IMPAC SECURED ASSETS CORP., Depositor, IMPAC FUNDING CORPORATION Master Servicer, and DEUTSCHE BANK NATIONAL TRUST COMPANY Trustee POOLING AND SERVICING AGREEMENT Dated as of February 1, 2007 Mortgage Pass-Through Certificates Series 2007-1
IMPAC
SECURED ASSETS CORP.,
Depositor,
IMPAC
FUNDING CORPORATION
Master
Servicer,
and
DEUTSCHE
BANK NATIONAL TRUST COMPANY
Trustee
Dated
as
of February 1, 2007
________________________
Mortgage
Pass-Through Certificates
Series
2007-1
TABLE
OF
CONTENTS
Page
ARTICLE
I
DEFINITIONS
|
17
|
|
Section
1.01.
|
Defined
Terms.
|
17
|
Accrual
Period
|
17
|
Adjustment
Date
|
17
|
Advance
|
17
|
Affected
Party
|
17
|
Affiliate
|
17
|
Aggregate
Stated Principal Balance
|
17
|
Agreement
|
17
|
Allocated
Realized Loss Amount
|
18
|
Assessment
of Compliance
|
18
|
Assignment
|
18
|
Attestation
Report
|
18
|
Available
Distribution Amount
|
18
|
Balloon
Loan
|
18
|
Balloon
Payment
|
18
|
Bankruptcy
Code
|
18
|
Basic
Principal Distribution Amount
|
18
|
Book-Entry
Certificate
|
18
|
Business
Day
|
19
|
Cap
Contract I
|
19
|
Cap
Contract II
|
19
|
Cap
Contract III
|
19
|
Cap
Contract IV
|
19
|
Cap
Contract V
|
19
|
Cap
Contract VI
|
19
|
Cap
Contract VII
|
19
|
Cap
Contract IX
|
19
|
Cap
Contract X
|
20
|
Cap
Contract XI
|
20
|
Cap
Contract XII
|
20
|
Cap
Contract XIII
|
20
|
Cap
Contract XIV
|
20
|
Cap
Contracts
|
20
|
Cap
Contract I Counterparty
|
20
|
Cash
Liquidation
|
20
|
Certificate
|
20
|
Certificate
Account
|
20
|
Certificate
Account Deposit Date
|
20
|
Certificate
Margin
|
21
|
Certificate
Owner
|
21
|
Certificate
Principal Balance
|
21
|
Certificate
Register
|
21
|
Certificateholder
|
22
|
Class
|
22
|
Class
A Certificates
|
22
|
Class
A-1 Certificate
|
22
|
Class
A-2 Certificate
|
22
|
Class
A-3 Certificate
|
22
|
Class
A-M Certificate
|
22
|
Class
A Principal Distribution Amount
|
23
|
Class
B Certificate
|
23
|
Class
C Certificates
|
23
|
Class
C Distribution Amount
|
23
|
Class
IO Interest
|
23
|
Class
IO Distribution Amount
|
23
|
Class
M Certificates
|
23
|
Class
M-1 Certificate
|
24
|
Class
M-2 Certificate
|
24
|
Class
M-3 Certificate
|
24
|
Class
M-4 Certificate
|
24
|
Class
M-5 Certificate
|
24
|
Class
M-6 Certificate
|
24
|
Class
M-7 Certificate
|
24
|
Class
M-8 Certificate
|
24
|
Class
P Certificate
|
25
|
Class
R Certificate
|
25
|
Class
R-1 Interest
|
25
|
Class
R-2 Interest
|
25
|
Class
R-3 Interest
|
25
|
Closing
Date
|
25
|
Code
|
25
|
Collateral
Account
|
25
|
Collateral
Value
|
25
|
ii
Commission
|
25
|
Compensating
Interest
|
25
|
Corporate
Trust Office
|
25
|
Corresponding
Certificate
|
26
|
Countrywide
|
26
|
Credit
Enhancement Percentage
|
26
|
Credit
Support Annex
|
26
|
Current
Report
|
26
|
Curtailment
|
26
|
Custodial
Account
|
26
|
Custodian
|
26
|
Cut-off
Date
|
26
|
Cut-off
Date Balance
|
27
|
Defaulted
Mortgage Loan
|
27
|
Defaulting
Party
|
27
|
Deficient
Valuation
|
27
|
Definitive
Certificate
|
27
|
Deleted
Mortgage Loan
|
27
|
Delinquent
|
27
|
Depositor
|
27
|
Depository
|
27
|
Depository
Participant
|
27
|
Derivative
Account
|
27
|
Derivative
Contract
|
28
|
Derivative
Termination Payment
|
28
|
Determination
Date
|
28
|
Disqualified
Organization
|
28
|
Distribution
Date
|
28
|
Distribution
Report
|
28
|
Due
Date
|
28
|
Due
Period
|
28
|
Eligible
Account
|
29
|
Estimated
Swap Termination Payment
|
29
|
Event
of Default
|
29
|
Excess
Proceeds
|
29
|
Exchange
Act
|
29
|
Extra
Principal Distribution Amount
|
29
|
Xxxxxx
Xxx
|
29
|
FDIC
|
30
|
Final
Scheduled Distribution Date
|
30
|
Xxxxxxx
Mac
|
30
|
Gross
Margin
|
30
|
Index
|
30
|
Initial
Certificate Principal Balance
|
30
|
Initial
Notional Amount
|
30
|
Insurance
Policy
|
30
|
iii
Insurance
Proceeds
|
30
|
Interest
Rate Swap Agreement
|
30
|
Interest
Remittance Amount
|
30
|
Late
Collections
|
31
|
LIBOR
|
31
|
LIBOR
Business Day
|
31
|
LIBOR
Rate Adjustment Date
|
31
|
Liquidated
Mortgage Loan
|
31
|
Liquidation
Proceeds
|
31
|
Loan-to-Value
Ratio
|
31
|
Lost
Note Affidavit
|
31
|
Majority
Class C Certificateholder
|
31
|
Marker
Rate
|
31
|
Master
Servicer
|
32
|
Master
Servicer Prepayment Charge Payment Amount
|
32
|
Master
Servicing Fees
|
32
|
Master
Servicing Fee Rate
|
32
|
Maximum
Uncertificated Accrued Interest Deferral Amount
|
32
|
MERS
|
33
|
MERS®
System
|
33
|
MIN
|
33
|
MOM
Loan
|
33
|
Monthly
Interest Distributable Amount
|
33
|
Monthly
Payment
|
33
|
Xxxxx'x
|
33
|
Mortgage
|
33
|
Mortgage
File
|
34
|
Mortgage
Loan
|
34
|
Mortgage
Loan Purchase Agreement
|
34
|
Mortgage
Loan Schedule
|
34
|
Mortgage
Note
|
35
|
Mortgage
Rate
|
35
|
Mortgaged
Property
|
35
|
Mortgagor
|
35
|
Net
Liquidation Proceeds
|
35
|
Net
Monthly Excess Cashflow
|
36
|
Net
Mortgage Rate
|
36
|
Net
Prepayment Interest Shortfall
|
36
|
Net
Swap Payment
|
36
|
Net
WAC Rate
|
36
|
Net
WAC Shortfall Amount
|
36
|
Net
WAC Shortfall Reserve Fund
|
37
|
Net
WAC Shortfall Reserve Fund Deposit
|
37
|
Nonrecoverable
Advance
|
37
|
Non-United
States Person
|
37
|
Notional
Balance
|
37
|
iv
Officers’
Certificate
|
37
|
One
Month LIBOR
|
37
|
Opinion
of Counsel
|
38
|
Optional
Termination Date
|
38
|
OTS
|
38
|
Outstanding
Mortgage Loan
|
38
|
Overcollateralization
Deficiency Xxxxxx
|
00
|
Xxxxxxxxxxxxxxxxxxxxx
Xxxxx
|
38
|
Overcollateralization
Release Amount
|
38
|
Overcollateralization
Target Amount
|
38
|
Overcollateralized
Amount
|
38
|
Ownership
Interest
|
39
|
Pass-Through
Rate
|
39
|
Percentage
Interest
|
39
|
Permitted
Investment
|
39
|
Permitted
Transferee
|
41
|
Person
|
41
|
PMI
Insurer
|
41
|
PMI
Insurer Fee Rate
|
41
|
PMI
Insurer Policy
|
41
|
PMI
Mortgage Loan
|
41
|
Prepayment
Assumption
|
41
|
Prepayment
Charge
|
41
|
Prepayment
Interest Excess
|
41
|
Prepayment
Interest Shortfall
|
42
|
Prepayment
Period
|
42
|
Primary
Hazard Insurance Policy
|
42
|
Primary
Insurance Policy
|
42
|
Principal
Distribution Amount
|
42
|
Principal
Prepayment
|
42
|
Principal
Prepayment in Full
|
42
|
Principal
Remittance Amount
|
42
|
Prospectus
Supplement
|
43
|
Purchase
Price
|
43
|
Qualified
Insurer
|
43
|
Qualified
Substitute Mortgage Loan
|
43
|
Rating
Agency
|
44
|
Realized
Loss
|
44
|
Record
Date
|
44
|
Regular
Certificate
|
44
|
Regulation
AB
|
44
|
Relief
Act
|
45
|
Relief
Act Interest Shortfall
|
45
|
REMIC
|
45
|
REMIC
1
|
45
|
REMIC
1 Regular Interest
|
45
|
v
REMIC
2
|
46
|
REMIC
2 Interest Loss Allocation Amount
|
46
|
REMIC
2 Overcollateralized Amount
|
46
|
REMIC
2 Overcollateralization Target Amount
