 701 412445705 0 'Nearest' Arm 5/25 1 2.00 1.50 7.00 12.63 5.63 5.55 9/1/2011 10/1/2011 515 412445755 3 NA Fixed Rate 1 - - - - - - 611 412445822 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.68 8.68 6.05 9/1/2009 10/1/2009 615 412445838 0 NA Fixed Rate 1 - - - - - - 589 412445844 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.05 10.05 5.95 9/1/2008 10/1/2008 508 412445852 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.50 10.50 5.95 9/1/2008 10/1/2008 569 412450897 3 NA Fixed Rate 1 - - - - - - 562 412450916 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.38 9.38 6.05 9/1/2008 10/1/2008 461 412445879 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.60 7.60 6.05 9/1/2008 10/1/2008 568 412445880 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 17.10 10.10 6.05 9/1/2009 10/1/2009 641 412445902 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 18.15 11.15 6.30 9/1/2008 10/1/2008 588 412445904 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.65 7.65 6.15 9/1/2008 10/1/2008 731 412445907 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.50 9.50 6.30 9/1/2009 10/1/2009 650 412445929 0 NA Fixed Rate 2 - - - - - - 706 412445932 1 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.95 9.95 6.15 9/1/2009 10/1/2009 760 412451009 3 NA Fixed Rate 1 - - - - - - 590 412445952 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 15.85 8.85 7.05 9/1/2009 10/1/2009 558 412445960 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.75 7.75 5.95 9/1/2008 10/1/2008 522 412445961 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.10 9.10 6.70 9/1/2009 10/1/2009 556 412445967 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 17.25 10.25 6.30 9/1/2009 10/1/2009 577 412445974 3 NA Fixed Rate 1 - - - - - - 615 412445979 0 NA Fixed Rate 1 - - - - - - 585 412445989 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.93 8.93 7.35 9/1/2008 10/1/2008 613 412446003 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.50 9.50 6.55 9/1/2009 10/1/2009 628 412446006 0 NA Fixed Rate 1 - - - - - - 529 412446007 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.45 9.45 6.05 9/1/2008 10/1/2008 589 412446008 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.50 7.00 15.98 8.98 6.05 9/1/2008 10/1/2008 545 412446010 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 13.75 6.75 5.95 9/1/2009 10/1/2009 695 412446013 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 6.15 9/1/2008 10/1/2008 663 412451068 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.93 8.93 5.95 9/1/2008 10/1/2008 674 412446019 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.55 9.55 6.05 9/1/2008 10/1/2008 647 412446025 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 18.70 11.70 5.95 9/1/2008 10/1/2008 552 412446028 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.15 9.15 6.15 9/1/2008 10/1/2008 658 412446029 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 17.35 10.35 6.25 9/1/2009 10/1/2009 586 412451081 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 16.65 9.65 6.55 9/1/2008 10/1/2008 509 412446037 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.45 9.45 6.55 9/1/2008 10/1/2008 655 412446039 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 5.95 9/1/2008 10/1/2008 623 412451091 3 NA Fixed Rate 1 - - - - - - 678 412451094 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.45 10.45 6.30 9/1/2008 10/1/2008 583 412446046 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.35 9.35 6.05 11/1/2008 12/1/2008 593 412446049 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 14.35 7.35 5.95 9/1/2011 10/1/2011 651 412446052 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.28 8.28 6.15 9/1/2008 10/1/2008 691 412446053 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.99 8.99 6.30 9/1/2008 10/1/2008 565 412446058 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.45 10.45 6.70 9/1/2008 10/1/2008 577 412451109 0 NA Fixed Rate 1 - - - - - - 486 412446062 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 14.85 7.85 6.55 10/1/2011 11/1/2011 703 412446063 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.90 8.90 6.15 9/1/2008 10/1/2008 660 412446067 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.15 8.15 6.05 10/1/2008 11/1/2008 655 412446070 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.55 7.55 6.15 9/1/2008 10/1/2008 687 412446079 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 15.85 8.85 6.30 9/1/2008 10/1/2008 639 412446082 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.08 9.08 5.95 10/1/2008 11/1/2008 575 412446084 0 'Nearest' Arm 5/25 1 2.00 2.00 7.00 16.78 9.78 6.05 9/1/2011 10/1/2011 604 412446085 3 NA Fixed Rate 1 - - - - - - 581 412446088 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.53 8.53 6.30 10/1/2008 11/1/2008 659 412446090 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 19.05 12.05 6.15 9/1/2008 10/1/2008 650 412446092 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.18 8.18 6.15 9/1/2008 10/1/2008 674 412446109 3 NA Fixed Balloon 40/30 1 - - - - - - 599 412446115 3 NA Fixed Rate 1 - - - - - - 507 412451164 0 NA Fixed Rate 1 - - - - - - 495 412446118 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.53 9.53 6.30 10/1/2008 11/1/2008 502 412446127 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.30 9.30 5.95 10/1/2008 11/1/2008 634 412451174 3 NA Fixed Rate 1 - - - - - - 563 412451175 0 NA Fixed Balloon 40/30 1 - - - - - - 555 412446129 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.95 7.95 6.30 10/1/2008 11/1/2008 696 412446134 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 15.33 8.33 5.95 10/1/2011 11/1/2011 601 412446139 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 6.15 10/1/2008 11/1/2008 668 412451184 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 14.25 7.25 5.95 11/1/2008 12/1/2008 675 412451191 0 NA Fixed Balloon 40/30 1 - - - - - - 608 412446144 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.03 8.03 5.95 10/1/2008 11/1/2008 695 412446145 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.73 10.73 5.25 10/1/2008 11/1/2008 565 412446146 0 NA Fixed Balloon 40/30 1 - - - - - - 653 412446152 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.75 9.75 6.55 10/1/2008 11/1/2008 624 412446157 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.35 8.35 5.90 11/1/2008 12/1/2008 694 412446162 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.99 7.99 6.55 10/1/2008 11/1/2008 579 412446165 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.30 7.30 6.15 10/1/2008 11/1/2008 600 412446167 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.75 7.75 6.30 10/1/2008 11/1/2008 663 412451206 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.73 7.73 5.95 10/1/2008 11/1/2008 516 412451207 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.10 8.10 5.95 10/1/2008 11/1/2008 467 412446175 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.40 8.40 5.95 11/1/2008 12/1/2008 677 412446183 0 NA Fixed Balloon 40/30 1 - - - - - - 609 412446192 3 NA Fixed Rate 1 - - - - - - 637 412446193 3 NA Fixed Rate 1 - - - - - - 610 412446206 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.85 7.85 5.95 10/1/2008 11/1/2008 739 412451258 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 15.65 8.65 5.95 11/1/2011 12/1/2011 673 412446216 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 5.95 10/1/2008 11/1/2008 659 412446218 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.50 9.50 6.30 10/1/2008 11/1/2008 613 412446219 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.63 7.63 6.30 10/1/2008 11/1/2008 654 412446227 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.25 9.25 6.05 10/1/2008 11/1/2008 711 412446240 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.55 10.55 6.30 10/1/2008 11/1/2008 511 412446252 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.10 8.10 6.15 10/1/2008 11/1/2008 592 412446258 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.48 8.48 5.95 10/1/2008 11/1/2008 750 412446261 3 NA Fixed Balloon 40/30 1 - - - - - - 502 412446263 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 17.80 10.80 5.95 10/1/2008 11/1/2008 578 412446277 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.05 8.05 6.15 11/1/2008 12/1/2008 675 412446279 0 NA Fixed Balloon 40/30 1 - - - - - - 620 412446282 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.85 7.85 6.55 10/1/2008 11/1/2008 650 412446285 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.99 9.99 6.30 11/1/2008 12/1/2008 587 412446289 0 NA Fixed Rate 2 - - - - - - 684 412446294 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.65 8.65 5.95 10/1/2008 11/1/2008 631 412446311 0 NA Fixed Rate 1 - - - - - - 659 412446319 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.70 7.70 6.05 11/1/2008 12/1/2008 636 412446321 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.30 8.30 6.30 11/1/2008 12/1/2008 657 412446325 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.70 8.70 6.30 11/1/2008 12/1/2008 643 412446333 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.99 8.99 6.30 11/1/2008 12/1/2008 758 412446337 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.45 8.45 5.95 11/1/2008 12/1/2008 654 412446346 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.08 9.08 6.30 11/1/2008 12/1/2008 649 412446348 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.83 8.83 6.30 11/1/2008 12/1/2008 602 412446352 3 'Nearest' Arm 5/25 1 2.00 2.00 7.00 16.58 9.58 6.15 11/1/2011 12/1/2011 666 412446370 2 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.30 9.30 6.30 11/1/2008 12/1/2008 557 412446372 0 'Nearest' Arm 2/28 1 2.00 2.00 7.00 15.35 8.35 5.95 10/1/2008 11/1/2008 713 412446412 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 16.10 9.10 6.30 11/1/2008 12/1/2008 540 412446435 1 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.38 7.38 5.95 11/1/2008 12/1/2008 691 412450934 0 'Nearest' Arm 2/28 1 2.00 1.50 7.00 15.40 8.40 6.15 8/1/2008 9/1/2008 512 412445889 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 16.00 9.00 6.05 8/1/2009 9/1/2009 631 412445920 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 2.00 7.00 15.68 8.68 6.05 8/1/2009 9/1/2009 587 412450600 2 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.15 9.15 5.80 12/1/2007 7/1/2007 522 412445816 2 'Nearest' Arm 2/28 - Balloon 40/30 1 3.00 1.00 6.00 14.95 8.95 5.95 8/1/2008 9/1/2008 655 412445884 3 'Nearest' Arm 3/27 1 2.00 1.00 7.00 14.75 7.75 6.05 8/1/2009 9/1/2009 667 412445965 1 NA Fixed Rate 1 - - - - - - 677 412445696 0 NA Fixed Rate 1 - - - - - - 639 412450503 0 NA Fixed Rate 1 - - - - - - 688 412445869 0 NA Fixed Rate 2 - - - - - - 767 412445658 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 15.78 9.78 6.05 4/1/2008 5/1/2008 545 412445811 3 'Nearest' Arm 3/27 1 3.00 1.00 6.00 15.15 9.15 6.05 8/1/2009 9/1/2009 594 412445663 1 'Nearest' Arm 5/25 1 3.00 1.00 6.00 13.50 7.50 5.95 7/1/2011 8/1/2011 674 412445951 2 'Nearest' Arm 3/27 - Balloon 40/30 1 3.00 1.00 6.00 13.25 7.25 6.00 8/1/2009 9/1/2009 682 412449177 0 'Nearest' Arm 2/28 1 3.00 1.00 6.00 13.00 7.00 5.95 11/1/2007 12/1/2007 590 412449210 0 NA Fixed Rate 2 - - - - - - 715 412446275 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.53 8.53 6.15 10/1/2008 11/1/2008 685 412446335 1 'Nearest' Arm 2/28 1 2.00 1.00 7.00 14.15 7.15 6.15 11/1/2008 12/1/2008 677 412446230 0 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 15.63 8.63 6.30 10/1/2009 11/1/2009 585 412451225 2 NA Fixed Rate 2 - - - - - - 704 412446423 0 NA Fixed Rate 2 - - - - - - 721 412446126 0 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 1.00 7.00 15.13 8.13 6.15 11/1/2008 12/1/2008 664 412446200 3 NA Fixed Rate 2 - - - - - - 720 412445921 3 'Nearest' Arm 3/27 - Balloon 40/30 1 2.00 1.00 7.00 14.88 7.88 6.15 9/1/2009 10/1/2009 706 412445631 0 NA Fixed Rate 2 - - - - - - 741 412449211 0 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 15.70 8.70 5.95 2/1/2008 3/1/2008 686 412449085 2 'Nearest' Arm 2/28 - Balloon 40/30 1 1.50 1.50 7.00 16.88 9.88 5.95 2/1/2008 3/1/2008 608 412445479 0 NA Fixed Rate 1 - - - - - - 688 412445709 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 16.80 9.80 6.30 7/1/2009 8/1/2009 695 412451287 2 'Nearest' Arm 2/28 - Balloon 40/30 1 2.00 2.00 7.00 17.43 10.43 6.75 10/1/2008 11/1/2008 572 412445710 2 'Nearest' Arm 3/27 1 2.00 2.00 7.00 14.99 7.99 6.25 8/1/2009 9/1/2009 628 412450712 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 14.63 7.63 6.15 7/1/2008 8/1/2008 559 412445739 1 NA Fixed Rate 1 - - - - - - 650 412445742 0 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.60 8.60 5.90 8/1/2009 9/1/2009 628 412445765 3 'Nearest' Arm 3/27 1 2.00 2.00 7.00 15.30 8.30 6.05 7/1/2009 8/1/2009 664 412445766 2 'Nearest' Arm 2/28 1 2.00 2.00 7.00 16.75 9.75 6.05 7/1/2008 8/1/2008 622 412450797 0 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Schedule
IIA
Representations
and Warranties of Seller - DLJMC
As
set
forth in Schedule IIA to the Standard Terms.
Schedule
IIB
Representations
and Warranties of Servicer - SPS
As
set forth in Schedule IIB to the Standard
Terms.
Schedule
IIC
Representations
and Warranties of Servicer - Ocwen
|
(i)
|
Ocwen
is a limited liability company duly organized, validly existing
and in
good standing under the laws of the state of its
organization;
|
|
(ii)
|
Ocwen
has full corporate power to own its property, to carry on its business
as
presently conducted and to enter into and perform its obligations
under
this Agreement;
|
|
(iii)
|
The
execution and delivery by Ocwen of this Agreement have been duly
authorized by all necessary corporate action on the part of Ocwen;
and
neither the execution and delivery of this Agreement, nor the consummation
of the transactions herein contemplated hereby, nor compliance
with the
provisions hereof, will conflict with or result in a breach of,
or
constitute a default under, any of the provisions of any law, governmental
rule, regulation, judgment, decree or order binding on Ocwen or
its
properties or the certificate of incorporation or bylaws of Ocwen,
except
those conflicts, breaches or defaults which would not reasonably
be
expected to have a material adverse effect on Ocwen ability to
enter into
this Agreement and to consummate the transactions contemplated
hereby;
|
|
(iv)
|
This
Agreement has been duly executed and delivered by Ocwen and, assuming
due
authorization, execution and delivery by the Trustee, the Seller
and the
Depositor, constitutes a valid and binding obligation of Ocwen
enforceable
against it in accordance with its terms (subject to applicable
bankruptcy
and insolvency laws and other similar laws affecting the enforcement
of
the rights of creditors generally);
and
|
|
(v)
|
There
are no actions, litigation, suits or proceedings pending or to
the knowledge of Ocwen, threatened against Ocwen before or by any
court,
administrative agency, arbitrator or governmental body (a) with
respect to any of the transactions contemplated by this Agreement
or (b)
with respect to any other matter which in the judgment of Ocwen
if
determined adversely to Ocwen would reasonably be expected to materially
and adversely affect Ocwen’s ability to perform its obligations under this
Agreement, other than as Servicer has previously advised Seller;
and Ocwen
is not in default with respect to any order of any court, administrative
agency, arbitrator or governmental body so as to materially and
adversely
affect the transactions contemplated by this
Agreement.
|
Schedule
IID
[RESERVED]
Schedule
IIE
[RESERVED]
SCHEDULE
III
Representations
and Warranties of DLJMC – Mortgage Loans
DLJMC,
in
its capacity as Seller, hereby makes the representations and warranties set
forth in this Schedule III to the Depositor and the Trustee, as of the Closing
Date, or if so specified herein, as of the Cut-off Date or such other date
as
may be specified, with respect to the Mortgage Loans identified on Schedule
I
hereto, except as specified herein.
|
(i)
|
The
information set forth in Schedule I, with respect to the Mortgage
Loans,
is complete, true and correct in all material
respects;
|
|
(ii)
|
Each
Mortgage Loan is next due for payment no earlier than August 1,
2007 and
there are no material defaults under the terms of any Mortgage
Loan;
|
|
(iii)
|
All
taxes, governmental assessments, insurance premiums, water, sewer
and
municipal charges, leasehold payments or ground rents which previously
became due and owing have been paid, or escrow funds have been
established
in an amount sufficient to pay for every such escrowed item which
remains
unpaid and which has been assessed but is not yet due and
payable;
|
|
(iv)
|
The
terms of the Mortgage Note and the Mortgage have not been impaired,
waived, altered or modified in any respect, except by written instruments
which have been recorded or sent for recording to the extent any
such
recordation is required by law, or, necessary to protect the interest
of
the Depositor. No other instrument of waiver, alteration or modification
has been executed, and no Mortgagor has been released, in whole
or in
part, from the terms thereof except in connection with an assumption
agreement and which assumption agreement is part of the Mortgage
File and
the terms of which are reflected in Schedule IA; the substance
of any such
waiver, alteration or modification has been approved by the issuer
of any
related Mortgage Guaranty Insurance Policy and title insurance
policy, to
the extent required by the related
policies;
|
|
(v)
|
The
Mortgage Note and the Mortgage are not subject to any right of
rescission,
set-off, counterclaim or defense, including, without limitation,
the
defense of usury, nor will the operation of any of the terms of
the
Mortgage Note or the Mortgage, or the exercise of any right thereunder,
render the Mortgage Note or Mortgage unenforceable, in whole or
in part,
or subject to any right of rescission, set-off, counterclaim or
defense,
including the defense of usury, and no such right of rescission,
set-off,
counterclaim or defense has been asserted with respect
thereto;
|
|
(vi)
|
All
buildings or other customarily insured improvements upon the Mortgaged
Property are insured by an insurer acceptable under the FNMA Guides,
against loss by fire, hazards of extended coverage and such other
hazards
as are provided for in the FNMA Guides or by FHLMC, as well as
all
additional requirements set forth in Section 4.09 of this Agreement.
All such standard hazard policies are in full force and effect
and on the
date of origination contained a standard mortgagee clause naming
DLJMC and
its successors in interest and assigns as loss payee and such clause
is
still in effect and all premiums due thereon have been paid. If
required by the Flood Disaster Protection Act of 1973, as amended,
the
Mortgage Loan is covered by a flood insurance policy meeting the
requirements of the current guidelines of the Federal Insurance
Administration which policy conforms to FNMA and FHLMC requirements,
as
well as all additional requirements set forth in Section 4.09 of this
Agreement. Such policy was issued by an insurer acceptable
under FNMA or FHLMC guidelines. The Mortgage obligates the
Mortgagor thereunder to maintain all such insurance at the Mortgagor’s
cost and expense, and on the Mortgagor’s failure to do so, authorizes the
holder of the Mortgage to maintain such insurance at the Mortgagor’s cost
and expense and to seek reimbursement therefor from the
Mortgagor;
|
|
(vii)
|
Each
Mortgage Loan at the time it was made complied in all material
respects
with all applicable local, state and federal laws, including, without
limitation, usury, equal credit opportunity, disclosure, recording
and all
applicable predatory and abusive lending
laws;
|
|
(viii)
|
The
related Mortgage is a valid, subsisting, enforceable and perfected
first
lien on the Mortgaged Property, including for Mortgage Loans that
are not
Cooperative Loans, all buildings on the Mortgaged Property and
all
installations and mechanical, electrical, plumbing, heating and
air
conditioning systems affixed to such buildings, and all additions,
alterations and replacements made at any time with respect to the
foregoing securing the Mortgage Note’s original principal
balance. The Mortgage and the Mortgage Note do not contain any
evidence of any security interest or other interest or right
thereto. Such lien is free and clear of all adverse claims,
liens and encumbrances having priority over the first lien, as
applicable,
of the Mortgage subject only to (1) the lien of non-delinquent
current real property taxes and assessments not yet due and payable,
(2) covenants, conditions and restrictions, rights of way, easements
and other matters of the public record as of the date of recording
which
are acceptable to mortgage lending institutions generally and either
(A)
which are referred to or otherwise considered in the appraisal
made for
the originator of the Mortgage Loan, or (B) which do not adversely
affect
the appraised value of the Mortgaged Property as set forth in such
appraisal, and (3) other matters to which like properties are commonly
subject which do not materially interfere with the benefits of
the
security intended to be provided by the Mortgage or the use, enjoyment,
value or marketability of the related Mortgaged Property. Any security
agreement, chattel mortgage or equivalent document related to and
delivered in connection with the Mortgage Loan establishes and
creates a
valid, subsisting, enforceable and perfected first lien and first
priority
security interest on the property described therein, and the Seller
has
the full right to sell and assign the same to the
Depositor;
|
|
(ix)
|
The
Mortgage Note and the related Mortgage are original and genuine
and each
is the legal, valid and binding obligation of the maker thereof,
enforceable in all respects in accordance with its terms subject
to
bankruptcy, insolvency, moratorium, reorganization and other laws
of
general application affecting the rights of creditors and by general
equitable principles;
|
|
(x)
|
DLJMC
or its affiliate is the sole owner of record and holder of the
Mortgage
Loan and the indebtedness evidenced by the Mortgage
Note. Immediately prior to the transfer and assignment to the
Depositor on the Closing Date, the Mortgage Loan, including the
Mortgage
Note and the Mortgage, were not subject to an assignment or pledge,
and
DLJMC had good and marketable title to and was the sole owner thereof
and
had full right to transfer and sell the Mortgage Loan to the Depositor
free and clear of any encumbrance, equity, lien, pledge, charge,
claim or
security interest and has the full right and authority subject
to no
interest or participation of, or agreement with, any other party,
to sell
and assign the Mortgage Loan and following the sale of the Mortgage
Loan,
the Depositor will own such Mortgage Loan free and clear of any
encumbrance, equity, participation interest, lien, pledge, charge,
claim
or security interest;
|
|
(xi)
|
There
are no mechanics’ or similar liens or claims which have been filed for
work, labor or material (and no rights are outstanding that under
law
could give rise to such liens) affecting the related Mortgaged
Property
which are or may be liens prior to or equal to the lien of the
related
Mortgage;
|
|
(xii)
|
All
improvements subject to the Mortgage which were considered in determining
the appraised value of the Mortgaged Property lie wholly within
the
boundaries and building restriction lines of the Mortgaged Property
(and
wholly within the project with respect to a condominium unit) except
for
de minimis encroachments permitted by the FNMA Guide and which
have been
noted on the appraisal or the title policy affirmatively insures
against
loss or damage by reason of any violation, variation or encroachment
adverse circumstances which is either disclosed or would have been
disclosed by an accurate survey, and no improvements on adjoining
properties encroach upon the Mortgaged Property except those which
are
insured against by the title insurance policy referred to in clause
(v)
above or are acceptable under FNMA or FHLMC guidelines and all
improvements on the property comply with all applicable zoning
and
subdivision laws and ordinances;
|
|
(xiii)
|
The
Mortgaged Property is not subject to any material damage by waste,
fire,
earthquake, windstorm, flood or other casualty. At origination
of the Mortgage Loan there was, and there currently is, no proceeding
pending for the total or partial condemnation of the Mortgaged
Property;
|
|
(xiv)
|
Each
Mortgage Loan has been serviced in all material respects in compliance
with accepted servicing practices;
|
|
(xv)
|
With
respect to each Cooperative Loan, the related Mortgage is a valid,
enforceable and subsisting first security interest on the related
Cooperative Shares securing the related Mortgage Note, subject
only to (a)
liens of the Cooperative Property for unpaid assessments representing
the
Mortgagor’s pro rata share of the Cooperative Property’s payments for its
blanket mortgage, current and future real property taxes, insurance
premiums, maintenance fees and other assessments to which like
collateral
is commonly subject and (b) other matters to which like collateral
is
commonly subject which do not materially interfere with the benefits
of
the security intended to be provided by the Security
Agreement. There are no liens against or security interest in
the Cooperative Shares relating to each Cooperative Loan (except
for
unpaid maintenance, assessments and other amounts owed to the related
Cooperative Property which individually or in the aggregate will
not have
a material adverse effect on such Cooperative Loan), which have
priority
over DLJMC’s security interest in such Cooperative
Shares;
|
|
(xvi)
|
The
Mortgage Loan complies with all terms, conditions and requirements
of the
originator’s underwriting standards in effect at the time of origination
of such Mortgage Loan;
|
|
(xvii)
|
Each
Mortgage Loan constitutes a qualified mortgage under
Section 860G(a)(3)(A) of the Code and Treasury Regulations
Section 1.860G-2(a)(1);
|
|
(xviii)
|
With
respect to each Mortgage Loan sold by any Seller, to the knowledge
of
DLJMC, (i) no borrower obtained a prepaid single-premium credit
insurance policy in connection with the origination of a Mortgage
Loan,
(ii) the related Servicer of each such Mortgage Loan has fully
furnished, in accordance with the Fair Credit Reporting Act and
its
implementing regulations, accurate and complete information on
its
borrower credit files to Equifax, Experian and Trans Union Credit
Information Company, on a monthly basis or as otherwise required
by Xxxxxx
Xxx or Xxxxxxx Mac; (iii) no such Mortgage Loan will impose a
Prepayment Penalty for a term in excess of five years; and
(iv) with respect to any Mortgage Loans that are on manufactured
housing, such housing will be the principal residence of the borrower
upon
origination of such mortgage loan;
|
|
(xix)
|
DLJMC
has delivered or caused to be delivered to the Trustee or the Custodian
on
behalf of the Trustee the original Mortgage bearing evidence that
such
instruments have been recorded in the appropriate jurisdiction
where the
Mortgaged Property is located as determined by DLJMC (or in lieu
of the
original of the Mortgage or the assignment thereof, a duplicate
or
conformed copy of the Mortgage or the instrument of assignment,
if any,
together with a certificate of receipt from DLJMC or the settlement
agent
who handled the closing of the Mortgage Loan, certifying that such
copy or
copies represent true and correct copies represent true and correct
copy(ies) of the originals) and that such original(s) have been
or are
currently submitted to be recorded in the appropriate governmental
recording office of the jurisdiction where the Mortgaged Property
is
located or a certification or receipt of the recording authority
evidencing the same;
|
|
(xx)
|
The
Mortgage File contains each of the documents specified in
Section 2.01(b) of this
Agreement;
|
|
(xxi)
|
No
Mortgage Loan sold by the Seller secured by a Mortgaged Property
located
in the State of Georgia was originated on or after October 1, 2002
and
before March 7, 2003 and no Mortgage Loan secured by Mortgaged
Property located in the State of Georgia that was originated on
or after
March 7, 2003 is a “high cost home loan” as defined in the Georgia Fair
Lending Act (HB 1361), as amended;
|
|
(xxii)
|
With
respect to each Cooperative Loan, the Cooperative Shares that is
pledged
as security for the Cooperative Loan is held by a person as a
tenant-stockholder (as defined in Section 216 of the Code) in a
cooperative housing corporation (as defined in Section 216 of the
Code);
|
|
(xxiii)
|
None
of the Mortgage Loans sold by the Seller are classified as (a) a
“high cost mortgage” loan under the Home Ownership and Equity Protection
Act of 1994 or (b) a “high cost home,” “covered,” “high cost,” “high
risk home” or “predatory” loan under any other applicable state, federal
or local law;
|
|
(xxiv)
|
With
respect to each Mortgage Loan, (a) the Mortgage Loan was originated
by a mortgagee approved by the Secretary of Housing and Urban Development
pursuant to sections 203 and 211 of the National Housing Act, a
savings
and loan association, a savings bank, a commercial bank, credit
union,
insurance company or similar institution which is supervised and
examined
by a federal or state authority or (b) at the time the Mortgage Loan
was originated, the originator was a mortgagee duly licensed as
required
by the State within which the Mortgage Loan was originated, and
was
subject to supervision and examination conducted by the applicable
State
authority of such State;
|
|
(xxv)
|
With
respect to each Mortgage Loan that has a Prepayment Premium feature
as
described in the Mortgage Loan Schedule, each such Prepayment Premium
is
enforceable and, at the time such Mortgage Loan was originated,
each
Prepayment Premium complied with applicable federal, state and
local law,
subject to federal preemption where
applicable;
|
|
(xxvi)
|
The
related Servicer of each Mortgage Loan sold by the Seller will
fully
furnish, in accordance with the Fair Credit Reporting Act and its
implementing regulations, accurate and complete information on
its
borrower credit files to Equifax, Experian and Trans Union Credit
Information Company, on a monthly
basis;
|
|
(xxvii)
|
With
respect to the Conforming Loans, the original principal balance
of each
such Mortgage Loan is within Xxxxxxx Mac’s dollar amount limits for
conforming one- to four-family Mortgage
Loans;
|
|
(xxviii)
|
Each
Mortgage Loan that is secured by residential real property (or
a leasehold
interest therein) has a loan-to-value ratio of 100% (or, in the
case of a
second lien Mortgage Loan, combined loan-to-value
ratio);
|
|
(xxix)
|
No
Mortgage Loan sold by the Seller is a “High Cost Loan” or “Covered Loan,”
as applicable, as such terms are defined in the then current Standard
& Poor’s LEVELS® Glossary which is now Version 5.7 Revised, Appendix
E, in effect as of the Closing
Date;
|
|
(xxx)
|
With
respect to any Mortgage Loan originated on or after August 1, 2004,
neither the related Mortgage nor the related Mortgage Note requires
the
related Mortgagor to submit to arbitration to resolve any dispute
arising
out of or relating in any way to the Mortgage Loan;
and
|
|
(xxxi)
|
No
error, omission, misrepresentation, negligence, fraud or similar
occurrence with respect to a Mortgage Loan has taken place on the
part of
the originator, the Seller or the Mortgagor (except with respect
to the
accuracy of any information stated on the Mortgagor’s loan application
that was not verified during the origination process, including
but not
limited to information regarding the Mortgagor’s income, source of income
or assets), any appraiser, any builder or developer, or any other
party
involved in the origination of the Mortgage Loan or in the application
of
any insurance in relation to such Mortgage
Loan.
|
|
(xxxii)
|
For
any Mortgage Loan that is a junior lien, no mortgage loan that
is senior
to such Mortgage Loan has a negative amortization feature that
could cause
the Maximum CLTV of that Mortgage Loan to exceed 100%, unless (a)
such
negative amortization feature cannot cause the Maximum CLTV of
that
Mortgage Loan to exceed 125% and (b) the sum total of the principal
balances of all Mortgage Loans whose Maximum CLTVs may exceed 100%
because
of negative amortization features does not exceed 3% of the sum
total of
the principal balances of the Mortgage Loans identified on Schedule
I.
|
|
(xxxviii)
|
To
the knowledge of the Seller:
|
|
a.
|
no
refinance or purchase money mortgage loan included in the Trust
as a Group
1 Mortgage Loan that is secured by the Borrower’s principal residence has
an APR or total points and fees that exceed the thresholds set
by HOEPA
and its implementing regulations, including 12 CFR § 226.32(a)(1)(i) and
(ii), provided that, this requirement does not apply to home equity
lines
of credit (HELOCs) but does apply to other second mortgage
loans;
|
|
b.
|
no
borrower obtained a prepaid single-premium credit-life, credit
disability,
credit unemployment or credit property insurance policy in connection
with
the origination of a Group 1 Mortgage
Loan;
|
|
c.
|
no
subprime Group 1 Mortgage Loan originated on or after October 1,
2002 will
impose a Prepayment Premium for a term in excess of three years,
no Group
1 Mortgage Loan originated prior to such date, and no non-subprime
Group 1
Mortgage Loan, will impose a Prepayment Premium in excess of five
years;
unless the loan was modified to reduce the prepayment period to
no more
than three years (in the case of subprime loans) or five years
(in the
case of non-subprime loans) from the date of the note and the Borrower
was
notified in writing of such reduction in prepayment
period;
|
|
d.
|
with
respect to any Group 1 Mortgage Loan that provides for a Prepayment
Premium:
|
|
i.
|
only
with respect to mortgage loans secured by the borrower’s principal
residence, such Mortgage Loan provides some benefit to the Borrower
(e.g.,
a rate or fee reduction) in exchange for accepting such Prepayment
Premium;
|
|
ii.
|
only
with respect to mortgage loans secured by the borrower’s principal
residence, prior to such Mortgage Loan’s origination, the Borrower was
offered the option of obtaining a mortgage loan that did not require
the
payment of such a Prepayment
Premium;
|
|
iii.
|
the
applicable Prepayment Premium was adequately disclosed to the Borrower
pursuant to applicable state and federal law;
and
|
|
iv.
|
such
Prepayment Premium shall not be imposed in any instance where the
related
Mortgage Loan is accelerated or paid off in connection with the
workout of
a delinquent mortgage or due to the Borrower’s default, notwithstanding
that the terms of the Mortgage Loan or state or federal law might
permit
the imposition of such Prepayment
Premium;
|
|
e.
|
the
related Servicer for each Group 1 Mortgage Loan has fully furnished
and
will fully furnish accurate and complete information on its borrower
credit files to Equifax, Experian and Trans Union Credit Information
Company on a monthly basis and in accordance with the Fair Credit
Reporting Act and its implementing
regulations;
|
|
f.
|
there
is no Mortgage Loan in the Trust that was originated on or after
October
1, 2002 and before March 7, 2003, which is governed by the Georgia
Fair
Lending Act;
|
|
g.
|
each
Group 1 Mortgage Loan has an original principal balance that conforms
to
Xxxxxx Mae and Xxxxxxx Mac
guidelines;
|
|
h.
|
with
respect to any Group 1 Mortgage Loans that are on manufactured
housing,
such housing will be the principal residence of the borrower upon
origination of such mortgage loan;
|
|
i.
|
with
respect to any second lien Group 1 Mortgage Loans underlying the
Certificates, such lien is on a one- to four-family residence that
is (or
will be) the principal residence of the borrower upon origination
of the
second lien;
|
|
j.
|
with
respect to each Group 1 Mortgage Loan, the Borrower was not encouraged
or
required to select a mortgage loan product offered by the Mortgage
Loan’s
Originator which is a higher cost product designed for less creditworthy
borrowers, taking into account such facts as, without limitation,
the
mortgage loan’s requirements and the borrower’s credit history, income,
assets and liabilities, provided that, for a Borrower who seeks
financing
through a Mortgage Loan Originator’s higher-priced subprime lending
channel, the Borrower should be directed towards or offered the
Mortgage
Loan Originator’s standard mortgage line if the Borrower is able to
qualify for one of the standard
products;
|
|
k.
|
with
respect to any Group 1 Mortgage Loan, the methodology used in underwriting
the extension of credit for each such Mortgage Loan did not rely
solely on
the extent of the Borrower’s equity in the collateral as the principal
determining factor in approving such extension of credit but instead
employed related objective criteria such as the Borrower’s income, assets
and liabilities, to the proposed mortgage payment and, based on
such
methodology, the Mortgage Loan’s Originator made a reasonable
determination that at the time of origination the Borrower had
the ability
to make timely payments on the Mortgage
Loan;
|
|
l.
|
no
Borrower of a Group 1 Mortgage Loan in the trust that is secured
by the
Borrower’s principal residence was charged “points and fees” in an amount
greater than (a) $1,000 or (b) 5% of the original Stated Principal
Balance
of such Mortgage Loan, whichever is greater; provided, that for
purposes
of this representation, “points and fees” (x) include origination,
underwriting, broker and finder’s fees and charges that the lender imposed
as a condition of making the mortgage loan, whether they are paid
to the
lender or a third party; and (y) exclude bona fide discount points,
fees
paid for actual services rendered in connection with the origination
of
the mortgage (such as attorneys’ fees, notaries fees and fees paid for
property appraisals, credit reports, surveys, title examinations
and
extracts, flood and tax certifications, and home inspections);
the cost of
mortgage insurance or credit-risk price adjustments; the costs
of title,
hazard, and flood insurance policies; state and local transfer
taxes or
fees; escrow deposits for the future payment of taxes and insurance
premiums; and other miscellaneous fees and charges, which miscellaneous
fee and charges, in total, do not exceed 0.25% of the loan
amount;
|
|
m.
|
no
subordinate lien Group 1 Mortgage Loan underlying the Certificates
has an
original Stated Principal Balance that exceeds one-half of the
one-unit
limitation for first lien mortgage loans, without regard to the
number of
units;
|
|
n.
|
with
respect to any subordinate lien Group 1 Mortgage Loan underlying
the
Certificates, the original Stated Principal Balance of the first
lien
mortgage loan plus the original Stated Principal Balance of any
subordinate lien mortgage loans relating to the same Mortgaged
Property
does not exceed the applicable Xxxxxxx Mac loan limit for first
lien
mortgage loans for that property type;
and
|
|
o.
|
the
Seller currently operates or actively participates in an on-going
and
active program or business (A) to originate mortgages, and/or (B)
to make
periodic purchases of mortgage loans from originators or other
sellers,
and/or (C) to issue and/or purchase securities or bonds supported
by the
mortgages, with a portion of the proceeds generated by such program
or
business being used to purchase or originate mortgages made to
borrowers
who are:
|
|
i.
|
low-income
families (families with incomes of 80% or less of area median income)
living in low-income areas (a census tract or block numbering area
in
which the median income does not exceed 80 percent of the area
median
income) and/or
|
|
ii.
|
very
low-income families (families with incomes of 60% or less of area
median
income); and
|
The
Seller further agrees that Xxxxxxx Mac for a period of two (2) years following
the date of the agreement may contact the Seller to confirm that it continues
to
operate or actively participate in the mortgage program or business and to
obtain other nonproprietary information about the Seller’s activities that may
assist Xxxxxxx Mac in completing its regulatory reporting requirements. The
Seller will make reasonable efforts to provide such information to Xxxxxxx
Mac.
|
p.
|
The
Mortgage Loans are secured by single family, one- to four-unit
residences. No Mortgage Loan is secured by a condotel,
multifamily, commercial, industrial, agricultural or undeveloped
property,
or on any property located anywhere except the continental United
States,
Alaska, Hawaii, Puerto Rico, the Virgin Islands or
Guam.
|
Appendix A
[RESERVED]
CREDIT
SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
STANDARD
TERMS OF
POOLING
AND SERVICING AGREEMENT
DATED
AS OF AUGUST 1, 2007
TABLE
OF CONTENTS
ARTICLE
I
DEFINITIONS
|
|
ARTICLE
II CONVEYANCE OF MORTGAGE
LOANS; REPRESENTATIONS AND WARRANTIES
|
|
SECTION
2.01.