|
46
|
REMIC
2 Principal Loss Allocation Amount
|
46
|
REMIC
2 Regular Interest
|
46
|
REMIC
3
|
46
|
REMIC
3 Regular Interest
|
47
|
REMIC
Provisions
|
47
|
REMIC
Regular Interest
|
47
|
Remittance
Report
|
47
|
REO
Acquisition
|
47
|
REO
Disposition
|
47
|
REO
Imputed Interest
|
47
|
REO
Proceeds
|
47
|
REO
Property
|
47
|
Request
for Release
|
47
|
Residual
Certificate
|
47
|
Residual
Interest
|
48
|
Responsible
Officer
|
48
|
Schedule
|
48
|
Servicing
Account
|
48
|
Servicing
Advances
|
48
|
Servicing
Criteria
|
48
|
Servicing
Guide
|
48
|
Servicing
Officer
|
48
|
Single
Certificate
|
49
|
Sponsor
|
49
|
Standard
& Poor's
|
49
|
Startup
Day
|
49
|
Stated
Principal Balance
|
49
|
Step-Up
Date
|
49
|
Stepdown
Date
|
49
|
Stepdown
Target Subordination Percentage
|
49
|
Subordinate
Certificates
|
50
|
Subordinate
Class Principal Distribution Amount
|
50
|
Subsequent
Recoveries
|
50
|
Sub-Servicer
|
51
|
Sub-Servicer
Remittance Date
|
51
|
Sub-Servicing
Account
|
51
|
Sub-Servicing
Agreement
|
51
|
Sub-Servicing
Fees
|
51
|
Sub-Servicing
Fee Rate
|
51
|
Substitution
Adjustment
|
51
|
Supplemental
Interest Trust
|
51
|
Supplemental
Interest Trust Trustee
|
51
|
vi
Swap
LIBOR
|
52
|
Swap
Optional Termination Payment
|
52
|
Swap
Provider
|
52
|
Swap
Provider Trigger Event
|
52
|
Swap
Termination Payment
|
52
|
Tax
Matters Person
|
52
|
Tax
Returns
|
52
|
Transfer
|
52
|
Transferor
|
52
|
Trigger
Event
|
52
|
Trust
Fund
|
53
|
Trustee
|
53
|
Uncertificated
Accrued Interest
|
53
|
Uncertificated
Notional Balance
|
53
|
Uncertificated
Pass-Through Rate
|
55
|
Uncertificated
Principal Balance
|
55
|
Uncertificated
REMIC 1 Pass-Through Rate
|
55
|
Uncertificated
REMIC 2 Pass-Through Rate
|
00
|
Xxxxxxxxx
Xxxxx
|
00
|
Xxxxxx
Xxxxxx Person
|
59
|
Unpaid
Interest Shortfall Amount
|
60
|
Voting
Rights
|
60
|
Weighted
Average Net Mortgage Rate
|
60
|
Section
1.02.
|
Determination
of LIBOR.
|
60
|
Section
1.03.
|
Allocation
of Certain Interest Shortfalls.
|
61
|
ARTICLE
II
CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF
CERTIFICATES
|
62
|
|
Section
2.01.
|
Conveyance
of Mortgage Loans.
|
62
|
Section
2.02.
|
Acceptance
of the Trust Fund by the Trustee.
|
67
|
Section
2.03.
|
Representations,
Warranties and Covenants of the Master Servicer and the
Depositor.
|
68
|
Section
2.04.
|
Representations
and Warranties of the Sponsor.
|
70
|
Section
2.05.
|
Issuance
of Certificates; Conveyance of REMIC Regular Interests and Acceptance
of
REMIC 2 and REMIC 3 by the Trustee.
|
72
|
Section
2.06.
|
Purposes
and Powers of the Trust.
|
74
|
ARTICLE
III
ADMINISTRATION AND SERVICING OF THE TRUST FUND
|
75
|
|
Section
3.01.
|
Master
Servicer to Act as Master Servicer.
|
75
|
Section
3.02.
|
Sub-Servicing
Agreements Between Master Servicer and Sub-Servicers.
|
77
|
Section
3.03.
|
Successor
Sub-Servicers.
|
78
|
Section
3.04.
|
Liability
of the Master Servicer.
|
78
|
Section
3.05.
|
No
Contractual Relationship Between Sub-Servicers and Trustee or
Certificateholders.
|
79
|
Section
3.06.
|
Assumption
or Termination of Sub-Servicing Agreements by Trustee.
|
79
|
vii
Section
3.07.
|
Collection
of Certain Mortgage Loan Payments.
|
80
|
Section
3.08.
|
Sub-Servicing
Accounts.
|
81
|
Section
3.09.
|
Collection
of Taxes, Assessments and Similar Items; Servicing
Accounts.
|
81
|
Section
3.10.
|
Custodial
Account.
|
82
|
Section
3.11.
|
Permitted
Withdrawals From the Custodial Account.
|
83
|
Section
3.12.
|
Permitted
Investments.
|
84
|
Section
3.13.
|
Maintenance
of Primary Hazard Insurance.
|
85
|
Section
3.14.
|
Enforcement
of Due-on-Sale Clauses; Assumption Agreements.
|
87
|
Section
3.15.
|
Realization
Upon Defaulted Mortgage Loans.
|
89
|
Section
3.16.
|
Trustee
to Cooperate; Release of Mortgage Files.
|
90
|
Section
3.17.
|
Servicing
Compensation.
|
91
|
Section
3.18.
|
Maintenance
of Certain Servicing Policies.
|
92
|
Section
3.19.
|
Annual
Statement as to Compliance.
|
92
|
Section
3.20.
|
Assessments
of Compliance and Attestation Reports.
|
93
|
Section
3.21.
|
Access
to Certain Documentation.
|
94
|
Section
3.22.
|
Title,
Conservation and Disposition of REO Property.
|
95
|
Section
3.23.
|
Additional
Obligations of the Master Servicer.
|
97
|
Section
3.24.
|
Additional
Obligations of the Depositor.
|
97
|
Section
3.25.
|
Exchange
Act Reporting.
|
98
|
Section
3.26.
|
Intention
of the Parties and Interpretation.
|
101
|
Section
3.27.
|
Optional
Purchase of Certain Mortgage Loans.
|
102
|
ARTICLE
IV
PAYMENTS TO CERTIFICATEHOLDERS
|
103
|
|
Section
4.01.
|
Distributions.
|
103
|
Section
4.02.
|
Statements
to Certificateholders.
|
109
|
Section
4.03.
|
Remittance
Reports; Advances by the Master Servicer.
|
112
|
Section
4.04.
|
Distributions
on the REMIC Regular Interests.
|
114
|
Section
4.05.
|
Allocation
of Realized Losses.
|
117
|
Section
4.06.
|
Information
Reports to Be Filed by the Master Servicer.
|
119
|
Section
4.07.
|
Compliance
with Withholding Requirements.
|
119
|
Section
4.08.
|
Net
WAC Shortfall Reserve Fund.
|
119
|
Section
4.09.
|
Supplemental
Interest Trust.
|
120
|
Section
4.10.
|
Tax
Treatment of Class IO Distribution Amounts in the Event of
Resecuritization of Class A, Class M or Class B
Certificates.
|
123
|
Section
4.11.
|
Collateral
Account.
|
124
|
ARTICLE
V
THE CERTIFICATES
|
125
|
|
Section
5.01.
|
The
Certificates.
|
125
|
Section
5.02.
|
Registration
of Transfer and Exchange of Certificates.
|
127
|
Section
5.03.
|
Mutilated,
Destroyed, Lost or Stolen Certificates.
|
133
|
Section
5.04.
|
Persons
Deemed Owners.
|
133
|
Section
5.05.
|
Rule
144A Information.
|
133
|
ARTICLE
VI
THE Depositor AND THE MASTER SERVICER
|
134
|
|
Section
6.01.
|
Liability
of the Depositor and the Master Servicer.
|
134
|
viii
Section
6.02.
|
Merger,
Consolidation or Conversion of the Depositor or the Master
Servicer.
|
134
|
Section
6.03.
|
Limitation
on Liability of the Depositor, the Master Servicer and
Others.
|
134
|
Section
6.04.
|
Limitation
on Resignation of the Master Servicer.
|
135
|
Section
6.05.
|
Sale
and Assignment of Master Servicing.
|
135
|
ARTICLE
VII
DEFAULT
|
137
|
|
Section
7.01.
|
Events
of Default.
|
137
|
Section
7.02.
|
Trustee
to Act; Appointment of Successor.
|
139
|
Section
7.03.
|
Notification
to Certificateholders.
|
140
|
Section
7.04.
|
Waiver
of Events of Default.
|
140
|
Section
7.05.
|
List
of Certificateholders.
|
141
|
ARTICLE
VIII
CONCERNING THE TRUSTEE
|
142
|
|
Section
8.01.
|
Duties
of Trustee.
|
142
|
Section
8.02.
|
Certain
Matters Affecting the Trustee.
|
143
|
Section
8.03.
|
Trustee
Not Liable for Certificates or Mortgage Loans.
|
145
|
Section
8.04.
|
Trustee
May Own Certificates.
|
145
|
Section
8.05.
|
Trustee’s
Fees.
|
145
|
Section
8.06.
|
Eligibility
Requirements for Trustee.
|
146
|
Section
8.07.
|
Resignation
and Removal of the Trustee.
|
146
|
Section
8.08.
|
Successor
Trustee.
|
147
|
Section
8.09.
|
Merger
or Consolidation of Trustee.
|
147
|
Section
8.10.
|
Appointment
of Co-Trustee or Separate Trustee.
|
148
|
ARTICLE
IX
TERMINATION
|
150
|
|
Section
9.01.
|
Termination
Upon Repurchase or Liquidation of All Mortgage Loans or upon Purchase
of
Certificates.
|
150
|
Section
9.02.
|
Termination
of REMIC 3 and Retirement of Class R Certificates.
|
153
|
Section
9.03.
|
Additional
Termination Requirements.
|
154
|
ARTICLE
X
REMIC PROVISIONS
|
155
|
|
Section
10.01.
|
REMIC
Administration.
|
155
|
Section
10.02.
|
Prohibited
Transactions and Activities.
|
158
|
Section
10.03.
|
Master
Servicer and Trustee Indemnification.
|
158
|
ARTICLE
XI
MISCELLANEOUS PROVISIONS
|
159
|
|
Section
11.01.
|
Amendment.
|
159
|
Section
11.02.
|
Recordation
of Agreement; Counterparts.
|
160
|
Section
11.03.
|
Limitation
on Rights of Certificateholders.
|
161
|
Section
11.04.
|
Governing
Law.
|
162
|
Section
11.05.
|
Notices.
|
162
|
Section
11.06.
|
Severability
of Provisions.
|
162
|
Section
11.07.
|
Successors
and Assigns.
|
162
|
Section
11.08.
|
Article
and Section Headings.
|
162
|
Section
11.09.
|
Notice
to Rating Agencies.
|
163
|
Section
11.10.
|
Third
Party Rights.
|
163
|
ix
Signatures
Acknowledgments
Exhibit
A
|
Form
of Class A Certificate
|
Exhibit
B-1
|
Form
of Class M Certificate
|
Exhibit
B-2
|
Form
of Class B Certificate
|
Exhibit
B-3
|
Form
of Class C Certificate
|
Exhibit
B-4
|
Form
of Class P Certificate
|
Exhibit
B-5
|
Form
of Class R Certificate
|
Exhibit
C
|
Form
of Trustee Initial Certification
|
Exhibit
D
|
Form
of Trustee Final Certification
|
Exhibit
E
|
Form
of Remittance Report
|
Exhibit
F-1
|
Request
for Release
|
Exhibit
F-2
|
Request
for Release for Mortgage Loans Paid in
Full
|
Exhibit
G-1
|
Form
of Investor Representation Letter
|
Exhibit
G-2
|
Form
of Transferor Representation Letter
|
Exhibit
G-3
|
Form
of Rule 144A Investment
Representation
|
Exhibit
G-4
|
Transferor
Certificate for Transfers of Residual
Certificates
|
Exhibit
G-5
|
Transfer
Affidavit and Agreement for Transfers of Residual
Certificates
|
Exhibit
H
|
Mortgage
Loan Schedule
|
Exhibit
I
|
Sponsor
Representations and Warranties
|
Exhibit
J
|
Form
of Notice Under Section 3.24
|
Exhibit
K
|
Impac
Funding Corporation Servicing Guide
|
Exhibit
L-1
|
Form
10-K Certification
|
Exhibit
L-2
|
Form
10-K Back-up Certification (Master
Servicer)
|
Exhibit
L-3
|
Form
10-K Back-up Certification
(Trustee)
|
Exhibit
L-4
|
Form
of Back-up Certification to Form 10-K
Certificate
|
Exhibit
M
|
Form
of Interest Rate Swap Agreement and Cap
Contracts
|
Exhibit
N
|
Servicing
Criteria to be Addressed in Assessment of
Compliance
|
Exhibit
O
|
Form
10-D, Form 8-K and Form 10-K Reporting Responsibility
|
Exhibit
P
|
[reserved]
|
Exhibit
Q
|
Form
of Countrywide Servicing Agreement
|
Exhibit
R
|
Form
of Item 1115 Agreement
|
This
Pooling and Servicing Agreement, dated and effective as of February 1, 2007,
is
entered into among Impac Secured Assets Corp., as depositor (the “Depositor”),
Impac Funding Corporation, as master servicer (the “Master Servicer”), and
Deutsche Bank National Trust Company, as trustee (the “Trustee”).
PRELIMINARY
STATEMENT:
The
Depositor intends to sell pass-through certificates (collectively, the
“Certificates”), to be issued hereunder in multiple classes, which in the
aggregate will evidence the entire beneficial ownership interest in the Trust
Fund created hereunder. The Certificates will consist of seventeen classes
of
certificates, designated as (i) the Class A-1 Certificates, (ii) the Class
A-2
Certificates, (iii) the Class A-3 Certificates, (iv) the Class A-M Certificates,
(v) the Class M-1 Certificates, (vi) the Class M-2 Certificates, (vii) the
Class
M-3 Certificates, (viii) the Class M-4 Certificates, (ix) the Class M-5
Certificates, (x) the Class M-6 Certificates, (xi) the Class M-7 Certificates,
(xii) the Class M-8 Certificates, (xiii) the Class B Certificates, (xiv)
the
Class C Certificates, (xv) the Class P Certificates and (xvi) the Class R
Certificates.
x
REMIC
1
As
provided herein, the Trustee will elect to treat the segregated pool of assets
consisting of the Mortgage Loans and certain other related assets (other
than
the Net WAC Shortfall Reserve Fund, any Master Servicer Prepayment Charge
Payment Amounts and, for the avoidance of doubt, the Supplemental Interest
Trust, the Derivative Account, the Cap Contracts, the Collateral Account
and the
Interest Rate Swap Agreement) subject to this Agreement as a REMIC for federal
income tax purposes, and such segregated pool of assets will be designated
as
“REMIC 1.” The Class R-1 Interest will be the sole class of Residual Interests
in REMIC 1 for purposes of the REMIC Provisions (as defined herein). The
following table irrevocably sets forth the designation, the Uncertificated
REMIC
1 Pass-Through Rate, the initial Uncertificated Principal Balance and, for
purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the
“latest possible maturity date” for each of the REMIC 1 Regular Interests (as
defined herein). None of the REMIC 1 Regular Interests will be
certificated.