|
Conveyance
of Trust Fund.
|
SECTION
2.02.
|
Acceptance
by the Trustee.
|
SECTION
2.03.
|
Representations
and Warranties of the Seller(s), Master Servicer and
Servicers.
|
SECTION
2.04.
|
Representations
and Warranties of the Depositor as to the Mortgage
Loans.
|
SECTION
2.05.
|
Delivery
of Opinion of Counsel in Connection with Substitutions.
|
SECTION
2.06.
|
Issuance
of Certificates.
|
SECTION
2.07.
|
REMIC
Provisions.
|
SECTION
2.08.
|
Covenants
of the Master Servicer and each Servicer.
|
ARTICLE
III ADMINISTRATION AND SERVICING OF
MORTGAGE LOANS
|
|
SECTION
3.01.
|
Servicers
to Service Mortgage Loans.
|
SECTION
3.02.
|
Subservicing;
Enforcement of the Obligations of Sub Servicers.
|
SECTION
3.03.
|
Master
Servicing by Master Servicer.
|
SECTION
3.04.
|
Trustee
to Act as Master Servicer or Servicer.
|
SECTION
3.05.
|
Collection
of Mortgage Loans; Collection Accounts; Certificate
Account.
|
SECTION
3.06.
|
Establishment
of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow
Accounts; Payments of Taxes, Insurance and Other
Charges.
|
SECTION
3.07.
|
Access
to Certain Documentation and Information Regarding the Non Designated
Mortgage Loans; Inspections.
|
SECTION
3.08.
|
Permitted
Withdrawals from the Collection Accounts and Certificate
Account.
|
SECTION
3.09.
|
Maintenance
of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty
Insurance Policy; Claims; Restoration of Mortgaged
Property.
|
SECTION
3.10.
|
Enforcement
of Due on Sale Clauses; Assumption Agreements.
|
SECTION
3.11.
|
Realization
Upon Defaulted Mortgage Loans.
|
SECTION
3.12.
|
Trustee
and Trust Administrator to Cooperate; Release of Mortgage
Files.
|
SECTION
3.13.
|
Documents,
Records and Funds in Possession of a Servicer to be Held for the
Trust.
|
SECTION
3.14.
|
Servicing
Fee; Indemnification of Master Servicer.
|
SECTION
3.15.
|
Access
to Certain Documentation.
|
SECTION
3.16.
|
Maintenance
of Fidelity Bond and Errors and Omissions Insurance.
|
SECTION
3.17.
|
Special
Serviced Mortgage Loans; Repurchase of Certain Mortgage
Loans.
|
SECTION
3.18.
|
Indemnification
of the Trust Administrator, the Master Servicer and the
Servicers.
|
SECTION
3.19.
|
Notification
of Adjustments.
|
SECTION
3.20.
|
Designated
Mortgage Loans.
|
SECTION
3.21.
|
Assigned
Prepayment Premiums.
|
ARTICLE
IV PAYMENTS AND STATEMENTS TO
CERTIFICATEHOLDERS
|
|
SECTION
4.01.
|
Priorities
of Distribution.
|
SECTION
4.02.
|
Allocation
of Losses.
|
SECTION
4.03.
|
Recoveries.
|
SECTION
4.04.
|
Monthly
Statements to Certificateholders.
|
SECTION
4.05.
|
Servicer
to Cooperate.
|
SECTION
4.06.
|
Cross
Collateralization; Adjustments to Available Funds.
|
SECTION
4.07.
|
Interest
Rate Cap Account(s).
|
SECTION
4.08.
|
Supplemental
Interest Trust(s).
|
SECTION
4.09.
|
Rights
of Swap Counterparty.
|
SECTION
4.10.
|
Replacement
Swap Counterparty.
|
ARTICLE
V ADVANCES BY THE MASTER
SERVICER AND SERVICERS
|
|
SECTION
5.01.
|
Advances
by the Trust Administrator, Master Servicer and
Servicers.
|
ARTICLE
VI THE CERTIFICATES
|
|
SECTION
6.01.
|
The
Certificates.
|
SECTION
6.02.
|
Registration
of Transfer and Exchange of Certificates.
|
SECTION
6.03.
|
Mutilated,
Destroyed, Lost or Stolen Certificates.
|
SECTION
6.04.
|
Persons
Deemed Owners.
|
SECTION
6.05.
|
Access
to List of Certificateholders’ Names and Addresses.
|
SECTION
6.06.
|
Maintenance
of Office or Agency.
|
SECTION
6.07.
|
Book
Entry Certificates.
|
SECTION
6.08.
|
Notices
to Clearing Agency.
|
SECTION
6.09.
|
Definitive
Certificates.
|
ARTICLE
VII THE DEPOSITOR, THE SELLER, THE MASTER
SERVICER, THE SERVICERS, THE SPECIAL SERVICER AND
THE MODIFICATION OVERSIGHT AGENT
|
|
SECTION
7.01.
|
Liabilities
of the Seller, the Depositor, the Master Servicer, the Servicers,
the
Special Servicer and the Modification Oversight Agent.
|
SECTION
7.02.
|
Merger
or Consolidation of the Seller, the Depositor, the Master Servicer,
the
Servicers, the Special Servicer or the Modification Oversight
Agent.
|
SECTION
7.03.
|
Limitation
on Liability of the Seller, the Depositor, the Master Servicer, the
Servicers, the Special Servicer, the Modification Oversight Agent
and
Others.
|
SECTION
7.04.
|
Master
Servicer, Servicers, Special Servicer and Modification Oversight
Agent Not
to Resign; Transfer of Servicing.
|
SECTION
7.05.
|
Master
Servicer, Seller, Special Servicer, Modification Oversight Agent
and
Servicers May Own Certificates.
|
ARTICLE
VIII DEFAULT
|
|
SECTION
8.01.
|
Events
of Default.
|
SECTION
8.02.
|
Master
Servicer or Trust Administrator to Act; Appointment of
Successor.
|
SECTION
8.03.
|
Notification
to Certificateholders.
|
SECTION
8.04.
|
Waiver
of Events of Default.
|
ARTICLE
IX CONCERNING THE
TRUSTEE
|
|
SECTION
9.01.
|
Duties
of Trustee.
|
SECTION
9.02.
|
Certain
Matters Affecting the Trustee.
|
SECTION
9.03.
|
Trustee
Not Liable for Certificates or Mortgage Loans.
|
SECTION
9.04.
|
Trustee
May Own Certificates.
|
SECTION
9.05.
|
Trustee’s
Fees and Expenses.
|
SECTION
9.06.
|
Eligibility
Requirements for Trustee.
|
SECTION
9.07.
|
Resignation
and Removal of Trustee.
|
SECTION
9.08.
|
Successor
Trustee.
|
SECTION
9.09.
|
Merger
or Consolidation of Trustee.
|
SECTION
9.10.
|
Appointment
of Co Trustee or Separate Trustee.
|
SECTION
9.11.
|
Office
of the Trustee.
|
ARTICLE
X CONCERNING THE TRUST
ADMINISTRATOR
|
|
SECTION
10.01.
|
Duties
of Trust Administrator.
|
SECTION
10.02.
|
Certain
Matters Affecting the Trust Administrator.
|
SECTION
10.03.
|
Trust
Administrator Not Liable for Certificates or Mortgage
Loans.
|
SECTION
10.04.
|
Trust
Administrator May Own Certificates.
|
SECTION
10.05.
|
Trust
Administrator’s Fees and Expenses.
|
SECTION
10.06.
|
Eligibility
Requirements for Trust Administrator.
|
SECTION
10.07.
|
Resignation
and Removal of Trust Administrator.
|
SECTION
10.08.
|
Successor
Trust Administrator.
|
SECTION
10.09.
|
Merger
or Consolidation of Trust Administrator.
|
SECTION
10.10.
|
Appointment
of Co Trust Administrator or Separate Trust
Administrator.
|
SECTION
10.11.
|
Office
of the Trust Administrator.
|
SECTION
10.12.
|
Tax
Return.
|
SECTION
10.13.
|
Determination
of Certificate Index.
|
ARTICLE
XI TERMINATION
|
|
ARTICLE
XII MISCELLANEOUS PROVISIONS
|
|
SECTION
12.01.
|
Amendment.
|
SECTION
12.02.
|
Recordation
of Agreement; Counterparts.
|
SECTION
12.03.
|
Governing
Law.
|
SECTION
12.04.
|
Intention
of Parties.
|
SECTION
12.05.
|
Notices.
|
SECTION
12.06.
|
Severability
of Provisions.
|
SECTION
12.07.
|
Limitation
on Rights of Certificateholders.
|
SECTION
12.08.
|
Certificates
Nonassessable and Fully Paid.
|
SECTION
12.09.
|
Protection
of Assets.
|
SECTION
12.10.
|
Non
Solicitation.
|
ARTICLE
XIII EXCHANGE ACT REPORTING
|
|
SECTION
13.01.
|
Commission
Reporting.
|
SECTION
13.02.
|
Form
10 D Reporting
|
SECTION
13.03.
|
Form
10 K Reporting
|
SECTION
13.04.
|
Form
8 K Reporting
|
SECTION
13.05.
|
Delisting;
Amendment; Late Filing of Reports
|
SECTION
13.06.
|
Annual
Statements of Compliance
|
SECTION
13.07.
|
Annual
Assessments of Compliance.
|
SECTION
13.08.
|
Accountant’s
Attestation
|
SECTION
13.09.
|
Sarbanes
Oxley Certification
|
SECTION
13.10.
|
Indemnification
|
EXHIBITS
Exhibit A:
|
Form
of Class A Certificate
|
Exhibit B:
|
Form
of Class M Certificate
|
Exhibit C:
|
Form
of Class B Certificate
|
Exhibit D-1:
|
Form
of Class AR Certificate
|
Exhibit D-2:
|
Form
of Class AR-L Certificate
|
Exhibit E:
|
Form
of Class P Certificate
|
Exhibit F:
|
Form
of Class X Certificate
|
Exhibit G:
|
Form
of Reverse of Certificates
|
Exhibit H-1:
|
Form
of Servicer Information
|
Exhibit H-2:
|
Reporting
Data for Defaulted Loans
|
Exhibit H-3:
|
Form
of Realized Loss Calculation
|
Exhibit H-4:
|
Reporting
Data for Modified Mortgage Loans
|
Exhibit
I-1:
|
Form
of Trust Receipt and Initial Certification
|
Exhibit
I-2:
|
Form
of Trust Receipt and Subsequent Certification
|
Exhibit J:
|
Form
of Trust Receipt and Final Certification
|
Exhibit K:
|
Form
of Request for Release
|
Exhibit L:
|
Form
of Transferor Certificate
|
Exhibit M-1:
|
Form
of Investment Letter
|
Exhibit M-2:
|
Form
of Rule 144A Letter
|
Exhibit M-3:
|
Form
of Regulation S Letter
|
Exhibit N:
|
Form
of Transferee Affidavit and Agreement
|
Exhibit O:
|
Form
of Transfer Certificate
|
Exhibit P:
|
Form
of SPS Mortgage Loans Report
|
Exhibit Q:
|
Form
of SPS Foreclosure Settlement Statement
|
Exhibit R:
|
Relevant
Servicing Criteria
|
Exhibit S:
|
Additional
Form 10-D Disclosure
|
Exhibit T-1:
|
Form
of Monthly Statement to Certificateholders
|
Exhibit T-2:
|
Fields
for Monthly Loan Level Data Report
|
Exhibit U:
|
Form
8-K Disclosure Information
|
Exhibit V:
|
Form
of Back-Up Certification
|
Exhibit W:
|
Additional
Disclosure Notification
|
Exhibit X:
|
Form
of Subsequent Transfer Agreement
|
Exhibit Y:
|
Additional
Form 10-K Disclosure
|
Exhibit Z:
|
Form
of Certification Regarding Substitution of Defective Mortgage
Loans
|
SCHEDULES
Schedule
I:
|
Mortgage
Loan Schedule
|
Schedule
IIA:
|
Representations
and Warranties of Seller - DLJMC
|
Schedule
IIB:
|
Representations
and Warranties of Servicer, Special Servicer and Modification Oversight
Agent - SPS
|
Schedule
IIC:
|
Representations
and Warranties of Servicer - Xxxxx Fargo
|
Schedule
IID:
|
Representations
and Warranties of Servicer - GreenPoint
|
Schedule
IIE:
|
Representations
and Warranties of Servicer - WMMSC
|
Schedule
III:
|
Representations
and Warranties of DLJMC - Mortgage
Loans
|
This
is
the STANDARD TERMS OF POOLING AND SERVICING AGREEMENT, dated as of
August 1, 2007 (the “Standard Terms” and as incorporated by reference into
a Series Supplement, the “Agreement”), by and among the Depositor, the
Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer,
the Modification Oversight Agent, the Trustee and the Servicers that are party
to the Series Supplement. Capitalized terms used in this Agreement
and not otherwise defined shall have the meanings assigned to them in Article
I
below or, if not defined therein, in the applicable Series
Supplement.
PRELIMINARY
STATEMENT
The
Depositor is the owner of the Trust Fund (other than certain of the Trust’s
rights under Interest Rate Cap Agreements, Swap Agreements and rights to
payments from the Supplemental Interest Accounts, if applicable and as set
forth
in the Series Supplement) that is hereby conveyed to the Trustee in return
for
the Certificates. The Trust Fund (exclusive of any entitlement to
Assigned Prepayment Premiums, Interest Rate Cap Agreements, Swap Agreements,
the
assets held in the Interest Rate Cap Accounts, rights to payments from the
Supplemental Interest Accounts, Prefunding Accounts, Capitalized Interest
Accounts and certain other assets, in each case if applicable and as set forth
in the Series Supplement) for federal income tax purposes shall consist of
one
or more REMICs as more particularly set forth in the Series
Supplement.
W
I T N E S S E T H T H A T:
In
consideration of the mutual agreements herein contained, the Depositor, the
Seller(s), the Master Servicer, the Servicers, the Special Servicer, the
Modification Oversight Agent, the Trustee and the Trust Administrator agree
as
follows:
ARTICLE
I
DEFINITIONS
Whenever
used in this Agreement, the following words and phrases, unless the context
otherwise requires, shall have the following meanings; provided,
however, that if any such term is also defined in the Series Supplement,
then such term shall have the meaning given such term in the Series
Supplement:
1933
Act: The Securities Act of 1933, as amended.
Accepted
Servicing Practices: With respect to any Mortgage Loan, those
mortgage servicing practices of prudent mortgage lending institutions which
service mortgage loans of the same type as such Mortgage Loan in the
jurisdiction where the related Mortgaged Property is located.
Accountant’s
Attestation: The attestation required from an Accountant pursuant
to Section 13.08.
Accrual
Period: As defined in the Series Supplement.
Additional
Data Remittance Date: With respect to any Distribution Date and
(i) the Master Servicer and the Servicers (other than WMMSC and Xxxxx
Fargo), no later than 12:00 noon (New York City time), five Business Days prior
to such Distribution Date and (ii) Xxxxx Fargo, no later than five Business
Days prior to such Distribution Date.
Additional
Disclosure Notification: As defined in
Section 13.02.
Additional
Form 10-D Disclosure: As defined in
Section 13.02.
Additional
Form 10-K Disclosure: As defined in
Section 13.03.
Additional
Servicer: Each affiliate of the Depositor that Services any of
the Mortgage Loans and each Person who is not an affiliate of the Depositor,
who
Services 10% or more of the Mortgage Loans (measured by aggregate Stated
Principal Balance of the Mortgage Loans, annually at the commencement of the
calendar year prior to the year in which an Item 1123 Certificate is required
to
the delivered). For clarification purposes, the Master Servicer and the Trust
Administrator are Additional Servicers.
Adjustment
Date: With respect to each adjustable-rate Mortgage Loan, each
adjustment date on which the Mortgage Rate thereon changes pursuant to the
related Mortgage Note. The first Adjustment Date following the
Cut-off Date as to each such Mortgage Loan is set forth in the Mortgage Loan
Schedule.
Advance: With
respect to any Non-Designated Mortgage Loan and any Distribution Date, any
payment required to be made by a Servicer, the Master Servicer or the Trust
Administrator, as applicable, with respect to such Distribution Date pursuant
to
Section 5.01.
With
respect to any Designated Mortgage Loan and any Distribution Date, the payment
required to be made by (i) the related Designated Servicer as defined in
the Series Supplement or (ii) the Master Servicer with respect to such
Distribution Date pursuant to Section 3.20(b) of this
Agreement.
Adverse
REMIC Event: As defined in Section 2.07 (f).
Aggregate
Loan Group Balance: With respect to any Loan Group and as of any
date of determination, will be equal to the aggregate Stated Principal Balance
of the Mortgage Loans in such Loan Group as of the first day of the month of
such date of determination, plus, with respect to any Prefunded Loan Group,
the
amount on deposit in the related Prefunding Account as of the first day of
such
month.
Aggregate
Related Pass-Through Collateral Balance: With respect to any date
of determination and any Related Pass-Through Loan Groups, the sum of the
Aggregate Loan Group Balances for all such Related Pass-Through Loan Groups
as
of such date of determination.
Aggregate
Subsequent Transfer Amount: With respect to any Subsequent
Transfer Date, the aggregate Stated Principal Balances as of the applicable
Cut-off Date of the Subsequent Mortgage Loans conveyed on such Subsequent
Transfer Date, as listed on the revised Mortgage Loan Schedule delivered
pursuant to Section 2.01(e); provided, however, that such
amount shall not exceed the amount on deposit in the related Prefunding
Account.
Agreement: With
respect to any Series, this Standard Terms together with the Series Supplement,
including all amendments or supplements thereto.
Ancillary
Income: All income derived from the Non-Designated Mortgage Loans, other
than Servicing Fees and Trust Administrator Fees, including but not limited
to,
late charges, Prepayment Premiums (other than Assigned Prepayment Premiums),
Excess Proceeds, fees received with respect to checks or bank drafts returned
by
the related bank for non-sufficient funds, assumption fees, optional insurance
administrative fees and all other incidental fees and charges.
Applied
Loss Amount: With respect to any Distribution Date and each
Floater Loan Group, the excess, if any, of (i) the aggregate Class
Principal Balances of the related Floater Certificates (other than the related
Notional Amount Certificates), after giving effect to all Realized Losses with
respect to the Mortgage Loans in such Floater Loan Group during the Collection
Period for such Distribution Date and payments of principal on such Distribution
Date over (ii) the Aggregate Loan Group Balance for such Floater Loan Group
for such Distribution Date.
Appraised
Value: The appraised value of the Mortgaged Property based upon
the appraisal made for the originator at the time of the origination of the
related Mortgage Loan or the sales price of the Mortgaged Property at the time
of such origination, whichever is less, or (i) with respect to any Mortgage
Loan that represents a refinancing other than a Streamlined Mortgage Loan,
the
lower of the appraised value at origination or the appraised value of the
Mortgaged Property based upon the appraisal made at the time of such refinancing
and (ii) with respect to any Streamlined Mortgage Loan, the appraised value
of the Mortgaged Property based upon the appraisal made in connection with
the
origination of the mortgage loan being refinanced.
Assessment
of Compliance: The certification required pursuant to
Section 13.07.
Assigned
Prepayment Premium: As defined in the Series
Supplement.
Assignment
and Assumption Agreement: That certain assignment and assumption
agreement dated as of the Initial Cut-off Date, by and between DLJ Mortgage
Capital, Inc., as assignor, and the Depositor, as assignee, relating to the
Mortgage Loans.
Assignment
of Proprietary Lease: With respect to a Cooperative Loan, the
assignment or mortgage of the related Proprietary Lease from the Mortgagor
to
the originator of the Cooperative Loan.
Balloon
Loan: Any Mortgage Loan that, by its terms, does not fully
amortize the principal balance thereof by its stated maturity and requires
a
payment at the stated maturity larger than the monthly payments due
thereunder.
Bankruptcy
Code: The United States Bankruptcy Code, as amended from time to
time (11 U.S.C. §§ 101 et seq.).
Basis
Risk Shortfall: As defined in the Series Supplement.
Beneficial
Holder: A Person holding a beneficial interest in any Certificate
through a Participant or an Indirect Participant or a Person holding a
beneficial interest in any Definitive Certificate.
Book-Entry
Certificates: Any Certificate held in “book-entry” form through the
facilities of the Depository.
Business
Day: Any day other than (i) a Saturday or a Sunday or
(ii) a day on which banking institutions in New York or the state in which
the office of the Master Servicer or any Servicer or the Corporate Trust Office
of the Trustee or Trust Administrator are located and are authorized or
obligated by law or executive order to be closed.
Capitalization
Reimbursement Amount: For any Distribution Date and any Loan
Group, the aggregate of the amounts added to the Stated Principal Balances
of
the Mortgage Loans in such Loan Group during the preceding calendar month
representing reimbursement amounts owed to a Servicer on or prior to such
Distribution Date in connection with the modification of such Mortgage Loan
pursuant to Section 3.05. For the avoidance of doubt,
Capitalization Reimbursement Amounts shall not include amounts added to the
Stated Principal Balance of any Mortgage Loan in respect of amounts owing under
such Mortgage Loan which have not been previously advanced by the related
Servicer.
Capitalized
Interest Account: The separate Eligible Account designated as
such and created and maintained by the Trust Administrator pursuant to
Section 3.05(h) hereof. The Capitalized Interest Account shall
be treated as an “outside reserve fund” under applicable Treasury regulations
and shall not be part of any REMIC. Except as provided in
Section 3.05(h) hereof, any investment earnings on the Capitalized Interest
Account shall be treated as owned by the Depositor and will be taxable to the
Depositor.
Capitalized
Interest Deposit: As defined in the Series
Supplement.
Capitalized
Interest Distribution: With respect to each Capitalized Interest
Account and each of the first three Distribution Dates, an amount equal to
30
days of interest (based on a 360-day year) on the aggregate amount on deposit
in
the related Prefunding Account at the end of the related Collection Period
accruing at a per annum rate equal to the weighted average of the Net Mortgage
Rates of the Mortgage Loans in the related Prefunded Loan Group as of the first
day of the related Collection Period. If any REMIC is unable to
pay the REMIC Regular Interests their stated pass-through rates due to an
insufficiency in the related Capitalized Interest Distribution, the Depositor
will contribute any amounts to such REMIC as necessary to pay the
REMIC Regular Interests their stated pass-through rates.
Capitalized
Interest Release Amount: With respect to each Capitalized
Interest Account and each of the first three Distribution Dates, an amount
equal
to the excess of (a) the amount remaining on deposit in such Capitalized
Interest Account on such Distribution after distribution of the Capitalized
Interest Distribution for such Distribution Date, over (b) the Capitalized
Interest Requirement for such Distribution Date.
Capitalized
Interest Requirement: With respect to each Capitalized Interest
Account and the first Distribution Date, an amount equal to 60 days of interest
(based on a 360-day year) accruing at the Capitalized Interest Requirement
Rate
for such Distribution Date on the aggregate amount on deposit in the related
Prefunding Account at the end of the related Collection Period and with respect
to each Capitalized Interest Account and the second Distribution Date, an amount
equal to 30 days of interest (based on a 360-day year) accruing at the
Capitalized Interest Requirement Rate for such Distribution Date on the
aggregate amount on deposit in the related Prefunding Account at the end of
the
related Collection Period. With respect to each Capitalized Interest
Account and the third Distribution Date and any Distribution Date thereafter,
zero.
Capitalized
Interest Requirement Rate: With respect to each Capitalized
Interest Account and the first two Distribution Dates, a per annum rate equal
to
the sum of (i) the Certificate Index for such Distribution Date, (ii) the
weighted average of the Certificate Margins of the LIBOR Certificates related
to
the related Prefunded Loan Group for such Distribution Date, (iii) the weighted
average of the Expense Fee Rates of the Mortgage Loans in the related Prefunded
Loan Group for such Distribution Date and (iv) with respect to each
Capitalized Interest Account and the first Distribution Date, 0.35% and with
respect to each Capitalized Interest Account and the second Distribution Date,
0.70%.
Cash
Remittance Date: With respect to any Distribution Date and (A)
GreenPoint and SPS, by 1:00 p.m. (New York City time) on the 7th calendar
day preceding such Distribution Date, or if such 7th calendar day is not a
Business Day, the Business Day immediately preceding such 7th calendar day,
(B) WMMSC, by 12:00 noon (New York City time) on the Business Day
immediately preceding such Distribution Date, (C) Xxxxx Fargo, the
18th calendar day of the month in which such Distribution Date occurs, or
if such 18th calendar day is not a Business Day, the Business Day immediately
following such 18th calendar day, (D) the Designated Servicers, the date
and time specified in the related Designated Servicing Agreement, and
(E) the Master Servicer, by 1:00 p.m. (New York City time) two Business
Days preceding such Distribution Date.
Certificate: Any
Certificates executed and authenticated by the Trust Administrator on behalf
of
the Trustee for the benefit of the Certificateholders in substantially the
form
or forms attached as Exhibits A through G hereto.
Certificate
Account: The separate Eligible Account created and maintained
with the Trust Administrator, or any other bank or trust company acceptable
to
the Rating Agencies which is incorporated under the laws of the United States
or
any state thereof pursuant to Section 3.05, which account shall bear a
designation clearly indicating that the funds deposited therein are held in
trust for the benefit of the Trust Administrator, as agent for the Trustee,
on
behalf of the Certificateholders or any other account serving a similar function
acceptable to the Rating Agencies. Funds in the Certificate Account may
(i) be held uninvested without liability for interest or compensation
thereon or (ii) be invested at the direction of the Trust Administrator in
Eligible Investments and reinvestment earnings thereon (net of investment
losses) shall be paid to the Trust Administrator. Funds deposited in
the Certificate Account (exclusive of the amounts permitted to be withdrawn
pursuant to Section 3.08(b)) shall be held in trust for the
Certificateholders.
Certificate
Balance: With respect to any Certificate (other than a Notional
Amount Certificate) at any date, the maximum dollar amount of principal to
which
the Holder thereof is then entitled hereunder, such amount being equal to the
Denomination thereof (i) minus all distributions of principal and
allocations of Realized Losses, including Applied Loss Amounts, as applicable,
previously made or allocated with respect thereto pursuant to Section 4.02
and (ii) plus the amount of any increase to the Certificate Balance of such
Certificate pursuant to Section 4.03.
CertificateholderorHolder: The
Person in whose name a Certificate is registered in the Certificate
Register.
Certificate
Index: With respect to each Distribution Date and the LIBOR Certificates,
the rate for one month United States dollar deposits quoted on Reuters Screen
LIBOR01 as of 11:00 a.m. (London time) on the related Interest Determination
Date relating to each Class of LIBOR Certificates. If such rate does
not appear on such page (or such other page as may replace that page on that
service, or if such service is no longer offered, such other service for
displaying one month LIBOR or comparable rates as may be reasonably selected
by
the Trust Administrator after consultation with DLJMC), the rate will be the
related Reference Bank Rate. If no such quotations can be obtained
and no related Reference Bank Rate is available, the Certificate Index with
respect to the LIBOR Certificates will be the Certificate Index applicable
to
such Certificates on the preceding Distribution Date.
On
the
Interest Determination Date immediately preceding each Distribution Date, the
Trust Administrator shall determine each Certificate Index for the Accrual
Period commencing on such Distribution Date and inform the Master Servicer
of
such rate.
Certificate
Margin: As defined in the Series Supplement.
Certificate
Register: The register maintained pursuant to
Section 6.02(a) hereof.
Certification
Parties: As defined in Section 13.09.
Certification
Person: As defined in Section 13.09.
Class: All
Certificates bearing the same class designation as set forth in the Series
Supplement.
Class
A Certificates: As defined in the Series Supplement.
Class
C-B Certificates: As defined in the Series
Supplement.
Class
Interest Shortfall: With respect to any Distribution Date and
Class of Pass-Through Certificates, the amount by which the amount described
in
clause (i) of the definition of Interest Distribution Amount for such
Class, exceeds the amount of interest actually distributed on such Class on
such
Distribution Date.
Class
Principal Balance: With respect to any Class of Certificates
(other than the Notional Amount Certificates) and as to any date of
determination, the aggregate of the Certificate Balances of all Certificates
of
such Class as of such date.
Class
Unpaid Interest Amounts: With respect to any Distribution Date
and Class of interest bearing Pass-Through Certificates, the amount by which
the
aggregate Class Interest Shortfalls for such Class on prior Distribution Dates
exceeds the amount distributed on such Class on prior Distribution Dates
pursuant to clause (ii) of the definition of Interest Distribution
Amount.
Clearing
Agency: An organization registered as a “clearing agency”
pursuant to Section 17A of the Securities Exchange Act of 1934, as amended,
which initially shall be DTC, the nominee of which is Cede & Co., as the
registered Holder of the Book-Entry Certificates. The Clearing Agency
shall at all times be a “clearing corporation” as defined in Section 8
102(a)(5) of the Uniform Commercial Code of the State of New York.
Closing
Date: As defined in the Series Supplement.
Code: The
Internal Revenue Code of 1986, as amended.
Collection
Account: The accounts established and maintained by each Servicer
in accordance with Section 3.05.
Collection
Period: With respect to each Distribution Date, the period
commencing on the second day of the month preceding the month of the
Distribution Date and ending on the first day of the month of the Distribution
Date.
Commission: The
U.S. Securities and Exchange Commission.
Compensating
Interest Payment: For any Distribution Date and WMMSC, the least
of (i) the sum of (a) one twelfth (1/12th) of 0.04% of the aggregate Stated
Principal Balance of the WMMSC Serviced Mortgage Loans, as of the Due Date
in
the month of such Distribution Date, (b) Payoff Earnings in respect of the
WMMSC
Serviced Mortgage Loans for such Distribution Date and (c) aggregate Payoff
Interest in respect of the WMMSC Serviced Mortgage Loans for such Distribution
Date, (ii) the aggregate Prepayment Interest Shortfall allocable to Payoffs
for
the WMMSC Serviced Mortgage Loans and (iii) one-twelfth (1/12th) of 0.125%
of the aggregate Stated Principal Balance of the WMMSC Serviced Mortgage
Loans.
For
any
Distribution Date and each Servicer other than WMMSC, the lesser of (i) the
aggregate Servicing Fee payable to such Servicer for such Distribution Date
in
respect of the Mortgage Loans serviced by such Servicer and (ii) the
aggregate Prepayment Interest Shortfall allocable to Payoffs and Curtailments
for such Distribution Date in respect of the Mortgage Loans serviced by such
Servicer.
For
any
Distribution Date and the Master Servicer, the excess of (i) the aggregate
Compensating Interest Payments required to be remitted by the Servicers pursuant
to this Agreement and Designated Servicers pursuant to their respect Designated
Servicing Agreements, in each case relating to such Distribution Date over
(ii) the aggregate Compensating Interest Payments actually remitted by the
Servicers and Designated Servicers for such Distribution Date.
Conforming
Loans: As defined in the Series Supplement.
Controlling
Person: With respect to any Person, any other Person who “controls” such
Person within the meaning of the Securities Act.
Cooperative
Corporation: With respect to any Cooperative Loan, the cooperative apartment
corporation that holds legal title to the related Cooperative Property and
grants occupancy rights to units therein to stockholders through Proprietary
Leases or similar arrangements.
Cooperative
Lien Search: A search for (a) federal tax liens, mechanics’ liens, lis
pendens, judgments of record or otherwise against (i) the Cooperative
Corporation and (ii) the seller of the Cooperative Unit, (b) filings
of Financing Statements and (c) the deed of the Cooperative Property into
the Cooperative Corporation.
Cooperative
Loan: A Mortgage Loan that is secured by a first lien on and a perfected
security interest in Cooperative Shares and the related Proprietary Lease
granting exclusive rights to occupy the related Cooperative Unit in the building
owned by the related Cooperative Corporation.
Cooperative
Property: With respect to any Cooperative Loan, all real property and
improvements thereto and rights therein and thereto owned by a Cooperative
Corporation including without limitation the land, separate dwelling units
and
all common elements.
Cooperative
Shares: With respect to any Cooperative Loan, the shares of stock issued by
a Cooperative Corporation and allocated to a Cooperative Unit and represented
by
stock certificates.
Cooperative
Unit: With respect to any Cooperative Loan, a specific unit in a Cooperative
Property.
Corporate
Trust Office: As defined in the Series Supplement.
Counterparty: The
Swap Counterparty or Interest Rate Cap Counterparty, as applicable.
Curtailment: Any
payment of principal on a Mortgage Loan, made by or on behalf of the related
Mortgagor, other than a Scheduled Payment, a prepaid Scheduled Payment or a
Payoff, which is applied to reduce the outstanding Stated Principal Balance
of
the Mortgage Loan.
Custodial
Agreement: An agreement among a custodian, the Trustee and if
applicable, the Trust Administrator, pursuant to which such custodian agrees
to
hold any of the documents or instruments referred to in Section 2.01 of
this Agreement as agent for the Trustee.
Custodian: A
custodian which is appointed pursuant to a Custodial Agreement. Any
Custodian so appointed shall act as agent on behalf of the Trustee, and shall
be
compensated by the Trust Administrator, if applicable, or as otherwise specified
therein. The Series Supplement will set forth the initial
Custodian(s).
Cut-off
Date: For any Initial Mortgage Loan, the Initial Cut-off Date and
for any Subsequent Mortgage Loan, the applicable Subsequent Cut-off
Date.
Cut-off
Date Principal Balance: With respect to any Mortgage Loan, the
Stated Principal Balance thereof as of the close of business on the Cut-off
Date.
Data
Remittance Date: With respect to any Distribution Date and
(A) each Servicer other than WMMSC, the 10th calendar day of the month in
which such Distribution Date occurs, or if such 10th day is not a Business
Day,
the Business Day immediately following such 10th day or (B) WMMSC, no later
than 12:00 noon (New York City time) on the day that is five Business Days
before such Distribution Date.
Debt
Service Reduction: With respect to a Mortgage Loan in a
Pass-Through Loan Group, a reduction by a court of competent jurisdiction in
a
proceeding under the Bankruptcy Code in the Scheduled Payment for such Mortgage
Loan which became final and non appealable, except such a reduction resulting
from a Deficient Valuation or any reduction that results in a permanent
forgiveness of principal.
Debt
Service Reduction Mortgage Loan: Any Mortgage Loan that became
the subject of a Debt Service Reduction.
Deficient
Valuation: With respect to any Mortgage Loan in a Pass-Through Loan Group, a
valuation by a court of competent jurisdiction of the Mortgaged Property in
an
amount less than the then outstanding indebtedness under the Mortgage Loan,
or
that results in a permanent forgiveness of principal, which valuation in either
case results from a proceeding under the Bankruptcy Code.
Definitive
Certificate: As defined in Section 6.07.
Deleted
Mortgage Loan: As defined in Section 2.03.
Delinquency
Rate: With respect to a Floater Loan Group and any month, the
fraction, expressed as a percentage, (a) the numerator of which is equal to
the aggregate outstanding Stated Principal Balance of all Mortgage Loans in
such
Floater Loan Group which (i) are 60 or more days Delinquent (including all
foreclosures, bankruptcies and REO Properties), (ii) are Modified Mortgage
Loans which have been modified within 12 months of such month (without
duplication of clause (i) above), and (iii) have been repurchased from the
Trust Fund by any party for a reason other than a breach of representations
and
warranties pursuant to Sections 2.02 and 2.03 hereof, in each case as of the
close of business on the last day of such month and after giving effect to
any
modification to the Stated Principal Balance of any Mortgage Loan, and
(b) the denominator of which is the Aggregate Loan Group Balance for such
Floater Loan Group as of the close of business on the last day of such month,
in
each case after giving effect to any modification to the Stated Principal
Balance of any Mortgage Loan.
Delinquent: As
used herein, a Mortgage Loan shall be considered to be delinquent when a payment
due on any Due Date remains unpaid as of the close of business on the next
following Due Date. The determination as to whether a Mortgage Loan
falls into this category is made as of the close of business on the last
Business Day of each month (for example, a Mortgage Loan due for September
1st
at the close of business on October 31st would be described as 30 to 59
days delinquent in the monthly distribution statement relating to the November
25th Distribution Date).
Denomination: With
respect to each Certificate, the amount set forth on the face thereof as the
“Initial Certificate Balance of this Certificate” or the “Initial Notional
Amount of this Certificate” or, if neither of the foregoing, the percentage
interest appearing on the face thereof.
Deposit
Amount: As defined in the Series Supplement.
Depositor: Credit
Suisse First Boston Mortgage Securities Corp., a Delaware corporation, or its
successor in interest.
Depository
Agreement: The Letter of Representation dated as of the Closing
Date by and among DTC, the Depositor and the Trustee (or the Trust Administrator
for the benefit of the Trustee).
Designated
Mortgage Loans: As defined in the Series Supplement.
Designated
Servicer: As defined in the Series Supplement.
Designated
Servicing Agreement: As defined in the Series
Supplement.
Determination
Date: With respect to each Distribution Date and (i) each
Servicer (other than Xxxxx Fargo), the 10th day of the calendar month in which
such Distribution Date occurs or, if such 10th day is not a Business Day, the
Business Day immediately succeeding such Business Day and (ii) Xxxxx Fargo,
the Business Day immediately preceding the related Cash Remittance
Date.
Disqualified
Organization: Any organization defined as a “disqualified
organization” under Section 860E(e)(5) of the Code, which includes any of
the following: (i) the United States, any State or political
subdivision thereof, any possession of the United States, or any agency or
instrumentality of any of the foregoing (other than an instrumentality which
is
a corporation if all of its activities are subject to tax and, except for the
FHLMC, a majority of its board of directors is not selected by such governmental
unit), (ii) a foreign government, any international organization, or any
agency or instrumentality of any of the foregoing, (iii) any organization
(other than certain farmers’ cooperatives described in Section 521 of the
Code) which is exempt from the tax imposed by Chapter 1 of the Code
(including the tax imposed by Section 511 of the Code on unrelated business
taxable income), (iv) rural electric and telephone cooperatives described
in Section 1381(a)(2)(C) of the Code, (v) an “electing large
partnership” within the meaning of Section 775 of the Code, and
(vi) any other Person so designated by the Trust Administrator based upon
an Opinion of Counsel that the holding of an Ownership Interest in a Residual
Certificate by such Person may cause any REMIC formed hereby or any Person
having an Ownership Interest in any Class of Certificates (other than such
Person) to incur a liability for any federal tax imposed under the Code that
would not otherwise be imposed but for the Transfer of an Ownership Interest
in
a Residual Certificate to such Person. The terms “United States,”
“State” and “international organization” shall have the meanings set forth in
Section 7701 of the Code or successor provisions.