Designation
|
Uncertificated
REMIC
1
Pass-Through
Rate
|
Initial
Uncertificated
Principal
Balance
|
Latest
Possible
Maturity
Date (1)
|
1-1-A
|
Variable(2)
|
$ 2,158,075.00
|
March
25, 2037
|
1-1-B
|
Variable(2)
|
$ 2,158,075.00
|
March
25, 2037
|
1-2-A
|
Variable(2)
|
$ 2,910,251.00
|
March
25, 2037
|
1-2-B
|
Variable(2)
|
$ 2,910,251.00
|
March
25, 2037
|
1-3-A
|
Variable(2)
|
$ 3,664,028.50
|
March
25, 2037
|
1-3-B
|
Variable(2)
|
$ 3,664,028.50
|
March
25, 2037
|
1-4-A
|
Variable(2)
|
$ 4,414,455.00
|
March
25, 2037
|
1-4-B
|
Variable(2)
|
$ 4,414,455.00
|
March
25, 2037
|
1-5-A
|
Variable(2)
|
$ 5,157,115.50
|
March
25, 2037
|
1-5-B
|
Variable(2)
|
$ 5,157,115.50
|
March
25, 2037
|
1-6-A
|
Variable(2)
|
$ 5,886,417.50
|
March
25, 2037
|
1-6-B
|
Variable(2)
|
$ 5,886,417.50
|
March
25, 2037
|
1-7-A
|
Variable(2)
|
$ 6,598,171.50
|
March
25, 2037
|
1-7-B
|
Variable(2)
|
$ 6,598,171.50
|
March
25, 2037
|
1-8-A
|
Variable(2)
|
$ 7,286,678.00
|
March
25, 2037
|
1-8-B
|
Variable(2)
|
$ 7,286,678.00
|
March
25, 2037
|
1-9-A
|
Variable(2)
|
$ 7,947,240.00
|
March
25, 2037
|
1-9-B
|
Variable(2)
|
$ 7,947,240.00
|
March
25, 2037
|
1-10-A
|
Variable(2)
|
$ 8,490,519.00
|
March
25, 2037
|
11
Designation
|
Uncertificated
REMIC
1
Pass-Through
Rate
|
Initial
Uncertificated
Principal
Balance
|
Latest
Possible
Maturity
Date (1)
|
1-10-B
|
Variable(2)
|
$ 8,490,519.00
|
March
25, 2037
|
1-11-A
|
Variable(2)
|
$ 8,549,110.50
|
March
25, 2037
|
1-11-B
|
Variable(2)
|
$ 8,549,110.50
|
March
25, 2037
|
1-12-A
|
Variable(2)
|
$ 8,587,844.50
|
March
25, 2037
|
1-12-B
|
Variable(2)
|
$ 8,587,844.50
|
March
25, 2037
|
1-13-A
|
Variable(2)
|
$ 8,328,448.00
|
March
25, 2037
|
1-13-B
|
Variable(2)
|
$ 8,328,448.00
|
March
25, 2037
|
1-14-A
|
Variable(2)
|
$ 8,076,647.50
|
March
25, 2037
|
1-14-B
|
Variable(2)
|
$ 8,076,647.50
|
March
25, 2037
|
1-15-A
|
Variable(2)
|
$ 7,832,642.00
|
March
25, 2037
|
1-15-B
|
Variable(2)
|
$ 7,832,642.00
|
March
25, 2037
|
1-16-A
|
Variable(2)
|
$ 7,595,728.00
|
March
25, 2037
|
1-16-B
|
Variable(2)
|
$ 7,595,728.00
|
March
25, 2037
|
1-17-A
|
Variable(2)
|
$ 7,366,036.00
|
March
25, 2037
|
1-17-B
|
Variable(2)
|
$ 7,366,036.00
|
March
25, 2037
|
1-18-A
|
Variable(2)
|
$ 7,143,409.00
|
March
25, 2037
|
1-18-B
|
Variable(2)
|
$ 7,143,409.00
|
March
25, 2037
|
1-19-A
|
Variable(2)
|
$ 6,927,263.50
|
March
25, 2037
|
1-19-B
|
Variable(2)
|
$ 6,927,263.50
|
March
25, 2037
|
1-20-A
|
Variable(2)
|
$ 6,717,607.50
|
March
25, 2037
|
1-20-B
|
Variable(2)
|
$ 6,717,607.50
|
March
25, 2037
|
1-21-A
|
Variable(2)
|
$ 6,514,504.00
|
March
25, 2037
|
1-21-B
|
Variable(2)
|
$ 6,514,504.00
|
March
25, 2037
|
1-22-A
|
Variable(2)
|
$ 9,152,004.50
|
March
25, 2037
|
1-22-B
|
Variable(2)
|
$ 9,152,004.50
|
March
25, 2037
|
1-23-A
|
Variable(2)
|
$ 6,039,718.00
|
March
25, 2037
|
1-23-B
|
Variable(2)
|
$ 6,039,718.00
|
March
25, 2037
|
1-24-A
|
Variable(2)
|
$ 11,526,255.50
|
March
25, 2037
|
1-24-B
|
Variable(2)
|
$ 11,526,255.50
|
March
25, 2037
|
1-25-A
|
Variable(2)
|
$ 5,506,580.00
|
March
25, 2037
|
1-25-B
|
Variable(2)
|
$ 5,506,580.00
|
March
25, 2037
|
1-26-A
|
Variable(2)
|
$ 5,339,592.50
|
March
25, 2037
|
1-26-B
|
Variable(2)
|
$ 5,339,592.50
|
March
25, 2037
|
1-27-A
|
Variable(2)
|
$ 5,177,917.50
|
March
25, 2037
|
1-27-B
|
Variable(2)
|
$ 5,177,917.50
|
March
25, 2037
|
1-28-A
|
Variable(2)
|
$ 5,021,050.00
|
March
25, 2037
|
1-28-B
|
Variable(2)
|
$ 5,021,050.00
|
March
25, 2037
|
1-29-A
|
Variable(2)
|
$ 4,868,805.00
|
March
25, 2037
|
1-29-B
|
Variable(2)
|
$ 4,868,805.00
|
March
25, 2037
|
1-30-A
|
Variable(2)
|
$ 4,721,432.50
|
March
25, 2037
|
12
Designation
|
Uncertificated
REMIC
1
Pass-Through
Rate
|
Initial
Uncertificated
Principal
Balance
|
Latest
Possible
Maturity
Date (1)
|
1-30-B
|
Variable(2)
|
$ 4,721,432.50
|
March
25, 2037
|
1-31-A
|
Variable(2)
|
$ 4,578,175.00
|
March
25, 2037
|
1-31-B
|
Variable(2)
|
$ 4,578,175.00
|
March
25, 2037
|
1-32-A
|
Variable(2)
|
$ 4,439,307.50
|
March
25, 2037
|
1-32-B
|
Variable(2)
|
$ 4,439,307.50
|
March
25, 2037
|
1-33-A
|
Variable(2)
|
$ 6,258,480.00
|
March
25, 2037
|
1-33-B
|
Variable(2)
|
$ 6,258,480.00
|
March
25, 2037
|
1-34-A
|
Variable(2)
|
$ 4,114,442.50
|
March
25, 2037
|
1-34-B
|
Variable(2)
|
$ 4,114,442.50
|
March
25, 2037
|
1-35-A
|
Variable(2)
|
$ 5,943,205.00
|
March
25, 2037
|
1-35-B
|
Variable(2)
|
$ 5,943,205.00
|
March
25, 2037
|
1-36-A
|
Variable(2)
|
$ 46,789,817.50
|
March
25, 2037
|
1-36-B
|
Variable(2)
|
$ 46,789,817.50
|
March
25, 2037
|
1-37-A
|
Variable(2)
|
$ 2,378,240.00
|
March
25, 2037
|
1-37-B
|
Variable(2)
|
$ 2,378,240.00
|
March
25, 2037
|
1-38-A
|
Variable(2)
|
$ 2,305,925.00
|
March
25, 2037
|
1-38-B
|
Variable(2)
|
$ 2,305,925.00
|
March
25, 2037
|
1-39-A
|
Variable(2)
|
$ 2,236,040.00
|
March
25, 2037
|
1-39-B
|
Variable(2)
|
$ 2,236,040.00
|
March
25, 2037
|
1-40-A
|
Variable(2)
|
$ 2,167,945.00
|
March
25, 2037
|
1-40-B
|
Variable(2)
|
$ 2,167,945.00
|
March
25, 2037
|
1-41-A
|
Variable(2)
|
$ 2,102,157.50
|
March
25, 2037
|
1-41-B
|
Variable(2)
|
$ 2,102,157.50
|
March
25, 2037
|
1-42-A
|
Variable(2)
|
$ 2,038,405.00
|
March
25, 2037
|
1-42-B
|
Variable(2)
|
$ 2,038,405.00
|
March
25, 2037
|
1-43-A
|
Variable(2)
|
$ 1,976,260.00
|
March
25, 2037
|
1-43-B
|
Variable(2)
|
$ 1,976,260.00
|
March
25, 2037
|
1-44-A
|
Variable(2)
|
$ 1,916,332.50
|
March
25, 2037
|
1-44-B
|
Variable(2)
|
$ 1,916,332.50
|
March
25, 2037
|
1-45-A
|
Variable(2)
|
$ 1,857,982.50
|
March
25, 2037
|
1-45-B
|
Variable(2)
|
$ 1,857,982.50
|
March
25, 2037
|
1-46-A
|
Variable(2)
|
$ 1,801,637.50
|
March
25, 2037
|
1-46-B
|
Variable(2)
|
$ 1,801,637.50
|
March
25, 2037
|
1-47-A
|
Variable(2)
|
$ 1,746,657.50
|
March
25, 2037
|
1-47-B
|
Variable(2)
|
$ 1,746,657.50
|
March
25, 2037
|
1-48-A
|
Variable(2)
|
$ 1,693,560.00
|
March
25, 2037
|
1-48-B
|
Variable(2)
|
$ 1,693,560.00
|
March
25, 2037
|
1-49-A
|
Variable(2)
|
$ 1,642,102.50
|
March
25, 2037
|
1-49-B
|
Variable(2)
|
$ 1,642,102.50
|
March
25, 2037
|
1-50-A
|
Variable(2)
|
$ 1,591,980.00
|
March
25, 2037
|
13
Designation
|
Uncertificated
REMIC
1
Pass-Through
Rate
|
Initial
Uncertificated
Principal
Balance
|
Latest
Possible
Maturity
Date (1)
|
|
1-50-B
|
Variable(2)
|
$ 1,591,980.00
|
March
25, 2037
|
|
1-51-A
|
Variable(2)
|
$ 1,543,527.50
|
March
25, 2037
|
|
1-51-B
|
Variable(2)
|
$ 1,543,527.50
|
March
25, 2037
|
|
1-52-A
|
Variable(2)
|
$ 1,496,562.50
|
March
25, 2037
|
|
1-52-B
|
Variable(2)
|
$ 1,496,562.50
|
March
25, 2037
|
|
1-53-A
|
Variable(2)
|
$ 1,451,055.00
|
March
25, 2037
|
|
1-53-B
|
Variable(2)
|
$ 1,451,055.00
|
March
25, 2037
|
|
1-54-A
|
Variable(2)
|
$ 1,406,822.50
|
March
25, 2037
|
|
1-54-B
|
Variable(2)
|
$ 1,406,822.50
|
March
25, 2037
|
|
1-55-A
|
Variable(2)
|
$ 1,363,895.00
|
March
25, 2037
|
|
1-55-B
|
Variable(2)
|
$ 1,363,895.00
|
March
25, 2037
|
|
1-56-A
|
Variable(2)
|
$ 1,322,395.00
|
March
25, 2037
|
|
1-56-B
|
Variable(2)
|
$ 1,322,395.00
|
March
25, 2037
|
|
1-57-A
|
Variable(2)
|
$ 6,829,887.50
|
March
25, 2037
|
|
1-57-B
|
Variable(2)
|
$ 6,829,887.50
|
March
25, 2037
|
|
1-58-A
|
Variable(2)
|
$ 34,821,730.00
|
March
25, 2037
|
|
1-58-B
|
Variable(2)
|
$ 34,821,730.00
|
March
25, 2037
|
|
P
|
Variable(2)
|
$ 100.00
|
Xxxxx
00, 0000
|
|
XX
|
Variable(2)
|
$ 309,361,016.61
|
March
25, 2037
|
___________________
(1)
|
For
purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations,
the
Distribution Date in the month following the maturity date for
the
Mortgage Loan with the latest maturity date has been designated
as the
“latest possible maturity date” for each REMIC 1 Regular
Interest.