Distribution
Date: The 25th day of any month, or if such 25th day is not a
Business Day, the Business Day immediately following such 25th day, commencing
in the month following the month of the Initial Cut-off Date.
DLJMC: DLJ
Mortgage Capital, Inc., a Delaware corporation, and its successors and
assigns.
DTC: The
Depository Trust Company.
Due
Date: With respect to each Mortgage Loan and any Distribution Date, the date
on which Scheduled Payments on such Mortgage Loan are due which is either the
first day of the month of such Distribution Date, or if Scheduled Payments
on
such Mortgage Loan are due on a day other than the first day of the month,
the
first day of the month following such Distribution Date (for example, a Mortgage
Loan due for August 15th shall be deemed to have a “Due Date” of September 1st),
in each case exclusive of any days of grace.
Economic
Residual Floater Certificates: As defined in the Series
Supplement.
Eligible
Account: Any of (i) an account or accounts maintained with a
federal or state chartered depository institution or trust company, the
long-term unsecured debt obligations and short-term unsecured debt obligations
of which (or, in the case of a depository institution or trust company that
is
the principal subsidiary of a holding company, the debt obligations of such
holding company, so long as Xxxxx'x is not a Rating Agency) are rated by each
Rating Agency in one of its two highest long-term and its highest short-term
rating categories, respectively, at the time any amounts are held on deposit
therein; provided, that following a downgrade, withdrawal, or suspension of
such
institution's rating above, each account shall promptly (and in any case within
not more than 30 calendar days) be moved to one or more segregated trust
accounts in the trust department of such institution, or to an account at
another institution that complies with the above requirements, or (ii) a trust
account or accounts maintained with the corporate trust department of a federal
or state chartered depository institution or trust company having capital and
surplus of not less than $50,000,000, acting in its fiduciary capacity or (iii)
any other account acceptable to the Rating Agencies, as evidenced in
writing. Eligible Accounts may bear interest, and may include, if
otherwise qualified under this definition, accounts maintained with the Trustee
or Trust Administrator. Notwithstanding Section 12.01, this Agreement
may be amended to reduce the rating requirements in clause (i) above, without
the consent of any of the Certificateholders, provided that the Person
requesting such amendment obtains a letter from each Rating Agency stating
that
such amendment would not result in the downgrading or withdrawal of the
respective ratings then assigned to the Certificates.
Eligible
Institution: An institution having the highest short term debt
rating, and one of the two highest long term debt ratings of the Rating Agencies
or the approval of the Rating Agencies.
Eligible
Investments: Any one or more of the obligations and securities
listed below:
1. direct
obligations of, and obligations fully guaranteed by, the United States of
America, or any agency or instrumentality of the United States of America the
obligations of which are backed by the full faith and credit of the United
States of America; or obligations fully guaranteed by, the United States of
America; the FHLMC, FNMA, the Federal Home Loan Banks or any agency or
instrumentality of the United States of America rated AA (or the equivalent)
or
higher by the Rating Agencies;
2. federal
funds, demand and time deposits in, certificates of deposits of, or bankers’
acceptances issued by, any depository institution or trust company incorporated
or organized under the laws of the United States of America or any state thereof
and subject to supervision and examination by federal and/or state banking
authorities, so long as at the time of such investment or contractual commitment
providing for such investment the commercial paper or other short term debt
obligations of such depository institution or trust company (or, in the case
of
a depository institution or trust company which is the principal subsidiary
of a
holding company, the commercial paper or other short term debt obligations
of
such holding company) are rated in one of two of the highest ratings by each
of
the Rating Agencies, and the long term debt obligations of such depository
institution or trust company (or, in the case of a depository institution or
trust company which is the principal subsidiary of a holding company, the long
term debt obligations of such holding company) are rated in one of two of the
highest ratings, by each of the Rating Agencies;
3. repurchase
obligations with a term not to exceed 30 days with respect to any security
described in clause (i) above and entered into with a depository
institution or trust company (acting as a principal) in the highest rated
category by the Rating Agencies; provided, however, that
collateral transferred pursuant to such repurchase obligation must be of the
type described in clause (i) above and must (A) be valued daily at current
market price plus accrued interest, (B) pursuant to such valuation, be
equal, at all times, to 105% of the cash transferred by the Trustee or the
Trust
Administrator in exchange for such collateral, and (C) be delivered to the
Trustee or the Trust Administrator or, if the Trustee or the Trust
Administrator, as applicable, is supplying the collateral, an agent for the
Trustee or the Trust Administrator, in such a manner as to accomplish perfection
of a security interest in the collateral by possession of certificated
securities;
4. securities
bearing interest or sold at a discount issued by any corporation incorporated
under the laws of the United States of America or any state thereof which has
a
long term unsecured debt rating in the highest available rating category of
each
of the Rating Agencies at the time of such investment;
5. commercial
paper having an original maturity of less than 365 days and issued by an
institution having a short term unsecured debt rating in the highest available
rating category of each of the Rating Agencies that rates such securities,
at
the time of such investment;
6. a
guaranteed investment contract approved by each of the Rating Agencies and
issued by an insurance company or other corporation having a long term unsecured
debt rating in the highest available rating category of each of the Rating
Agencies at the time of such investment;
7. money
market funds (which may be 12b-1 funds as contemplated under the rules
promulgated by the Securities and Exchange Commission under the Investment
Company Act of 1940) having ratings in the highest available rating
category of Moody’s and one of the two highest available rating categories of
S&P at the time of such investment (any such money market funds which
provide for demand withdrawals being conclusively deemed to satisfy any maturity
requirements for Eligible Investments set forth herein) including money market
funds of the Master Servicer, a Servicer, the Trustee or the Trust Administrator
and any such funds that are managed by the Master Servicer, a Servicer, the
Trustee or the Trust Administrator or their respective affiliates or for the
Master Servicer, a Servicer, the Trustee or the Trust Administrator or any
affiliate of such Person acts as advisor, as long as such money market funds
satisfy the criteria of this subparagraph 7; and
8. such
other investments the investment in which will not, as evidenced by a letter
from each of the Rating Agencies, result in the downgrading or withdrawal of
the
Ratings of the Certificates;
provided,
however, that no such instrument shall be an Eligible Investment if such
instrument evidences either (i) a right to receive only interest payments
with respect to the obligations underlying such instrument, or (ii) both
principal and interest payments derived from obligations underlying such
instrument and the principal and interest payments with respect to such
instrument provide a yield to maturity of greater than 120% of the yield to
maturity at par of such underlying obligations.
ERISA: The
Employee Retirement Income Security Act of 1974, as amended.
ERISA-Qualifying
Underwriting: A best efforts or firm commitment underwriting or
private placement that meets the requirements (without regard to the ratings
requirements) of an Underwriter’s Exemption.
ERISA
Restricted Certificate: As defined in the Series
Supplement.
Escrow
Account: The separate account or accounts created and maintained
by a Servicer pursuant to Section 3.06.
Escrow
Payments: With respect to any Mortgage Loan, the amounts
constituting ground rents, taxes, mortgage insurance premiums, fire and hazard
insurance premiums, and any other payments required to be escrowed by the
Mortgagor with the mortgagee pursuant to the Mortgage, applicable law or any
other related document.
Event
of Default: As defined in Section 8.01 hereof.
Excess
Proceeds: With respect to any Liquidated Mortgage Loan, the
excess of (a) all collections received on such Liquidated Mortgage Loan,
including but not limited to, Liquidation Proceeds, Insurance Proceeds and
any
amounts collected on such Mortgage Loan post-liquidation, over (b) the sum
of (i) the outstanding principal balance of such Mortgage Loan,
(ii) accrued interest from the interest paid to date to the date of
foreclosure of such Mortgage Loan, (iii) Liquidation Expenses,
(iv) Expense Fees, and (v) unreimbursed Advances
and
Servicing Advances (to the extent not reimbursed from the amounts calculated
under clauses (b)(i) and (ii) above).
Exchangeable
Certificates: As defined in the Series Supplement.
Exchange
Act: The Securities Exchange Act of 1934, as amended, and the
rules and regulations thereunder.
Expense
Fee Rate: As to each Mortgage Loan, the sum of the related
Servicing Fee Rate, the Trust Administrator Fee Rate, if applicable, and the
rate at which the premium on a Lender Paid Mortgage Guaranty Insurance Policy
is
calculated, if applicable.
Expense
Fees: As to each Mortgage Loan and Distribution Date, the sum of
the related Servicing Fee, the Trust Administrator Fee, if applicable, and
any
premium on any Lender Paid Mortgage Guaranty Insurance Policy, if
applicable.
FDIC: The
Federal Deposit Insurance Corporation, or any successor thereto.
Federal
Funds Rate: The interest rate at which depository institutions
lend balances at the Federal Reserve to the depository institutions
overnight.
FHLMC: The
Federal Home Loan Mortgage Corporation, a corporate instrumentality of the
United States created and existing under Title III of the Emergency Home Finance
Act of 1970, as amended, or any successor thereto.
Financing
Statement: A financing statement, as applicable, filed pursuant
to the Uniform Commercial Code to perfect a security interest in the Cooperative
Shares and Pledge Instruments.
Floater
Certificates: As defined in the Series Supplement.
Floater
Loan Group: As defined in the Series Supplement.
FNMA: The
Federal National Mortgage Association, a federally chartered and privately
owned
corporation organized and existing under the Federal National Mortgage
Association Charter Act, or any successor thereto.
Form
8-K Disclosure Information: As defined in
Section 13.04.
GreenPoint: GreenPoint
Mortgage Funding, Inc., a New York corporation, and its successors and
assigns.
GreenPoint
Serviced Mortgage Loans: The Mortgage Loans identified as such on
the Mortgage Loan Schedule, for which GreenPoint is the applicable
Servicer.
Gross
Margin: With respect to any adjustable-rate Mortgage Loan, the
fixed percentage amount set forth in the related Mortgage Note and the Mortgage
Loan Schedule that is added to the Index on each Adjustment Date in accordance
with the terms of the related Mortgage Note to determine the new Mortgage Rate
for such Mortgage Loan.
Index: With
respect to any adjustable-rate Mortgage Loan and each related Adjustment Date,
the index as specified in the related Mortgage Note.
Indirect
Participants: Entities, such as banks, brokers, dealers and trust
companies, that clear through or maintain a custodial relationship with a
Participant, either directly or indirectly.
Initial
Class Principal Balance: As defined in the Series
Supplement.
Initial
Cut-off Date: As defined in the Series Supplement.
Initial
Mortgage Loans: The initial Mortgage Loans conveyed by the Depositor to the
Trust Fund pursuant to Section 2.01 hereof on the Closing Date, which are
listed on the Mortgage Loan Schedule on such date.
Insurance
Policy: With respect to any Mortgage Loan included in the Trust
Fund, any Mortgage Guaranty Insurance Policy, any standard hazard insurance
policy, flood insurance policy or title insurance policy, including all riders
and endorsements thereto in effect, including any replacement policy or policies
for any Insurance Policies.
Insurance
Proceeds: Proceeds of any primary mortgage guaranty insurance
policies, including, without limitation, any other Insurance Policies with
respect to the Mortgage Loans, to the extent such proceeds are not applied
to
the restoration of the related Mortgaged Property or released to the Mortgagor
in accordance with the related Servicer’s or Designated Servicer’s normal
servicing procedures.
Interest
Determination Date: With respect to the LIBOR Certificates and for each
Accrual Period, the second LIBOR Business Day preceding the commencement of
such
Accrual Period.
Interest
Rate Cap Account: As defined in the Series
Supplement.
Interest
Rate Cap Agreement: As defined in the Series
Supplement.
Interest
Rate Cap Counterparty: As defined in the Series
Supplement.
Investment
Account: The commingled account (which shall be commingled only
with investment accounts related to series of pass-through certificates with
a
class of certificates which has a rating equal to the highest of the Ratings
of
the Certificates) maintained by WMMSC in the trust department of the Investment
Depository pursuant to Section 3.05. The Investment Account
shall be an Eligible Account.
Investment
Depository: U.S. Bank National Association or another bank or
trust company designated from time to time by WMMSC. The Investment
Depository shall at all times be an Eligible Institution.
Lender
Paid Mortgage Guaranty Insurance Policy: Any lender paid Mortgage
Guaranty Insurance Policy.
LIBOR
Business Day: Any day other than (i) a Saturday or a Sunday
or (ii) a day on which banking institutions in the State of New York or in
the City of London, England are required or authorized by law to be
closed.
LIBOR
Certificates: As defined in the Series Supplement.
Liquidated
Mortgage Loan: With respect to any Distribution Date, a defaulted
Mortgage Loan (including any REO Property) which was liquidated in the
calendar month preceding the month of such Distribution Date and as to which
a
Servicer, has determined (with respect to the Non-Designated Mortgage Loans,
in
accordance with this Agreement, or with respect to the Designated Mortgage
Loans, in accordance with the related Designated Servicing Agreement) that
it
has received all amounts it expects to receive in connection with the
liquidation of such Mortgage Loan, including the final disposition of the
related REO Property, whether from Insurance Proceeds, Liquidation Proceeds
or otherwise.
Liquidation
Expenses: Customary and reasonable “out of pocket” expenses
incurred by a Servicer (or the related Sub-Servicer) in connection with the
liquidation of any defaulted Mortgage Loan and not recovered by the related
Servicer (or the related Sub-Servicer) under a Mortgage Guaranty Insurance
Policy for reasons other than such Servicer’s failure to comply with
Section 3.09 hereof, such expenses including, without limitation, legal
fees and expenses, any unreimbursed amount expended by a Servicer pursuant
to
Section 3.11 hereof respecting the related Mortgage and any related and
unreimbursed expenditures for real estate property taxes or for property
restoration or preservation to the extent not previously reimbursed under any
hazard insurance policy for reasons other than such Servicer’s failure to comply
with Section 3.11 hereof.
Liquidation
Principal: With respect to any Distribution Date and a Loan
Group, the principal portion of Net Liquidation Proceeds received with respect
to each Mortgage Loan in that Loan Group, but not in excess of the principal
balance of such Mortgage Loan, which became a Liquidated Mortgage Loan (but not
in excess of the principal balance thereof) during the preceding calendar month,
exclusive of the portion thereof, if any, attributable to Assigned Prepayment
Premiums.
Liquidation
Proceeds: Amounts, including Insurance Proceeds, received in
connection with the partial or complete liquidation of defaulted Mortgage Loans,
whether through trustee’s sale, foreclosure sale or otherwise or amounts
received in connection with any condemnation or partial release of a Mortgaged
Property related to a Mortgage Loan and any other proceeds received in
connection with an REO Property, other than Recoveries.
Loan
Group: Any group of Mortgage Loans designated as a separate loan
group in the Series Supplement. Each Class of Certificates relate to
one or more Loan Groups as designated in the Series Supplement.
Loan-to-Value
Ratio: As of any date and with respect to each Mortgage Loan, the
fraction, expressed as a percentage, the numerator of which is the Stated
Principal Balance of such Mortgage Loan at the date of determination and the
denominator of which is the Appraised Value of the related Mortgaged
Property.
Lost
Mortgage Note: Any Mortgage Note the original of which was
permanently lost or destroyed and has not been replaced.
Majority
Servicer: With respect to any Optional Termination, the Servicer
servicing the largest percentage of Mortgage Loans in the Loan Group(s) to
be
purchased in such Optional Termination (by Stated Principal Balance of
outstanding Mortgage Loans on the Optional Termination Date) which has notified
the Trust Administrator of its intention to be the Terminating Entity of such
Loan Group(s) pursuant to Section 11.02(a).
Master
Servicer: As defined in the Series Supplement.
Maturity
Date: As defined in the Series Supplement.
Maximum
Mortgage Rate: With respect to each adjustable-rate Mortgage
Loan, the percentage set forth in the related Mortgage Note as the maximum
Mortgage Rate thereunder.
MERS: Mortgage
Electronic Registration Systems, Inc., a corporation organized and existing
under the laws of the State of Delaware, or any successor thereto.
MERS
Mortgage Loan: Any Mortgage Loan registered with MERS on the
MERS® System.
MERS®
System: The system of recording transfers of mortgages
electronically maintained by MERS.
MIN: The
mortgage identification number for any MERS Mortgage Loan.
Minimum
Mortgage Rate: With respect to each adjustable-rate Mortgage
Loan, the percentage set forth in the related Mortgage Note as the minimum
Mortgage Rate thereunder.
Modification
Oversight Agent: As defined in the Series
Supplement.
Modified
Mortgage Loan: Any Mortgage Loan that is modified in accordance
with Section 3.05(a).
MOM
Loan: Any Mortgage Loan as to which MERS is acting as mortgagee,
solely as nominee for the originator of such Mortgage Loan and its successors
and assigns.
Monthly
Excess Interest: As defined in the Series
Supplement.
Moody’s: Xxxxx’x
Investors Service, Inc. or any successor thereto.
Mortgage:
With respect to a Mortgage Loan, the mortgage, deed of trust or other instrument
creating a first lien on a fee simple or leasehold estate securing a Mortgage
Note.
Mortgaged
Property: The underlying real property securing a Mortgage Loan
or, with respect to a Cooperative Loan, the related Cooperative Shares and
Proprietary Lease.
Mortgage
File: For each Mortgage Loan, the Trustee Mortgage File and the
Servicer Mortgage File.
Mortgage
Guaranty Insurance Policy: Each policy of primary mortgage
guaranty insurance or any replacement policy therefor with respect to any
Mortgage Loan.
Mortgage
Loans: Such of the mortgage loans and cooperative loans (if any)
transferred and assigned to the Trustee pursuant to the provisions hereof as
from time to time are held as a part of the Trust Fund (including any
REO Property), the mortgage loans so held being identified in the Mortgage
Loan Schedule, notwithstanding foreclosure or other acquisition of title of
the
related Mortgaged Property. With respect to each Mortgage Loan that
is a Cooperative Loan, if any, “Mortgage Loan” shall include, but not be limited
to, the related Mortgage Note, Security Agreement, Assignment of Proprietary
Lease, Recognition Agreement, Cooperative Shares and Proprietary Lease and,
with
respect to each Mortgage Loan other than a Cooperative Loan, “Mortgage Loan”
shall include, but not be limited to the related Mortgages and the related
Mortgage Notes.
Mortgage
Loan Purchase Price: The price, calculated as set forth in
Section 11.01, to be paid in connection with the purchase of the Mortgage
Loans pursuant to an Optional Termination of the Trust Fund.
Mortgage
Loan Schedule: The list of Mortgage Loans (as from time to time
amended by the related Seller to reflect the addition of Qualified Substitute
Mortgage Loans and the purchase of Mortgage Loans pursuant to Sections
2.01, 2.02 or 2.03) transferred to the Trustee as part of the Trust Fund
and from time to time subject to this Agreement, attached to the Series
Supplement as Schedule I, setting forth the following information with respect
to each Mortgage Loan and applicable Servicer:
1. the
Mortgage Loan identifying number;
2. a
code
indicating the type of Mortgaged Property (detached single family dwelling,
PUD,
condominium unit, two- to four-unit residential property or Cooperative Unit)
and the occupancy status;
3. the
original months to maturity or the remaining months to maturity from the Cut-off
Date, in any case based on the original amortization schedule and, if different,
the maturity expressed in the same manner but based on the actual amortization
schedule;
4. the
Loan-to-Value Ratio at origination;
5. a
code
indicating the existence of a subordinate lien for the related Mortgaged
Property;
6. the
combined Loan-to-Value Ratio at origination;
7. the
related borrower’s debt-to-income ratio;
8. the
related borrower’s credit score at origination;
9. the
Mortgage Rate as of the Cut-off Date;
10. the
stated maturity date;
11. the
amount of the Scheduled Payment as of the Cut-off Date;
12. the
original principal amount of the Mortgage Loan;
13. the
principal balance of the Mortgage Loan as of the close of business on the
Cut-off Date, after deduction of payments of principal due on or before the
Cut-off Date whether or not collected;
14. a
code
indicating the purpose of the Mortgage Loan (i.e., purchase, rate and term
refinance, equity take-out refinance);
15. a
code
indicating whether an Assigned Prepayment Premium is required to be paid in
connection with a prepayment of the Mortgage Loan and the term of the Assigned
Prepayment Premium;
16. the
Index
that is associated with such Mortgage Loan, if applicable;
17. the
Gross
Margin, if applicable;
18. the
Periodic Rate Cap, if applicable;
19. the
Minimum Mortgage Rate, if applicable;
20. the
Maximum Mortgage Rate, if applicable;
21. the
Expense Fee Rate;
22. the
Servicing Fee Rate (which may be disclosed on the Mortgage Loan Schedule in
two
parts identified as the servicing fee and the master servicing fee or in two
parts identified as the “Lender Fee” and the “Mgmt Fee” or in two parts
identified as “service fee” and “excess fee”);
23. the
Servicer of the Mortgage Loan;
24. a
code
indicating whether the Mortgage Loan is covered under a borrower paid or lender
paid Mortgage Guaranty Insurance Policy (and, if so, the name of the insurance
carrier) and the rate at which any lender paid Mortgage Guaranty Insurance
Policy premium is calculated, if applicable;
25. a
code
indicating whether the Mortgage Loan is a MERS Mortgage Loan and, if so, its
corresponding MIN; and
26. the
Loan
Group to which the Mortgage Loan belongs.
With
respect to the Mortgage Loans in the aggregate, each Mortgage Loan Schedule
shall set forth the following information, as of the Cut-off Date:
1. the
number of Mortgage Loans;
2. the
current aggregate principal balance of the Mortgage Loans as of the close of
business on the Cut-off Date, after deduction of payments of principal due
on or
before the Cut-off Date whether or not collected; and
3. the
weighted average Mortgage Rate of the Mortgage Loans.
Mortgage
Note: The original executed note or other evidence of the
indebtedness of a Mortgagor under a Mortgage Loan.
Mortgage
Rate: The annual rate of interest borne by a Mortgage
Note.
Mortgagor: The
obligor on a Mortgage Note.
Net
Liquidation Proceeds: With respect to any Liquidated Mortgage
Loan, the excess of the related Liquidation Proceeds over the sum of Liquidation
Expenses, Expense Fees, unreimbursed Advances and Servicing Advances and related
Excess Proceeds, if any.
Net
Mortgage Rate: As to each Mortgage Loan, and at any time, the per
annum rate equal to the Mortgage Rate for such Mortgage Loan less the related
Expense Fee Rate.
Net
Swap Payments: A net payment (a) by the Supplemental
Interest Trust Trustee, on behalf of the Supplemental Interest Trust, to the
Swap Counterparty, to the extent that the Supplement Interest Trust Payment
exceeds the Swap Counterparty Payment for such Swap Payment Date, or (b) by
the Swap Counterparty to the Supplemental Interest Trust Trustee, on behalf
of
the Supplemental Interest Trust, to the extent that the Swap Counterparty
Payment payable to the Supplemental Interest Trust exceeds the Supplement
Interest Trust Payment for such Swap Payment Date.
Non-Designated
Mortgage Loans: The Mortgage Loans that are not Designated
Mortgage Loans.
Nonrecoverable
Advance: Any portion of an Advance or Servicing Advance
previously made or proposed to be made by the Master Servicer or a Servicer
that, in the good faith judgment of the Master Servicer or a Servicer (as
applicable), will not be ultimately recoverable by the Master Servicer or a
Servicer (as applicable) from the related Mortgagor, related Liquidation
Proceeds or otherwise from proceeds or collections on the related Mortgage
Loan.
Notional
Amount Certificates: As defined in the Series
Supplement.
Offered
Certificates: As defined in the Series Supplement.
Officer’s
Certificate: A certificate signed by the Chairman of the Board,
any Vice Chairman of the Board, the President, an Executive Vice President,
Senior Vice President, a Vice President, or other authorized officer, the
Treasurer, the Secretary, or one of the Assistant Treasurers or Assistant
Secretaries of the Depositor, a Seller, the Master Servicer, a Servicer, the
Special Servicer, the Modification Oversight Agent, a Sub-Servicer, the Trustee
or the Trust Administrator, as the case may be, and delivered to the Depositor,
the Seller(s), the Master Servicer, the Special Servicer, the Modification
Oversight Agent, the Servicers, the Trustee or the Trust Administrator, as
required by this Agreement.
Opinion
of Counsel: A written opinion of counsel, who may be counsel for
the Depositor, the Master Servicer or a Servicer, including in-house counsel,
reasonably acceptable to the Trustee and the Trust
Administrator. With respect to the definition of Eligible Account in
this Article I and Sections 2.05 and 7.04 hereof and any opinion dealing with
the qualification of each REMIC created hereunder or compliance with the REMIC
Provisions, such counsel must (i) in fact be independent of the Depositor,
the Master Servicer and such Servicer, (ii) not have any direct financial
interest in the Depositor, the Master Servicer or such Servicer or in any
affiliate of either of them and (iii) not be connected with the Depositor,
the Master Servicer or such Servicer as an officer, employee, promoter,
underwriter, trustee, partner, director or Person performing similar functions;
provided, that with respect to Xxxxx Fargo, as Servicer, such counsel may
be in-house counsel for Xxxxx Fargo, as Servicer.
Optional
Termination: The purchase of the Mortgage Loans pursuant to
Section 11.01.
Optional
Termination Date: The date fixed by a Terminating Entity for the
purchase of the Mortgage Loans pursuant to Section 11.01.
Optional
Termination Notice Period: The period during which notice is to
be given to the affected Certificateholders of an Optional Termination pursuant
to Section 11.03(d).
OTS: The
Office of Thrift Supervision.
Outsourcer: As
defined in Section 3.02.
Overcollateralization
Amount: For any Distribution Date and Floater Loan Group, an
amount equal to the amount, if any, by which (x) the Aggregate Loan Group
Balance for such Loan Group for such Distribution Date exceeds (y) the
aggregate Class Principal Balance of the Floater Certificates (other than the
Economic Residual Floater Certificates) after giving effect to payments on
such
Distribution Date.
Overcollateralization
Deficiency: For any Distribution Date and Floater Loan Group, the
amount, if any, by which (x) the related Targeted Overcollateralization
Amount for such Distribution Date exceeds (y) the related
Overcollateralization Amount for such Distribution Date, calculated for this
purpose after giving effect to the reduction on such Distribution Date of the
aggregate Class Principal Balance of the related Floater Certificates (other
than the related Economic Residual Floater Certificates) resulting from the
payment of the Principal Payment Amount on such Distribution Date but prior
to
allocation of any Applied Loss Amount on the related Floater Certificates on
such Distribution Date.
Overcollateralization
Release Amount: For any Distribution Date, and Floater Loan
Group, an amount equal to the lesser of (x) the related Principal
Remittance Amount for such Distribution Date and (y) the amount, if any, by
which (1) the related Overcollateralization Amount for such date, calculated
for
this purpose on the basis of the assumption that 100% of the related Principal
Remittance Amount for such date is applied on such date in reduction of the
aggregate of the Class Principal Balances of the related Floater Certificates
(other than the Economic Residual Floater Certificates), exceeds (2) the related
Targeted Overcollateralization Amount for such date.
Participant: A
broker, dealer, bank, other financial institution or other Person for whom
DTC
effects book entry transfers and pledges of securities deposited with
DTC.
Par-Value: As
defined in Section 11.01.
Pass-Through
Certificates: As defined in the Series Supplement.
Pass-Through
Loan Group: As defined in the Series Supplement.
Pass-Through
Rate: As defined in the Series Supplement.
Payahead: Any
Scheduled Payment intended by the related Mortgagor to be applied in a
Collection Period subsequent to the Collection Period in which such payment
was
received.
Payoff: Any
payment of principal on a Mortgage Loan equal to the entire outstanding Stated
Principal Balance of such Mortgage Loan, if received in advance of the last
scheduled Due Date for such Mortgage Loan and accompanied by an amount of
interest equal to accrued unpaid interest on the Mortgage Loan to the date
of
such payment in full.
Payoff
Earnings: For any Distribution Date and with respect to all WMMSC
Serviced Mortgage Loans on which a Payoff was received by WMMSC during the
related Prepayment Period, the aggregate interest earned by WMMSC from
investment of each such Payoff from the date of receipt of each such Payoff
until the Business Day immediately preceding the related Distribution Date
(net
of investment losses).
Payoff
Interest: For any Distribution Date and with respect to each
WMMSC Serviced Mortgage Loan for which a Payoff was received on or after the
first calendar day of the month of such Distribution Date and before the 15th
calendar day of such month, an amount of interest thereon at the applicable
Net
Mortgage Rate from the first day of such month through the day of receipt
thereof; provided, that to the extent (together with Payoff Earnings and
the portion of the aggregate Servicing Fee described in clause (i)(a) of the
definition of Compensating Interest Payment payable to WMMSC) not required
to be
distributed as a Compensating Interest Payment on such Distribution Date, Payoff
Interest shall be payable to WMMSC as additional servicing
compensation.
For
any
Distribution Date and with respect to each SPS Serviced Mortgage Loan for which
a Payoff was received on or after the first calendar day of the month of such
Distribution Date and before the 15th calendar day of such month, an amount
of
interest thereon at the applicable Net Mortgage Rate from the first day of
such
month through the day of receipt thereof.
PCAOB: The
Public Company Accounting Oversight Board.
Percentage
Interest: With respect to any Certificate, either the percentage set forth
on the face thereof or equal to the percentage obtained by dividing the
Denomination of such Certificate by the aggregate of the Denominations of all
Certificates of the same Class.
Person: Any
individual, corporation, partnership, joint venture, association, joint stock
company, trust, unincorporated organization or government, or any agency or
political subdivision thereof.
Physical
Certificates: As defined in the Series Supplement.
Pledge
Instruments: With respect to each Cooperative Loan, the Stock
Power, the Assignment of Proprietary Lease and the Security
Agreement.
Prefunded
Amount: With respect to each Prefunding Account, the amount
deposited therein on the Closing Date.
Prefunded
Loan Group: As defined in the Series Supplement.
Prefunding
Account: Each separate Eligible Account created and maintained by
the Trust Administrator pursuant to Section 3.05(g) in the name of the
Trust Administrator for the benefit of the Certificateholders as designated
in
the Series Supplement. Funds in a Prefunding Account shall be held in
trust for the Certificateholders for the uses and purposes set forth in this
Agreement and shall not be a part of any REMIC created hereunder;
provided, however, that any investment income earned from
Permitted Investments made with funds in the Prefunding Account shall be for
the
account of the Depositor.
Prefunding
Period: With respect to each Prefunding Account, the period from
the Closing Date until the earliest of (i) the date on which the aggregate
amounts on deposit in such Prefunding Account are reduced to zero, or
(ii) an Event of Default occurs or (iii) the Business Day immediately
preceding the last Distribution Date occurring within 90 days following the
Closing Date.
Prepayment
Interest Shortfall: With respect to any Mortgage Loan,
Distribution Date and Principal Prepayment (other than a Payoff on a Xxxxx
Fargo
Serviced Mortgage Loan received during the period from and including the first
day to and including the 13th day of the month of such Distribution Date or
a
Payoff on a Mortgage Loan serviced by any Servicer other than Xxxxx Fargo
received during the period from and including the first day to and including
the
14th day of the month of such Distribution Date) received during the related
Prepayment Period, the difference between (i) one full month’s interest at
the applicable Mortgage Rate (giving effect to any applicable Relief Act
Reduction, Debt Service Reduction and Deficient Valuation), as reduced by the
Servicing Fee Rate, if applicable, on the outstanding Stated Principal Balance
of such Mortgage Loan immediately prior to such prepayment or, if such Principal
Prepayment is a Curtailment, the principal amount of such Curtailment and
(ii) the amount of interest actually received with respect to such Mortgage
Loan in connection with such Principal Prepayment, net of the Servicing Fee,
if
applicable.
Prepayment
Period: With respect to each Distribution Date and each Payoff
with respect to a Xxxxx Fargo Serviced Mortgage Loan, the related “Prepayment
Period” will commence on the 14th day of the month preceding the month in which
the related Distribution Date occurs (or, in the case of the first Distribution
Date, commencing on the Cut-off Date) and will end on the 13th day of the month
in which such Distribution Date occurs. With respect to each
Distribution Date and each Payoff with respect to a SPS Serviced Mortgage Loan
or WMMSC Serviced Mortgage Loan, the related “Prepayment Period” will commence
on the 15th day of the month preceding the month in which the related
Distribution Date occurs (or, in the case of the first Distribution Date,
commencing on the Cut-off Date) and will end on the 14th day of the month in
which such Distribution Date occurs. With respect to each
Distribution Date and each Payoff with respect to any Mortgage Loan serviced
by
a Designated Servicer, the related “Prepayment Period” will be the period set
forth in the related Designated Servicing Agreement. With respect to
each Distribution Date and each Payoff with respect to a GreenPoint Serviced
Mortgage Loan and each Curtailment with respect to any Mortgage Loan, the
related “Prepayment Period” will be the calendar month preceding the month in
which such Distribution Date occurs.
Prepayment
Premium: With respect to any Mortgage Loan, any fee or premium
required to be paid if the Mortgagor prepays such Mortgage Loan as provided
in
the related Mortgage Note or Mortgage.
Principal
Prepayment: Any payment of principal on a Mortgage Loan which
constitutes a Payoff or Curtailment.
Private
Certificates: As defined in the Series Supplement.
Proprietary
Lease: The lease on a Cooperative Unit evidencing the possessory
interest of the owner of the Cooperative Shares in such Cooperative
Unit.
Prospectus
Supplement: As defined in the Series Supplement.
PUD: Planned
Unit Development.
Purchase
Price: With respect to any Mortgage Loan required to be
repurchased by the related Seller pursuant to Section 2.02 or 2.03, or
purchased at the option of the Special Servicer pursuant to Section 3.17
(b), the sum of (i) 100% of the outstanding principal balance of such
Mortgage Loan as of the Due Date in the Collection Period relating to the
Distribution Date on which the amount of such Purchase Price will be paid to
Certificateholders, (ii) accrued and unpaid interest on the Mortgage Loan
at the applicable Mortgage Rate from the Due Date to which interest was last
paid by the related Mortgagor to but not including the Due Date in the
Collection Period relating to the Distribution Date on which the amount of
such
Purchase Price will be paid to Certificateholders, (iii) to the extent not
duplicative of amounts derived pursuant to clauses (i) and (ii) above, the
amount of any unpaid Servicing Fees and any unreimbursed Advances and Servicing
Advances made by a Servicer with respect to such Mortgage Loan (other than
with
respect to the Servicer or Special Servicer, as the case may be, which is
purchasing such Mortgage Loans) and (iv) with respect to any purchase by
the related Seller pursuant to Section 2.03, any costs and damages actually
incurred and paid by or on behalf of the Trust in connection with any breach
of
the representation and warranty set forth in Schedule III(vii) as a result
of a violation of a predatory or abusive lending law applicable to such Mortgage
Loan. With respect to any Mortgage Loan required or allowed to be
purchased, the Special Servicer, the Certificateholder, the related Seller
or
the Depositor, as applicable, shall deliver to the Trustee and the Trust
Administrator an Officer’s Certificate as to the calculation of the Purchase
Price.
Qualified
Insurer: A mortgage guaranty insurance company duly qualified as
such under the laws of the state of its principal place of business and each
state having jurisdiction over such insurer in connection with the insurance
policy issued by such insurer, duly authorized and licensed in such states
to
transact a mortgage guaranty insurance business in such states and to write
the
insurance provided by the insurance policy issued by it, approved as a FNMA
or
FHLMC approved mortgage insurer or having a claims paying ability rating of
at
least “AA” or equivalent rating by a nationally recognized statistical rating
organization. Any replacement insurer with respect to a Mortgage Loan
must have at least as high a claims paying ability rating as the insurer it
replaces had on the Closing Date.
Qualified
Substitute Mortgage Loan: One or more Mortgage Loans substituted
by the related Seller for one or more Deleted Mortgage Loans which must, on
the
date of such substitution, as confirmed in a Request for Release, substantially
in the form of Exhibit K, individually or in the aggregate and on a
weighted average basis, as applicable (i) have a Stated Principal Balance,
after deduction of the principal portion of the Scheduled Payment due in the
month of substitution, not in excess of, and not more than 10% less than the
Stated Principal Balance of the Deleted Mortgage Loan; (ii) be accruing
interest at a rate no lower than and not more than 1% per annum higher than,
that of the Deleted Mortgage Loan; (iii) have a Loan to Value Ratio no
higher than that of the Deleted Mortgage Loan; (iv) have a remaining term
to maturity not more than one year greater than or less than that of the Deleted
Mortgage Loan; provided that the remaining term to maturity of any such
Mortgage Loan shall be no greater than the last maturing Mortgage Loan
immediately prior to any substitution; (v) have a Maximum Mortgage Rate and
Minimum Mortgage Rate not less than the respective such rates for the Deleted
Mortgage Loan, have a Gross Margin equal to or greater than the Deleted Mortgage
Loan and have the same Index as the Deleted Mortgage Loan; (vi) not be a
Cooperative Loan unless the Deleted Mortgage Loan was a Cooperative Loan and
(vii) comply with each representation and warranty set forth in
Section 2.03(b).
Rating
Agency: As defined in the Series Supplement.
Ratings: As
of any date of determination, the ratings, if any, of the Certificates as
assigned by the Rating Agencies.