|
(2)
|
Calculated
in accordance with the definition of “Uncertificated REMIC 1 Pass-Through
Rate” in this Agreement.
|
REMIC
2
As
provided in this Agreement, the Trustee will make an election to treat the
segregated pool of assets consisting of the REMIC 1 Regular Interests as
a REMIC
for federal income tax purposes, and such segregated pool of assets will
be
designated as “REMIC 2”. The Class R-2 Interest will represent the sole class of
Residual Interests in REMIC 2 for purposes of the REMIC Provisions. The
following table irrevocably sets forth the designation, the Uncertificated
REMIC
2 Pass-Through Rate, the initial Uncertificated Principal Balance and, for
purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the
“latest possible maturity date” for each of the REMIC 2 Regular Interests (as
defined herein). None of the REMIC 2 Regular Interests will be
certificated.
14
Designation
|
Uncertificated
REMIC 2 Pass-Through Rate
|
Initial
Uncertificated
Principal
Balance
|
Latest
Possible
Maturity
Date(1)
|
|||
AA
|
Variable(2)
|
$ 980,001,142.30
|
March
25, 2037
|
|||
A-1
|
Variable(2)
|
$ 3,437,880.00
|
March
25, 2037
|
|||
A-2
|
Variable(2)
|
$ 3,943,400.00
|
March
25, 2037
|
|||
A-3
|
Variable(2)
|
$
979,720.00
|
March
25, 2037
|
|||
A-M
|
Variable(2)
|
$
929,000.00
|
March
25, 2037
|
|||
M-1
|
Variable(2)
|
$
135,000.00
|
March
25, 2037
|
|||
M-2
|
Variable(2)
|
$
120,000.00
|
March
25, 2037
|
|||
M-3
|
Variable(2)
|
$
75,000.00
|
March
25, 2037
|
|||
M-4
|
Variable(2)
|
$
60,000.00
|
March
25, 2037
|
|||
M-5
|
Variable(2)
|
$
50,000.00
|
March
25, 2037
|
|||
M-6
|
Variable(2)
|
$
50,000.00
|
March
25, 2037
|
|||
M-7
|
Variable(2)
|
$
35,000.00
|
March
25, 2037
|
|||
M-8
|
Variable(2)
|
$
35,000.00
|
March
25, 2037
|
|||
B
|
Variable(2)
|
$
50,000.00
|
March
25, 2037
|
|||
ZZ
|
Variable(2)
|
$
10,100,023.31
|
March
25, 2037
|
|||
IO
|
Variable(2)
|
(3)
|
March
25, 2037
|
|||
P
|
Variable(2)
|
$ 100.00
|
March
25, 2037
|
___________________
(1)
|
For
purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations,
the
Distribution Date in the month following the maturity date for
the
Mortgage Loan with the latest maturity date has been designated
as the
“latest possible maturity date” for each REMIC 2 Regular
Interest.
|
(2)
|
Calculated
in accordance with the definition of “Uncertificated REMIC 2 Pass-Through
Rate” in this Agreement.
|
(3)
|
REMIC
2 Regular Interest IO will not have an Uncertificated Principal
Balance
but will accrue interest on its uncertificated notional amount
calculated
in accordance with the related definition of “Uncertificated Notional
Amount” herein.
|
REMIC
3
As
provided in this Agreement, the Trustee will make an election to treat the
segregated pool of assets consisting of the REMIC 2 Regular Interests as
a REMIC
for federal income tax purposes, and such segregated pool of assets will
be
designated as “REMIC 3”. The Class R-3 Interest will represent the sole class of
Residual Interests in REMIC 3 for purposes of the REMIC Provisions.
The
following table irrevocably sets forth the designation, the Pass-Through
Rate,
the Initial Certificate Principal Balance and, for purposes of satisfying
Treasury Regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity
date” for each class of Certificates and interests that represents ownership of
one or more of the Regular Interests in REMIC 3 created hereunder.
Each
Certificate, other than the Class C Certificates and the Class R Certificates,
represents ownership of a Regular Interest in REMIC 3 and also represents
(i)
the right to receive certain amounts specified herein in respect of Net WAC
Shortfall Amounts (as defined herein) and (ii) the obligation to pay Class
IO
Distribution Amounts (as defined herein). The entitlement to principal of
the
Regular Interest which corresponds to each such Certificate shall be equal
in
amount and timing to the entitlement to principal of such Certificate. The
Class
C Certificates represent ownership of a Regular Interest in REMIC 3 and also
represent (i) the obligation to pay certain amounts specified herein in respect
of Net WAC Shortfall Amounts and (ii) the right to receive Class IO Distribution
Amounts.
15
Designation
|
Initial
Certificate Principal Balance
|
Pass-Through
Rate
|
Latest
Possible Maturity Date(1)
|
|||
A-1(2)
|
$ 343,788,000.00
|
Variable(3)
|
March
25, 2037
|
|||
A-2(2)
|
$ 394,340,000.00
|
Variable(3)
|
March
25, 2037
|
|||
A-3(2)
|
$ 97,972,000.00
|
Variable(3)
|
March
25, 2037
|
|||
A-M(2)
|
$ 92,900,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-1(2)
|
$ 13,500,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-2(2)
|
$ 12,000,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-3(2)
|
$ 7,500,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-4(2)
|
$ 6,000,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-5(2)
|
$ 5,000,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-6(2)
|
$ 5,000,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-7(2)
|
$ 3,500,000.00
|
Variable(3)
|
March
25, 2037
|
|||
M-8(2)
|
$ 3,500,000.00
|
Variable(3)
|
March
25, 2037
|
|||
B(2)
|
$ 5,000,000.00
|
Variable(3)
|
March
25, 2037
|
|||
C
|
$ 10,001,165.61(4)
|
Variable(3)
|
March
25, 2037
|
|||
P
|
$
100.00
|
0.00%
|
March
25, 2037
|
|||
Class
IO Interest
|
(5)
|
(6)
|
March
25, 2037
|
___________________
(1)
|
For
purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations,
the
Distribution Date in the month following the maturity date for
the
Mortgage Loan with the latest maturity date has been designated
as the
“latest possible maturity date” for each Regular Interest in REMIC 3 the
ownership of which is represented by the Class A, Class B, Class
M, Class
C and Class P Certificates and the Class IO Interest.
|
(2)
|
This
Class of Certificates represents ownership of a Regular Interest
in REMIC
3. Any amount distributed on this Class of Certificates on any
Distribution Date in excess of the amount distributable on the
related
Regular Interest in REMIC 3 on such Distribution Date shall be
treated for
federal income tax purposes as having been paid from the Net WAC
Shortfall
Reserve Fund or the Supplemental Interest Trust, as applicable,
and any
amount distributable on the related Regular Interest in REMIC 3
on such
Distribution Date in excess of the amount distributable on such
Class of
Certificates on such Distribution Date shall be treated for such
purposes
as having been distributed to the Holders of such Certificates
and then
paid by such Holders to the Supplemental Interest Trust, all pursuant
to
and as further provided in Section 4.09
hereof.
|
(3)
|
Calculated
in accordance with the definition of “Pass-Through Rate” in this
Agreement. Each
Regular Interest in REMIC 3 which corresponds to a Class A, Class
M or
Class B Certificate will have the same Pass-Through Rate as such
Certificate, except with respect to the related Net WAC Rate. The
Net WAC
Rate for each such Regular Interest in REMIC 3 and Certificate
is
specified in the related definition of “Net WAC Rate
.”
|
(4)
|
The
Class C Certificates will not accrue interest on its Certificate
Principal
Balance, but will accrue interest at its variable Pass-Through
Rates on
its Notional Balance outstanding from time to time, which shall
equal the
aggregate Uncertificated Principal Balance of the REMIC 2 Regular
Interests (other than REMIC 2 Regular Interest P).
|
(5)
|
The
Class IO Interest will not have a principal balance, but will have
a
notional amount equal to the Uncertificated Notional Amount of
REMIC 2
Regular Interest 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 2 Regular Interest
IO.
|
16
ARTICLE
I
DEFINITIONS
Section
1.01. Defined
Terms.
Whenever
used in this Agreement, the following words and phrases, unless the context
otherwise requires, shall have the meanings specified in this Article.
Unless
otherwise specified, all calculations in respect of interest on the Class
A,
Class M and Class B Certificates shall accrue on the basis of a 360-day
year and
the actual number of days in the related Accrual Period. All calculations
of
interest on the Class C Certificates will be made on the basis of a 360-day
year
consisting of twelve 30-day months. The Class P and Class R Certificates
do not
accrue interest.
“Accrual
Period”: With respect to each Class of Certificates (other than the Class C,
Class P and Class R Certificates) and (i) with respect to the Distribution
Date
in March 2007, the period commencing on the Closing Date and ending on
the day
preceding the Distribution Date in March 2007, and (ii) with respect to
any
Distribution Date after the Distribution Date in March 2007, the period
commencing on the Distribution Date in the month immediately preceding
the month
in which such Distribution Date occurs and ending on the day preceding
such
Distribution Date. With respect to the Class C Certificates and any Distribution
Date, the calendar month immediately preceding such Distribution
Date.
“Adjustment
Date”: As to each adjustable-rate Mortgage Loan, each date set forth in the
related Mortgage Note on which an adjustment to the interest rate on such
Mortgage Loan becomes effective.
“Advance”:
As to any Mortgage Loan, any advance made by the Sub-Servicer or Master
Servicer
on any Distribution Date pursuant to Section 4.03.
“Affected
Party”: As defined in the Interest Rate Swap Agreement.
“Affiliate”:
With respect to any Person, any other Person controlling, controlled by
or under
common control with such Person. For purposes of this definition, “control”
means the power to direct the management and policies of a Person, directly
or
indirectly, whether through ownership of voting securities, by contract
or
otherwise and “controlling” and “controlled” shall have meanings correlative to
the foregoing.
“Aggregate
Stated Principal Balance”: As of any date of determination, the aggregate Stated
Principal Balance of the Mortgage Loans.
“Agreement”:
This Pooling and Servicing Agreement and all amendments hereof.
17
“Allocated
Realized Loss Amount”: With respect to any Class of Class A, Class M and Class B
Certificates and any Distribution Date, an amount equal to the sum of any
Realized Loss allocated to that Class of Certificates on that Distribution
Date
and any Allocated Realized Loss Amount for that Class remaining unpaid
from any
previous Distribution Date, minus any Subsequent Recoveries applied to
such
Allocated Realized Loss Amount.
“Assessment
of Compliance”: As defined in Section 3.20.
“Assignment”:
An assignment of Mortgage, notice of transfer or equivalent instrument,
in
recordable form, which is sufficient under the laws of the jurisdiction
wherein
the related Mortgaged Property is located to reflect of record the sale
of the
Mortgage.
“Attestation
Report”: As defined in Section 3.20.
“Available
Distribution Amount”: With respect to any Distribution Date, an amount equal to
the amount received by the Trustee and available in the Certificate Account
on
that Distribution Date. The Available Distribution Amount will be equal
to (i)
the sum of (1) the aggregate amount of scheduled payments on the Mortgage
Loans
received or advanced that were due during the related Due Period and (2)
any
unscheduled payments and receipts, including mortgagor prepayments on such
Mortgage Loans, Insurance Proceeds, Liquidation Proceeds and Subsequent
Recoveries, received during the related Prepayment Period, in each case
net of
amounts reimbursable therefrom to the Trustee, the Master Servicer, the
Supplemental Interest Trust Trustee and any Sub-Servicer, minus (ii) (1)
Master
Servicing Fees, Subservicing Fees and any amounts needed to reimburse the
Master
Servicer for amounts due under the this Agreement to the extent such amounts
have not been retained by, or paid previously to the Master Servicer, and
any
amounts in respect of the premiums payable to the PMI Insurer under the
PMI
Insurer Policy and (2) amounts payable by the trust to the Supplemental
Interest
Trust in respect of Net Swap Payments and Swap Termination Payments other
than
Swap Termination Payments resulting from a Swap Provider Trigger
Event.
“Balloon
Loan”: Each of the Mortgage Loans identified in the Mortgage Loan Schedule as
having an original term to maturity that is shorter than the related
amortization term.
“Balloon
Payment”: With respect to any Balloon Loan, the related Monthly Payment payable
on the stated maturity date of such Balloon Loan.
“Bankruptcy
Code”: The Bankruptcy Code of 1978, as amended.
“Basic
Principal Distribution Amount”: With respect to any Distribution Date, the
excess of (i) the Principal Remittance Amount for such Distribution Date
over
(ii) the Overcollateralization Release Amount, if any, for such Distribution
Date.
“Book-Entry
Certificate”: Each class of the Class A, Class M and Class B Certificates for so
long as they are issued, maintained and transferred at the
Depository.
18
“Business
Day”: Any day other than a Saturday, a Sunday or a day on which banking
institutions in California or New York (and such other state or states
in which
the Custodial Account or the Certificate Account are at the time located)
or in
the city in which the Corporate Trust Office of the Trustee is located
are
authorized or obligated by law or executive order to close.
“Cap
Contract I”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract II”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract III”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract IV”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract V”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract VI”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract VII”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract VIII”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract IX”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
19
“Cap
Contract X”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract XI”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract XII”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract XIII”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contract XIV”: The letter of agreement dated February 22, 2007, between the Cap
Counterparty and Deutsche Bank National Trust Company, not in its individual
capacity, but solely as Supplemental Interest Trust Trustee, a form of
which is
attached hereto as Exhibit M.
“Cap
Contracts”: Cap Contract I, Cap Contract II, Cap Contract III, Cap Contract IV,
Cap Contract V, Cap Contract VI, Cap Contract VII, Cap Contract VIII, Cap
Contract IX, Cap Contract X, Cap Contract XI, Cap Contract XII, Cap Contract
XIII and Cap Contract XIV.
“Cap
Counterparty”: The cap provider under each of the Cap Contracts required to make
payments to the Supplemental Interest Trust for payment to the Trust Fund
pursuant to the terms of the Cap Contracts, and any successor in interest
or
assign. Initially, the Cap Counterparty shall be Bear Xxxxxxx Financial
Products
Inc.
“Cash
Liquidation”: As to any defaulted Mortgage Loan other than a Mortgage Loan as to
which an REO Acquisition occurred, a determination by the Master Servicer
that
it has received all Insurance Proceeds, Liquidation Proceeds and other
payments
or cash recoveries which the Master Servicer reasonably and in good faith
expects to be finally recoverable with respect to such Mortgage
Loan.
“Certificate”:
Any Regular Certificate or Class R Certificate.
“Certificate
Account”: The trust account or accounts created and maintained pursuant to
Section 4.01, which shall be entitled Deutsche Bank National Trust Company,
in
trust for registered holders of Impac Secured Assets Corp., Mortgage
Pass-Through Certificates, Series 2007-1, and which account or accounts
must
each be an Eligible Account.
“Certificate
Account Deposit Date”: With respect to any Distribution Date, the Business Day
immediately preceding such Distribution Date.
20
“Certificate
Margin”: The Certificate Margin for the Class A, Class M and Class B
Certificates shall be:
Certificate
Margin
|
||
Class
|
(1)
|
(2)
|
A-1
|
0.060%
|
0.120%
|
A-2
|
0.160%
|
0.320%
|
A-3
|
0.240%
|
0.480%
|
A-M
|
0.220%
|
0.440%
|
M-1
|
0.270%
|
0.405%
|
M-2
|
0.280%
|
0.420%
|
M-3
|
0.310%
|
0.465%
|
M-4
|
0.410%
|
0.615%
|
M-5
|
0.430%
|
0.645%
|
M-6
|
0.470%
|
0.705%
|
M-7
|
1.150%
|
1.725%
|
M-8
|
1.250%
|
1.875%
|
B
|
1.250%
|
1.875%
|
______
(1) Initially.
(2) On
and
after the Step-Up Date.
“Certificate
Owner”: With respect to a Book-Entry Certificate, the Person who is the
beneficial owner of such Certificate, as reflected on the books of an indirect
participating brokerage firm for which a Depository Participant acts as
agent,
if any, and otherwise on the books of a Depository Participant, if any,
and
otherwise on the books of the Depository.
“Certificate
Principal Balance”: With respect to any Certificate (other than the Class C
Certificates and Class R Certificates) as of any date of determination,
the
Initial Certificate Principal Balance thereof, increased by any Subsequent
Recoveries allocated thereto, and reduced by the aggregate of (a) all amounts
allocable to principal previously distributed with respect to such Certificate
and (b) any reductions in the Certificate Principal Balance thereof deemed
to
have occurred in connection with allocations of Realized Losses in the
manner
described herein. With respect to the Class C Certificates as of any date
of
determination, an amount equal to the excess, if any, of (a) the then aggregate
Uncertificated Principal Balance of the REMIC 2 Regular Interests over
(b) the
then aggregate Certificate Principal Balance of the Class A, Class M, Class
B
and Class P Certificates then outstanding.
“Certificate
Register”: The register maintained pursuant to Section 5.02.