Realized
Loss: With respect to any Mortgage Loan, (1) with respect to each Liquidated
Mortgage Loan, an amount as of the date of such liquidation, equal to
(i) the Stated Principal Balance of the Liquidated Mortgage Loan as of the
date of such liquidation, plus (ii) interest at the applicable Net Mortgage
Rate from the related Due Date as to which interest was last paid or advanced
(and not reimbursed) to Certificateholders up to the related Due Date in the
month in which Liquidation Proceeds are required to be distributed on the Stated
Principal Balance of such Liquidated Mortgage Loan from time to time, minus
(iii) the Net Liquidation Proceeds, if any, received during the month in
which such liquidation occurred, to the extent applied as recoveries of interest
at the Net Mortgage Rate and to principal of the Liquidated Mortgage Loan;
(2) for any Mortgage Loan subject to a Deficient Valuation, the excess of
the Stated Principal Balance of that Mortgage Loan over the principal amount
as
reduced in connection with the proceedings resulting in the Deficient Valuation;
(3) for any Debt Service Reduction Mortgage Loan, the present value of all
monthly Debt Service Reductions on the Mortgage Loan, assuming that the
Mortgagor pays each Scheduled Payment on the applicable Due Date and that no
Principal Prepayments are received on the Mortgage Loan, discounted at the
applicable Mortgage Rate; or (4) with respect to each Modified Mortgage Loan,
the amount, if any, by which the Stated Principal Balance of such Mortgage
Loan
has been reduced as a result of such modification.
Recognition
Agreement: An Agreement among a Cooperative Corporation, a lender
and a Mortgagor with respect to a Cooperative Loan whereby such parties
(i) acknowledge that such lender may make, or intends to make, such
Cooperative Loan, (ii) make certain agreements with respect to such
Cooperative Loan.
Record
Date: With respect to any Distribution Date and the Certificates
other than the LIBOR Certificates that are Book-Entry Certificates on such
Distribution Date, the close of business on the last Business Day of the month
preceding the month in which the applicable Distribution Date
occurs. With respect to any Distribution Date and the LIBOR
Certificates that are Book-Entry Certificates on such Distribution Date, the
close of business on the Business Day immediately preceding such Distribution
Date.
Recovery: With
respect to any Distribution Date and Mortgage Loan that became a Liquidated
Mortgage Loan in a month preceding the month prior to the Distribution Date,
any
additional amount received in respect of principal on such Mortgage Loan
received by the related Servicer after Liquidation Proceeds have been remitted
to the Trust Fund, net of unreimbursed Advances, Servicing Advances, Liquidation
Expenses, Expense Fees and related Excess Proceeds, if any.
Reference
Bank Rate: With respect to any Accrual Period relating to the
LIBOR Certificates as follows: the arithmetic mean (rounded upwards,
if necessary, to the nearest one sixteenth of a percent) of the offered rates
for United States dollar deposits for one month which are offered by the
Reference Banks as of 11:00 a.m. (London time) on the Interest Determination
Date prior to the first day of such Accrual Period to prime banks in the London
interbank market for a period of one month in amounts approximately equal to
the
aggregate Class Principal Balance of the LIBOR Certificates; provided
that at least two such Reference Banks provide such rate. If fewer
than two offered rates appear, the Reference Bank Rate will be the arithmetic
mean of the rates quoted by one or more major banks in New York City, selected
by the Trust Administrator after consultation with DLJMC, as of 11:00 a.m.
(New York City time) on such date for loans in U.S. Dollars to leading European
banks for a period of one month in amounts approximately equal to the aggregate
Class Principal Balance of the LIBOR Certificates. If no such
quotations can be obtained, the Reference Bank Rate shall be the Reference
Bank
Rate applicable to the preceding Accrual Period.
Reference
Banks: Three major banks that are engaged in the London interbank
market, selected by the Trust Administrator after consultation with
DLJMC.
Registration
Statement: That certain registration statement on Form S-3, as
amended (Registration No. 333-130884), relating to the offering by the Depositor
from time to time of its Mortgage-Backed Pass-Through Certificates (Issuable
in
Series) as heretofore declared effective by the Securities and Exchange
Commission.
Regulation
AB: Means Subpart 229.1100 – Asset Backed Securities (Regulation AB),
17 C.F.R. §§229.1100 - 229.1123, as such may be amended from time to time,
and subject to such clarification and interpretation as have been provided
by
the Commission in the adopting release (Asset-Backed Securities, Securities
Act
Release No. 33-8518, 70 Red. Reg. 1,506, 1,531 (Jan. 7, 2005)) or by the staff
of the Commission, or as may be provided by the Commission or its staff from
time to time.
Regulation
S: Regulation S under the 1933 Act, as in effect from time to
time.
Related
Pass-Through Loan Groups: Each collection of Pass-Through Loan
Groups which share common subordination or as otherwise set forth in the Series
Supplement.
Relevant
Servicing Criteria: The Servicing Criteria applicable to the various
parties, as set forth on Exhibit R attached hereto. For
clarification purposes, multiple parties can have responsibility for the same
Relevant Servicing Criteria. With respect to a Servicing Function
Participant engaged by the Master Servicer, the Trust Administrator, the Trustee
or any Servicer, the term “Relevant Servicing Criteria” may refer to a portion
of the Relevant Servicing Criteria applicable to such parties
Relief
Act: The Servicemembers Civil Relief Act, as amended, and any
similar state or local law.
Relief
Act Reductions: With respect to any Distribution Date and any
Mortgage Loan as to which there has been a reduction in the amount of interest
collectible thereon for the most recently ended calendar month as a result
of
the application of the Relief Act, the amount, if any, by which
(i) interest collectible on such Mortgage Loan for the most recently ended
calendar month is less than (ii) interest accrued thereon for such month
pursuant to the Mortgage Note.
REMIC: A
“real estate mortgage investment conduit,” within the meaning of
Section 860D of the Code. Reference herein to REMIC refers to
each REMIC created in the Series Supplement.
REO Disposition: The
final sale by Xxxxx Fargo, in its capacity as Servicer, of any
REO Property.
REO Disposition
Fee: With respect to each REO Disposition, the greater of
(i) $1,200 or (ii) one percent (1%) of the final sales price of such REO
Disposition; provided, that the real estate broker commission with
respect to the liquidation of the REO property is equal to or less than 5%
except in such cases where the property value is less than $100,000 or the
property is located in a rural area and market conditions require the Servicer
to pay a real estate broker commission greater than 5% or prior written consent
has been obtained from CSFB or their authorized representative.
REO Property: A
Mortgaged Property acquired by the Trust Fund through foreclosure or
deed-in-lieu of foreclosure in connection with a defaulted Mortgage
Loan.
Replaced
Servicer: As defined in Section 8.02.
Repurchase
Period: With respect to each Distribution Date and each
repurchase of a Mortgage Loan pursuant to Sections 2.02, 2.03 or 3.17, the
related “Repurchase Period” will commence on the 19th day of the month preceding
the month in which such Distribution Date occurs (or, in the case of the first
Distribution Date, commencing on the Cut-off Date) and will end on the 18th
day
of the month in which such Distribution Date occurs.
Required
Insurance Policy: With respect to any Non-Designated Mortgage
Loan, any insurance policy that is required to be maintained from time to time
under this Agreement in respect of such Mortgage Loan or the related Mortgaged
Property.
Residual
Certificates: The Class AR Certificates and Class AR-L
Certificates.
Responsible
Officer: When used with respect to the Trust Administrator, shall
mean any officer within the corporate trust department of the Trust
Administrator, including any Assistant Vice President, the Secretary, any Vice
President, Assistant Secretary, the Treasurer, any Assistant Treasurer, any
Trust Officer or any other officer of the Trust Administrator customarily
performing functions similar to those performed by any of the above designated
officers and any officer within the Corporate Trust Department having direct
responsibility for the administration of this Agreement. When used
with respect to the Trustee, shall mean any officer within the Corporate Trust
Department having direct responsibility for the administration of this Agreement
and also, with respect to a particular matter, any other officer to whom such
matter is referred because of such officer’s knowledge of and familiarity with
the particular subject.
Reuters
Screen LIBOR01: The display designated as page LIBOR01 on Reuters
(or such other page as may replace page LIBOR01 on that service for the
purpose of displaying London interbank offered rates of major
banks).
Rolling
Three-Month Delinquency Rate: For any Distribution Date will be the
fraction, expressed as a percentage, equal to the average of the Delinquency
Rates for each of the three (or one and two, in the case of the first and second
Distribution Dates) immediately preceding months.
Rule 144A: Rule 144A
under the 1933 Act, as in effect from time to time.
S&P: Standard
& Poor’s Ratings Services, a division of The XxXxxx-Xxxx Companies, Inc., or
any successor thereto.
Xxxxxxxx-Xxxxx
Act: The Xxxxxxxx-Xxxxx Act of 2002 and the rules and regulations
of the Commission promulgated thereunder (including any interpretations thereof
by the Commission’s staff).
Xxxxxxxx-Xxxxx
Certification: As defined in Section 13.09.
Scheduled
Payment: The scheduled monthly payment on a Mortgage Loan due on
any Due Date allocable to principal and/or interest on such Mortgage Loan
pursuant to the terms of the related Mortgage Note.
Securities
Act: means the Securities Act of 1933, as amended, and the rules
and regulations thereunder.
Security
Agreement: With respect to a Cooperative Loan, the agreement or mortgage
creating a security interest in favor of the originator of the Cooperative
Loan
in the related Cooperative Shares.
Seller(s): As
defined in the Series Supplement.
Series: All
of the Certificates issued pursuant to an Agreement and bearing the same series
designation.
Series
Supplement: The agreement into which this Standard Terms is
incorporated and pursuant to which a particular Series of Certificates is
issued.
Servicer
Employee: As defined in Section 3.16.
Service(s)(ing): In
accordance with Regulation AB, the act of servicing and administering the
Mortgage Loans or any other assets of the Trust by an entity that meets the
definition of “servicer’ set forth in Item 1101 of Regulation AB and is subject
to the disclosure requirements set forth in 1108 of Regulation
AB. For clarification purposes, any uncapitalized occurrence of this
term shall have the meaning commonly understood by participants in the
residential mortgage-backed securitization market.
Servicer
Mortgage File: All documents pertaining to a Mortgage Loan not
required to be included in the Trustee Mortgage File and held by the Master
Servicer or the related Servicer or any Sub-Servicer.
Servicers: As
defined in the Series Supplement.
Servicing
Advance: With respect to the Non-Designated Mortgage Loans, all
customary, reasonable and necessary “out of pocket” costs and expenses incurred
prior to, on or after the Cut-off Date in the performance by a Servicer of
its
servicing obligations related to such Mortgage Loans, including, but not limited
to, the cost (including reasonable attorneys’ fees and disbursements) of
(i) the preservation, restoration and protection of a Mortgaged Property,
(ii) compliance with the obligations under Section 3.11 and any
enforcement or judicial proceedings, including foreclosures, (iii) the
management and liquidation of any REO Property (including default
management and similar services, appraisal services and real estate broker
services), (iv) any expenses incurred by a Servicer in connection with
obtaining an environmental inspection or review pursuant to the second paragraph
of Section 3.11(a), (v) compliance with the obligations under
Section 3.09, (vi) locating any documents missing from the Trustee’s
Mortgage File and (vii) obtaining broker price opinions. In no
event shall any Servicer be required to make any Servicing Advance which would
constitute a Nonrecoverable Advance.
With
respect to the Designated Mortgage Loans, Servicing Advance shall have the
meaning assigned to such term in the related Designated Servicing
Agreement.
Servicing
Criteria: The “servicing criteria” set forth in Item 1122(d) of
Regulation AB, as such may be amended from time to time.
Servicing
Fee: As to each Mortgage Loan and any Distribution Date, an
amount equal to one month’s interest at the Servicing Fee Rate on the Stated
Principal Balance of such Mortgage Loan as of the Due Date in the month of
such
Distribution Date (prior to giving effect to any Scheduled Payments due on
such
Mortgage Loan on such Due Date), subject to reduction as provided in
Section 3.14.
Servicing
Fee Rate: As to each Mortgage Loan, the per annum rate set forth
on the Mortgage Loan Schedule.
Servicing
Function Participant: Any Servicer, the Master Servicer or the
Trust Administrator and any Sub-Servicer, Subcontractor or any other Person
(other than the Trustee) contracted by a Servicer, the Master Servicer or the
Trust Administrator that is performing activities addressed by the Servicing
Criteria, unless, with respect to any Sub-Servicer, Subcontractor or other
Person contracted by a Servicer, the Master Servicer or the Trust Administrator,
such Person’s activities relate only to 5% or less of the Mortgage Loans
(measured by aggregate Stated Principal Balance of the Mortgage Loans, annually
at the commencement of the calendar year prior to the year in which an
Assessment of Compliance is required to be delivered, multiplied by a fraction,
the numerator of which is the number of months during which such Servicing
Function Participant Services the related Mortgage Loans and the denominator
of
which is 12, or, in the case of the year in which the Closing Date occurs,
the
number of months elapsed from the Cut-off Date to the end of such calendar
year).
Servicing
Officer: Any officer of a Servicer involved in, or responsible
for, the administration and servicing of the related Mortgage Loans whose name
and specimen signature appear on a list of servicing officers furnished to
the
Trustee and the Trust Administrator by a Servicer on the Closing Date pursuant
to this Agreement, as such list may from time to time be amended and delivered
to the Trustee and Trust Administrator.
Special
Serviced Mortgage Loan: The Mortgage Loans for which the Special
Servicer acts as servicer pursuant to Section 3.17 (a).
Special
Servicer: As defined in the Series Supplement.
SPS: Select
Portfolio Servicing, Inc., a Utah corporation, and its successors and
assigns.
SPS
Mortgage Loans: Any SPS Serviced Mortgage Loans for which SPS has
not entered into a subservicing arrangement for such Mortgage Loan pursuant
to
Section 3.02 hereof.
SPS
Serviced Mortgage Loans: The Mortgage Loans identified as such on
the Mortgage Loan Schedule for which SPS is the applicable Servicer or the
Special Servicer.
Standard
Hazard Policy: Each standard hazard insurance policy or replacement therefor
referred to in Section 3.09.
Standard
Terms: This Standard Terms of Pooling and Servicing Agreement,
dated as of August 1, 2007.
Stated
Principal Balance: With respect to any Mortgage Loan and date of
determination, the principal balance of such Mortgage Loan as of the Cut-off
Date, after application of the principal portion of all Scheduled Payments
due
on or before the Cut-off Date, whether or not received, increased by the portion
of any Capitalization Reimbursement Amount allocable to such Mortgage Loan,
minus the sum of (i) all amounts allocable to principal that have been
distributed to Certificateholders with respect to such Mortgage Loan on or
before that date of determination and (ii) any Realized Losses on such Mortgage
Loan that have been allocated to one or more Classes of Certificates on or
before that date of determination.
Stock
Power: With respect to a Cooperative Loan, an assignment of the
stock certificate or an assignment of the Cooperative Shares issued by the
Cooperative Corporation.
Streamlined
Mortgage Loan: A Mortgage Loan originated in connection with the
refinance of a mortgage loan pursuant to the related Seller’s streamlined
documentation program then in effect.
Subcontractor: Any
vendor, subcontractor or other Person that is not responsible for the overall
servicing of Mortgage Loans but performs one or more discrete functions
identified in Item 1122(d) of Regulation AB with respect to Mortgage Loans
under the direction or authority of any Servicer (or a Sub-Servicer of any
Servicer), the Master Servicer or the Trust Administrator.
Subordinate
Certificates: As defined in the Series Supplement.
Subsequent
Cut-off Date: With respect to any Subsequent Mortgage Loan, the
first day of the month on which such Mortgage Loan is transferred to the
Trust.
Subsequent
Mortgage Loan: Any Mortgage Loan other than an Initial Mortgage
Loan conveyed to the Trust Fund pursuant to Section 2.01 hereof and to a
Subsequent Transfer Agreement, which Mortgage Loan shall be listed on the
revised Mortgage Loan Schedule delivered pursuant to this Agreement and on
Schedule A to such Subsequent Transfer Agreement. When used with
respect to a single Subsequent Transfer Date, Subsequent Mortgage Loan shall
mean a Subsequent Mortgage Loan conveyed to the Trust on that Subsequent
Transfer Date.
Subsequent
Transfer Agreement: A Subsequent Transfer Agreement substantially
in the form of Exhibit X hereto, executed and delivered by and among the
Depositor, DLJMC and the Trustee.
Subsequent
Transfer Date: For any Subsequent Transfer Agreement, the date
the related Subsequent Mortgage Loans are transferred to the Trust pursuant
to
the related Subsequent Transfer Agreement.
Sub-Servicer:
Any Person that (i) services Mortgage Loans on behalf of any Servicer, and
(ii) is responsible for the performance (whether directly or through
sub-servicers or Subcontractors) of Servicing functions required to be performed
under this Agreement, any related Designated Servicing Agreement or any
sub-servicing agreement that are identified in Item 1122(d) of
Regulation AB.
Subservicing
Agreement: An agreement between a Servicer and a Sub-Servicer for
the servicing of the related Mortgage Loans.
Substitution
Adjustment Amount: As defined in Section 2.03.
Supplemental
Interest Account: As defined in the Series Supplement.
Supplemental
Interest Trust: The trust created pursuant to Section 4.08
herein and designated as the “Supplemental Interest Trust,” consisting of the
Swap Agreement, the Supplemental Interest Account and the right to receive
Net
Swap Payments from the Swap Counterparty.
Supplement
Interest Trust Payment: As defined in the Series
Supplement.
Supplemental
Interest Trust Trustee: As defined in the Series
Supplement.
Swap
Agreement: As defined in the Series Supplement.
Swap
Certificates: As defined in the Series Supplement.
Swap
Counterparty: As defined in the Series Supplement.
Swap
Counterparty Payment: As defined in the Series
Supplement.
Swap
Payment Date: As defined in the Series Supplement.
Targeted
Overcollateralization Amount: As defined in the Series
Supplement.
Tax
Matters Person: The person designated as “tax matters person” in
the manner provided under Treasury regulation § 1.860F 4(d) and temporary
Treasury regulation § 301.6231(a)(7)1T. Initially, the Tax
Matters Person shall be the Trust Administrator.
Terminating
Auction Date: With respect to Loan Group 1, Loan Group 2 and Loan
Group 3, as defined in Section 11.01(d) and with respect to Loan Group 4,
as defined in Section 11.01(e).
Terminating
Auction Purchaser: With respect to Loan Group 1, Loan Group 2 and
Loan Group 3, as defined in Section 11.01(d) and with respect to Loan Group
4, as defined in Section 11.01(e).
Terminating
Auction Sale: With respect to Loan Group 1, Loan Group 2 and Loan
Group 3, as defined in Section 11.01(d) and with respect to Loan Group 4,
as defined in Section 11.01(e).
Terminating
Entity: The entity determined by the Trust Administrator pursuant
to Section 11.02 of this Agreement.
Transferring
Servicer: As defined in Section 3.17 (a)
hereof.
Transferee
Affidavit and Agreement: As defined in
Section 6.02(g)(i)(B).
Trigger
Event: As defined in the Series Supplement.
Trust
Administrator: As defined in the Series Supplement.
Trust
Administrator Fee: As set forth in
Section 10.05.
Trust
Administrator Fee Rate: As defined in the Series
Supplement.
Trust
Collateral: With respect to the Pass-Through Loan Groups, as
defined in Section 11.01(c)(i), and with respect to any Floater Loan Group,
as defined in Section 11.01(c)(ii).
Trustee: As
defined in the Series Supplement.
Trustee
Mortgage File: The mortgage documents listed in Section 2.01
hereof pertaining to a particular Mortgage Loan and any additional documents
required to be added to the Trustee Mortgage File pursuant to this
Agreement.
Trust
Fund: The corpus of the Trust created by this Agreement
consisting of the collateral transferred to the Trustee in trust for the benefit
of Certificateholders pursuant to Section 2.01(a).
Trust
Receipt and Final Certification: As defined in
Section 2.02(a).
Trust
Receipt and Initial Certification: As defined in
Section 2.02(a).
Underwriter’s
Exemption: Prohibited Transaction Exemption 2007-05, 72 Fed.
Reg. 13130 (2007), as amended (or any successor thereto), or any
substantially similar administrative exemption granted by the U.S. Department
of
Labor.
U.S.
Person: A citizen or resident of the United States, a
corporation, partnership or other entity treated as a corporation or partnership
for federal income tax purposes created or organized in, or under the laws
of,
the United States, any State thereof or the District of Columbia, an estate
or
trust whose income from sources without the United States is includable in
gross
income for United States federal income tax purposes regardless of its
connection with the conduct of a trade or business within the United States,
or
any trust treated as a United States Person under Code
Section 7701(a)(30).
Voting
Rights: As defined in the Series Supplement.
Xxxxx
Fargo: Xxxxx Fargo Bank, N.A., and its successors and
assigns.
Xxxxx
Fargo Serviced Mortgage Loans: The Mortgage Loans identified as
such on the Mortgage Loan Schedule, for which Xxxxx Fargo is the applicable
Servicer.
WMMSC: Washington
Mutual Mortgage Securities Corp., a Delaware corporation, and its successors
and
assigns.
WMMSC
Serviced Mortgage Loans: The Mortgage Loans identified as such on
the Mortgage Loan Schedule, for which WMMSC is the applicable
Servicer.
ARTICLE
II
CONVEYANCE
OF MORTGAGE LOANS;
REPRESENTATIONS
AND WARRANTIES
SECTION
2.01. Conveyance
of Trust Fund.
(a) As
set
forth in the Series Supplement.
(b) In
connection with the transfer and assignment set forth in clause (a) above,
the Depositor has delivered or caused to be delivered to a Custodian for the
benefit of the Certificateholders, the documents and instruments with respect
to
each Initial Mortgage Loan as assigned:
(i) (A)
the
original Mortgage Note bearing all intervening endorsements and including any
riders to the Mortgage Note, endorsed “Pay to the order of ________________,
without recourse” and signed in the name of the last named endorsee by an
authorized officer or (B) with respect to any Lost Mortgage Note, a lost note
affidavit and indemnity from the related Seller stating that the original
Mortgage Note was lost or destroyed, (together with a copy of such Mortgage
Note, if available) and indemnifying the Trust Fund against any loss, cost
or
liability resulting from the failure to deliver the original Mortgage
Note;
(ii) the
original of any guarantee executed in connection with the Mortgage Note (if
any);
(iii) for
each
Mortgage Loan that is not a MERS Mortgage Loan, the original Mortgage, with
evidence of recording thereon, or copies certified by the related recording
office or if the original Mortgage has not yet been returned from the recording
office, a copy certified by or on behalf of the related Seller indicating that
such Mortgage has been delivered for recording (the return directions for the
original Mortgage should indicate, when recorded, mail to the related Seller)
and in the case of each MERS Mortgage Loan, the original Mortgage, noting the
presence of the MIN of the related Mortgage Loan and either language indicating
that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or
if
the Mortgage Loan was not a MOM Loan at origination, the original Mortgage
and
the assignment thereof to MERS, with evidence of recording indicated thereon
or
a copy of the Mortgage certified by the public recording office in which such
Mortgage has been recorded;
(iv) the
originals of all assumption, modification, consolidation or extension
agreements, (or, if an original of any of these documents has not been returned
from the recording office, a copy thereof certified by or on behalf of the
related Seller, the original to be delivered to the related Seller forthwith
after return from such recording office) with evidence of recording thereon,
if
any;
(v) for
each
Mortgage Loan that is not a MERS Mortgage Loan, the original Assignment of
Mortgage as appropriate, in recordable form, for each Mortgage Loan from the
last assignee assigned in blank;
(vi) for
each
Mortgage Loan that was not a MERS Mortgage Loan at its origination, the
originals of any intervening recorded Assignments of Mortgage, showing a
complete chain of assignment from origination to the last assignee, including
warehousing assignments, with evidence of recording thereon (or, if an original
intervening Assignment of Mortgage has not been returned from the recording
office, a copy thereof certified by or on behalf of the related Seller, the
original to be delivered to the Custodian forthwith after return from such
recording office);
(vii) the
original mortgage title insurance policy, or copy of title commitment (or in
appropriate jurisdictions, attorney’s opinion of title and abstract of title);
and
(viii) with
respect to a Cooperative Loan, if any, the originals of the following documents
or instruments:
(A) the
Cooperative Shares, together with the Stock Power in blank;
(B) the
executed Security Agreement;
(C) the
executed Proprietary Lease and the Assignment of Proprietary Lease to the
originator of the Cooperative Loan;
(D) the
executed Recognition Agreement;
(E) Copies
of
the original UCC financing statement, and any continuation statements, filed
by
the originator of such Cooperative Loan as secured party, each with evidence
of
recording thereof, evidencing the interest of the originator under the Security
Agreement and the Assignment of Proprietary Lease;
(F) Copies
of
the filed UCC assignments or amendments of the security interest referenced
in
clause (E) above showing an unbroken chain of title from the originator to
the
Trust, each with evidence of recording thereof, evidencing the interest of
the
assignee under the Security Agreement and the Assignment of Proprietary
Lease;
(G) An
executed assignment of the interest of the originator in the Security Agreement,
the Assignment of Proprietary Lease and the Recognition Agreement, showing
an
unbroken chain of title from the originator to the Trust; and
(H) For
any
Cooperative Loan that has been modified or amended, the original instrument
or
instruments effecting such modification or amendment.
In
addition, in connection with the assignment of any MERS Mortgage Loan, the
related Seller agrees that it shall cause, at the related Seller’s expense, the
MERS® System to indicate that such Mortgage Loans have been assigned by the
related Seller to the Trustee in accordance with this Agreement (and any
Subsequent Transfer Agreement, if applicable) for the benefit of the
Certificateholders by including (or deleting, in the case of Mortgage Loans
which are repurchased or substituted in accordance with this Agreement) the
information required by the MERS® System to (a) identify the Trustee and
(b) identify the series of the Certificates issued in connection with such
Mortgage Loans. The Trustee shall confirm, or cause the related
Custodian to confirm, on the Final Certification of the related Custodian
whether or not such assignment has occurred. The related Seller
further agrees that it shall not, and shall not permit a Servicer to, and each
related Servicer agrees that it shall not, alter the information referenced
in
this paragraph with respect to any Mortgage Loan during the term of this
Agreement unless and until such Mortgage Loan is repurchased or substituted
in
accordance with the terms of this Agreement.
Further,
each Servicer is authorized and empowered by the Trustee, on behalf of the
Certificateholders and the Trustee, in its own name or in the name of any
Sub-Servicer, when a Servicer or any Sub-Servicer, as the case may be, believes
it appropriate in its best judgment to register any Mortgage Loan on the MERS®
System, or cause the removal from the registration of any Mortgage Loan on
the
MERS® System, to execute and deliver, on behalf of the Trustee and the
Certificateholders or any of them, any and all instruments of assignment and
other comparable instruments with respect to such assignment or re-recording
of
a Mortgage in the name of MERS, solely as nominee for the Trustee and its
successors and assigns. Any costs incurred by a Servicer pursuant to
this paragraph shall be considered a Servicing Advance and shall be
reimburseable to such Servicer.
In
the
event the Depositor delivers to a Custodian certified copies of any document
or
instrument set forth in 2.01(b) because of a delay caused by the public
recording office in returning any recorded document, the Depositor shall deliver
or cause to be delivered to such Custodian, within 60 days of the Closing Date
or the related Subsequent Transfer Date, as applicable, an Officer’s Certificate
which shall (i) identify the recorded document, (ii) state that the
recorded document has not been delivered to such Custodian due solely to a
delay
caused by the public recording office, and (iii) state the amount of time
generally required by the applicable recording office to record and return
a
document submitted for recordation.
In
the
event that in connection with any Mortgage Loan the Depositor cannot deliver
(a) for a Mortgage Loan that is not a MERS Mortgage Loan, the original
recorded Mortgage, (b) all interim recorded assignments or (c) the
lender’s title policy (together with all riders thereto) satisfying the
requirements set forth above, concurrently with the execution and delivery
hereof because such document or documents have not been returned from the
applicable public recording office in the case of clause (a) or
(b) above, or because the title policy has not been delivered to the
related Seller or the Depositor by the applicable title insurer in the case
of
clause (c) above, the Depositor shall promptly deliver to the related
Custodian, in the case of clause (a) or (b) above, such original
Mortgage or such interim assignment, as the case may be, with evidence of
recording indicated thereon upon receipt thereof from the public recording
office, or a copy thereof, certified, if appropriate, by the relevant recording
office and, in the case of clause (c) above, any title policy upon receipt
from the applicable title insurer.
As
promptly as practicable subsequent to such transfer and assignment, and in
any
event, within thirty (30) days thereafter, DLJMC shall, at its expense,
(i) affix or cause to be affixed the Trustee’s name to each Assignment of
Mortgage, as the assignee thereof, (ii) cause such assignment to be in
proper form for recording in the appropriate public office for real property
records within thirty (30) days after receipt thereof and
(iii) cause to be delivered for recording in the appropriate public office
for real property records the assignments of the Mortgages to the Trustee,
except that, with respect to any assignment of a Mortgage as to which DLJMC
has
not received the information required to prepare such assignment in recordable
form, DLJMC’s obligation to do so and to deliver the same for such recording
shall be as soon as practicable after receipt of such information and in any
event within thirty (30) days after the receipt thereof, and DLJMC need not
cause to be recorded any assignment which relates to a Mortgage Loan in any
jurisdiction under the laws of which, as evidenced by an Opinion of Counsel
delivered by the Depositor (at the Depositor’s expense) to the Trustee, the
Trust Administrator and DLJMC, acceptable to the Rating Agencies, the
recordation of such assignment is not necessary to protect the Trustee’s and the
Certificateholders’ interest in the related Mortgage Loan.
If
any
original Mortgage Note referred to in Section 2.01(b)(i) above cannot
be located, the obligations of the Depositor to deliver such documents shall
be
deemed to be satisfied upon delivery to the related Custodian of a photocopy
of
such Mortgage Note, if available, with a lost note affidavit and
indemnity. If any of the original Mortgage Notes for which a lost
note affidavit and indemnity was delivered to the Custodian is subsequently
located, such original Mortgage Note shall be delivered to such Custodian within
three (3) Business Days.
(c) The
Trustee and the Trust Administrator are authorized to enter into one or more
Custodial Agreements, at the direction of the Depositor, for the purpose of
having a Custodian maintain custody of the documents and instruments referred
to
in this Section 2.01, and any documents delivered thereunder shall be
delivered to such Custodian and any Officer’s Certificates delivered with
respect thereto shall be delivered to the Trustee, the Trust Administrator
and
such Custodian.
(d) It
is the
express intent of the parties to this Agreement that the conveyance of the
Mortgage Loans by the Depositor to the Trustee as provided in this
Section 2.01 be, and be construed as, a sale of the Mortgage Loans by the
Depositor to the Trustee. It is, further, not the intention of the
parties to this Agreement that such conveyance be deemed a pledge of the
Mortgage Loans by the Depositor to the Trustee to secure a debt or other
obligation of the Depositor. However, in the event that,
notwithstanding the intent of the parties to this Agreement, the Mortgage Loans
are held to be the property of the Depositor, or if any for any other reason
this Agreement is held or deemed to create a security interest in the Mortgage
Loans then (a) this Agreement shall also be deemed to be a security
agreement within the meaning of Articles 8 and 9 of the New York Uniform
Commercial Code; (b) the conveyance provided for in this Section 2.01
shall be deemed to be a grant by the Depositor to the Trustee for the benefit
of
the Certificateholders of a security interest in all of the Depositor’s right,
title and interest in and to the Trust Fund and all proceeds of the conversion,
voluntary or involuntary, of any portion of the Trust Fund into cash or other
liquid property; (c) the possession by the Trustee or any Custodian of such
items of property and such other items of property as constitute instruments,
money, negotiable documents or chattel paper shall be deemed to be “in
possession by the secured party” for purposes of perfecting the security
interest pursuant to Section 9-313 of the New York Uniform Commercial Code;
and (d) notifications to persons holding such property, and
acknowledgments, receipts or confirmations from persons holding such property,
shall be deemed notifications to, or acknowledgments, receipts or confirmations
from, financial intermediaries, bailees or agents (as applicable) of the Trustee
for the benefit of the Certificateholders for the purpose of perfecting such
security interest under applicable law (except that nothing in this clause
(d) shall cause any person to be deemed to be an agent of the Trustee for
any purpose other than for perfection of such security interests unless, and
then only to the extent, expressly appointed and authorized by the Trustee
in
writing). The Depositor and the Trustee, upon directions from the
Depositor, shall, to the extent consistent with this Agreement, take such
actions as may be necessary to ensure that, if this Agreement were deemed to
create a security interest in the Mortgage Loans, such security interest would
be deemed to be a perfected security interest of first priority under applicable
law and will be maintained as such throughout the term of this
Agreement.
(e) The
Depositor hereby authorizes and directs the Trust Administrator to
(i) execute the Interest Rate Cap Agreements and Swap Agreements, and
(ii) to ratify, on behalf of the Trust, the terms agreed to by the
Depositor with respect to the Interest Rate Cap Agreements and Swap
Agreements. The Depositor shall pay or cause to be paid on behalf of
the Trust the payments owed to the Counterparties as of the Closing Date
pursuant to the terms of the Interest Rate Cap Agreements and Swap
Agreements.
(f) Upon
one
Business Day’s prior written notice to the Trustee, the Trust Administrator and
the Rating Agencies, on any Business Day designated by the Depositor during
a
Prefunding Period, the Depositor, the Seller and the Trustee shall complete,
execute and deliver a Subsequent Transfer Agreement.
The
transfer of Subsequent Mortgage Loans and the other property and rights relating
to them on a Subsequent Transfer Date is subject to the satisfaction of the
conditions set forth in Section 2.01(f) of the Series Supplement and each
of the following conditions:
(i)
each Subsequent Mortgage Loan conveyed on such Subsequent Transfer Date
satisfies the representations and warranties applicable to it under this
Agreement as of the applicable Subsequent Transfer Date; provided,
however, that with respect to a breach of a representation and warranty
with respect to a Subsequent Mortgage Loan, the obligation under
Section 2.03 of this Agreement of the Seller to cure, repurchase or replace
such Subsequent Mortgage Loan shall constitute the sole remedy against the
Seller respecting such breach available to Certificateholders, the Depositor
or
the Trustee;
(ii)
the Rating Agencies shall have been provided with an Opinion of Counsel or
Opinions of Counsel (dated as of the Closing Date), at the expense of the
Depositor, with respect to the characterization of the transfer of the
Subsequent Mortgage Loans conveyed on such Subsequent Transfer Date as a
sale;
(iii)
the execution and delivery of such Subsequent Transfer Agreement or
conveyance of the related Subsequent Mortgage Loans does not result in a
reduction or withdrawal of any ratings assigned to the Certificates on the
Closing Date by the Rating Agencies;
(iv)
no Subsequent Mortgage Loan conveyed on such Subsequent Transfer Date was
30 or more days contractually Delinquent as of such Subsequent Transfer
Date;
(v)
the remaining term to stated maturity of such Subsequent Mortgage
Loan will not exceed 30 years;
(vi)
the Depositor shall have deposited in the Collection Account all
principal and interest collected with respect to the related Subsequent Mortgage
Loans on or after the related Subsequent Cut-off Date;
(xii)
such Subsequent Mortgage Loan will be otherwise acceptable to
the Rating Agencies; and
(xiii)
no Subsequent Mortgage Loan will be subject to the Homeownership and
Equity Protection Act of 1994 or any comparable state or local law.
(g) Upon
(1)
delivery to the Trustee and the Trust Administrator by the Depositor of a
revised Mortgage Loan Schedule reflecting the Subsequent Mortgage Loans conveyed
on such Subsequent Transfer Date and (2) delivery to the Trustee and the Trust
Administrator by the Depositor of an Officer’s Certificate confirming the
satisfaction of each of the conditions precedent set forth in
Section 2.01(f), the Trust Administrator shall remit to the Depositor the
Aggregate Subsequent Transfer Amount related to the Subsequent Mortgage Loans
transferred by the Depositor on such Subsequent Transfer Date from funds in
the
related Prefunding Account.
The
Trustee and the Trust Administrator shall not be required to investigate or
otherwise verify compliance with the conditions set forth in the preceding
paragraph, except for its own receipt of documents specified above, and shall
be
entitled to rely on the required Officer’s Certificate.
(h) Except
as
specifically set forth in this Agreement or by separate written agreement among
the related parties hereto, the Depositor, the Seller(s), each Servicer and
the
Master Servicer agree that the provisions of this Agreement shall supersede
any
provisions in any existing mortgage loan purchase agreement or servicing
agreement with respect to the Mortgage Loans for which the Depositor, the
Seller(s), a Servicer or the Master Servicer may be a party.
(i) The
Trustee and the Trust Administrator are each hereby directed, on or prior to
the
Closing Date, not in their individual capacities but solely on behalf of the
Trust, to execute and deliver each of the Designated Servicing Agreements in
the
forms presented to them by the Depositor, for the benefit of the Holders of
the
Certificates. Neither the Trust Administrator nor the Trustee shall
be personally liable for the payment of any indebtedness or expenses of the
Trust or be liable for the breach or failure of any obligation, representation,
warranty or covenant made or undertaken by the Trust Administrator or Trustee,
as applicable, on behalf of the Trust under the Designated Servicing Agreements
or any other related documents, as to all of which recourse shall be had solely
to the assets of the Trust in accordance with the terms of this
Agreement. Every provision of this Agreement relating to the conduct
or affecting the liability of or affording protection to the Trust Administrator
or the Trustee, as applicable, shall apply to the Trust Administrator’s and the
Trustee’s execution of each Designated Servicing Agreement and the performance
of any obligations thereunder.
SECTION
2.02. Acceptance
by the Trustee.
(a) Pursuant
to the related Custodial Agreement, each Custodian agrees to execute and deliver
on the Closing Date to the Depositor, the Trustee and the Trust Administrator
a
Trust Receipt and Initial Certification in the form annexed hereto as Exhibit
I. Based on its review and examination, and only as to the documents
identified in such Trust Receipt and Initial Certification, each Custodian
acknowledges that such documents appear regular on their face and relate to
such
Mortgage Loan. The Custodians shall be under no duty or obligation to
inspect, review or examine said documents, instruments, certificates or other
papers to determine that the same are genuine, enforceable or appropriate for
the represented purpose or that they have actually been recorded in the real
estate records or that they are other than what they purport to be on their
face.