21
“Certificateholder”
or “Holder”: The Person in whose name a Certificate is registered in the
Certificate Register, except that only a Permitted Transferee shall be
a holder
of a Residual Certificate for any purposes hereof and, solely for the purposes
of giving any consent pursuant to this Agreement, any Certificate registered
in
the name of the Depositor or the Master Servicer or any affiliate thereof
shall
be deemed not to be outstanding and the Voting Rights to which such Certificate
is entitled shall not be taken into account in determining whether the
requisite
percentage of Voting Rights necessary to effect any such consent has been
obtained, except as otherwise provided in Section 11.01. The Trustee shall
be
entitled to rely upon a certification of the Depositor or the Master Servicer
in
determining if any Certificates are registered in the name of the respective
affiliate. All references in this Agreement to “Holders” or “Certificateholders”
shall reflect the rights of Certificate Owners as they may indirectly exercise
such rights through the Depository and participating members thereof, except
as
otherwise specified in this Agreement; provided,
however,
that
the Trustee shall be required to recognize as a “Holder” or “Certificateholder”
only the Person in whose name a Certificate is registered in the Certificate
Register.
“Class”:
Collectively, all of the Certificates bearing the same designation.
“Class
A
Certificates”: The Class A-1, Class A-2, Class A-3 and Class A-M
Certificates.
“Class
A-1 Certificate”: Any one of the Class A-1 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit A, executed
by
the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
A-2 Certificate”: Any one of the Class A-2 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit A, executed
by
the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
A-3 Certificate”: Any one of the Class A-3 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit A, executed
by
the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
A-M Certificate”: Any one of the Class A-M Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit A, executed
by
the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
22
“Class
A
Principal Distribution Amount”: For any Distribution Date, the excess of (1) the
aggregate Certificate Principal Balance of the Class A Certificates immediately
prior to such Distribution Date, over (2) the lesser of (x) 85.80% of the
Aggregate Stated Principal Balance of the Mortgage Loans for such Distribution
Date after giving effect to distributions made on that Distribution Date
and (y)
the Aggregate Stated Principal Balance of the Mortgage Loans for such
Distribution Date after giving effect to distributions to be made on that
Distribution Date minus the Overcollateralization Floor.
“Class
B
Certificate”: Any one of the Class B Certificates as designated on the face
thereof substantially in the form annexed hereto as Exhibit B-2, executed
by the
Trustee and authenticated and delivered by the Trustee, representing the
right
to distributions as set forth herein and therein and evidencing (i) a Regular
Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts
and
(iii) the obligation to pay Class IO Distribution Amounts.
“Class
C
Certificates”: Any one of the Class C Certificates as designated on the face
thereof substantially in the form annexed hereto as Exhibit B-3, executed
by the
Trustee and authenticated and delivered by the Trustee, representing the
right
to distributions as set forth herein and therein and evidencing (i) a Regular
Interest in REMIC 3, (ii) the obligation to pay Net WAC Shortfall Amounts
and
(iii) the right to receive Class IO Distribution Amounts.
“Class
C
Distribution Amount”: With respect to any Distribution Date, the sum of (i) the
Monthly Interest Distributable Amount for the Class C Certificates for
such
Distribution Date, (ii) any Overcollateralization Release Amount for such
Distribution Date and (iii) without duplication, any Subsequent Recoveries
not
distributed to the Class A, Class B and Class M Certificates on such
Distribution Date; provided, however that on any Distribution Date after
the
Distribution Date on which the Certificate Principal Balances of the Class
A,
Class B and Class M Certificates have been reduced to zero, the Class C
Distribution Amount shall include the Overcollateralized Amount.
“Class
IO
Interest”: An uncertificated interest in the Trust Fund held by the Trustee on
behalf of the Supplemental Interest Trust, evidencing a Regular Interest
in
REMIC 3 for purposes of the REMIC Provisions.
“Class
IO
Distribution Amount”: As defined in Section 4.09 hereof. For purposes of
clarity, the Class IO Distribution Amount for any Distribution Date shall
equal
the amount payable to the Supplemental Interest Trust with respect to the
Interest Rate Swap Agreement pursuant to the fourth paragraph of Section
4.01(a)
(except for the last sentence thereof) on such Distribution Date in excess
of
the amount payable on the Class IO Interest on such Distribution Date,
all as
further provided in Section 4.09 hereof.
“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 and Class M-8 Certificates.
23
“Class
M-1 Certificate”: Any one of the Class M-1 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-2 Certificate”: Any one of the Class M-2 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-3 Certificate”: Any one of the Class M-3 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-4 Certificate”: Any one of the Class M-4 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-5 Certificate”: Any one of the Class M-5 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-6 Certificate”: Any one of the Class M-6 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-7 Certificate”: Any one of the Class M-7 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
“Class
M-8 Certificate”: Any one of the Class M-8 Certificates as designated on the
face thereof substantially in the form annexed hereto as Exhibit B-1, executed
by the Trustee and authenticated and delivered by the Trustee, representing
the
right to distributions as set forth herein and therein and evidencing (i)
a
Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall
Amounts
and (iii) the obligation to pay Class IO Distribution Amounts.
24
“Class
P
Certificate”: Any one of the Class P Certificates as designated on the face
thereof substantially in the form annexed hereto as Exhibit B-4, executed
by the
Trustee and authenticated and delivered by the Trustee, representing the
right
to distributions as set forth herein and therein and evidencing (i) a Regular
Interest in REMIC 3 and (ii) the right to receive any Master Servicer Prepayment
Charge Payment Amounts.
“Class
R
Certificate”: Any one of the Class R Certificates as designated on the face
thereof substantially in the form annexed hereto as Exhibit B-5, evidencing
the
ownership of the Class R-1 Interest, Class R-2 Interest and Class R-3
Interest.
“Class
R-1 Interest”: The uncertificated Residual Interest in REMIC 1.
“Class
R-2 Interest”: The uncertificated Residual Interest in REMIC 2.
“Class
R-3 Interest”: The uncertificated Residual Interest in REMIC 3.
“Closing
Date”: February 22, 2007.
“Code”:
The Internal Revenue Code of 1986.
“Collateral
Account”: Shall mean the segregated trust account created and maintained by the
Custodian pursuant to Section 4.11 hereof.
“Collateral
Value”: The appraised value of a Mortgaged Property based upon the lesser of
(i)
the appraisal (as reviewed and approved by the Sponsor) made at the time
of the
origination of the related Mortgage Loan, or (ii) the sales price of such
Mortgaged Property at such time of origination. With respect to a Mortgage
Loan
the proceeds of which were used to refinance an existing mortgage loan,
the
appraised value of the Mortgaged Property based upon the appraisal (as
reviewed
and approved by the Sponsor) obtained at the time of refinancing.
“Commission”:
The Securities and Exchange Commission.
“Compensating
Interest”: With respect to any Distribution Date, any payments made by the
Sub-Servicer or the Master Servicer from its own funds to cover Prepayment
Interest Shortfalls, which shall be equal to the lesser of the sum of the
Master
Servicing and Subservicing Fees for the related Distribution Date, and
the
Prepayment Interest Shortfall for such Distribution Date.
“Corporate
Trust Office”: The principal corporate trust office of the Trustee at which at
any particular time its corporate trust business related to this Agreement
shall
be administered, which office at the date of the execution of this Agreement
is
located at 0000 Xxxx Xx. Xxxxxx Xxxxx, Xxxxx Xxx, Xxxxxxxxxx 00000, Attention:
Corporate Trust, Impac Secured Assets Corp. Series 2007-1 (IM07S1).
25
“Corresponding
Certificate”: With respect to each REMIC 2 Regular Interest (other than REMIC 2
Regular Interests AA, IO and ZZ), the Certificate with the corresponding
designation. With respect to each REMIC 3 Regular Interest (other than
the Class
IO Interest), the related Certificate representing an ownership
therein.
“Countrywide”:
Countrywide Home Loans Servicing LP, or its successor in interest.
“Credit
Enhancement Percentage”: For any Distribution Date after the Stepdown Date, the
percentage equivalent of a fraction, the numerator of which is equal to
(a) the
excess of (i) the Aggregate Stated Principal Balance of the Mortgage Loans
for
such Distribution Date (after giving effect to scheduled payments of principal
due during the related Due Period, to the extent received or advanced,
and
unscheduled collections of principal received during the related Prepayment
Period) over (ii) (1) before the aggregate Certificate Principal Balance
of the
Class A Certificates have been reduced to zero, the aggregate Certificate
Principal Balance of the Class A Certificates (after taking into account
distribution of the Principal Distribution Amount for such Distribution
Date),
or (2) after such time, the Certificate Principal Balance of the most senior
class of Subordinate Certificates outstanding (after taking into account
distribution of the Principal Distribution Amount for such Distribution
Date)
and the denominator of which is equal to (b) the Aggregate Stated Principal
Balance of the Mortgage Loans for such Distribution Date (after giving
effect to
scheduled payments of principal due during the related Due Period, to the
extent
received or advanced, and unscheduled collections of principal received
during
the related Prepayment Period).
“Credit
Support Annex”: The credit support annex, dated as of February 22, 2007, between
the Supplemental Interest Trust Trustee and Bear Xxxxxxx Financial Products
Inc.
“Current
Report”: The Current Report pursuant to Section 13 or 15(d) of the Exchange
Act.
“Curtailment”:
Any Principal Prepayment made by a Mortgagor which is not a Principal Prepayment
in Full.