Pursuant
to the related Custodial Agreement, not later than 90 days after the Closing
Date, each Custodian shall deliver to the Depositor, the Trustee and the Trust
Administrator a Trust Receipt and Final Certification in the form annexed hereto
as Exhibit J, with any applicable exceptions noted thereon.
Based
solely upon the Trust Receipt and Initial Certification received from the
Custodians, and subject to the provisions of Section 2.01 and any
exceptions noted on an exception report described in the next paragraph below,
the Trustee acknowledges receipt of the documents referred to in
Section 2.01 above and declares that it holds and shall hold such documents
and the other documents delivered to it constituting the Mortgage File, and
that
it holds or shall hold all such assets and such other assets included in the
definition of the Trust Fund in trust for the exclusive use and benefit of
all
present and future Certificateholders.
If,
in
the course of such review, a Custodian finds any document constituting a part
of
a Mortgage File which does not meet the requirements of Section 2.01, such
Custodian shall list such as an exception in the Trust Receipt and Final
Certification pursuant to the related Custodial Agreement; provided,
however, that a Custodian shall not make any determination as to whether
(i) any endorsement is sufficient to transfer all right, title and interest
of the party so endorsing, as noteholder or assignee thereof, in and to that
Mortgage Note or (ii) any assignment is in recordable form or is sufficient
to
effect the assignment of and transfer to the assignee thereof under the mortgage
to which the assignment relates.
The
related Seller shall promptly correct or cure such defect within 90 days from
the date it was so notified of such defect and, if the related Seller does
not
correct or cure such defect within such period and such defect materially and
adversely affects the interests of Certificateholders in the related Mortgage
Loan, the related Seller shall either (a) substitute for the related
Mortgage Loan a Qualified Substitute Mortgage Loan, which substitution shall
be
accomplished in the manner and subject to the conditions set forth in
Section 2.03, or (b) repurchase such Mortgage Loan within 90 days from
the date that the related Seller was notified of such defect in writing at
the
Purchase Price of such Mortgage Loan; or such longer period not to exceed 720
days from the Closing Date if the substitution or repurchase of a Mortgage
Loan
pursuant to this provision is required by reason of a delay in delivery of
any
documents by the appropriate recording office or title insurer, as applicable;
provided, however, that the related Seller shall have no liability
for recording any Assignment of Mortgage in favor of the Trustee or for the
Custodian’s failure to record such Assignment of Mortgage, and provided,
further, that no related Seller shall be obligated to repurchase,
substitute or cure any Mortgage Loan solely as a result of a Custodian’s failure
to record such Assignment of Mortgage. The Trust Administrator shall
deliver or direct the related Custodian to deliver to each Rating Agency written
notice within 270 days from the Closing Date indicating each Mortgage Loan
(a) for which a mortgage or assignment of mortgage required to be recorded
hereunder has not been returned by the appropriate recording office or
(b) as to which there is a dispute as to location or status of such
Mortgage Loan. Such notice shall be delivered every 90 days
thereafter until the related Mortgage Loan is returned to the related
Custodian. Any such substitution pursuant to clause (a) of the
preceding sentence shall not be effected prior to the delivery to the Trustee
and the Trust Administrator of (1) the Opinion of Counsel required by
Section 2.05 hereof, and (2) a Request for Release substantially in
the form of Exhibit K. No substitution is permitted to be
made in any calendar month after the Determination Date for such
month. The Purchase Price for any such Mortgage Loan shall be
remitted by the related Seller to the related Servicer for deposit in the
related Collection Account on or prior to the Business Day immediately preceding
such Distribution Date in the month following the month during which the related
Seller became obligated hereunder to repurchase or replace such Mortgage
Loan. Upon receipt of such remittance, the related Servicer shall
deliver a Request for Release with respect thereto substantially in the form
of
Exhibit K to the related Custodian, with copies to the Trustee and the
Trust Administrator, and upon receipt of such Request for Release, the related
Custodian shall release the related Mortgage File held for the benefit of the
Certificateholders to the related Seller, and the Trustee shall execute and
deliver at the related Seller’s direction such instruments of transfer or
assignment prepared by the related Seller, in each case without recourse, as
shall be necessary to transfer title from the Trustee to the related
Seller.
If
pursuant to the preceding paragraph the related Seller repurchases a Mortgage
Loan that is a MERS Mortgage Loan, the related Servicer shall, at the related
Seller’s expense, either (i) cause MERS to execute and deliver an
Assignment of Mortgage in recordable form to transfer the Mortgage from MERS
to
the related Seller and shall cause such Mortgage to be removed from registration
on the MERS® System in accordance with MERS’ rules and regulations or
(ii) cause MERS to designate on the MERS® System the related Seller as the
beneficial holder of such Mortgage Loan.
(b) The
related Custodian shall execute and deliver prior to 10:00 a.m. (New York City
time) on each Subsequent Transfer Date to the Depositor, the Trust Administrator
and each Servicer, a Subsequent Certification in the form annexed hereto as
Exhibit I. Based on its review and examination, and only as to the
documents identified in such Subsequent Certification, the Custodian shall
acknowledge that such documents appear regular on their face and relate to
such
Subsequent Mortgage Loan. None of the Trustee, the Trust
Administrator or the related Custodian shall be under any duty or obligation
to
inspect, review or examine said documents, instruments, certificates or other
papers to determine that the same are genuine, enforceable or appropriate for
the represented purpose or that they have actually been recorded in the real
estate records or that they are other than what they purport to be on their
face.
Not
later
than 90 days after the end of each Prefunding Period, the related Custodian
shall deliver to the Depositor, the Trust Administrator, the Seller and each
Servicer a Final Certification with respect to the related Subsequent Mortgage
Loans in the form annexed hereto as Exhibit J with any applicable exceptions
noted thereon.
If,
in
the course of such review of the Mortgage Files relating to the Subsequent
Mortgage Loans, the related Custodian finds any document constituting a part
of
a Mortgage File which does not meet the requirements of Section 2.01, such
Custodian shall list such as an exception in the Final Certification;
provided, however, that such Custodian shall not make any
determination as to whether (i) any endorsement is sufficient to transfer
all right, title and interest of the party so endorsing, as noteholder or
assignee thereof, in and to that Mortgage Note or (ii) any assignment is in
recordable form or is sufficient to effect the assignment of and transfer to
the
assignee thereof under the mortgage to which the assignment
relates. The related Seller shall cure any such defect or repurchase
or substitute for any such Mortgage Loan in accordance with
Section 2.02(a).
(c) It
is
understood and agreed that the obligation of the related Seller to cure,
substitute for or to repurchase any Mortgage Loan which does not meet the
requirements of Section 2.01 shall constitute the sole remedy respecting
such defect available to the Trustee, the Trust Administrator, the Depositor
and
any Certificateholder against the related Seller.
(d) With
respect to any Mortgage Loan that is delinquent (under the “MBA” method), in
default or default is reasonably forseeable and for which the related Seller
reasonably believes breaches a representation, warranty or covenant under the
mortgage loan purchase agreement pursuant to which the related Seller purchased
from the originator or prior holder of such Mortgage Loan, the related Seller
shall have the right to (i) repurchase such Mortgage Loan from the Trust at
any
time in order to facilitate its rights against such originator or prior holder
of such Mortgage Loan at a price equal to the Purchase Price or
(ii) substitute in its place a Qualified Substitute Mortgage Loan in the
manner and subject to the conditions relating to substitutions set forth in
Section 2.03; provided, however, that any such substitution
pursuant to clause (ii) above shall not be effected prior to the delivery
to the Trustee and the Trust Administrator of the Opinion of Counsel required
by
Section 2.05 hereof, if any, and any such substitution pursuant to clause
(ii) above shall not be effected prior to the additional delivery from the
related Servicer to the Trustee, the Trust Administrator and the related
Custodian of a Request for Release substantially in the form of Exhibit K
relating to the Deleted Mortgage Loan and the Mortgage File for any such
Qualified Substitute Mortgage Loan; provided,
further, that in no event shall such repurchases or
substitutions take place with respect to Mortgage Loans constituting more than
5% of the aggregate Cut-off Date Principal Balance of the Mortgage Loans plus
amounts on deposit in the Prefunding Accounts, if any, as of the Closing
Date.
In
the
event that the related Seller exercises its option to repurchase a Mortgage
pursuant to the preceding paragraph, the Purchase Price for any such Mortgage
Loan shall be remitted by the related Seller to the related Servicer for deposit
in the related Collection Account. Upon receipt of such remittance,
the related Servicer shall deliver a Request for Release with respect thereto
substantially in the form of Exhibit K to the related Custodian, with
copies to the Trustee and the Trust Administrator, and upon receipt of such
Request for Release, the related Custodian shall release the related Mortgage
File held for the benefit of the Certificateholders to the related Seller,
and
the Trustee shall execute and deliver at the related Seller’s direction such
instruments of transfer or assignment prepared by the related Seller, in each
case without recourse, as shall be necessary to transfer title from the Trustee
to the related Seller. If pursuant to the preceding paragraph the
related Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the
related Servicer shall, at the related Seller’s expense, either (i) cause
MERS to execute and deliver an Assignment of Mortgage in recordable form to
transfer the Mortgage from MERS to the related Seller and shall cause such
Mortgage to be removed from registration on the MERS® System in accordance with
MERS’ rules and regulations or (ii) cause MERS to designate on the MERS®
System the related Seller as the beneficial holder of such Mortgage
Loan.
SECTION
2.03.
|
Representations
and Warranties of the Seller(s), Master Servicer and
Servicers.
|
(a) Each
of
DLJMC, in its capacity as a Seller, Xxxxx Fargo, in its capacity as Master
Servicer, SPS, in its capacity as Servicer, Special Servicer and Modification
Oversight Agent, Xxxxx Fargo, in its capacity as Servicer, GreenPoint, in its
capacity as Servicer, and WMMSC, in its capacity as Servicer, in each case
hereby makes the representations and warranties set forth in Schedules IIA,
IIB,
IIC, IID, IIE and IIF hereto, respectively, and by this reference incorporated
herein, to the Depositor, the Trustee and the Trust Administrator, as of the
Closing Date, or if so specified therein, as of the Cut-off Date or such other
date as may be specified. In addition, SPS, in its capacity as
Servicer, Special Servicer and Modification Oversight Agent, GreenPoint, in
its
capacity as Servicer, and Xxxxx Fargo, in its capacity as Servicer, makes the
representations and warranties set forth in Schedules IIC, IID and IIE hereto,
respectively, and by this reference incorporated herein, to the Master Servicer
as of the Closing Date, or if so specified therein, as of the Cut-off Date
or
such other date as may be specified.
(b) DLJMC,
in
its capacity as Seller, hereby makes the representations and warranties set
forth in Schedule III as to the Mortgage Loans and by this reference
incorporated herein, to the Depositor, the Trustee and the Trust Administrator,
as of the Closing Date, or if so specified therein, as of the Cut-off Date
or
such other date as may be specified.
(c) Upon
discovery by any of the parties hereto of a breach of a representation or
warranty made pursuant to Section 2.03(b) that materially and
adversely affects the interests of the Certificateholders in any Mortgage Loan,
the party discovering such breach shall give prompt notice thereof to the other
parties. The Seller hereby covenants that within 90 days of the
earlier of its discovery or its receipt of written notice from any party of
a
breach of any representation or warranty made by it pursuant to
Section 2.03(b) which materially and adversely affects the interests
of the Certificateholders in any Mortgage Loan sold by the Seller to the Trust,
it shall cure such breach in all material respects, and if such breach is not
so
cured, shall, (i) if such 90 day period expires prior to the second
anniversary of the Closing Date, remove such Mortgage Loan (a “Deleted Mortgage
Loan”) from the Trust Fund and substitute in its place a Qualified Substitute
Mortgage Loan, in the manner and subject to the conditions set forth in this
Section 2.03; or (ii) repurchase the affected Mortgage Loan or
Mortgage Loans at the Purchase Price in the manner set forth below;
provided, however, that any such substitution pursuant to
(i) above shall not be effected prior to the delivery to the Trustee and
the Trust Administrator of the Opinion of Counsel required by Section 2.05
hereof, if any, and any such substitution pursuant to (i) above shall not
be effected prior to the additional delivery from the related Servicer to the
Trustee, the Trust Administrator and the related Custodian of a Request for
Release substantially in the form of Exhibit K relating to the Deleted
Mortgage Loan and the Mortgage File for any such Qualified Substitute Mortgage
Loan. The Seller shall promptly reimburse the Trustee, the Trust Administrator,
the Special Servicer and the related Servicer (if such Servicer is not the
Seller of such Mortgage Loan) for any actual out of pocket expenses reasonably
incurred by the Trustee, the Trust Administrator, the Special Servicer and
the
related Servicer (if such Servicer is not the Seller of such Mortgage Loan)
in
respect of enforcing the remedies for such breach. With respect to
any representation and warranties described in this Section 2.03 which
are made to the best of the Seller’s knowledge if it is discovered by any of the
Depositor, the Master Servicer, the Seller, any Servicer, the Special Servicer,
the Modification Oversight Agent, the Trustee or the Trust Administrator that
the substance of such representation and warranty is inaccurate and such
inaccuracy materially and adversely affects the value of the related Mortgage
Loan or the interests of the Certificateholders therein, notwithstanding the
Seller’s lack of knowledge with respect to the substance of such representation
or warranty, such inaccuracy shall be deemed a breach of the applicable
representation or warranty.
With
respect to any Qualified Substitute Mortgage Loan or Loans, the Seller shall
deliver to the related Custodian for the benefit of the Certificateholders
the
Mortgage Note, the Mortgage, the related assignment of the Mortgage, and such
other documents and agreements as are required by Section 2.01(b), with the
Mortgage Note endorsed and the Mortgage assigned as required by
Section 2.01. No substitution is permitted to be made in any
calendar month after the Determination Date for such month. Scheduled
Payments due with respect to Qualified Substitute Mortgage Loans in the month
of
substitution shall not be part of the Trust Fund and shall be retained by the
Seller on the next succeeding Distribution Date. For the month of
substitution, distributions to Certificateholders will include the monthly
payment due on any Deleted Mortgage Loan for such month and thereafter the
Seller shall be entitled to retain all amounts received in respect of such
Deleted Mortgage Loan. The Seller shall amend the Mortgage Loan
Schedule for the benefit of the Certificateholders to reflect the removal
of such Deleted Mortgage Loan and the substitution of the Qualified Substitute
Mortgage Loan or Loans and the Seller shall deliver the amended Mortgage Loan
Schedule to the Trustee, the Servicers and the Trust
Administrator. Upon such substitution, the Qualified Substitute
Mortgage Loan or Loans shall be subject to the terms of this Agreement in all
respects, and the Seller shall be deemed to have made with respect to such
Qualified Substitute Mortgage Loan or Loans, as of the date of substitution,
the
representations and warranties made pursuant to Section 2.03(b) with
respect to such Mortgage Loan. Upon any such substitution and the
deposit to the Collection Account of the amount required to be deposited therein
in connection with such substitution as described in the following paragraph,
the Trustee shall instruct the related Custodian to release the Mortgage File
held for the benefit of the Certificateholders relating to such Deleted Mortgage
Loan to the Seller and the Trustee shall execute and deliver at the Seller’s
direction such instruments of transfer or assignment prepared by the Seller,
in
each case without recourse, as shall be necessary to vest title in the Seller,
or its designee, the Trustee’s interest in any Deleted Mortgage Loan substituted
for pursuant to this Section 2.03.
For
any
month in which the Seller substitutes one or more Qualified Substitute Mortgage
Loans for one or more Deleted Mortgage Loans, the Master Servicer shall
determine the amount (if any) by which the aggregate principal balance of all
such Qualified Substitute Mortgage Loans as of the date of substitution is
less
than the aggregate Stated Principal Balance of all such Deleted Mortgage Loans
(after application of the scheduled principal portion of the monthly payments
due in the month of substitution). The amount of such shortage (the
“Substitution Adjustment Amount”) plus (i) an amount equal to the aggregate
of any unreimbursed Advances, Servicing Advances and unpaid Servicing Fees
with
respect to such Deleted Mortgage Loans and (ii) any costs and damages
actually incurred and paid by or on behalf of the Trust in connection with
any
breach of the representation and warranty set forth in Schedule III(vii) as
a result of a violation of a predatory or abusive lending law applicable to
such
Mortgage Loan, shall be remitted to the related Servicer for deposit in the
related Collection Account by the Seller on or before the Business Day
immediately preceding the Distribution Date in the month succeeding the calendar
month during which the related Mortgage Loan became required to be repurchased
or replaced hereunder. Upon receipt of such remittance, the related
Servicer shall deliver a Request for Release with respect thereto substantially
in the form of Exhibit K to the related Custodian, with copies to the Trustee
and the Trust Administrator.
One
or
more mortgage loans may be substituted for one or more Deleted Mortgage
Loans. The determination of whether a mortgage loan is a Qualified
Substitute Mortgage Loan may be satisfied on an individual
basis. Alternatively, if more than one mortgage loan is to be
substituted for one or more Deleted Mortgage Loans, the characteristics of
such
mortgage loans and Deleted Mortgage Loans shall be aggregated or calculated
on a
weighted average basis, as applicable, in determining whether such mortgage
loans are Qualified Substitute Mortgage Loans.
In
the
event that the Seller shall be required to repurchase a Mortgage Loan pursuant
to this Agreement, the Purchase Price therefor shall be remitted to the related
Servicer for deposit in the related Collection Account on or before the Business
Day immediately preceding the Distribution Date in the month following the
month
during which the Seller became obligated hereunder to repurchase or replace
such
Mortgage Loan. Upon receipt of such remittance of the Purchase Price,
the related Servicer shall deliver a Request for Release with respect thereto
substantially in the form of Exhibit K to the related Custodian, with
copies to the Trustee and the Trust Administrator, and upon receipt of such
Request for Release, the related Custodian shall release the related Mortgage
File held for the benefit of the Certificateholders to such Person, and the
Trustee shall execute and deliver at such Person’s direction such instruments of
transfer or assignment prepared by such Person, in each case without recourse,
as shall be necessary to transfer title from the Trustee. It is
understood and agreed that the obligation under this Agreement of any Person
to
cure, repurchase or substitute any Mortgage Loan as to which a breach has
occurred and is continuing shall constitute the sole remedy against such Persons
respecting such breach available to Certificateholders, the Depositor, the
Trustee or the Trust Administrator on their behalf.
The
representations and warranties made pursuant to this Section 2.03 shall
survive delivery of the respective Mortgage Files to the Trustee, the Trust
Administrator or the Custodians for the benefit of the
Certificateholders.
Notwithstanding
the foregoing, the substitution of a Deleted Mortgage Loan or the repurchase
of
a Mortgage Loan by the Seller shall be subject to, and shall in no way adversely
affect, the rights of the owner of the servicing rights related to such Deleted
Mortgage Loan or Mortgage Loan, as applicable.
SECTION
2.04.
|
Representations and Warranties of the Depositor as to the Mortgage
Loans.
|
The
Depositor hereby represents and warrants to the Trustee with respect to the
Mortgage Loans that, as of the Closing Date, assuming good title has been
conveyed to the Depositor, the Depositor had good title to the Mortgage Loans
and Mortgage Notes, and did not encumber the Mortgage Loans during its period
of
ownership thereof, other than as contemplated by the Agreement.
It
is
understood and agreed that the representations and warranties set forth in
this
Section 2.04 shall survive delivery of the Mortgage Files to the related
Custodian.
SECTION
2.05.
|
Delivery of Opinion of Counsel in Connection with
Substitutions.
|
Notwithstanding
any contrary provision of this Agreement, no substitution pursuant to
Section 2.02 shall be made more than ninety (90) days after the Closing
Date unless the Seller delivers to the Trustee and the Trust Administrator
an
Opinion of Counsel, which Opinion of Counsel shall not be at the expense of
any
of the Trustee, the Trust Administrator or the Trust Fund, addressed to the
Trustee and the Trust Administrator, to the effect that such substitution will
not (i) result in the imposition of the tax on “prohibited transactions” on
the Trust Fund or contributions after the Startup Date, as defined in Sections
860F(a)(2) and 860G(d) of the Code, respectively, or (ii) cause any
REMIC created hereunder to fail to qualify as a REMIC at any time that any
Certificates are outstanding; provided, however, that no Opinion
of Counsel shall be required if (A) the substitution occurs within two
years of the Closing Date and (B) the substitution occurs with respect to
Mortgage Loans that are “defective” under the Code and the Seller delivers to
the Trustee and the Trust Administrator an Officer’s Certificate substantially
in the form of Exhibit Z.
SECTION
2.06. Issuance
of Certificates.
The
Trustee acknowledges the assignment to it of the Mortgage Loans together with
the assignment to it of all other assets included in the Trust Fund, receipt
of
which, subject to the provisions of Section 2.02, is hereby
acknowledged. Concurrently with such assignment and delivery and in
exchange therefor, the Trust Administrator, pursuant to the written request
of
the Depositor executed by an officer of the Depositor, has executed the
Certificates and caused them to be authenticated and delivered to or upon the
order of the Depositor in authorized denominations which evidence ownership
of
the Trust Fund. The rights of the Holders of such Certificates to
receive distributions from the Trust Fund and all ownership interests of the
Holders of the Certificates in such distributions shall be as set forth in
this
Agreement.
SECTION
2.07. REMIC
Provisions.
As
set
forth in Section 2.07 of the Series Supplement.
SECTION
2.08. Covenants
of the Master Servicer and each Servicer.
(a) The
Master Servicer and each Servicer, severally and not jointly, hereby covenants
to the Depositor, the Trustee and the Trust Administrator as
follows:
(i) Such
Servicer or the Master Servicer (to the extent it is a successor servicer)
shall
comply in the performance of its obligations under this Agreement in all
material respects with all reasonable rules and requirements of the insurer
under each Mortgage Guaranty Insurance Policy; and
(ii) No
written information, certificate of an officer, statement furnished in writing
or written report delivered to the Depositor, any affiliate of the Depositor,
the Trustee or the Trust Administrator and prepared by the Master Servicer
or
such Servicer pursuant to this Agreement shall contain any untrue statement
of a
material fact.
(b) The
Master Servicer and each Servicer hereby agrees to indemnify the Trust Fund,
the
Depositor, the Master Servicer, the Trust Administrator and the Trustee for
losses, damages, penalties, fines, forfeitures, reasonable and necessary legal
fees and related costs, judgments and other costs and expenses imposed on or
incurred by the Trust Fund, the Depositor, the Master Servicer, the Trust
Administrator or the Trustee, as a result of a breach of the Master Servicer’s
or such Servicer’s, as applicable, covenants set forth above in
Section 2.08(a); provided, that the Master Servicer shall not
provide indemnification for any damages caused by information provided to the
Master Servicer by any other party to this Agreement, any Designated Servicer,
the Interest Rate Cap Counterparty, the Swap Counterparty, any Custodian, any
Subcontractor or any Sub-Servicer.
ARTICLE
III
ADMINISTRATION
AND SERVICING
OF
MORTGAGE LOANS
SECTION
3.01. Servicers
to Service Mortgage Loans.
For
and
on behalf of the Certificateholders, as independent contractors of the Trust,
(i) each Servicer, severally and not jointly, shall service and administer
the related Non-Designated Mortgage Loans in accordance with the terms of this
Agreement and with Accepted Servicing Practices and with all applicable
requirements of the Servicing Criteria, (ii) the Master Servicer shall, in
accordance with Section 3.03 of this Agreement, master service and
administer the Non-Designated Mortgage Loans (other than the WMMSC Serviced
Mortgage Loans) by overseeing and enforcing the servicing of the Non-Designated
Mortgage Loans (other than the WMMSC Serviced Mortgage Loans) by the related
Servicer (other than WMMSC) according to the terms of this Agreement and
(iii) the Master Servicer shall, in accordance with the Section 3.20
of this Agreement, master service and administer the Designated Mortgage Loans
by overseeing and enforcing the servicing of the Designated Mortgage Loans
by
the related Designated Servicer according to the terms of the related Designated
Servicing Agreement. The obligations of each of GreenPoint, SPS,
Xxxxx Fargo and WMMSC hereunder to service and administer the Mortgage Loans
shall be limited to the GreenPoint Serviced Mortgage Loans, the SPS Serviced
Mortgage Loans, the Xxxxx Fargo Serviced Mortgage Loans, and the WMMSC Serviced
Mortgage Loans, respectively; and with respect to the duties and obligations
of
each Servicer, references herein to related “Mortgage Loans” shall be limited to
the GreenPoint Serviced Mortgage Loans (and the related proceeds thereof and
related REO Properties) in the case of GreenPoint, the SPS Serviced Mortgage
Loans (and the related proceeds thereof and related REO Properties) in the
case
of SPS, the Xxxxx Fargo Serviced Mortgage Loans (and the related proceeds
thereof and related REO Properties) in the case of Xxxxx Fargo and the WMMSC
Serviced Mortgage Loans (and the related proceeds thereof and related REO
Properties) in the case of WMMSC; and in no event shall any Servicer have any
responsibility or liability with respect to any of the other Mortgage
Loans. The obligations of the Master Servicer to master service and
administer the Mortgage Loans shall be limited to the GreenPoint Serviced
Mortgage Loans, the SPS Serviced Mortgage Loans, the Xxxxx Fargo Serviced
Mortgage Loans, the Special Serviced Mortgage Loans and the Designated Mortgage
Loans. Notwithstanding anything to the contrary contained in this
Agreement, the Master Servicer shall have no obligations to master service
or
administer the WMMSC Serviced Mortgage Loans. In connection with such
servicing and administration of the Non-Designated Mortgage Loans, the Master
Servicer and each Servicer shall have full power and authority, acting alone
and/or through Sub-Servicers as provided in Section 3.02 hereof, to do or
cause to be done any and all things that it may deem necessary or desirable
in
connection with such servicing and administration, including but not limited
to,
the power and authority, subject to the terms hereof (i) to execute and
deliver, on behalf of the Certificateholders and the Trust, customary consents
or waivers and other instruments and documents, (ii) to consent to
transfers of any Mortgaged Property and assumptions of the Mortgage Notes and
related Mortgages (but only in the manner provided in this Agreement),
(iii) to collect any Insurance Proceeds and other Liquidation Proceeds, and
(iv) to effectuate foreclosure or other conversion of the ownership of the
Mortgaged Property securing any Mortgage Loan; provided, that neither the
Master Servicer nor a Servicer shall take any action that is inconsistent with
or prejudices the interests of the Trust Fund or the Certificateholders in
any
Mortgage Loan or the rights and interests of the Depositor, the Trustee, the
Trust Administrator or the Certificateholders under this
Agreement. The Master Servicer and each Servicer shall represent and
protect the interests of the Trust Fund in the same manner as it protects its
own interests in mortgage loans in its own portfolio in any claim, proceeding
or
litigation regarding a Mortgage Loan, and shall not make or permit any
modification, waiver or amendment of any Mortgage Loan that would cause any
REMIC created hereunder to fail to qualify as a REMIC or result in the
imposition of any tax under Section 860F(a) or
Section 860G(d) of the Code. Without limiting the
generality of the foregoing, the Master Servicer and each Servicer, in its
own
name or in the name of the Depositor and the Trust, is hereby authorized and
empowered by the Depositor, the Trust and the Trust Administrator, when the
Master Servicer or such Servicer believes it appropriate in its reasonable
judgment, to execute and deliver, on behalf of the Trust, the Trustee, the
Trust
Administrator, the Depositor, the Certificateholders or any of them, any and
all
instruments of satisfaction or cancellation, or of partial or full release
or
discharge and all other comparable instruments, with respect to the Mortgage
Loans, and with respect to the Mortgaged Properties held for the benefit of
the
Certificateholders. The Master Servicer and each Servicer shall
prepare and deliver to the Depositor and/or the Trustee and/or the Trust
Administrator such documents requiring execution and delivery by either or
both
of them as are necessary or appropriate to enable the Master Servicer or such
Servicer to master service and administer or service and administer the Mortgage
Loans, as applicable, to the extent that the Master Servicer or such Servicer
is
not permitted to execute and deliver such documents pursuant to the preceding
sentence. Upon receipt of such documents, the Depositor and/or the
Trustee or the Trust Administrator shall execute such documents and deliver
them
to the Master Servicer or such Servicer.
In
accordance with the standards of the first paragraph of this Section 3.01
and unless determined in good faith to be a Nonrecoverable Advance, each
Servicer shall advance or cause to be advanced funds as necessary for the
purpose of effecting the payment of taxes and assessments on the Mortgaged
Properties related to the Non-Designated Mortgage Loans, which advances
constitute Servicing Advances and shall be reimbursable in the first instance
from related collections from the Mortgagors pursuant to Section 3.06, and
further as provided in Section 3.08. In no event shall any
Servicer be required to make any Servicing Advance which would constitute a
Nonrecoverable Advance. The costs incurred by a Servicer, if any, in
effecting the timely payments of taxes and assessments on the Mortgaged
Properties related to the Non-Designated Mortgage Loans and related insurance
premiums shall not, for the purpose of calculating monthly distributions to
the
Certificateholders, be added to the Stated Principal Balances of the related
Non-Designated Mortgage Loans, notwithstanding that the terms of such
Non-Designated Mortgage Loans so permit; provided, however, that
the limitations contained in this sentence shall not apply to modifications
made
pursuant to Section 3.05(a). The parties to this Agreement
acknowledge that Servicing Advances shall be reimbursable pursuant to the terms
of this Agreement and agree that no Servicing Advance shall be rejected or
disallowed by any party unless it has been shown that such Servicing Advance
was
not made in accordance with this Agreement.
Each
Servicer hereby acknowledges that, to the extent such Servicer has previously
serviced some or all of the Non-Designated Mortgage Loans pursuant to another
servicing agreement, the servicing provisions contained in this Agreement shall
supersede the servicing provisions contained in such other servicing agreement
from and after the Closing Date, except that such other servicing agreement
shall survive and govern with respect to excess servicing fees and termination
without cause. In addition, the Master Servicer hereby acknowledges
that, to the extent the Master Servicer or any Designated Servicer has
previously serviced some or all of the Designated Mortgage Loans pursuant to
another servicing agreement, the provisions contained in the related Designated
Servicing Agreement shall supersede the provisions contained in such other
servicing agreement from and after the Closing Date.
Notwithstanding
anything in this Agreement to the contrary, the purchase of any Mortgage Loan
by
any Person shall be subject to, and shall in no way adversely affect, the rights
of the owner of the servicing rights related to such Mortgage Loan.
With
respect to each Mortgage Loan, the related Servicer (other than WMMSC) shall
fully furnish, in accordance with the Fair Credit Reporting Act and its
implementing regulations and any other applicable laws, accurate and complete
information (e.g., favorable and unfavorable) on its borrower credit files
to Equifax, Experian and Trans Union Credit Information Company, on a monthly
basis, to the extent that such Mortgage Loan has been serviced by such Servicer
for a period of at least sixty (60) days.
With
respect to each WMMSC Serviced Mortgage Loan, WMMSC will furnish information
regarding its borrower credit files to credit reporting agencies in compliance
with the provisions of the Fair Credit Reporting Act and its implementing
regulations applicable to WMMSC.
Each
Servicer is authorized and empowered by the Trustee, on behalf of the
Certificateholders and the Trustee, in its own name or in the name of any
Sub-Servicer, when a Servicer or any Sub-Servicer, as the case may be, believes
it appropriate in its best judgment to register any related Mortgage Loan on
the
MERS® System, or cause the removal from the registration of such Mortgage Loan
on the MERS® System, to execute and deliver, on behalf of the Trustee and the
Certificateholders or any of them, any and all instruments of assignment and
other comparable instruments with respect to such assignment or re-recording
of
a Mortgage in the name of MERS, solely as nominee for the Trustee and its
successors and assigns.
SECTION
3.02.
|
Subservicing; Enforcement of the Obligations of
Sub-Servicers.
|
(a) The
Non-Designated Mortgage Loans may be subserviced by a Sub-Servicer on behalf
of
the related Servicer in accordance with the servicing provisions of this
Agreement; provided, that the Sub-Servicer must be a FNMA-approved lender
or a FHLMC seller/servicer in good standing. With respect to the
Non-Designated Mortgage Loans, each Servicer may perform any of its servicing
responsibilities hereunder or may cause the Sub-Servicer to perform any such
servicing responsibilities on its behalf, but the use by such Servicer of the
Sub-Servicer shall not release such Servicer from any of its obligations
hereunder and such Servicer shall remain responsible hereunder for all acts
and
omissions of the Sub-Servicer as fully as if such acts and omissions were those
of such Servicer. With respect to the Non-Designated Mortgage Loans, each
Servicer shall pay all fees and expenses of any Sub-Servicer engaged by such
Servicer from its own funds.
A
Servicer shall not permit a Sub-Servicer to perform any servicing
responsibilities hereunder with respect to the Non-Designated Mortgage Loans
unless that Sub-Servicer first agrees in writing with such Servicer to deliver
an 1123 Certificate, an Assessment of Compliance and an Accountant’s Attestation
in such manner and at such times that permits that Servicer to comply with
Sections 13.06, 13.07 and 13.08 of this Agreement.
Notwithstanding
the foregoing, with respect to the Non-Designated Mortgage Loans, each Servicer
shall be entitled to outsource one or more separate servicing functions to
a
Person (each, an “Outsourcer”) that does not meet the eligibility requirements
for a Sub-Servicer, so long as such outsourcing does not constitute the
delegation of such Servicer’s obligation to perform all or substantially all of
the servicing of the related Non-Designated Mortgage Loans to such
Outsourcer. In such event, the use by a Servicer of any such
Outsourcer shall not release the related Servicer from any of its obligations
hereunder and such Servicer shall remain responsible hereunder for all acts
and
omissions of such Outsourcer as fully as if such acts and omissions were those
of such Servicer, and such Servicer shall pay all fees and expenses of the
Outsourcer from such Servicer’s own funds.
A
Servicer shall not outsource one or more separate servicing functions hereunder
with respect to the Non-Designated Mortgage Loans to any Subcontractor unless
that Subcontractor first agrees in writing with such Servicer to deliver an
Assessment of Compliance and an Accountant’s Attestation in such manner and at
such times that permits that Servicer to comply with Sections 13.06, 13.07
and 13.08 of this Agreement.
Each
Servicer may in connection with its duties as Servicer hereunder enter into
transactions with any of its affiliates relating to the Non-Designated Mortgage
Loans; provided that (a) such Servicer acts (i) in accordance
with Accepted Servicing Practices and the terms of this Agreement, and
(ii) in the ordinary course of business of such Servicer; and (b) the
terms of such transaction are no less favorable to such Servicer than it would
obtain in a comparable arm’s-length transaction with a Person that is not an
affiliate of such Servicer. Notwithstanding the preceding sentence, any such
transaction between a Servicer and any of its affiliates shall not release
such
Servicer from any of its obligations hereunder and such Servicer shall remain
responsible hereunder for all acts and omissions of such affiliate with respect
to such Mortgage Loans serviced by it as fully as if such acts and omissions
were those of such Servicer. Any fees and expenses relating to such
transaction between such Servicer and its affiliate that are not otherwise
reimbursable to such Servicer pursuant to this Agreement shall be borne by
the
parties thereto and shall not be an expense or fee of the Trust, the Depositor,
the Trustee, the Trust Administrator, the Seller or the Master
Servicer.
(b) With
respect to any Non-Designated Mortgage Loans, at the cost and expense of a
Servicer, without any right of reimbursement from the Depositor, the Trustee,
the Trust Administrator or the applicable Collection Account, such Servicer
shall be entitled to terminate the rights and responsibilities of its
Sub-Servicer and arrange for any servicing responsibilities to be performed
by a
successor Sub-Servicer meeting the requirements set forth in
Section 3.02(a), provided, however, that nothing contained
herein shall be deemed to prevent or prohibit such Servicer, at such Servicer’s
option, from electing to service the related Non-Designated Mortgage Loans
itself. In the event that a Servicer’s responsibilities and duties under this
Agreement are terminated pursuant to Section 8.01, and if requested to do
so by the Trustee or Trust Administrator or such Servicer shall, at its own
cost
and expense terminate the rights and responsibilities of its Sub-Servicer as
soon as is reasonably possible. Each Servicer shall pay all fees,
expenses or penalties necessary in order to terminate the rights and
responsibilities of its Sub-Servicer from such Servicer’s own funds without any
right of reimbursement from the Depositor, Trustee, Trust Administrator, or
the
applicable Collection Account.
(c) Notwithstanding
any of the provisions of this Agreement relating to agreements or arrangements
between a Servicer and its Sub-Servicer or a Servicer and its Outsourcer, or
any
reference herein to actions taken through the Sub-Servicer, the Outsourcer,
or
otherwise, the related Servicer shall not be relieved of its obligations to
the
Depositor, the Trust, Trustee, the Trust Administrator or Certificateholders
and
shall be obligated to the same extent and under the same terms and conditions
as
if it alone were servicing and administering the related Non-Designated Mortgage
Loans. Each Servicer shall be entitled to enter into an agreement
with its Sub-Servicer and Outsourcer for indemnification of such Servicer by
such Sub-Servicer or Outsourcer, as applicable, and nothing contained in this
Agreement shall be deemed to limit or modify such indemnification.
For
purposes of this Agreement, a Servicer shall be deemed to have received any
collections, recoveries or payments with respect to the related Non-Designated
Mortgage Loans that are received by a related Sub-Servicer regardless of whether
such payments are remitted by the Sub-Servicer to such Servicer.
Any
Subservicing Agreement and any other transactions or services relating to the
Non-Designated Mortgage Loans involving a Sub-Servicer shall be deemed to be
between the Sub-Servicer, and the related Servicer alone, and the Depositor,
the
Trustee, the Trust Administrator, the Master Servicer, the other Servicers
and
the Special Servicer shall have no obligations, duties or liabilities with
respect to a Sub-Servicer including no obligation, duty or liability of the
Depositor, Trustee, the Trust Administrator, the Master Servicer, the Special
Servicer or other Servicers to pay a Sub-Servicer’s fees and
expenses.
(d) Each
Servicer is hereby authorized to enter into a financing or other facility
(any such arrangement, a “Facility”) under which (i) such Servicer
assigns or pledges to another person (a “Lender”) (A) such Servicer’s
rights under this Agreement to be reimbursed for any Advances or Servicing
Advances, and (B) any and all rights of such Servicer under this Agreement
resulting from such Servicer’s performance of its obligations under this
Agreement, including, without limitation, any Servicing Fees, interest income,
Ancillary Income, and other payments received by such Servicer for servicing
the
Mortgage Loans related thereto and (ii) the Lender agrees to fund some or
all Advances and/or Servicing Advances required to be made by such Servicer
pursuant to this Agreement. No consent of the Trustee, Trust
Administrator, Master Servicer, Certificateholders, Rating Agency or any other
party is required before such Servicer may enter into a Facility;
provided, however, that the consent of the Trust Administrator
shall be required before such Servicer may cause to be outstanding at one time
more than one Facility. Notwithstanding the existence of any
Facility, such Servicer shall remain obligated pursuant to this Agreement to
make Advances and Servicing Advances pursuant to and as required by this
Agreement, and to perform all duties and obligations of such Servicer under
this
Agreement and shall not be relieved of such obligations by virtue of such
Facility.
SECTION
3.03. Master
Servicing by Master Servicer.
For
and
on behalf of the Certificateholders, the Master Servicer shall oversee and
enforce the obligation of Xxxxx Fargo, GreenPoint and SPS to service and
administer the Xxxxx Fargo Serviced Mortgage Loans, GreenPoint Serviced Mortgage
Loans and SPS Serviced Mortgage Loans, respectively, in accordance with the
terms of this Agreement and shall have full power and authority to do any and
all things which it may deem necessary or desirable in connection with such
master servicing and administration. In performing its obligations
hereunder, the Master Servicer shall act in a manner consistent with this
Agreement and with customary and usual standards of practice of prudent mortgage
loan master servicers. Furthermore, the Master Servicer shall oversee
and consult with the Servicers (other than WMMSC) as necessary from time-to-time
to carry out the Master Servicer’s obligations hereunder, shall receive, review
and evaluate all reports, information and other data provided to the Master
Servicer by the Servicers (other than WMMSC) and shall cause each Servicer
(other than WMMSC) to perform and observe the covenants, obligations and
conditions to be performed or observed by such Servicer under this
Agreement.
With
respect to any Distribution Date, no later than the related Cash Remittance
Date, the Master Servicer shall remit to the Trust Administrator for deposit
in
the Certificate Account pursuant to Section 3.05, the amount of the
Compensating Interest Payment for the Master Servicer, with respect to each
Mortgage Loan, for the related Prepayment Period, to the extent any of Xxxxx
Fargo, GreenPoint, SPS or the related Designated Servicer, as applicable,
defaults in its obligation to make such Compensating Interest
Payment. The aggregate of such deposits shall be made from the Master
Servicer’s own funds, without reimbursement therefor.
SECTION
3.04. Trustee
to Act as Master Servicer or Servicer.
In
the
event that (A) the Master Servicer shall for any reason no longer be Master
Servicer hereunder, or (B) any Servicer (other than WMMSC) shall for any
reason no longer be a Servicer hereunder and the Master Servicer shall for
any
reason no longer be Master Servicer hereunder (including, in each case, by
reason of an Event of Default), then in each case, the Trustee or its successor
shall thereupon assume all of the rights and obligations of the Master Servicer
or such Servicer hereunder arising thereafter (except that the Trustee shall
not
be (i) liable for losses of the Master Servicer or such Servicer pursuant
to Section 3.09 hereof or any acts or omissions of the related predecessor
of the Master Servicer or such Servicer hereunder, (ii) obligated to make
Advances if it is prohibited from doing so by applicable law,
(iii) obligated to effectuate repurchases or substitutions of Mortgage
Loans hereunder including, but not limited to, repurchases or substitutions
of
Mortgage Loans pursuant to Sections 2.02, 2.03 or 3.17 hereof or
(iv) deemed to have made any representations and warranties of the Master
Servicer or such Servicer hereunder); (v) be obligated to perform any obligation
of the Master Servicer or such Servicer under Section 13.06 or
Section 13.08 with respect to any period of time during which the Trustee
was not acting as the Master Servicer or Servicer). Any such
assumption shall be subject to Section 8.02
hereof. Notwithstanding the foregoing, if the Trustee has become the
successor to the Master Servicer or a Servicer hereunder, the Trustee may,
if it
shall be unwilling to so act, or shall, if it is unable to so act, appoint,
or
petition a court of competent jurisdiction to appoint, any established mortgage
loan servicing institution, the appointment of which does not adversely affect
the then-current rating of the Certificates, as the successor to the Master
Servicer or a Servicer hereunder in the assumption of all or any part of the
responsibilities, duties or liabilities of the Master Servicer or such Servicer,
as applicable, provided that such successor to the Master Servicer or
such Servicer, as applicable, shall not be deemed to have made any
representation or warranty as to any Mortgage Loan made by the Master Servicer
or such Servicer, as applicable.
Each
Servicer shall, upon request of the Trust Administrator, but at the expense
of
such Servicer, deliver to the assuming party all documents and records relating
to each Subservicing Agreement or substitute Subservicing Agreement and the
Mortgage Loans then being serviced thereunder and hereunder by such Servicer
and
an accounting of amounts collected or held by it and otherwise use its best
efforts to effect the orderly and efficient transfer of the Subservicing
Agreement or substitute Subservicing Agreement to the assuming
party.
SECTION
3.05.
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Collection of Mortgage Loans; Collection Accounts; Certificate
Account.
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(a) Continuously
from the date hereof until the principal and interest on all Non-Designated
Mortgage Loans have been paid in full or such Non-Designated Mortgage Loans
have
become Liquidated Mortgage Loans, each Servicer shall proceed in accordance
with
Accepted Servicing Practices to collect all payments due under each of the
related Non-Designated Mortgage Loans when the same shall become due and payable
to the extent consistent with this Agreement and the terms and provisions of
any
related Mortgage Guaranty Insurance Policy and shall take special care with
respect to the Non-Designated Mortgage Loans for which a Servicer collects
escrow payments in ascertaining and estimating Escrow Payments and all other
charges that will become due and payable with respect to the Non-Designated
Mortgage Loans and the related Mortgaged Properties, to the end that the
installments payable by the related Mortgagors will be sufficient to pay such
charges as and when they become due and payable. Consistent with the foregoing,
in connection with Non-Designated Mortgage Loans which it is directly servicing,
each Servicer may in its discretion extend the Due Dates for payments due on
a
Mortgage Note for a period not greater than 180 days; provided,
however, that no such Servicer can extend the maturity of any such
Non-Designated Mortgage Loan past the date on which the final payment is due
on
the latest maturing Mortgage Loan as of the Cut-off Date. In the
event of any such arrangement, the related Servicer shall make Advances on
the
related Non-Designated Mortgage Loans in accordance with the provisions of
Section 5.01 during the scheduled period in accordance with the
amortization schedule of such Mortgage Loan without modification thereof by
reason of such arrangements. No Servicer shall be required to institute or
join
in litigation with respect to collection of any payment (whether under a
Mortgage, Mortgage Note or otherwise or against any public or governmental
authority with respect to a taking or condemnation) if it reasonably believes
that enforcing the provision of the Mortgage or other instrument pursuant to
which such payment is required is prohibited by applicable law.
Consistent
with the foregoing, in instances when a Non-Designated Mortgage Loan is in
default or default is reasonably foreseeable (within the meaning of the REMIC
Provisions), and if in the related Servicer’s determination, in accordance with
Accepted Servicing Practices, such modification is not materially adverse to
the
interests of the Certificateholders (taking into account any estimated Realized
Loss that might result absent such action), the related Servicer may modify
the
terms of such Non-Designated Mortgage Loan to (1) capitalize to the
outstanding principal balance of such Non-Designated Mortgage Loan unpaid
principal and interest and other amounts owing under such Non-Designated
Mortgage Loan and, without duplication, unreimbursed Advances, unreimbursed
Servicing Advances, unpaid Servicing Fees and related amounts due to the related
Servicer; (2) defer such amounts to a balloon payment due on the final
payment date of such Non-Designated Mortgage Loan; (3) extend the maturity
of any such Non-Designated Mortgage Loan, but in no instance past the date
on
which the final payment is due on the latest maturing Mortgage Loan in the
related Loan Group as of the Initial Cut-off Date; (4) reduce the related
Mortgage Rate (provided that the Mortgage Rate of any fixed-rate Mortgage Loan
may not be reduced, and the Mortgage Rate of any adjustable rate Mortgage Loan
may not be reduced below the Mortgage Rate of such Mortgage Loan immediately
prior to the related first adjustment date); (5) accept less than the
outstanding principal balance as satisfaction of such Mortgage Loan; and/or
(6) reduce the outstanding principal balance of such Non-Designated
Mortgage Loan; provided, however, that the related Servicer shall
be obligated, if so directed by the Modification Oversight Agent (who shall
notify the Master Servicer when it directs a Servicer), to obtain the consent
of
the Modification Oversight Agent prior to taking such action, unless such action
is required by applicable law.
To
the
extent a Servicer is required to obtain the consent of the Modification
Oversight Agent prior to any modification, it shall submit to the Modification
Oversight Agent any information the Modification Oversight Agent requires,
in
such form as the Modification Oversight Agent shall reasonably request, or
in
such form as may be mutually agreed upon between such Servicer and the
Modification Oversight Agent, with respect to each Mortgage Loan subject to
a
proposed modification.
The
Modification Oversight Agent acknowledges that it may, in the course of
performing its responsibilities under this Agreement, be exposed to or acquire
information concerning the Mortgage Loans and the related Mortgagors that may
be
furnished orally, electronically or in writing by the related Servicer, for
the
purpose of reviewing the modification of a Mortgage Loan, which information
constitutes “nonpublic personal information” within the meaning of the
Xxxxx-Xxxxx-Xxxxx Act of 1999; nonpublic financial, business, scientific, and
technical information of such Servicer (including but not limited to patterns,
plans, compilations, program devices, formulas, designs, methods, techniques,
processes, procedures, programs), which information is proprietary or
confidential to the Servicer (collectively, “Confidential
Information”). The Modification Oversight Agent agrees to hold the
Confidential Information in strict confidence and not use any Confidential
Information of any Servicer (i) other than in connection with its
obligations under this Agreement; (ii) for its own benefit; (iii) for the
benefit of any third party; or (iv) to such Servicer’s detriment. The
Modification Oversight Agent may disclose Confidential Information to its
employees or agents (collectively, “Representatives”) who have a need to know
such information in connection with the performance of the Modification
Oversight Agent’s obligations under this Agreement, provided that the
Modification Oversight Agent advises its Representatives exposed to such
Confidential Information of their obligation to keep such information
confidential.
(b) Each
Servicer shall segregate and hold all funds collected and received pursuant
to a
Non-Designated Mortgage Loan separate and apart from any of its own funds and
general assets and shall establish and maintain one or more Collection Accounts,
in the form of time deposit or demand accounts, titled “[Servicer’s name], in
trust for the Holders of [Name of Series Trust]” or, if established and
maintained by a Sub-Servicer on behalf of a Servicer, “[Sub-Servicer’s name], in
trust for [Servicer’s name]” or “[Sub-Servicer’s name], as agent, trustee and/or
bailee of principal and interest custodial account for [Servicer’s name], its
successors and assigns, for various owners of interest in [Servicer’s name]
mortgage-backed pools. In the event that a Sub-Servicer employs a
Sub-Servicer, the Collection Account shall be titled “[name of Sub-Servicer’s
sub-servicer], in trust for [Sub-Servicer’s name].” Each Collection
Account maintained by each Servicer (other than Xxxxx Fargo), shall be an
Eligible Account acceptable to the Depositor and the Trust
Administrator. Each Collection Account maintained by Xxxxx Fargo
shall be an Eligible Account. Funds deposited in a Collection Account
may be drawn on by the related Servicer in accordance with
Section 3.08. Any funds deposited in a Collection Account (other
than an account established by WMMSC) shall either be invested in Eligible
Investments or at all times be fully insured to the full extent permitted under
applicable law. Notwithstanding the foregoing, one of the Collection
Accounts established by WMMSC shall be an Investment Account.
(c) Each
Servicer shall deposit in the applicable Collection Account on a daily basis,
within two Business Days of receipt, unless otherwise indicated, and retain
therein, the following collections remitted by Sub-Servicers or payments
received by such Servicer and payments made by such Servicer subsequent to
the
Cut-off Date, other than payments of principal and interest due on or before
the
Cut-off Date:
(i) all
payments on account of principal on the related Non-Designated Mortgage Loans,
including all Principal Prepayments;
(ii) all
payments on account of interest on the related Non-Designated Mortgage Loans
adjusted to the per annum rate equal to the Mortgage Rate reduced by the sum
of
the related Expense Fee Rate, as applicable;
(iii) all
Liquidation Proceeds on the related Non-Designated Mortgage Loans;
(iv) all
Insurance Proceeds on the related Non-Designated Mortgage Loans including
amounts required to be deposited pursuant to Section 3.09 (other than
proceeds to be held in the Escrow Account and applied to the restoration or
repair of the Mortgaged Property or released to the Mortgagor in accordance
with
Section 3.09);
(v) all
Advances made by such Servicer pursuant to Section 5.01;
(vi) no
later
than the withdrawal from the Collection Account pursuant to
Section 3.08(a)(ix) each month, the applicable amount of the
Compensating Interest Payment for such Servicer for the related Prepayment
Period. The aggregate of such deposits shall be made from such
Servicer’s own funds, without reimbursement therefor;
(vii) any
amounts required to be deposited by such Servicer in respect of net monthly
income from REO Property related to any Non-Designated Mortgage Loan
pursuant to Section 3.11;
(viii) all
Assigned Prepayment Premiums, if applicable, on the related Non-Designated
Mortgage Loans to the extent such Assigned Prepayment Premiums have not been
waived in accordance with Section 3.21;
(ix) all
Recoveries on the related Non-Designated Mortgage Loans; and
(x) any
other
amounts required to be deposited hereunder.
The
foregoing requirements for deposit into each Collection Account shall be
exclusive, it being understood and agreed that, without limiting the generality
of the foregoing, with respect to the Non-Designated Mortgage Loans, Ancillary
Income need not be deposited by such Servicer into such Collection Account.
In
addition, notwithstanding the provisions of this Section 3.05, each
Servicer may deduct from amounts received by it, prior to deposit into the
applicable Collection Account, any portion of any Scheduled Payment representing
(i) the applicable Servicing Fee and any other amounts owed to such
Servicer pursuant to Section 3.14 and (ii) with respect to each
Non-Designated Mortgage Loan covered by a Lender Paid Mortgage Guaranty
Insurance Policy, any amounts required to effect timely payment of the premiums
on such Mortgage Guaranty Insurance Policy pursuant to
Section 3.09(c). In the event that a Servicer shall remit any
amount not required to be remitted, it may at any time withdraw or direct the
institution maintaining the related Collection Account to withdraw such amount
from such Collection Account, any provision herein to the contrary
notwithstanding. Such withdrawal or direction may be accomplished by
delivering written notice thereof to the Trustee or such other institution
maintaining such Collection Account which describes the amounts deposited in
error in such Collection Account. Each Servicer shall maintain
adequate records with respect to all withdrawals made by it pursuant to this
Section 3.05. All funds deposited in a Collection Account shall
be held in trust for the Certificateholders until withdrawn in accordance with
Section 3.08(a).
(d) On
or
prior to the Closing Date, the Trust Administrator shall establish and maintain,
on behalf of the Certificateholders, the Certificate Account. The
Trust Administrator shall, promptly upon receipt, deposit in the
Certificate Account and retain therein the following:
(i) pursuant
to Section 3.08(a)(ix), (a) the aggregate amount remitted by each
Servicer of Non-Designated Mortgage Loans to the Trust Administrator, including
any Assigned Prepayment Premiums and (b) the aggregate amount remitted by
each Designated Servicer to the Master Servicer or Trust Administrator pursuant
to their respective Designated Servicing Agreements, in each case including
any
related prepayment premiums if so required to be remitted;
(ii) any
amount deposited by the Trust Administrator pursuant to
Section 3.05(e) in connection with any losses on Eligible
Investments;
(iii) all
Compensating Interest Payments remitted by the Master Servicer to the Trust
Administrator pursuant to Section 3.03 and
Section 3.20(c);
(iv) all
Advances remitted by the Master Servicer to the Trust Administrator pursuant
to
Section 5.01 and Section 3.20(b); and
(v) any
other
amounts deposited hereunder which are required to be deposited in the
Certificate Account.
In
the
event that the Master Servicer or a Servicer shall remit to the Trust
Administrator any amount not required to be remitted, the Master Servicer or
such Servicer, as applicable, may at any time direct the Trust Administrator
to
withdraw such amount from the Certificate Account, any provision herein to
the
contrary notwithstanding. Such direction may be accomplished by
delivering an Officer’s Certificate to the Trust Administrator which describes
the amounts deposited in error in the Certificate Account. All funds
deposited in the Certificate Account shall be held by the Trust Administrator
in
trust for the Certificateholders until disbursed in accordance with this
Agreement or withdrawn in accordance with Section 3.08(b). In no
event shall the Trust Administrator incur liability for withdrawals from the
Certificate Account at the direction of the Master Servicer or any
Servicer.
(e) Each
institution at which a Collection Account, a Prefunding Account, a Capitalized
Interest Account or the Certificate Account is maintained shall either hold
such
funds on deposit uninvested or shall invest the funds therein as directed in
writing by the related Servicer, the Depositor or the Trust Administrator,
respectively, in Eligible Investments, which shall mature not later than
(i) in the case of a Collection Account, the Cash Remittance Date,
(ii) in the case of the Certificate Account or a Capitalized Interest
Account, the Business Day immediately preceding the Distribution Date, or on
the
Distribution Date, with respect to Eligible Investments invested with an
affiliate of the Trust Administrator and (iii) in the case of a Prefunding
Account, the Business Day immediately preceding a Subsequent Transfer Date
or on
the Subsequent Transfer Date if the invested funds are managed or advised by
the
Trust Administrator or its affiliates. All income and gain net of any
losses realized from any such balances or investment of funds on deposit in
a
Collection Account shall be for the benefit of the related Servicer as servicing
compensation and shall be remitted to it monthly as provided
herein. The amount of any realized losses in a Collection Account
incurred in any such account in respect of any such investments shall promptly
be deposited by the related Servicer (from its own funds) in the related
Collection Account. Neither the Trustee nor the Trust Administrator
shall be liable for the amount of any loss incurred in respect of any investment
or lack of investment of funds held in a Collection Account, Prefunding Account
or Capitalized Interest Account and made in accordance with this
Section 3.05. All income and gain net of any losses realized from any such
investment of funds on deposit in the Certificate Account shall be for the
benefit of the Trust Administrator as compensation and shall be remitted to
it
monthly as provided herein. The amount of any realized losses in the
Certificate Account incurred in any such account in respect of any such
investments shall promptly be deposited by the Trust Administrator (from its
own
funds) in the Certificate Account. The Depositor shall direct the
Trust Administrator in writing as to the investment of amounts in any Prefunding
Account or Capitalized Interest Account. In the absence of such
written direction, all funds on deposit in a Prefunding Account or Capitalized
Interest Account may be invested by the Trust Administrator in the Xxxxx Fargo
Advantage Prime Investment Money Market Fund or any successor fund
thereto. All income and gain net of any losses realized from any such
balances or investment of funds on deposit in a Prefunding Account or
Capitalized Interest Account shall be for the benefit of the Depositor and
shall
be remitted to it monthly. The amount of any net investment losses in
a Prefunding Account or Capitalized Interest Account shall promptly be deposited
by the Depositor (from its own funds) in such Prefunding Account or Capitalized
Interest Account, as applicable.
(f) Each
Servicer, other than Xxxxx Fargo, shall give notice to the Trustee, the Trust
Administrator, the Seller, each Rating Agency and the Depositor of any proposed
change of the location of the related Collection Account prior to any change
thereof. Xxxxx Fargo shall give notice to the Depositor of any
proposed change of the location of the related Collection Account prior to
any
change thereof and, upon receipt of such notice, the Depositor shall give notice
to the Trustee, the Trust Administrator, the Seller and each Rating
Agency. The Trust Administrator shall give notice to the Master
Servicer and each Servicer, the Seller, each Rating Agency, the Trustee and
the
Depositor of any proposed change of the location of the Certificate Account
prior to any change thereof.
(g) The
Trust
Administrator shall establish and maintain, on behalf of the Certificateholders,
each Prefunding Account. On the Closing Date, the Depositor shall
remit the related Prefunded Amount to the Trust Administrator for deposit in
a
Prefunding Account. On each Subsequent Transfer Date, upon
satisfaction of the conditions for such Subsequent Transfer Date set forth
in
Sections 2.01(f) and (g), with respect to the related Subsequent Transfer
Agreement, the Trust Administrator shall remit to the Depositor the applicable
Aggregate Subsequent Transfer Amount as payment of the purchase price for the
related Subsequent Mortgage Loans.
If
any
funds remain in a Prefunding Account on the Distribution Date immediately
following the end of the related Prefunding Period, to the extent that they
represent earnings on the amounts originally deposited into such Prefunding
Account, the Trust Administrator shall distribute them to the order of the
Depositor. The remaining funds, other than any investment earnings,
shall be transferred to the Certificate Account to be included as part of
principal distributions to the related Certificates on such Distribution
Date.
(h) The
Trust
Administrator shall establish and maintain, on behalf of the Certificateholders,
each Capitalized Interest Account. On the Closing Date, the Depositor
shall remit the Capitalized Interest Deposits to the Trust Administrator for
deposit in the related Capitalized Interest Account. On the Business
Day prior to the first three Distribution Dates, the Trust Administrator shall
transfer from the Capitalized Interest Account to the Certificate Account an
amount equal to the Capitalized Interest Distributions for such Distribution
Date and the Trust Administrator shall transfer from the Capitalized Interest
Account to the Depositor, an amount equal to the Capitalized Interest Release
Amount for such Distribution Date.
SECTION
3.06.
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Establishment of and Deposits to Escrow Accounts; Permitted Withdrawals
from Escrow Accounts; Payments of Taxes, Insurance and Other
Charges.
|
(a) To
the
extent required by the related Mortgage Note and not violative of applicable
law, the applicable Servicer shall segregate and hold all funds collected and
received pursuant to a Non-Designated Mortgage Loan constituting Escrow Payments
separate and apart from any of its own funds and general assets and shall
establish and maintain one or more Escrow Accounts, in the form of time deposit
or demand accounts, titled “[Servicer’s name], as Servicer for [Name of Series
Trust], Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series
Name],” or, if established and maintained by a Sub-Servicer on behalf of a
Servicer, “[Sub-Servicer’s name], in trust for [Servicer’s name]” or
“[Sub-Servicer’s name], as agent, trustee and/or bailee of taxes and insurance
custodial account for [Servicer’s name], its successors and assigns, for various
owners of interest in [Servicer’s name] mortgage backed pools. In the event that
a Sub-Servicer employs a sub-servicer, the Escrow Accounts shall be titled
“[name of Sub-Servicer’s sub-servicer] in trust for [Sub-Servicer’s name]. The
Escrow Accounts shall be Eligible Accounts. Funds deposited in the Escrow
Account may be drawn on by the related Servicer in accordance with
Section 3.06(d).
(b) Each
Servicer shall deposit or cause to be deposited in its Escrow Account or
Accounts on a daily basis within two Business Days of receipt and retain
therein:
(i) all
Escrow Payments collected on account of the related Non-Designated Mortgage
Loans, for the purpose of effecting timely payment of any such items as required
under the terms of this Agreement; and
(ii) all
amounts representing Insurance Proceeds which are to be applied to the
restoration or repair of any Mortgaged Property related to a Non-Designated
Mortgage Loan.
(c) Each
Servicer shall make withdrawals from the Escrow Account only to effect such
payments as are required under this Agreement, as set forth in
Section 3.06(d). Each Servicer shall be entitled to retain any interest
paid on funds deposited in the related Escrow Account by the depository
institution, other than interest on escrowed funds required by law to be paid
to
the Mortgagor. To the extent required by law, the applicable Servicer shall
pay
interest on escrowed funds to the Mortgagor notwithstanding that the Escrow
Account may be non interest bearing or that interest paid thereon is
insufficient for such purposes.
(d) Withdrawals
from the Escrow Account or Accounts may be made or caused to be made by the
related Servicer only:
(i) to
effect
timely payments of ground rents, taxes, assessments, water rates, mortgage
insurance premiums, condominium charges, fire and hazard insurance premiums
or
other items constituting Escrow Payments for the related Mortgage;
(ii) to
reimburse such Servicer for any Servicing Advances made by the such Servicer
with respect to a related Non-Designated Mortgage Loan, but only from amounts
received on the related Non-Designated Mortgage Loan which represent late
collections of Escrow Payments thereunder;
(iii) to
refund
to any Mortgagor any funds found to be in excess of the amounts required under
the terms of the related Non-Designated Mortgage Loan;
(iv) for
transfer to the related Collection Account to reduce the principal balance
of
the related Non-Designated Mortgage Loan in accordance with the terms of the
related Mortgage and Mortgage Note;
(v) for
application to restore or repair of the Mortgaged Property related to a
Non-Designated Mortgage Loan in accordance with the procedures
outlined in Section 3.09(e);
(vi) to
pay to
the related Servicer, or any Mortgagor related to a Non-Designated Mortgage
Loan
to the extent required by law, any interest paid on the funds deposited in
such
Escrow Account;
(vii) to
clear
and terminate such Escrow Account on the termination of this Agreement;
and
(viii) to
remove
funds inadvertently placed in the Escrow Account by the related
Servicer.
(e) With
respect to each Non-Designated Mortgage Loan, the applicable Servicer shall
maintain accurate records reflecting the status of ground rents and taxes and
any other item which may become a lien senior to the lien of the related
Mortgage and the status of Mortgage Guaranty Insurance Policy premiums, and
fire
and hazard insurance coverage and shall obtain, from time to time, all bills
for
the payment of such charges (including renewal premiums) and shall effect or
cause to be effected payment thereof prior to the applicable penalty or
termination date.
SECTION
3.07.
|
Access to Certain Documentation and Information Regarding the
Non-Designated Mortgage Loans;
Inspections.
|
(a) The
Master Servicer and each Servicer shall afford the Depositor, the Trustee and
the Trust Administrator reasonable access to all records and documentation
regarding the Non-Designated Mortgage Loans and all accounts, insurance
information and other matters relating to this Agreement, such access being
afforded without charge, but only upon reasonable written request and during
normal business hours at the office designated by the Master Servicer or such
Servicer. In addition, each Servicer (other than WMMSC) shall afford
the Master Servicer reasonable access to all records and documentation regarding
the Non-Designated Mortgage Loans and all accounts, insurance information and
other matters relating to this Agreement, such access being afforded without
charge, but only upon reasonable written request and during normal business
hours at the office designated by such Servicer. In addition, each
Servicer (other than WMMSC) shall provide to the Special Servicer reasonable
access to all records and documentation regarding the Non-Designated Mortgage
Loans serviced by it that become Special Serviced Mortgage Loans.
(b) Each
Servicer, separately with respect to the Non-Designated Mortgage Loans each
directly services, shall inspect the related Mortgaged Properties as often
as
deemed necessary by such Servicer in such party’s sole discretion, to assure
itself that the value of such Mortgaged Property is being
preserved. In addition, if any Non-Designated Mortgage Loan is more
than 60 days delinquent (under the “MBA” method), such Servicer, as applicable,
shall conduct subsequent inspections in accordance with Accepted Servicing
Practices or as may be required by the primary mortgage guaranty insurer, and
obtain a broker price opinion. Each Servicer shall keep a written or
electronic report of each such inspection.
SECTION
3.08.
|
Permitted Withdrawals from the Collection Accounts and Certificate
Account.
|
(a) Each
Servicer may from time to time make withdrawals from the related Collection
Account for the following purposes:
(i) to
pay to
such Servicer (to the extent not previously retained by such Servicer) the
servicing compensation to which it is entitled pursuant to Section 3.14,
and to pay to such Servicer, as additional servicing compensation, earnings
on
or investment income with respect to funds in or credited to such Collection
Account, and with respect to Xxxxx Fargo, to pay (to the extent not previously
retained by Xxxxx Fargo) any REO Disposition Fee to which it is entitled
pursuant to Section 3.11(e);
(ii) to
reimburse such Servicer for unreimbursed Advances made by it, such right of
reimbursement pursuant to this subclause (ii) being limited to amounts
received on the Non-Designated Mortgage Loan(s) in respect of which any such
Advance was made (including without limitation, late recoveries of payments,
Liquidation Proceeds and Insurance Proceeds to the extent received by such
Servicer);
(iii) to
reimburse such Servicer for any Nonrecoverable Advance previously made or any
amount expended pursuant to Section 3.11(a);
(iv) to
reimburse such Servicer for (A) unreimbursed Servicing Advances or such
Servicer’s right to reimbursement pursuant to this clause (A) with respect to
any Non-Designated Mortgage Loan being limited to amounts received on such
Non-Designated Mortgage Loan which represent late payments of principal and/or
interest (including, without limitation, Liquidation Proceeds and Insurance
Proceeds with respect to such Non-Designated Mortgage Loan) respecting which
any
such advance was made and (B) for unpaid Servicing Fees as provided in
Section 3.11 hereof;
(v) to
pay to
the purchaser, with respect to each Non-Designated Mortgage Loan or property
acquired in respect thereof that has been purchased pursuant to
Section 2.02, 2.03 or 3.17, all amounts received thereon after the date of
such purchase;
(vi) to
make
any payments required to be made pursuant to Section 2.07(g);
(vii) to
reimburse the Seller, such Servicer or the Depositor for expenses incurred
by
any of them and reimbursable pursuant to Section 7.03 hereof;
(viii) to
withdraw any amount deposited in such Collection Account and not required to
be
deposited therein;
(ix) on
the
Cash Remittance Date, to withdraw the amount required to make payments to the
Certificateholders as set forth in the Series Supplement (including amounts
in
respect of any Purchase Price relating to the purchases of Mortgage Loans
pursuant to Sections 2.02, 2.03 or 3.17 received during the related
Repurchase Period), in each case applicable to the Non-Designated Mortgage
Loans
serviced by such Servicer, who shall remit the aggregate of such amounts to
the
Trust Administrator for deposit in the Certificate Account;
(x) with
respect to each Non-Designated Mortgage Loan covered by a Lender Paid Mortgage
Guaranty Insurance Policy, to effect timely payment of the related premiums
on
such Mortgage Guaranty Insurance Policy, as applicable, pursuant to
Section 3.09(c), to the extent not deducted by such Servicer prior to
deposit into the applicable Collection Account pursuant to
Section 3.05(c);
(xi) on
or
prior to 4:00 p.m. (New York City time) on the Cash Remittance Date preceding
each Distribution Date, each applicable Servicer shall withdraw an amount equal
to the sum of all Assigned Prepayment Premiums received during the related
Prepayment Period applicable to the Mortgage Loans serviced by such Servicer,
and remit such amount to the Trust Administrator for deposit in the Certificate
Account;
(xii) to
clear
and terminate such Collection Account upon termination of this Agreement
pursuant to Section 11.01 hereof; and
(xiii) to
reimburse such Servicer for any Capitalization Reimbursement Amounts not
previously reimbursed.
Each
Servicer shall keep and maintain separate accounting, on a Non-Designated
Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any
withdrawal from the related Collection Account pursuant to such subclauses
(i),
(ii), (iv) and (v). Prior to making any withdrawal from a
Collection Account pursuant to subclause (iii) for reimbursement of a
Nonrecoverable Advance, the related Servicer shall deliver to the Trust
Administrator a certificate of a Servicing Officer indicating the amount of
any
previous Advance or Servicing Advance determined by such Servicer to be a
Nonrecoverable Advance and identifying the related Non-Designated Mortgage
Loans(s), and their respective portions of such Nonrecoverable
Advance. In connection with the payment of a Purchase Price, if a
Servicer is not required to remit unreimbursed Advances and Servicing Advances
as specified in the definition of Purchase Price, such Servicer shall be deemed
to have been reimbursed for such amount.
If
a
Servicer fails to remit to the Master Servicer for distribution to the
Certificateholders any payment, including any Advance to be made by the Servicer
on a Cash Remittance Date (without regard to any grace period), the Servicer
shall pay to the Master Servicer, for the account of the Master Servicer,
interest on such late remittance from and including the Cash Remittance Date
to
but excluding the date on which such remittance is made, at an annual rate
equal
to the Federal Funds Rate plus one percentage point (but in no event greater
than the maximum permitted by law).
(b) The
Trust
Administrator shall withdraw funds from the Certificate Account for
distributions to Certificateholders, in the manner specified in this Agreement
(and to withhold from the amounts so withdrawn, the amount of any taxes that
it
is authorized to withhold pursuant to Section 2.07). In
addition, the Trust Administrator may from time to time make withdrawals from
the Certificate Account for the following purposes:
(i) to
pay to
itself any investment income earned for the related Distribution Date, and
to
pay to itself, the Master Servicer or any Custodian any other amounts to which
it, the Master Servicer or any Custodian is entitled to reimbursement or payment
under the terms of this Agreement or the Custodial Agreement;
(ii) to
withdraw and return to the Master Servicer or the applicable Servicer for
deposit to the applicable Collection Account any amount deposited in the
Certificate Account and not required to be deposited therein; and
(iii) to
clear
and terminate the Certificate Account upon termination of the Agreement pursuant
to Section 11.01 hereof.
SECTION
3.09.
|
Maintenance of Hazard Insurance; Mortgage Impairment Insurance
and
Mortgage Guaranty Insurance Policy; Claims; Restoration of Mortgaged
Property.
|
(a) Each
Servicer shall cause to be maintained for each related Non-Designated Mortgage
Loan hazard insurance such that all buildings upon the related Mortgaged
Property are insured by a generally acceptable insurer rated either: “V” or
better in the current Best’s Key Rating Guide (“Best’s”) or acceptable to FNMA
or FHLMC against loss by fire, hazards of extended coverage and such other
hazards as are customary in the area where the related Mortgaged Property is
located, in an amount which is at least equal to the lesser of (i) the
replacement value of the improvements securing such Non-Designated Mortgage
Loan
and (ii) the greater of (A) the outstanding principal balance of such
Non-Designated Mortgage Loan and (B) an amount such that the proceeds of such
policy shall be sufficient to prevent the Mortgagor and/or the mortgagee from
becoming a co insurer.
If
upon
origination of the Non-Designated Mortgage Loan, the related Mortgaged Property
was located in an area identified in the Federal Register by the Federal
Emergency Management Agency as having special flood hazards (and such flood
insurance has been made available), the related Servicer shall cause a flood
insurance policy to be maintained with respect to such Non-Designated Mortgage
Loan. Such policy shall meet the requirements of the current
guidelines of the Federal Insurance Administration and be in an amount
representing coverage equal to the lesser of (i) the minimum amount
required, under the terms of coverage, to compensate for any damage or loss
on a
replacement cost basis (or the unpaid principal balance of the mortgage if
replacement cost coverage is not available for the type of building insured)
and
(ii) the maximum amount of insurance which is available under the Flood
Disaster Protection Act of 1973, as amended.
If
a
Mortgage related to a Non-Designated Mortgage Loan is secured by a unit in
a
condominium project, the related Servicer shall verify that the coverage
required of the owner’s association, including hazard, flood, liability, and
fidelity coverage, is being maintained in accordance with the requirements
of
the related Servicer for mortgage loans that it services on its own
account.
Each
Servicer shall cause to be maintained on each Mortgaged Property related to
a
Non-Designated Mortgage Loan such other additional special hazard insurance
as
may be required pursuant to such applicable laws and regulations as shall at
any
time be in force and as shall require such additional insurance, or pursuant
to
the requirements of any Mortgage Guaranty Insurance Policy insurer, or as may
be
required to conform with Accepted Servicing Practices to the extent permitted
by
the Mortgage Note, the Mortgage or applicable law provided that the related
Servicer shall not be required to bear the cost of such insurance.
All
policies required hereunder shall name the related Servicer as loss payee and
shall be endorsed with standard or union mortgagee clauses, without
contribution, which shall provide for prior written notice of any cancellation,
reduction in amount or material change in coverage.
Each
Servicer shall not interfere with the Mortgagor’s freedom of choice at the
origination of such Non-Designated Mortgage Loan in selecting either his
insurance carrier or agent, provided, however, that such Servicer
shall not accept any such insurance policies from insurance companies unless
such companies are rated: B:III or better in Best’s or acceptable to FNMA or
FHLMC and are licensed to do business in the jurisdiction in which the Mortgaged
Property is located. The related Servicer shall determine that such policies
provide sufficient risk coverage and amounts, that they insure the property
owner, and that they properly describe the property address.
Pursuant
to Section 3.05, any amounts collected by a Servicer under any such
policies (other than amounts to be deposited in the related Escrow Account
and
applied to the restoration or repair of the related Mortgaged Property, or
property acquired in liquidation of the Non-Designated Mortgage Loan, or to
be
released to the Mortgagor, in accordance with such Servicer’s normal servicing
procedures) shall be deposited in the related Collection Account (subject to
withdrawal pursuant to Section 3.08(a)).
Any
cost
incurred by a Servicer in maintaining any such insurance shall not, for the
purpose of calculating monthly distributions to the Certificateholders or
remittances to the Trust Administrator for their benefit, be added to the
principal balance of the Non-Designated Mortgage Loan, notwithstanding that
the
terms of the Non-Designated Mortgage Loan so permit; provided,
however, that the limitations contained in this sentence shall not
apply
to modifications made pursuant to Section 3.05(a). Such costs
shall constitute a Servicing Advance and will be reimbursable to the related
Servicer to the extent permitted by Section 3.08 hereof. It is
understood and agreed that no earthquake or other additional insurance is to
be
required of any Mortgagor related to a Non-Designated Mortgage Loan or
maintained on property acquired in respect of a Mortgage related to a
Non-Designated Mortgage Loan other than pursuant to such applicable laws and
regulations as shall at any time be in force and as shall require such
additional insurance.
(b) In
the
event that a Servicer shall obtain and maintain a blanket policy insuring
against losses arising from fire and hazards covered under extended coverage
on
all of the related Non-Designated Mortgage Loans, then, to the extent such
policy provides coverage in an amount equal to the amount required pursuant
to
Section 3.09(a) and otherwise complies with all other requirements of
Section 3.09(a), it shall conclusively be deemed to have satisfied its
obligations as set forth in Section 3.09(a). Any amounts
collected by a Servicer under any such policy relating to a Non-Designated
Mortgage Loan shall be deposited in the related Collection Account subject
to
withdrawal pursuant to Section 3.08(a). Such policy may contain
a deductible clause, in which case, in the event that there shall not have
been
maintained on the related Mortgaged Property a policy complying with
Section 3.09(a), and there shall have been a loss which would have been
covered by such policy, the related Servicer shall deposit in the related
Collection Account at the time of such loss the amount not otherwise payable
under the blanket policy because of such deductible clause, such amount to
be
deposited from such Servicer’s funds, without reimbursement
therefor. Upon request of the Trust Administrator, a Servicer shall
cause to be delivered to the Trust Administrator a certified true copy of such
policy and a statement from the insurer thereunder that such policy shall in
no
event be terminated or materially modified without 30 days’ prior written
notice to the Trust Administrator. In connection with its activities
as Servicer of the related Non-Designated Mortgage Loans, such Servicer agrees
to present, on behalf of itself, the Depositor, and the Trust Administrator
for
the benefit of the Certificateholders, claims under any such blanket
policy.
(c) Unless
otherwise required in accordance with applicable state and federal law relating
to the cancellation of, or collection of premiums for mortgage guaranty
insurance, with respect to each Non-Designated Mortgage Loan with a
Loan-to-Value Ratio in excess of 80% which the Seller represented to be covered
by a Mortgage Guaranty Insurance Policy as of the Closing Date, the related
Servicer shall, without any cost to the Depositor or Trust Administrator,
maintain or cause the Mortgagor to maintain in full force and effect a Mortgage
Guaranty Insurance Policy insuring that portion of the Non-Designated Mortgage
Loan in excess of 75% of value, and shall pay or shall cause the Mortgagor
to
pay, the premium thereon on a timely basis, until the loan-to-value ratio of
such Non-Designated Mortgage Loan is reduced to 80%, based on either (i) a
current appraisal of the Mortgaged Property or (ii) the appraisal of the
Mortgaged Property obtained at the time the Non-Designated Mortgage Loan was
originated. In the event that such Mortgage Guaranty Insurance Policy
shall be terminated prior to the loan-to-value ratio of such Non-Designated
Mortgage Loan being reduced to 80%, the related Servicer shall obtain from
another Qualified Insurer a comparable replacement policy, with a total coverage
equal to the remaining coverage of such terminated Mortgage Guaranty Insurance
Policy. If the insurer shall cease to be a Qualified Insurer, the
related Servicer shall determine whether recoveries under the Mortgage Guaranty
Insurance Policy are jeopardized for reasons related to the financial condition
of such insurer, it being understood that such Servicer shall in no event have
any responsibility or liability for any failure to recover under the Mortgage
Guaranty Insurance Policy for such reason. If the related Servicer
determines that recoveries are so jeopardized, it shall notify the Mortgagor,
if
required, and obtain from another Qualified Insurer a replacement insurance
policy. The related Servicer shall not take any action which would
result in noncoverage under any applicable Mortgage Guaranty Insurance Policy
of
any loss which, but for the actions of such Servicer would have been covered
thereunder. In connection with any assumption or substitution
agreement entered into or to be entered into pursuant to Section 3.10, each
Servicer shall promptly notify the insurer under the related Mortgage Guaranty
Insurance Policy, if any, of such assumption or substitution of liability in
accordance with the terms of such Mortgage Guaranty Insurance Policy and shall
take all actions which may be required by such insurer as a condition to the
continuation of coverage under such Mortgage Guaranty Insurance Policy,
provided that such required actions are in compliance with all applicable
law. If such Mortgage Guaranty Insurance Policy is terminated as a
result of such assumption or substitution of liability, the related Servicer
shall obtain a replacement Mortgage Guaranty Insurance Policy as provided above;
provided that under applicable law and the terms of the related Mortgage
Note and Mortgage the cost of such policy may be charged to the successor
Mortgagor.
With
respect to each Non-Designated Mortgage Loan covered by a Lender Paid Mortgage
Guaranty Insurance Policy, the applicable Servicer shall effect timely payment
of the premiums on such Mortgage Guaranty Insurance Policy from amounts on
deposit in the Collection Account, or deducted by such Servicer prior to deposit
into the applicable Collection Account pursuant to
Section 3.05(c) with respect to such Non-Designated Mortgage
Loan. If amounts on deposit in the Collection Account, or deducted by
such Servicer prior to deposit into the applicable Collection Account pursuant
to Section 3.05(c) with respect to such Non-Designated Mortgage Loan
are not sufficient to pay the premiums on such Mortgage Guaranty Insurance
Policy, the applicable Servicer shall effect timely payment of such premiums,
and such costs shall be recoverable by such Servicer from the related
Liquidation Proceeds or otherwise as a Servicing Advance pursuant to
Section 3.08(a). With respect to each Non-Designated Mortgage
Loan covered by a Mortgage Guaranty Insurance Policy that is not a Lender Paid
Mortgage Guaranty Insurance Policy, the applicable Servicer shall effect timely
payment of the premiums on such Mortgage Guaranty Insurance Policy, and such
costs not otherwise recoverable from the Mortgagor shall be recoverable by
such
Servicer from the related Liquidation Proceeds or otherwise as a Servicing
Advance pursuant to Section 3.08(a).
(d) In
connection with its activities as servicer, each Servicer shall prepare and
present, on behalf of itself, the Depositor, the Trust, the Trustee, the Trust
Administrator and the Certificateholders, claims to the insurer under any
Mortgage Guaranty Insurance Policy related to a Non-Designated Mortgage Loan
in
a timely fashion in accordance with the terms of such Mortgage Guaranty
Insurance Policy and, in this regard, to take such reasonable action as shall
be
necessary to permit recovery under any Mortgage Guaranty Insurance Policy
respecting defaulted Non-Designated Mortgage Loans. Pursuant to
Section 3.05, any amounts collected by a Servicer under any Mortgage
Guaranty Insurance Policy shall be deposited in the related Collection Account,
subject to withdrawal pursuant to Section 3.08.
(e) With
respect to any Non-Designated Mortgage Loan, each Servicer need not obtain
the
approval of the Trustee or the Trust Administrator prior to releasing any
Insurance Proceeds to the related Mortgagor to be applied to the restoration
or
repair of the related Mortgaged Property if such release is in accordance with
Accepted Servicing Practices. At a minimum, each Servicer shall comply with
the
following conditions in connection with any such release of Insurance
Proceeds:
(i) such
Servicer shall receive satisfactory independent verification of completion
of
repairs and issuance of any required approvals with respect
thereto;
(ii) such
Servicer shall take all steps necessary to preserve the priority of the lien
of
the Mortgage, including, but not limited to requiring waivers with respect
to
mechanics’ and materialmen’s liens; and
(iii) pending
repairs or restoration, such Servicer shall place the Insurance Proceeds in
the
related Escrow Account.
(f) With
respect to any Non-Designated Mortgage Loan, if the Trust Administrator is
named
as an additional loss payee, the related Servicer is hereby empowered to endorse
any loss draft issued in respect of such a claim in the name of the Trustee
or
the Trust Administrator.
SECTION
3.10.
|
Enforcement of Due on Sale Clauses; Assumption
Agreements.
|
(a) With
respect to any Non-Designated Mortgage Loan, each Servicer shall use its best
efforts to enforce any “due-on-sale” provision contained in any related Mortgage
or Mortgage Note and to deny assumption by the person to whom the Mortgaged
Property has been or is about to be sold whether by absolute conveyance or
by
contract of sale, and whether or not the Mortgagor remains liable on the
Mortgage and the Mortgage Note. When the Mortgaged Property has been conveyed
by
the Mortgagor, the related Servicer shall, to the extent it has knowledge of
such conveyance, exercise its rights to accelerate the maturity of such
Non-Designated Mortgage Loan under the “due-on-sale” clause applicable thereto,
provided, however, that such Servicer shall not exercise such
rights if prohibited by law from doing so or if the exercise of such rights
would impair or threaten to impair any recovery under the related Mortgage
Guaranty Insurance Policy, if any.
(b) With
respect to any Non-Designated Mortgage Loan, if a Servicer reasonably believes
it is unable under applicable law to enforce such “due-on-sale” clause, such
Servicer shall enter into (i) an assumption and modification agreement with
the person to whom such property has been conveyed, pursuant to which such
person becomes liable under the Mortgage Note and the original Mortgagor remains
liable thereon or (ii) in the event such Servicer is unable under
applicable law to require that the original Mortgagor remain liable under the
Mortgage Note, a substitution of liability agreement with the purchaser of
the
Mortgaged Property pursuant to which the original Mortgagor is released from
liability and the purchaser of the Mortgaged Property is substituted as
Mortgagor and becomes liable under the Mortgage Note. Notwithstanding the
foregoing, a Servicer shall not be deemed to be in default under this
Section 3.10 by reason of any transfer or assumption which such
Servicer reasonably believes it is restricted by law from preventing, for any
reason whatsoever. In connection with any such assumption, no material term
of
the Mortgage Note, including without limitation, the Mortgage Rate borne by
the
related Mortgage Note, the term of the Non-Designated Mortgage Loan or the
outstanding principal amount of the Non-Designated Mortgage Loan shall be
changed.
(c) To
the
extent that any Non-Designated Mortgage Loan is assumable, the related Servicer
shall inquire diligently into the creditworthiness of the proposed transferee,
and shall use the underwriting criteria for approving the credit of the proposed
transferee which are used by FNMA with respect to underwriting mortgage loans
of
the same type as the Non-Designated Mortgage Loans. If the credit of the
proposed transferee does not meet such underwriting criteria, the related
Servicer diligently shall, to the extent permitted by the Mortgage or the
Mortgage Note and by applicable law, accelerate the maturity of the
Non-Designated Mortgage Loan.
(d) With
respect to any Non-Designated Mortgage Loan, subject to each Servicer’s duty to
enforce any due-on-sale clause to the extent set forth in this
Section 3.10, in any case in which the related Mortgaged Property has been
conveyed to a Person by the related Mortgagor, and such Person is to enter
into
an assumption agreement or modification agreement or supplement to the Mortgage
Note or Mortgage that requires the signature of the Trustee, or if an instrument
of release signed by the Trustee is required releasing the Mortgagor from
liability on the Non-Designated Mortgage Loan, such Servicer shall prepare
and
deliver or cause to be prepared and delivered to the Trustee for signature
and
shall direct, in writing, the Trustee to execute the assumption agreement with
the Person to whom the Mortgaged Property is to be conveyed and such
modification agreement or supplement to the Mortgage Note or Mortgage or other
instruments as are reasonable or necessary to carry out the terms of the
Mortgage Note or Mortgage or otherwise to comply with any applicable laws
regarding assumptions or the transfer of the Mortgaged Property to such Person.
In connection with any such assumption, no material term of the Mortgage Note
may be changed. Together with each such substitution, assumption or other
agreement or instrument delivered to the Trustee for execution by it, the
related Servicer shall deliver an Officer’s Certificate signed by a Servicing
Officer stating that the requirements of this subsection have been met in
connection therewith. The related Servicer shall notify the Trustee
and the Trust Administrator that any such substitution or assumption agreement
has been completed by forwarding to the Trustee and the Trust Administrator
a
copy of such substitution or assumption agreement, and shall forward the
original to the related Custodian which shall be added to the related Mortgage
File and shall, for all purposes, be considered a part of such Mortgage File
to
the same extent as all other documents and instruments constituting a part
thereof. Any fee collected by a Servicer for entering into an
assumption or substitution of liability agreement shall be retained by such
Servicer as additional servicing compensation.
SECTION
3.11.
|
Realization Upon Defaulted Mortgage
Loans.
|
(a) Each
Servicer shall use reasonable efforts to foreclose upon or otherwise comparably
convert the ownership of properties securing such of the related Non-Designated
Mortgage Loans as come into and continue in default and as to which no
satisfactory arrangements can be made for collection of delinquent
payments. In connection with such foreclosure or other conversion,
each Servicer shall take such action as (i) such Servicer would take under
similar circumstances with respect to a similar mortgage loan held for its
own
account for investment, (ii) shall be consistent with Accepted Servicing
Practices, (iii) such Servicer shall determine consistently with Accepted
Servicing Practices to be in the best interest of the Trust and
Certificateholders, and (iv) is consistent with the requirements of the
insurer under any Required Insurance Policy; provided, however,
that such Servicer shall not be required to expend its own funds in connection
with any foreclosure or towards the restoration of any property unless it shall
determine (i) that such restoration and/or foreclosure will increase the
proceeds of liquidation of the related Non-Designated Mortgage Loan after
reimbursement to itself of such expenses and (ii) that such expenses will
be recoverable to it through Liquidation Proceeds. Any funds expended
by any Servicer pursuant to this Section 3.11(a) shall be reimbursable
in full pursuant to Section 3.08(a)(iii). The related Servicer
shall be responsible for all other costs and expenses incurred by it in any
such
proceedings; provided, however, that it shall be entitled to
reimbursement thereof from the Liquidation Proceeds with respect to the related
Mortgaged Property or otherwise as a Servicing Advance in accordance with
Section 3.08(a).
With
respect to any Non-Designated Mortgage Loan, notwithstanding anything to the
contrary contained in this Agreement, in connection with a foreclosure or
acceptance of a deed in lieu of foreclosure, in the event the related Servicer
has reasonable cause to believe that the related Mortgaged Property is
contaminated by hazardous or toxic substances or wastes, or if the Trust
Administrator otherwise requests, an environmental inspection or review of
such
Mortgaged Property conducted by a qualified inspector shall be arranged for
by
such Servicer. Upon completion of the inspection, the related Servicer shall
promptly provide the Trust Administrator with a written report of environmental
inspection.
In
the
event the environmental inspection report indicates that the Mortgaged Property
is contaminated by hazardous or toxic substances or wastes, the related Servicer
shall not proceed with foreclosure or acceptance of a deed in lieu of
foreclosure if the estimated costs of the environmental clean up, as estimated
in the environmental inspection report, together with the Servicing Advances
and
Advances made by such Servicer and the estimated costs of foreclosure or
acceptance of a deed in lieu of foreclosure exceeds the estimated value of
the
Mortgaged Property. If however, the aggregate of such clean up and
foreclosure costs, Advances and Servicing Advances are less than or equal to
the
estimated value of the Mortgaged Property, then the related Servicer may, in
its
reasonable judgment and in accordance with Accepted Servicing Practices, choose
to proceed with foreclosure or acceptance of a deed in lieu of foreclosure
and
such Servicer shall be reimbursed for all reasonable costs associated with
such
foreclosure or acceptance of a deed in lieu of foreclosure and any related
environmental clean up costs, as applicable, from the related Liquidation
Proceeds, or if the Liquidation Proceeds are insufficient to fully reimburse
such Servicer, such Servicer shall be entitled to be reimbursed from amounts
in
the related Collection Account pursuant to
Section 3.08(a) hereof. In the event the related Servicer
does not proceed with foreclosure or acceptance of a deed in lieu of foreclosure
pursuant to the first sentence of this paragraph, such Servicer shall be
reimbursed for all Advances and Servicing Advances made with respect to the
related Mortgaged Property from the related Collection Account pursuant to
Section 3.08(a) hereof, and such Servicer shall have no further
obligation to service such Non-Designated Mortgage Loan under the provisions
of
this Agreement.
(b) With
respect to any REO Property related to a Non-Designated Mortgage Loan, the
deed or certificate of sale shall, subject to applicable laws, be taken in
the
name of the Trustee for the benefit of the Certificateholders, or its nominee,
on behalf of the Certificateholders. The Trustee’s name shall be
placed on the title to such REO Property solely as the Trustee hereunder
and not in its individual capacity. The related Servicer shall ensure
that the title to such REO Property references this Agreement and the
Trustee capacity hereunder. Pursuant to its efforts to sell such
REO Property, the related Servicer shall in accordance with Accepted
Servicing Practices manage, conserve, protect and operate each REO Property
for the purpose of its prompt disposition and sale. The related Servicer, either
itself or through an agent selected by such Servicer, shall manage, conserve,
protect and operate the REO Property in the same manner that it manages,
conserves, protects and operates other foreclosed property for its own account,
and in the same manner that similar property in the same locality as the
REO Property is managed. Upon request, the related Servicer shall furnish
to the Trust Administrator on or before each Distribution Date a statement
with
respect to any REO Property covering the operation of such
REO Property for the previous calendar month and such Servicer’s efforts in
connection with the sale of such REO Property and any rental of such
REO Property incidental to the sale thereof for the previous calendar
month. That statement shall be accompanied by such other information as the
Trust Administrator shall reasonably request and which is necessary to enable
the Trust Administrator to comply with the reporting requirements of the REMIC
Provisions. The net monthly rental income, if any, from such
REO Property shall be deposited in the related Collection Account no later
than the close of business on each Determination Date. The related
Servicer shall perform the tax reporting and withholding required by Sections
1445 and 6050J of the Code with respect to foreclosures and abandonments, the
tax reporting required by Section 6050H of the Code with respect to the
receipt of mortgage interest from individuals and any tax reporting required
by
Section 6050P of the Code with respect to the cancellation of indebtedness
by certain financial entities, by preparing such tax and information returns
as
may be required, in the form required, and delivering the same to the Trust
Administrator for filing.
To
the
extent consistent with Accepted Servicing Practices, the related Servicer shall
also maintain on each REO Property related to a Non-Designated Mortgage
Loan fire and hazard insurance with extended coverage in an amount which is
equal to the outstanding principal balance of the related Non-Designated
Mortgage Loan (as reduced by any amount applied as a reduction of principal
at
the time of acquisition of the REO Property), liability insurance and, to
the extent required and available under the Flood Disaster Protection Act of
1973, as amended, flood insurance in the amount required above.
(c) In
the
event that the Trust Fund acquires any Mortgaged Property as aforesaid or
otherwise in connection with a default or imminent default on a Mortgage Loan,
the related Servicer shall dispose of such Mortgaged Property prior to three
years after the end of the calendar year of its acquisition by the Trust Fund
unless (i) the Trustee and the Trust Administrator shall have been supplied
with an Opinion of Counsel to the effect that the holding by the Trust Fund
of
such Mortgaged Property subsequent to such three-year period will not result
in
the imposition of taxes on “prohibited transactions” of any REMIC hereunder as
defined in section 860F of the Code or cause any REMIC hereunder to fail to
qualify as a REMIC at any time that any Certificates are outstanding, in which
case the Trust Fund may continue to hold such Mortgaged Property (subject to
any
conditions contained in such Opinion of Counsel) or (ii) the applicable
Servicer shall have applied for, prior to the expiration of such three-year
period, an extension of such three-year period in the manner contemplated by
Section 856(e)(3) of the Code, in which case the three-year period shall be
extended by the applicable extension period. Notwithstanding any
other provision of this Agreement, no Mortgaged Property acquired by the Trust
Fund shall be rented (or allowed to continue to be rented) or otherwise used
for
the production of income by or on behalf of the Trust Fund in such a manner
or
pursuant to any terms that would (i) cause such Mortgaged Property to fail
to qualify as “foreclosure property” within the meaning of section 860G(a)(8) of
the Code or (ii) subject any REMIC hereunder to the imposition of any
federal, state or local income taxes on the income earned from such Mortgaged
Property under Section 860G(c) of the Code or otherwise, unless the
related Servicer has agreed to indemnify and hold harmless the Trust Fund with
respect to the imposition of any such taxes.
In
the
event of a default on a Mortgage Loan one or more of whose obligors is not
a
United States Person, as that term is defined in Section 7701(a)(30) of the
Code, in connection with any foreclosure or acquisition of a deed in lieu of
foreclosure (together, “foreclosure”) in respect of such Mortgage Loan, the
related Servicer shall cause compliance with the provisions of Treasury
Regulation Section 1.1445-2(d)(3) (or any successor thereto) necessary to
assure that no withholding tax obligation arises with respect to the proceeds
of
such foreclosure except to the extent, if any, that proceeds of such foreclosure
are required to be remitted to the obligors on such Mortgage Loan.
(d) The
decision of a Servicer to foreclose on a defaulted Non-Designated Mortgage
Loan
shall be subject to a determination by such Servicer that the proceeds of such
foreclosure would exceed the costs and expenses of bringing such a
proceeding. The income earned from the management of any REO
Properties, net of reimbursement to such Servicer for expenses incurred
(including any property or other taxes) in connection with such management
and
net of applicable accrued and unpaid Servicing Fees, and unreimbursed Advances
and Servicing Advances, shall be applied to the payment of principal of and
interest on the related defaulted Non-Designated Mortgage Loans (with interest
accruing as though such Non-Designated Mortgage Loans were still current) and
all such income shall be deemed, for all purposes in this Agreement, to be
payments on account of principal and interest on the related Mortgage Notes
and
shall be deposited into the related Collection Account. To the extent
the net income received during any calendar month is in excess of the amount
attributable to amortizing principal and accrued interest at the related
Mortgage Rate on the related Non-Designated Mortgage Loan for such calendar
month, such excess shall be considered to be a partial prepayment of principal
of the related Non-Designated Mortgage Loan.
(e) The
proceeds from any liquidation of a Non-Designated Mortgage Loan, as well as
any
income from a related REO Property, will be applied in the following order
of priority: first, to reimburse the related Servicer for any related
unreimbursed Servicing Advances and Servicing Fees, and with respect to Xxxxx
Fargo, any REO Disposition Fees related to such Mortgage Loan; second,
to reimburse such Servicer for any unreimbursed Advances; third, to
reimburse the related Collection Account for any Nonrecoverable Advances (or
portions thereof) that were previously withdrawn by such Servicer pursuant
to
Section 3.08(a)(iii) that related to such Non-Designated Mortgage
Loan; fourth, to accrued and unpaid interest (to the extent no Advance
has been made for such amount or any such Advance has been reimbursed) on the
Non-Designated Mortgage Loan or related REO Property, at the per annum rate
equal to the related Mortgage Rate reduced by the related Expense Fee Rate,
to
the Due Date occurring in the month in which such amounts are required to be
distributed; and fifth, as a recovery of principal of the Mortgage
Loan. Excess Proceeds shall be retained by the related Servicer as
additional servicing compensation pursuant to Section 3.14.
SECTION
3.12.
|
Trustee and Trust Administrator to Cooperate; Release of Mortgage
Files.
|
Upon
the
payment in full of any Non-Designated Mortgage Loan, or the receipt by a
Servicer of a notification that payment in full will be escrowed in a manner
customary for such purposes, such Servicer shall immediately notify the related
Custodian by delivering, or causing to be delivered a “Request for Release”
substantially in the form of Exhibit K. Upon receipt of such
request, such Custodian shall within three Business Days release the related
Mortgage File to the related Servicer, and the Trustee shall within three
Business Days of such Servicer’s direction execute and deliver to such Servicer
the deed of reconveyance or release or satisfaction of mortgage or such
instrument releasing the lien of the Mortgage in each case provided by such
Servicer, and such Custodian shall deliver the Mortgage Note with written
evidence of cancellation thereon. Expenses incurred in connection with any
instrument of satisfaction or deed of reconveyance shall be chargeable to the
related Mortgagor. From time to time and as shall be appropriate for
the servicing or foreclosure of any Non-Designated Mortgage Loan, including
for
such purpose, collection under any policy of flood insurance, any fidelity
bond
or errors or omissions policy, or for the purposes of effecting a partial
release of any Mortgaged Property from the lien of the Mortgage or the making
of
any corrections to the Mortgage Note or the Mortgage or any of the other
documents included in the Mortgage File, the related Custodian within three
Business Days of delivery to such Custodian of a Request for Release in the
form
of Exhibit K signed by a Servicing Officer, release the Mortgage File to
the related Servicer. Subject to the further limitations set forth
below, the related Servicer shall cause the Mortgage File or documents so
released to be returned to the related Custodian on its behalf, when the need
therefor by such Servicer no longer exists, unless the Non-Designated Mortgage
Loan is liquidated and the proceeds thereof are deposited in the related
Collection Account, in which case such Servicer shall deliver to the Trustee,
or
the related Custodian a Request for Release in the form of Exhibit K,
signed by a Servicing Officer. Each Servicer is also authorized to
cause the removal from the registration on the MERS® System of such Mortgage and
to execute and deliver, on behalf of the Trustee and the Certificateholders
or
any of them, any and all instruments of satisfaction or cancellation or of
partial or full release, including an assignment of such loan to the
Trustee.
If
a
Servicer at any time seeks to initiate a foreclosure proceeding in respect
of
any Mortgaged Property related to a Non-Designated Mortgage Loan as authorized
by this Agreement, such Servicer shall deliver or cause to be delivered to
the
Trustee, for signature, as appropriate, any court pleadings, requests for
trustee’s sale or other documents necessary to effectuate such foreclosure or
any legal action brought to obtain judgment against the Mortgagor on the
Mortgage Note or the Mortgage or to obtain a deficiency judgment or to enforce
any other remedies or rights provided by the Mortgage Note or the Mortgage
or
otherwise available at law or in equity.
SECTION
3.13.
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Documents, Records and Funds in Possession of a Servicer to be
Held for
the Trust.
|
Notwithstanding
any other provisions of this Agreement, each Servicer shall transmit to the
related Custodian, as required by this Agreement all documents and instruments
in respect of a Non-Designated Mortgage Loan coming into the possession of
the
related Servicer from time to time required to be delivered to the Trustee,
or
such Custodian on its behalf, pursuant to the terms hereof and shall account
fully to the Trust Administrator for any funds received by such Servicer or
which otherwise are collected by such Servicer as Liquidation Proceeds or
Insurance Proceeds in respect of any Non-Designated Mortgage
Loan. All Mortgage Files and funds collected or held by, or under the
control of, a Servicer in respect of any Non-Designated Mortgage Loans, whether
from the collection of principal and interest payments or from Liquidation
Proceeds, including but not limited to, any funds on deposit in a Collection
Account, shall be held by the related Servicer for and on behalf of the Trust,
the Trustee or the Trust Administrator and shall be and remain the sole and
exclusive property of the Trust, subject to the applicable provisions of this
Agreement. Each Servicer also agrees that it shall not create, incur
or subject any Mortgage File or any funds that are deposited in the related
Collection Account, Certificate Account or any related Escrow Account, or any
funds that otherwise are or may become due or payable to the Trust, the Trustee
or the Trust Administrator for the benefit of the Certificateholders, to any
claim, lien, security interest, judgment, levy, writ of attachment or other
encumbrance, or assert by legal action or otherwise any claim or right of setoff
against any Mortgage File or any funds collected on, or in connection with,
a
Non-Designated Mortgage Loan, except, however, that such Servicer shall be
entitled to set off against and deduct from any such funds any amounts that
are
properly due and payable to such Servicer under this Agreement.
SECTION
3.14. Servicing
Fee; Indemnification of Master Servicer.
(a) As
compensation for its services hereunder, each Servicer shall be entitled to
withdraw from the applicable Collection Account or to retain from interest
payments on the related Non-Designated Mortgage Loans, the amount of its
Servicing Fee, for each Mortgage Loan serviced by it, less any amounts in
respect of its Servicing Fee, as applicable, payable by such Servicer pursuant
to Section 3.05(c)(vi). The Servicing Fee for each Servicer is limited to,
and payable solely from, the interest portion of such Scheduled Payments
collected by such Servicer or as otherwise provided in
Section 3.08(a). In connection with the servicing of any Special
Serviced Mortgage Loan, the Special Servicer shall receive the Servicing Fee
for
such Special Serviced Mortgage Loan as its compensation and Ancillary Income
with respect to Special Serviced Mortgage Loans.
(b) With
respect to each Non-Designated Mortgage Loan, additional servicing compensation
in the form of Ancillary Income shall be retained by the related Servicer and
additional servicing compensation in the form of Payoff Interest, to the extent
not required to make payments in respect of Compensating Interest Payments,
shall be retained by SPS and WMMSC. Each Servicer shall be required
to pay all expenses incurred by it in connection with its servicing activities
hereunder (including the payment of any expenses incurred in connection with
any
Subservicing Agreement entered into pursuant to Section 3.02 and the
payment of any premiums for insurance required pursuant to Section 3.16)
and shall not be entitled to reimbursement thereof except as specifically
provided for in this Agreement.
(c) The
Master Servicer shall be compensated by the Trust Administrator as separately
agreed. The Master Servicer and any director, officer, employee or
agent of the Master Servicer shall be indemnified by DLJMC (or if DLJMC shall
fail to do so, by the Trust) and held harmless against any loss, liability
or
expense (including reasonable attorney’s fees and expenses) incurred in
connection with any claim or legal action relating to (a) this Agreement,
(b) the Certificates or (c) the performance of any of the Master
Servicer’s duties hereunder, other than any loss, liability or expense incurred
by reason of willful misfeasance, bad faith or negligence in the performance
of
any of the Master Servicer’s duties hereunder or incurred by reason of any
action of the Master Servicer taken at the direction of the Certificateholders;
provided, however, that the sum of (x) such indemnity amounts
payable by DLJMC or the Trust to the Master Servicer pursuant to this
Section 3.14(c), (y) the indemnity amounts payable by DLJMC or the
Trust to the Trust Administrator pursuant to Section 10.05 and (z) the
indemnity amounts payable by DLJMC or the Trust to Xxxxx Fargo, as Custodian,
pursuant to a Custodial Agreement with Xxxxx Fargo as Custodian, shall not
exceed $200,000 per year; provided, further, that any
amounts not payable by DLJMC or the Trust to the Master Servicer due to the
preceding proviso shall be payable by DLJMC (or if DLJMC fails to do so, by
the
Trust) in any succeeding year, subject to the aggregate $200,000 per annum
limitation imposed by the preceding proviso. Such indemnity shall
survive the termination of this Agreement or the resignation or removal of
the
Master Servicer hereunder.
SECTION
3.15. Access
to Certain Documentation.
Upon
reasonable advance notice in writing for any review requiring on-site access
or
upon reasonable notice for any other type of access, each Servicer shall provide
to the Depositor, the Trust Administrator, the Master Servicer (for all
Servicers other than WMMSC) and the Trustee certain reports and reasonable
access to information and documentation regarding the Mortgage Loans serviced
by
such Servicer sufficient to permit any Certificateholder to comply with
applicable regulations of the OTS, the FDIC or other regulatory authorities
with
respect to investment in the Certificates; provided, that each Servicer
shall be entitled to be reimbursed by each such Certificateholder for actual
expenses incurred by such Servicer in providing such reports and
access. Nothing in this Section 3.15 shall limit the obligation
of the Master Servicer or any Servicer to observe any applicable law prohibiting
disclosure of information regarding the Mortgagors and the failure of the Master
Servicer or such Servicer to provide access as provided in this
Section 3.15 or Section 3.07 as a result of such obligation shall not
constitute a breach of this Section 3.15 or
Section 3.07. Nothing in this Section 3.15 shall require
the Master Servicer or any Servicer to collect, create, collate or otherwise
generate any information that it does not generate in its usual course of
business.
SECTION
3.16. Maintenance
of Fidelity Bond and Errors and Omissions Insurance.
Each
Servicer shall maintain with responsible companies, at its own expense, a
blanket Fidelity Bond and an Errors and Omissions Insurance Policy, with broad
coverage on all officers, employees or other persons acting in any capacity
requiring such persons to handle funds, money, documents or papers relating
to
the related Mortgage Loans (“Servicer Employees”). Any such Fidelity Bond and
Errors and Omissions Insurance Policy shall be in the form of the Mortgage
Banker’s Blanket Bond and shall protect and insure the related Servicer against
losses, including forgery, theft, embezzlement, fraud, errors and omissions
and
negligent acts of such Servicer Employees. Such Fidelity Bond and Errors and
Omissions Insurance Policy also shall protect and insure each Servicer against
losses in connection with the release or satisfaction of a related Mortgage
Loan
without having obtained payment in full of the indebtedness secured
thereby. No provision of this Section 3.16 requiring such
Fidelity Bond and Errors and Omissions Insurance Policy shall diminish or
relieve a Servicer from its duties and obligations as set forth in this
Agreement. The minimum coverage under any such bond and insurance
policy shall be at least equal to the corresponding amounts required by FNMA,
unless the related Servicer has obtained a waiver of such requirement. Upon
the
request of the Trust Administrator, the related Servicer shall cause to be
delivered to the Trust Administrator a certificate of insurance of the insurer
and the surety including a statement from the surety and the insurer that such
fidelity bond and insurance policy shall in no event be terminated or materially
modified without 30 days’ prior written notice to the Trust
Administrator.
The
Master Servicer shall maintain insurance in such amounts generally acceptable
for entities serving as master servicer.
SECTION
3.17. Special
Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
(a) If
directed by the Special Servicer and solely at the Special Servicer’s option, a
Servicer, other than WMMSC, (each, a “Transferring Servicer”) shall transfer the
servicing of any Mortgage Loan (other than a WMMSC Serviced Mortgage Loan)
serviced by the Transferring Servicer which is 90 days or more delinquent (under
the “MBA” method and determined as of the close of business of the last day of
the month preceding the related Data Remittance Date) to the Special
Servicer. The Special Servicer shall thereupon assume all of the
rights and obligations of the Transferring Servicer hereunder arising thereafter
and the Transferring Servicer shall have no further rights or obligations
hereunder with respect to such Mortgage Loan (except that the Special Servicer
shall not be (i) liable for losses of the Transferring Servicer pursuant to
Section 3.09 hereof or for any acts or omissions of the Transferring
Servicer hereunder prior to the servicing transfer date, (ii) obligated to
effectuate repurchases or substitutions of Mortgage Loans hereunder including,
but not limited to, repurchases or substitutions of Mortgage Loans pursuant
to
Section 2.02 or 2.03 hereof, (iii) deemed to have made any
representations and warranties of a Transferring Servicer hereunder or
(iv) be subject to any other agreement not executed by the Special
Servicer). Upon the transfer of the servicing of any such Mortgage
Loan to the Special Servicer, the Special Servicer shall be entitled to the
related Servicing Fee and other compensation accruing after the servicing
transfer date with respect to such Mortgage Loans pursuant to
Section 3.14.
In
connection with the transfer of the servicing of any Mortgage Loan to the
Special Servicer, the Transferring Servicer, at the Special Servicer’s expense,
shall deliver to the Special Servicer all documents and records relating to
such
Mortgage Loans and an accounting of amounts collected or held by it and
otherwise use its best efforts to effect the orderly and efficient transfer
of
the servicing to the Special Servicer. On the servicing transfer
date, the Special Servicer shall reimburse the Transferring Servicer for all
unreimbursed Advances, Servicing Advances and Servicing Fees, as applicable,
relating to the Mortgage Loans for which the servicing is being
transferred. The Special Servicer shall be entitled to be reimbursed
pursuant to Section 3.08 or otherwise pursuant to this Agreement for all
such Advances, Servicing Advances and Servicing Fees, as applicable, paid by
the
Transferring Servicer pursuant to this Section 3.17 (a). In
addition, the Special Servicer shall notify the Master Servicer of such transfer
and the effective date of such transfer, and amend the Mortgage Loan Schedule
to
reflect that such Mortgage Loans are Special Serviced Mortgage
Loans.
(b) The
Special Servicer, at its option, may (but is not obligated to) purchase from
the
Trust Fund, (i) any Mortgage Loan that is delinquent (under the “MBA”
method) in payment 90 or more days or (ii) any related Mortgage Loan with
respect to which there has been initiated legal action or other proceedings
for
the foreclosure of the related Mortgaged Property either judicially or
non-judicially, in each case, provided that the applicable transferring Servicer
has the right to transfer the related servicing rights without the payment
of
any compensation to a Sub-Servicer. In the event that the Special
Servicer exercises such option, the Purchase Price therefor shall be deposited
in the related Collection Account and upon such deposit of the Purchase Price
and receipt of a Request for Release in the form of Exhibit K hereto, the
Custodian shall release the related Mortgage File held for the benefit of the
Certificateholders to the Special Servicer, and the Trustee shall execute and
deliver at the Special Servicer’s direction such instruments of transfer or
assignment prepared by the Special Servicer, in each case without recourse,
as
shall be necessary to transfer title from the Trustee to the Special
Servicer. The applicable transferring Servicer shall be entitled to
reimbursement from the Special Servicer for all expenses incurred by it in
connection with the transfer of any Mortgage Loan to the Special Servicer
pursuant to this Section 3.17 (b).
(c) With
respect to any Mortgage Loan, a Servicer of such Mortgage Loan may (but is
not
obligated to) enter into a special servicing agreement with an unaffiliated
Holder of a 100% Percentage Interest of the most junior outstanding Class
of related Subordinate Certificates. Any such agreement may contain
provisions whereby such Holder may (i) instruct the related Servicer to
commence or delay foreclosure proceedings with respect to any such Mortgage
Loan
that is delinquent (under the “MBA” method) and will contain provisions for the
deposit of cash with such Servicer by such Holder that would be available for
distribution to Certificateholders if Liquidation Proceeds are less than they
otherwise may have been had such Servicer acted in accordance with its normal
procedures, (ii) purchase any such Mortgage Loan that is delinquent (under
the “MBA” method) from the Trust Fund immediately prior to the commencement of
foreclosure proceedings at a price equal to the Purchase Price, and/or
(iii) assume all of the servicing rights and obligations (as a Sub-Servicer
on behalf of the related Servicer) with respect to any such Mortgage Loan that
is delinquent (under the “MBA” method) so long as (A) such Holder meets the
requirements for a Sub-Servicer set forth in Section 3.02(a), (B) such
Holder has a current special servicing ranking of at least “Average” from
S&P, (C) such Holder shall subservice such Mortgage Loan in accordance with
this Agreement, and (D) the related Servicer has the right to transfer such
servicing rights without the payment of any compensation to a
Sub-Servicer.
SECTION
3.18. Indemnification
of the Trust Administrator, the Master Servicer and the
Servicers.
Each
Servicer (other than WMMSC) agrees to indemnify and hold the Master Servicer
harmless from and against any and all losses, claims, expenses, costs or
liabilities (including attorneys fees and court costs) incurred by the Master
Servicer as a result of or in connection with the failure by such Servicer
to
perform the obligations or responsibilities imposed upon or undertaken by such
Servicer under this Agreement.
The
Master Servicer agrees to indemnify and hold each Servicer (other than WMMSC)
harmless from and against any and all losses, claims, expenses, costs or
liabilities (including attorneys fees and court costs) incurred by such Servicer
as a result of or in connection with the failure by the Master Servicer to
perform the obligations or responsibilities imposed upon or undertaken by the
Master Servicer under this Agreement.
WMMSC
agrees to indemnify and hold the Trust Administrator harmless from and against
any and all losses, claims, expenses, costs or liabilities (including attorneys
fees and court costs) incurred by the Trust Administrator as a result of or
in
connection with the failure by WMMSC to perform the obligations or
responsibilities imposed upon or undertaken by WMMSC under this
Agreement.
The
Trust
Administrator agrees to indemnify and hold WMMSC harmless from and against
any
and all losses, claims, expenses, costs or liabilities (including attorneys
fees
and court costs) incurred by WMMSC as a result of or in connection with the
failure by the Trust Administrator to perform the obligations or
responsibilities imposed upon or undertaken by the Trust Administrator under
this Agreement.
SECTION
3.19. Notification
of Adjustments.
With
respect to each Mortgage Loan, the related Servicer shall adjust the Mortgage
Rate on the related Adjustment Date in compliance with the requirements of
applicable law and the related Mortgage and Mortgage Note. The
related Servicer shall execute and deliver any and all necessary notices
required under applicable law and the terms of the related Mortgage Note and
Mortgage regarding the Mortgage Rate adjustments. Upon the discovery
by the related Servicer or the receipt of notice from the Trust Administrator
that such Servicer has failed to adjust a Mortgage Rate in accordance with
the
terms of the related Mortgage Note, such Servicer shall immediately deposit
in
the Certificate Account from its own funds the amount of any interest loss
or
deferral caused the Trust Administrator thereby.
SECTION
3.20. Designated
Mortgage Loans.
(a) For
and
on behalf of the Certificateholders, the Master Servicer shall oversee and
enforce the obligation of each Designated Servicer to service and administer
the
related Designated Mortgage Loans in accordance with the terms of the related
Designated Servicing Agreement and shall have full power and authority to do
any
and all things which it may deem necessary or desirable in connection with
such
master servicing and administration. In performing its obligations
hereunder, the Master Servicer shall act in a manner consistent with this
Agreement and with customary and usual standards of practice of prudent mortgage
loan master servicers. Furthermore, the Master Servicer shall oversee
and consult with each Designated Servicer as necessary from time-to-time to
carry out the Master Servicer’s obligations hereunder, and shall receive, review
and evaluate all reports, information and other data provided to the Master
Servicer by each Designated Servicer.
The
Master Servicer shall terminate the rights and obligations of any Designated
Servicer under the related Designated Servicing Agreement, upon the failure
of
such Designated Servicer to perform any of its obligations under such Designated
Servicing Agreement, which failure results in an event of default as provided
in
such Designated Servicing Agreement. In the event a Designated
Servicer is terminated pursuant to the preceding sentence, the Master Servicer
shall notify the Depositor and the Trust Administrator and shall either
(a) select and engage a successor servicer of the related Mortgage Loans or
(b) act as successor servicer of the related Mortgage Loans. In
either case, the Designated Mortgage Loans related to such Designated Servicing
Agreement shall be serviced by the successor to such Designated Servicer
pursuant to the servicing provisions of this Agreement, and such Designated
Mortgage Loans shall be deemed as “Non-Designated Mortgage Loans” under this
Agreement; provided, however, it is understood and acknowledged by
the parties hereto that there will be a period of transition (not to exceed
90
days) before the actual servicing functions can be fully transferred to such
successor Designated Servicer. Such enforcement, including, without
limitation, the legal prosecution of claims, termination of Designated Servicing
Agreements and the pursuit of other appropriate remedies, shall be in such
form
and carried out to such an extent and at such time as the Master Servicer,
in
its good faith business judgment, would require were it the owner of the related
Mortgage Loans. The Master Servicer shall pay the costs of such
enforcement at its own expense, provided that the Master Servicer shall
not be required to prosecute or defend any legal action except to the extent
that the Master Servicer shall have received reasonable indemnity for its costs
and expenses in pursuing such action.
To
the
extent that the costs and expenses of the Master Servicer related to any
termination of a Designated Servicer, appointment of a successor Designated
Servicer or the transfer and assumption of servicing by the Master Servicer
with
respect to any Designated Servicing Agreement (including, without limitation,
(i) all legal costs and expenses and all due diligence costs and expenses
associated with an evaluation of the potential termination of a Designated
Servicer as a result of an event of default by such Designated Servicer and
(ii) all costs and expenses associated with the complete transfer of
servicing, including all servicing files and all servicing data and the
completion, correction or manipulation of such servicing data as may be required
by the successor servicer to correct any errors or insufficiencies in the
servicing data or otherwise to enable the successor servicer to service the
Mortgage Loans in accordance with this Agreement) are not fully reimbursed
by
the terminated Designated Servicer, the Master Servicer shall be entitled to
reimbursement of such costs and expenses from the Trust.
(b) Each
month, if a Designated Servicer fails to make a required Advance by the date
such Advance is required to be made under the related Designated Servicing
Agreement, the Master Servicer shall on the Cash Remittance Date deposit in
the
amount of any required Advance in the Certificate Account.
(c) Each
month, the Master Servicer shall make Compensating Interest Payments with
respect to the Designated Mortgage Loans to the extent provided in
Section 3.03.
SECTION
3.21. Assigned
Prepayment Premiums.
(a) Notwithstanding
anything in this Agreement to the contrary, in the event of a Principal
Prepayment, the applicable Servicer may not waive any Assigned Prepayment
Premium or portion thereof required by the terms of the related Mortgage Note
unless (i) the related Mortgage Loan is in default or foreseeable default
and such waiver (a) is standard and customary in servicing mortgage loans
similar to the Mortgage Loans and (b) would, in the reasonable judgment of
such Servicer, maximize recovery of total proceeds taking into account the
value
of such Assigned Prepayment Premium and the related Mortgage Loan, (ii) (A)
the enforceability thereof is limited (1) by bankruptcy, insolvency, moratorium,
receivership, or other similar law relating to creditors’ rights generally or
(2) due to acceleration in connection with a foreclosure or other involuntary
payment, or (B) the enforceability is otherwise limited or prohibited by
applicable law, (iii) the enforceability would be considered “predatory”
pursuant to written guidelines issued by any applicable federal, state or local
authority having jurisdiction over such matters, (iv) such Servicer is
unable to locate documentation sufficient to allow it to confirm the existence
and amount of such Assigned Prepayment Premium after using commercially
reasonable efforts to locate such documentation, which efforts shall include,
but are not limited to, seeking such documentation from the Depositor, the
Seller, the related Custodian and from its own records or files, (v) the
related Mortgaged Property has been damaged such that the current value of
the
Mortgaged Property has been reduced by at least half as a result of a natural
disaster or other insured or uninsured peril, and the borrower has elected
to
pay the loan in full rather than rebuild the Mortgaged Property, or
(vi) with respect to SPS Serviced Mortgage Loans, SPS may waive Assigned
Prepayment Premiums in connection with any refinancing of such Mortgage Loans
by
SPS or an affiliate thereof. For the avoidance of doubt, the
applicable Servicer may waive an Assigned Prepayment Premium in connection
with
a short sale or short payoff on a defaulted Mortgage Loan. If an
applicable Servicer has waived all or a portion of an Assigned Prepayment
Premium relating to a Principal Prepayment, other than as provided above, such
Servicer shall deliver to the Trust Administrator no later than the next
succeeding Cash Remittance Date, for deposit into the Certificate Account,
the
amount of such Assigned Prepayment Premium (or such portion thereof as had
been
waived) for distribution in accordance with the terms of this Agreement, and
if
such Servicer fails to deliver such amount, any of the Trust Administrator,
the
Master Servicer, the Trustee or the Seller may enforce such obligation of such
Servicer to make such payment. If such Servicer has waived all or a
portion of an Assigned Prepayment Premium for any reason, it shall include
such
information, including the reason for such waiver, in any monthly reports it
provides, and such Servicer if other than Xxxxx Fargo, shall notify the Trust
Administrator, the Seller, the Master Servicer and the Trustee of such waiver,
and if such Servicer is Xxxxx Fargo, Xxxxx Fargo shall notify the Trust
Administrator and the Trust Administrator shall forward any such notice to
the
Seller, the Master Servicer and the Trustee. Notwithstanding any
provision in this Agreement to the contrary, in the event the Assigned
Prepayment Premium payable under the terms of the related Mortgage Note is
less
than the amount of the Assigned Prepayment Premium set forth in the Mortgage
Loan Schedule or other information provided to the applicable Servicer,
such Servicer shall not have any liability or obligation with respect to such
difference. The Master Servicer shall not have any responsibility for
verifying the accuracy of the amount of Assigned Prepayment Premiums remitted
by
the Servicers.
(b) Notwithstanding
anything in this Agreement to the contrary, the Trustee and the Trust
Administrator shall have no obligation to collect Prepayment Premiums from
any
Servicer or Designated Servicer other than Xxxxx Fargo, in its capacity as
a
Servicer (or any of its successors and assigns), GreenPoint (or any of its
successors and assigns) or SPS (or any of its successors and
assigns).
(c) Notwithstanding
anything in this Agreement to the contrary, to the extent that a Servicer
becomes the owner of the Prepayment Premium with respect to any Mortgage Loan,
each Holder of a Class P Certificate hereby agrees that such Holder’s right to
receive Prepayment Premiums collected by such Servicer in connection with the
Principal Prepayment of any of such Mortgage Loans or amounts deposited therein
pursuant to this Section 3.21 shall be extinguished in full.
ARTICLE
IV
PAYMENTS
AND STATEMENTS TO CERTIFICATEHOLDERS
SECTION
4.01. Priorities
of Distribution.
|
As
set forth in Section 4.01 of the Series
Supplement.
|
SECTION
4.02. Allocation
of Losses.
|
As
set forth in Section 4.02 of the Series
Supplement.
|
SECTION
4.03. Recoveries.
|
As
set forth in Section 4.03 of the Series
Supplement.
|
SECTION
4.04. Monthly
Statements to Certificateholders.
(a) Not
later
than each Distribution Date, the Trust Administrator shall prepare and cause
to
be made available to each Certificateholder, the Master Servicer, each Servicer,
the Trustee, the Depositor, the Swap Counterparty and each Rating Agency, a
statement setting forth with respect to the related distribution: (A) the items
listed in Exhibit T-1, other than items (v)(y), (v)(z), (v)(jj) and (vii),
(B) the amounts on deposit in each Prefunding Account (including a
breakdown of amounts released during the prior calendar month in respect of
Aggregate Subsequent Transfer Amounts) and (C) the amount on deposit in each
Capitalized Interest Account (including a breakdown of amounts released for
the
calendar month preceding such Distribution Date). The Trust
Administrator shall make the information set forth in item (vii) of
Exhibit T-1 available on its website, separate from the monthly
distribution statement described above, until it is able to incorporate such
information into such monthly distribution statement. The Trust
Administrator shall use reasonable efforts to have the information set forth
in
item (vii) of Exhibit T-1 incorporated into the monthly distribution
statement distributed in September 2007.
The
Trust
Administrator’s responsibility for disbursing the above information to the
Certificateholders is limited to the availability, timeliness and accuracy
of
the information derived from the Master Servicer and each Servicer, which shall
be provided as required in Section 4.05.
On
each
Distribution Date, the Trust Administrator shall provide Bloomberg Financial
Markets, L.P. (“Bloomberg”) CUSIP level factors for each Class of Offered
Certificates as of such Distribution Date, using a format and media mutually
acceptable to the Trust Administrator and Bloomberg. In connection
with providing the information specified in this Section 4.04 to Bloomberg,
the Trust Administrator and any director, officer, employee or agent of the
Trust Administrator shall be indemnified and held harmless by DLJMC, to the
extent, in the manner and subject to the limitations provided in
Section 9.05. The Trust Administrator shall also make the
monthly statements to Certificateholders available each month to each party
referred to in Section 4.04(a) via the Trust Administrator’s
website. The Trust Administrator’s website can be accessed at
xxxx://xxx.xxxxxxx.xxx or at such other site as the Trust Administrator may
designate from time to time. Persons that are unable to use the above
website are entitled to have a paper copy mailed to them via first class mail
by
calling the Trust Administrator at 866-846-4526. The Trust
Administrator shall have the right to change the way the reports referred to
in
this Section 4.04 are distributed in order to make such distribution more
convenient and/or more accessible to the above parties and to the
Certificateholders. The Trust Administrator shall provide timely and
adequate notification to all above parties and to the Certificateholders
regarding any such change. The Trust Administrator may fully rely
upon and shall have no liability with respect to information provided by the
Master Servicer or any Servicer.
(b) Upon
request, within a reasonable period of time after the end of each calendar
year,
the Trust Administrator shall cause to be furnished to each Person who at any
time during the calendar year was a Certificateholder, a statement containing
the information set forth in items (i)(c), (i)(d), (ii)(c) and (ii)(d) of
Exhibit T-1 aggregated for such calendar year or applicable portion thereof
during which such Person was a Certificateholder. Such obligation of
the Trust Administrator shall be deemed to have been satisfied to the extent
that substantially comparable information shall be provided by the Trust
Administrator pursuant to any requirements of the Code as from time to time
in
effect.
(c) In
addition to the foregoing, the Trust Administrator shall post an electronic
file
containing loan level data with respect to the Mortgage Loans (“Loan Level
Data”) as of the Cut-off Date by no later than the first Distribution Date
following the Closing date, and then shall post current Loan Level Data on
each
subsequent Distribution Date, in each case to the website referred to in
Section 4.04(a) and containing the fields described in
Exhibit T-2. The Loan Level Data will be based solely on
information provided by the Servicers, and the Trust Administrator’s provision
of the Loan Level Data is subject to the availability, timeliness and accuracy
of the information provided by the Servicers. The Loan Level Data
will not include any personally identifiable information, including but not
limited to: borrower name, borrower address, property address,
borrower social security number, and originator’s loan account
number. The Loan Level Data may include recent property valuation
information, including based on a recent broker’s price opinion. As
agreed to by the Depositor and the Trust Administrator, the format of the Loan
Level Data may be modified at any time, and the posting of the Loan Level Data
may be discontinued at any time. The Trust Administrator shall not be
required to provide the Loan Level Data in paper form.
SECTION
4.05. Servicer
to Cooperate.
Each
Servicer (other than WMMSC and SPS) shall provide to the Master Servicer, the
information set forth in Exhibits X-0, X-0, X-0 and H-4 and any other
information the Master Servicer requires, and SPS shall provide to the Master
Servicer, the information set forth in Exhibits X-0, X-0, X-0, P and Q and
any
other information the Master Servicer requires, in each case in such form as
the
Master Servicer shall reasonably request, or in such form as may be mutually
agreed upon between such Servicer and the Master Servicer, with respect to
each
Mortgage Loan serviced by such Servicer no later than (i) with respect to a
Servicer other than Xxxxx Fargo, 12:00 noon (New York City time) on the
Data Remittance Date, and (ii) with respect to Xxxxx Fargo, on the Data
Remittance Date, to enable the Master Servicer to provide such information to
the Trust Administrator.
Each
Servicer (other than WMMSC) also shall provide to the Master Servicer, the
information set forth in Exhibit H-1, solely relating to Payoffs received
during the related Prepayment Period, in such form as the Master Servicer shall
reasonably request, or in such form as may be mutually agreed upon between
such
Servicer and the Master Servicer, with respect to each Mortgage Loan serviced
by
such Servicer no later than the Additional Data Remittance Date, to enable
the
Master Servicer to provide such information to the Trust
Administrator.
The
Master Servicer, with respect to the Mortgage Loans which are not WMMSC Serviced
Mortgage Loans, and WMMSC, with respect to the WMMSC Serviced Mortgage Loans,
shall provide to the Trust Administrator the information set forth in
Exhibits X-0, X-0, X-0 and H-4 (and with respect to the Master Servicer and
information provided by SPS, the information set forth in Exhibits P and Q)
in such form as the Trust Administrator shall reasonably request no later than
12:00 noon (New York City time) on the related Data Remittance Date or on
the related Additional Data Remittance Date, as applicable, to enable the Trust
Administrator to calculate the amounts to be distributed to each Class of
Certificates and otherwise perform its distribution, accounting and reporting
requirements hereunder.
SECTION
4.06. Cross-Collateralization;
Adjustments to Available Funds.
|
As
set forth in Section 4.06 of the Series
Supplement.
|
SECTION
4.07. Interest
Rate Cap Account(s).
|
As
set forth in Section 4.07 of the Series
Supplement.
|
SECTION
4.08. Supplemental
Interest Trust(s).
|
As
set forth in Section 4.08 of the Series
Supplement.
|
SECTION
4.09. Rights
of Swap Counterparty.
The
Swap
Counterparty, if any, shall be deemed a third-party beneficiary of this
Agreement to the same extent as if it were a party hereto and shall have the
right to enforce its rights under this Agreement. For the protection
and enforcement of the provisions of this Section, the Swap Counterparty shall
be entitled to relief as can be given either at law or in equity.
SECTION
4.10. Replacement
Swap Counterparty.
|
As
set forth in Section 4.10 of the Series
Supplement.
|
ARTICLE
V
ADVANCES
BY THE MASTER SERVICER AND SERVICERS
SECTION
5.01. Advances
by the Trust Administrator, Master Servicer and Servicers.
With
respect to the Non-Designated Mortgage Loans, each Servicer shall deposit in
the
related Collection Account as Advances an amount equal to all Scheduled Payments
(with interest at the Mortgage Rate less the Servicing Fee Rate) which were
due
on such Non-Designated Mortgage Loans serviced by it during the applicable
Collection Period and which were delinquent (under the “MBA” method) at the
close of business on the immediately preceding Determination Date;
provided, however, that with respect to any Balloon Loan that is
delinquent on its maturity date, a Servicer shall not be required to advance
the
related balloon payment but shall be required to continue to make Advances
in
accordance with this Section 5.01 with respect to such Balloon Loan in an
amount equal to (a) for each Servicer other than WMMSC, an assumed
scheduled payment that would otherwise be due based on the original amortization
schedule for that Mortgage Loan (with interest at the Mortgage Rate less the
Servicing Fee Rate) and (b) for WMMSC, one month’s interest on the
outstanding principal balance at the applicable Mortgage Rate, in each case
to
the extent the related Servicer deems such amount to be
recoverable. Each Servicer’s obligation to make such Advances as to
any related Non-Designated Mortgage Loan shall continue through the last
Scheduled Payment due prior to the payment in full of such Non-Designated
Mortgage Loan, or through the date that the related Mortgaged Property has,
in
the judgment of the related Servicer, been completely
liquidated. Each Servicer shall not be required to advance shortfalls
of principal or interest resulting from the application of the Relief
Act.
With
respect to any Non-Designated Mortgage Loan, to the extent required by Accepted
Servicing Practices, the Master Servicer and each Servicer shall be obligated
to
make Advances in accordance with the provisions of this Agreement;
provided, however, that such obligation with respect to any
related Non-Designated Mortgage Loan shall cease if the Master Servicer or
a
Servicer determines, in its reasonable opinion, that Advances with respect
to
such Non-Designated Mortgage Loan are Nonrecoverable Advances. In the
event that the Master Servicer or such Servicer determines that any such
Advances are Nonrecoverable Advances, the Master Servicer or such Servicer
shall
provide the Trust Administrator with a certificate signed by a Servicing Officer
evidencing such determination.
With
respect to any Non-Designated Mortgage Loan, if the amount of Advances received
from a Servicer (other than WMMSC) is less than the amount required to be
advanced by such Servicer, the Master Servicer shall be obligated to make a
payment in an amount equal to such deficiency, subject to any determination
by
the Master Servicer that any portion of the amount required to be advanced
is a
Nonrecoverable Advance. With respect to any WMMSC Serviced Mortgage
Loan, if the amount of Advances received from WMMSC is less than the amount
required to be advanced by WMMSC, the Trust Administrator shall be obligated
to
make a payment in an amount equal to such deficiency, subject to any
determination by the Trust Administrator that any portion of the amount required
to be advanced is a Nonrecoverable Advance.
With
respect to any of the Non-Designated Mortgage Loans, if an Advance is required
to be made hereunder by a Servicer, such Servicer shall on the Cash Remittance
Date either (i) deposit in the Collection Account from its own funds an
amount equal to such Advance, (ii) cause to be made an appropriate entry in
the records of the Collection Account that funds in such account being held
for
future distribution or withdrawal have been, as permitted by this
Section 5.01, used by such Servicer to make such Advance or (iii) make
Advances in the form of any combination of clauses (i) and
(ii) aggregating the amount of such Advance. Any such funds being held in a
Collection Account for future distribution and so used shall be replaced by
such
Servicer from its own funds by deposit in such Collection Account on or before
any future Distribution Date in which such funds would be due or from other
funds in such Collection Account being held for future distribution at that
time.
With
respect to any Designated Mortgage Loan, the Master Servicer shall make Advances
as required by Section 3.20(b) of this Agreement.
ARTICLE
VI
THE
CERTIFICATES
SECTION
6.01. The
Certificates.
The
Certificates shall be in substantially the forms set forth in Xxxxxxxx X, X,
X,
X-0, X-0, E, F and G hereto, with such appropriate insertions, omissions,
substitutions and other variations as are required or permitted by this
Agreement or as may in the reasonable judgment of the Trust Administrator or
the
Depositor be necessary, appropriate or convenient to comply, or facilitate
compliance, with applicable laws, and may have such letters, numbers or other
marks of identification and such legends or endorsements placed thereon as
may
be required to comply with the rules of any securities exchange on which any
of
the Certificates may be listed, or as may, consistently herewith, be determined
by the officers executing such Certificates, as evidenced by their execution
thereof.
Subject
to Section 11.03 respecting the final distribution on the Certificates, on
each Distribution Date the Trust Administrator shall make distributions to
each
Certificateholder of record on the preceding Record Date either (x) by wire
transfer in immediately available funds to the account of such holder at a
bank
or other entity having appropriate facilities therefor, if (i) such Holder
has so notified the Trust Administrator at least five Business Days prior to
the
related Record Date and (ii) such Holder shall hold (A) a Notional Amount
Certificate, (B) 100% of the Class Principal Balance of any Class of
Certificates or (c) Certificates of any Class with aggregate principal
Denominations of not less than $1,000,000 or (y) by check mailed by first
class mail to such Certificateholder at the address of such holder appearing
in
the Certificate Register.
The
definitive Certificates shall be printed, typewritten, lithographed or engraved
or produced by any combination of these methods or may be produced in any other
manner permitted by the rules of any securities exchange on which any of the
Certificates may be listed, all as determined by the officers executing such
Certificates, as evidenced by their execution thereof.
The
Certificates shall be issuable in registered form, in the minimum denominations,
integral multiples in excess thereof (except that one Certificate in each Class
may be issued in a different amount which must be in excess of the applicable
minimum denomination) and aggregate denominations per Class set forth in the
Preliminary Statement of the Series Supplement.
The
Certificates shall be executed by manual or facsimile signature on behalf of
the
Trust Administrator by a Responsible Officer. Certificates bearing
the manual or facsimile signatures of individuals who were, at the time when
such signatures were affixed, authorized to sign on behalf of the Trust
Administrator shall bind the Trust Administrator, notwithstanding that such
individuals or any of them have ceased to be so authorized prior to the
authentication and delivery of such Certificates or did not hold such offices
at
the date of such Certificate. No Certificate shall be entitled to any
benefit under this Agreement, or be valid for any purpose, unless there appears
on such Certificate a certificate of authentication executed by the Trust
Administrator by manual signature, and such certificate of authentication upon
any Certificate shall be conclusive evidence, and the only evidence, that such
Certificate has been duly authenticated and delivered hereunder. All
Certificates shall be dated the date of their authentication.
SECTION
6.02. Registration
of Transfer and Exchange of Certificates.
(a) The
Trust
Administrator shall maintain, or cause to be maintained, a Certificate Register
in which, subject to such reasonable regulations as it may prescribe, the Trust
Administrator shall provide for the registration of Certificates and of
transfers and exchanges of Certificates as herein provided. Upon
surrender for registration of transfer of any Certificate, the Trust
Administrator shall execute, authenticate and deliver, in the name of the
designated transferee or transferees, one or more new Certificates in like
aggregate interest and of the same Class.
(b) At
the
option of a Certificateholder, Certificates may be exchanged for other
Certificates of authorized denominations and the same aggregate interest in
the
Trust Fund and of the same Class, upon surrender of the Certificates to be
exchanged at the office or agency of the Trust Administrator set forth in
Section 6.06. Whenever any Certificates are so surrendered for
exchange, the Trust Administrator shall execute, authenticate and deliver the
Certificates which the Certificateholder making the exchange is entitled to
receive. Every Certificate presented or surrendered for registration
of transfer or exchange shall be accompanied by a written instrument of transfer
in form satisfactory to the Trust Administrator duly executed by the Holder
thereof or his attorney duly authorized in writing.
(c) No
service charge to the Certificateholders shall be made for any registration
of
transfer or exchange of Certificates, but payment of a sum sufficient to cover
any tax or governmental charge that may be imposed in connection with any
transfer or exchange of Certificates may be required.
(d) All
Certificates surrendered for registration of transfer and exchange shall be
canceled and subsequently destroyed by the Trust Administrator in accordance
with the Trust Administrator’s customary procedures.
(e) No
transfer of any Private Certificate shall be made unless that transfer is made
pursuant to an effective registration statement under the 1933 Act and effective
registration or qualification under applicable state securities laws, or is
made
in a transaction which does not require such registration or
qualification. Except in connection with any transfer of a Private
Certificate by the Depositor to any affiliate or any transfer of a Private
Certificate from the Depositor or an affiliate of the Depositor to an owner
trust or other entity established by the Depositor, in the event that a transfer
is to be made in reliance upon an exemption from the 1933 Act and such laws,
in
order to assure compliance with the 1933 Act and such laws, the
Certificateholder desiring to effect such transfer and such Certificateholder’s
prospective transferee shall each certify to the Trust Administrator in writing
the facts surrounding the transfer in substantially the form set forth in
Exhibit L (the “Transferor Certificate”) and (i) deliver a letter in
substantially the form of either (A) Exhibit M-1 (the “Investment Letter”),
provided that all of the Private Certificates of a Class shall be
transferred to one investor or the Depositor otherwise consents to such
transfer, (B) Exhibit M-2 (the “Rule 144A Letter”) or
(C) Exhibit M-3 (the “Regulation S Letter”) or (ii) there
shall be delivered to the Trust Administrator at the expense of the transferor
an Opinion of Counsel that such transfer may be made pursuant to an exemption
from the 1933 Act. The Depositor shall provide to any Holder of a
Private Certificate and any prospective transferee designated by any such
Holder, information regarding the related Certificates and the Mortgage Loans
and such other information as shall be necessary to satisfy the condition to
eligibility set forth in Rule 144A(d)(4) or Regulation S, as
applicable, for transfer of any such Certificate without registration thereof
under the 1933 Act pursuant to the registration exemption provided by
Rule 144A or Regulation S. The Trust Administrator shall
cooperate with the Depositor in providing the information referenced in the
preceding sentence, including providing to the Depositor such information
regarding the Certificates, the Mortgage Loans and other matters regarding
the
Trust Fund as the Depositor shall reasonably request to meet its obligation
under the preceding sentence. Each Holder of a Private Certificate
desiring to effect such transfer shall, and does hereby agree to, indemnify
the
Trust Administrator, the Depositor, the Seller, the Master Servicer, each
Servicer, the Special Servicer and the Modification Oversight Agent against
any
liability that may result if the transfer is not so exempt or is not made in
accordance with such federal and state laws.
(f) Except
in
connection with any transfer of a Private Certificate by the Depositor to any
affiliate or any transfer of a Private Certificate from the Depositor or an
affiliate of the Depositor to an owner trust or other entity established by
the
Depositor, no transfer of an ERISA-Restricted Certificate (except for the
Residual Certificates) shall be made unless the Trust Administrator shall have
received in accordance with Exhibit X-0, Xxxxxxx X-0 or
Exhibit M-3, as applicable, either (i) a representation letter from
the transferee of such Certificate, acceptable to and in form and substance
satisfactory to the Trust Administrator, to the effect that such transferee
is
not an employee benefit plan or arrangement subject to Section 406 of ERISA
or Section 4975 of the Code, or a person using the assets of any such plan
or arrangement, which representation letter shall not be an expense of the
Trustee, the Trust Administrator or the Trust Fund, (ii) if the purchaser
is an insurance company and the Certificate has been the subject of an
ERISA-Qualifying Underwriting, a representation that the purchaser is an
insurance company which is purchasing such Certificates with funds contained
in
an “insurance company general account” (as such term is defined in
Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE
95-60”)) and that the purchase and holding of such Certificates are covered
under Sections I and III of PTCE 95-60 or (iii) in the case of any such
Certificate presented for registration in the name of an employee benefit plan
or arrangement subject to Section 406 of ERISA or Section 4975 of the
Code (or comparable provisions of any subsequent enactments), or a person using
such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the
Trust Administrator to the effect that the purchase or holding of such
Certificate will not result in prohibited transactions under Section 406 of
ERISA and/or Section 4975 of the Code and will not subject the Depositor,
the Trustee, the Trust Administrator, the Master Servicer or any other Servicer
to any obligation in addition to those undertaken in this Agreement, which
Opinion of Counsel shall not be an expense of such parties or the Trust
Fund. No transfer of a Residual Certificate shall be made unless the
Trust Administrator shall have received, in accordance with Exhibit N, a
representation letter from the transferee of such Certificate, acceptable to
and
in form and substance satisfactory to the Trust Administrator, to the effect
that such transferee is not an employee benefit plan or arrangement subject
to
Section 406 of ERISA or Section 4975 of the Code, or a person using
the assets of any such plan or arrangement, which representation letter shall
not be an expense of the Trustee, the Trust Administrator or the Trust
Fund. In the event the representations referred to in this
Section 6.02(f) are not furnished, such representations shall be
deemed to have been made to the trustee by the transferee’s acceptance of such
ERISA-Restricted Certificate by any beneficial owner who purchases an interest
in such Certificate if such Certificate is a Book-Entry
Certificate. In the event that a representation is violated, or any
attempt to transfer an ERISA-Restricted Certificate to a plan or arrangement
or
person using a plan’s or arrangement’s assets is attempted without the delivery
to the Trust Administrator of the Opinion of Counsel described above, the
attempted transfer or acquisition of such Certificate shall be void and of
no
effect.
(g) Additional
restrictions on transfers of the Residual Certificates are set forth
below:
(i) Each
Person who has or who acquires any ownership interest in a Residual Certificate
shall be deemed by the acceptance or acquisition of such ownership interest
to
have agreed to be bound by the following provisions and to have irrevocably
authorized the Trust Administrator or its designee under clause (iii)(A) below
to deliver payments to a Person other than such Person and to negotiate the
terms of any mandatory sale under clause (iii)(B) below and to execute all
instruments of transfer and to do all other things necessary in connection
with
any such sale. The rights of each Person acquiring any ownership interest in
a
Residual Certificate are expressly subject to the following
provisions:
(A) Each
Person holding or acquiring any ownership interest in a Residual Certificate
shall be other than a Disqualified Organization and shall promptly notify the
Trust Administrator of any change or impending change in its status as other
than a Disqualified Organization.
(B) In
connection with any proposed transfer of any ownership interest in a Residual
Certificate to a U.S. Person, the Trust Administrator shall require delivery
to
it, and shall not register the transfer of a Residual Certificate until its
receipt of (1) an affidavit and agreement (a “Transferee Affidavit and
Agreement” attached hereto as Exhibit N) from the proposed transferee, in
form and substance satisfactory to the Trust Administrator, representing and
warranting, among other things, that it is not a non U.S. Person, that such
transferee is other than a Disqualified Organization, that it is not acquiring
its ownership interest in a Residual Certificate that is the subject of the
proposed Transfer as a nominee, trustee or agent for any Person who is not
other
than a Disqualified Organization, that for so long as it retains its ownership
interest in a Residual Certificate, it shall endeavor to remain other than
a
Disqualified Organization, and that it has reviewed the provisions of this
Section 6.02(g) and agrees to be bound by them, and (2) a certificate,
attached hereto as Exhibit O, from the Holder wishing to transfer a
Residual Certificate, in form and substance satisfactory to the Trust
Administrator, representing and warranting, among other things, that no purpose
of the proposed transfer is to allow such Holder to impede the assessment or
collection of tax.
(C) Notwithstanding
the delivery of a Transferee Affidavit and Agreement by a proposed transferee
under clause (B) above, if the Trust Administrator has actual knowledge that
the
proposed transferee is not other than a Disqualified Organization, no transfer
of an ownership interest in a Residual Certificate to such proposed transferee
shall be effected.
(D) Each
Person holding or acquiring any ownership interest in a Residual Certificate
agrees, by holding or acquiring such ownership interest, to require a Transferee
Affidavit and Agreement from the other Person to whom such Person attempts
to
transfer its ownership interest and to provide a certificate to the Trust
Administrator in the form attached hereto as Exhibit O.
(ii) The
Trust
Administrator shall register the transfer of any Residual Certificate only
if it
shall have received the Transferee Affidavit and Agreement, a certificate of
the
Holder requesting such transfer in the form attached hereto as Exhibit O
and all of such other documents as shall have been reasonably required by the
Trust Administrator as a condition to such registration.
(iii) (A) If
any Disqualified Organization shall become a Holder of a Residual Certificate,
then the last preceding Holder that was other than a Disqualified Organization
shall be restored, to the extent permitted by law, to all rights and obligations
as Holder thereof retroactive to the date of registration of such transfer
of
such Residual Certificate. If any non U.S. Person shall become a
Holder of a Residual Certificate, then the last preceding Holder that is a
U.S.
Person shall be restored, to the extent permitted by law, to all rights and
obligations as Holder thereof retroactive to the date of registration of the
transfer to such non U.S. Person of such Residual Certificate. If a transfer
of
a Residual Certificate is disregarded pursuant to the provisions of Treasury
Regulations Section 1.860E-1 or Section 1.860G-3, then the last
preceding Holder that was other than a Disqualified Organization shall be
restored, to the extent permitted by law, to all rights and obligations as
Holder thereof retroactive to the date of registration of such transfer of
such
Residual Certificate. The Trust Administrator shall be under no liability to
any
Person for any registration of transfer of a Residual Certificate that is in
fact not permitted by this Section 6.02(g) or for making any payments
due on such Certificate to the Holder thereof or for taking any other action
with respect to such Holder under the provisions of this Agreement.
(B) If
any purported transferee of a Residual Certificate shall become a Holder of
a
Residual Certificate in violation of the restrictions in this
Section 6.02(g) and to the extent that the retroactive restoration of
the rights of the Holder of such Residual Certificate as described in
clause (iii)(A) above shall be invalid, illegal or unenforceable, then the
Depositor shall have the right, without notice to the Holder or any prior Holder
of such Residual Certificate, to sell such Residual Certificate to a purchaser
selected by the Depositor on such terms as the Depositor may
choose. Such purported transferee shall promptly endorse and deliver
a Residual Certificate in accordance with the instructions of the
Depositor. Such purchaser may be the Depositor itself or any
affiliate of the Depositor. The proceeds of such sale, net of the
commissions (which may include commissions payable to the Depositor or its
affiliates), expenses and taxes due, if any, shall be remitted by the Depositor
to such purported transferee. The terms and conditions of any sale
under this clause (iii)(B) shall be determined in the sole discretion of the
Depositor, and the Depositor shall not be liable to any Person having an
ownership interest or a purported ownership interest in a Residual Certificate
as a result of its exercise of such discretion.
(iv) The
Master Servicer and each Servicer, on behalf of the Trust Administrator, shall
make available, upon written request from the Trust Administrator, all
information reasonably available to it that is necessary to compute any tax
imposed (A) as a result of the transfer of an ownership interest in a Residual
Certificate to any Person who is not other than a Disqualified Organization,
including the information regarding “excess inclusions” of such Residual
Certificate required to be provided to the Internal Revenue Service and certain
Persons as described in Treasury Regulation Section 1.860D 1(b)(5), and (B)
as a result of any regulated investment company, real estate investment trust,
common trust fund, partnership, trust, estate or organizations described in
Section 1381 of the Code having as among its record holders at any time any
Person who is not other than a Disqualified Organization. Reasonable
compensation for providing such information may be required by the Master
Servicer or the related Servicer from such Person.
(v) The
provisions of this Section 6.02(g) set forth prior to this
Section 6.02(g)(v) may be modified, added to or eliminated by the
Depositor, provided that there shall have been delivered to the Trust
Administrator the following:
(A) written
notification from each Rating Agency to the effect that the modification,
addition to or elimination of such provisions will not cause such Rating Agency
to downgrade its then current rating of the Certificates; and
(B) a
certificate of the Depositor stating that the Depositor has received an Opinion
of Counsel, in form and substance satisfactory to the Depositor, to the effect
that such modification, addition to or elimination of such provisions will
not
cause the Trust Fund to cease to qualify as a REMIC and will not create a risk
that (i) the Trust Fund may be subject to an entity level tax caused by the
transfer of a Residual Certificate to a Person which is not other than a
Disqualified Organization or (2) a Certificateholder or another Person will
be
subject to a REMIC related tax caused by the transfer of applicable Residual
Certificate to a Person which is not other than a Disqualified
Organization.
(vi)