“Custodial
Account”: The custodial account or accounts created and maintained pursuant to
Section 3.10 in the name of a depository institution, as custodian for
the
Holders of the Certificates. Any such account or accounts shall be an Eligible
Account.
“Custodian”:
As defined in Section 4.11.
“Cut-off
Date”: February 1, 2007.
26
“Cut-off
Date Balance”: The Aggregate Stated Principal Balance of the Mortgage Loans as
of the Cut-off Date.
“Defaulted
Mortgage Loan” means any Mortgage Loan as to which the Mortgagor has failed to
make unexcused three or more consecutive scheduled Monthly
Payments.
“Defaulting
Party”: As defined in the Interest Rate Swap Agreement.
“Deficient
Valuation”: With respect to any Mortgage Loan, 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 any reduction in the
amount
of principal to be paid in connection with any scheduled Monthly Payment
that
constitutes a permanent forgiveness of principal, which valuation or reduction
results from a proceeding under the Bankruptcy Code.
“Definitive
Certificate”: Any definitive, fully registered Certificate.
“Deleted
Mortgage Loan”: A Mortgage Loan replaced or to be replaced with a Qualified
Substitute Mortgage Loan.
“Delinquent”:
A Mortgage Loan is “delinquent” if any payment due thereon is not made pursuant
to the terms of such Mortgage Loan by the close of business on the day
such
payment is scheduled to be due. A Mortgage Loan is “30 days delinquent” if such
payment has not been received by the close of business on the corresponding
day
of the month immediately succeeding the month in which such payment was
due, or,
if there is no such corresponding day (e.g., as when a 30-day month follows
a
31-day month in which a payment was due on the 31st day of such month),
then on
the last day of such immediately succeeding month. Similarly for “60 days
delinquent,” “90 days delinquent” and so on.
“Depositor”
Impac Secured Assets Corp., or its successor in interest.
“Depository”:
The Depository Trust Company, or any successor Depository hereafter named.
The
nominee of the initial Depository for purposes of registering those Certificates
that are to be Book-Entry Certificates is Cede & Co. The Depository shall at
all times be a “clearing corporation” as defined in Section 8-102(5) of the
Uniform Commercial Code of the State of New York and a “clearing agency”
registered pursuant to the provisions of Section 17A of the Securities
Exchange
Act of 1934, as amended.
“Depository
Participant”: A broker, dealer, bank or other financial institutions or other
Person for whom from time to time a Depository effects book-entry transfers
and
pledges of securities deposited with the Depository.
“Derivative
Account”: As defined in Section 4.09(i).
27
“Derivative
Contract”: Any of the Cap Contracts or Interest Rate Swap Agreement, as
applicable.
“Derivative
Termination Payment”: Any termination payment due under a Derivative Contract
upon the early termination of such Derivative Contract.
“Determination
Date”: With respect to any Distribution Date, the 15th day of the month in which
such Distribution Date occurs or, if such day is not a Business Day, on
the
immediately preceding Business Day.
“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 Xxxxxxx Mac, 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 and (v) any
other
Person so designated by the Trustee based upon an Opinion of Counsel that
the
holding of an Ownership Interest in a Class R Certificate by such Person
may
cause REMIC 1, REMIC 2 or REMIC 3 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 Class R 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 March
2007.
“Distribution
Report” The Asset-Backed Issuer Distribution Report pursuant to Section 13 or
15(d) of the Exchange Act.
“Due
Date”: With respect to each Mortgage Loan, the first day of the month of the
related Distribution Date.
“Due
Period”: With respect to any Distribution Date, the period commencing on the
second day of the month preceding the month in which such Distribution
Date
occurs (or, with respect to the first Due Period, the day following the
Cut-off
Date) and ending on the first day of the month in which such Distribution
Date
occurs.
28
“Eligible
Account”: Any of (i) a segregated account maintained with a federal or state
chartered depository institution (A) the short-term obligations of which
are
rated A-1+ or better by Standard & Poor's and P-1 by Moody's at the time of
any deposit therein or if such account is maintained with PNC Bank, National
Association, rated no less than A-1 by Standard & Poor’s and no less than
P-1 by Moody’s or (B) insured by the FDIC (to the limits established by such
Corporation), the uninsured deposits in which account are otherwise secured
such
that, as evidenced by an Opinion of Counsel (obtained by the Person requesting
that the account be held pursuant to this clause (ii)) delivered to the
Trustee
prior to the establishment of such account, the Certificateholders will
have a
claim with respect to the funds in such account and a perfected first priority
security interest against any collateral (which shall be limited to Permitted
Investments, each of which shall mature not later than the Business Day
immediately preceding the Distribution Date next following the date of
investment in such collateral or the Distribution Date if such Permitted
Investment is an obligation of the institution that maintains the Certificate
Account, Insurance Account or Custodial Account) securing such funds that
is
superior to claims of any other depositors or general creditors of the
depository institution with which such account is maintained, (ii) a segregated
trust account or accounts maintained with a federal or state chartered
depository institution or trust company subject to regulations regarding
fiduciary funds on deposit similar to Title 12 of the Code of Federal
Regulations Section 9.10(b), which, in either case, has corporate trust
powers,
acting in its fiduciary capacity or (iii) a segregated account or accounts
of a
depository institution acceptable to the Rating Agencies (as evidenced
in
writing by the Rating Agencies that use of any such account as the Custodial
Account or the Certificate Account will not have an adverse effect on the
then-current ratings assigned to the Classes of the Certificates then rated
by
the Rating Agencies). Eligible Accounts may bear interest.
“Estimated
Swap Termination Payment”: As defined in the Interest Rate Swap
Agreement.
“Event
of
Default”: One or more of the events described in Section 7.01.
“Excess
Proceeds”: As defined in Section 3.22.
“Exchange
Act”: The Securities Exchange Act of 1934, as amended, and the rules and
regulations promulgated thereunder.
“Extra
Principal Distribution Amount”: With respect to any Distribution Date, the
lesser of (x) the Overcollateralization Deficiency Amount for such Distribution
Date and (y) the sum of (1) the Net Monthly Excess Cashflow Amount for
such
Distribution Date and (2) amounts available from the Supplemental Interest
Trust
to pay principal as provided in Section 4.01(f)(iii) hereof.
“Xxxxxx
Xxx”: Xxxxxx Xxx (formerly, Federal National Mortgage Association) or any
successor thereto.
29
“FDIC”:
Federal Deposit Insurance Corporation or any successor.
“Final
Scheduled Distribution Date”: The Distribution Date occurring in March
2037.
“Xxxxxxx
Mac”: Federal Home Loan Mortgage Corporation or any successor.
“Gross
Margin”: With respect to any Mortgage Loan, the percentage set forth as the
“Gross Margin” for such Mortgage Loan on the Mortgage Loan Schedule, as adjusted
from time to time in accordance with the terms of this Agreement.
“Index”:
With respect to any Mortgage Loan, the index for the adjustment of the
Mortgage
Rate set forth as such on the related Mortgage Note.
“Initial
Certificate Principal Balance”: With respect to each Class of Regular
Certificates, the Initial Certificate Principal Balance of such Class of
Certificates as set forth in the Preliminary Statement hereto, or with
respect
to any single Certificate, the Initial Certificate Principal Balance as
stated
on the face thereof.
“Initial
Notional Amount”: With respect to the Class C Certificates, an amount equal to
the Notional Balance of the Class C Certificates, or with respect to any
single
Certificate, the Initial Notional Amount as stated on the face thereof.
“Insurance
Policy”: With respect to any Mortgage Loan, any insurance policy (including a
PMI Insurer Policy) which is required to be maintained from time to time
under
this Agreement in respect of such Mortgage Loan.
“Insurance
Proceeds”: Proceeds paid in respect of the Mortgage Loans pursuant to any
Primary Hazard Insurance Policy, any title insurance policy or any other
insurance policy covering a Mortgage Loan, 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 procedures that the Master Servicer would
follow in servicing mortgage loans held for its own account.
“Interest
Rate Swap Agreement”: An interest rate swap agreement, dated as of February 22,
2007, between the Supplemental Interest Trust, by Deutsche Bank National
Trust
Company, as Supplemental Interest Trust Trustee on behalf of the Supplemental
Interest Trust, and the Swap Provider for the benefit of the Class A, Class
M
and Class B Certificates, together with any schedules, confirmations or
other
agreements relating thereto, a form of which is attached hereto as Exhibit
M.
“Interest
Remittance Amount”: With respect to any Distribution Date, that portion of the
Available Distribution Amount for such Distribution Date that represents
interest received or advanced with respect to the Mortgage Loans.
30
“Late
Collections”: With respect to any Mortgage Loan, all amounts received during any
Due Period, whether as late payments of Monthly Payments or as Insurance
Proceeds, Liquidation Proceeds or otherwise, which represent late payments
or
collections of Monthly Payments due but delinquent for a previous Due Period
and
not previously recovered.
“LIBOR”:
With respect to any Distribution Date and the Pass-Through Rates on the
Class A
Certificates and Subordinate Certificates, the arithmetic mean of the London
interbank offered rate quotations of reference banks (which will be selected
by
the Trustee after consultation with the Master Servicer) for one-month
U.S.
dollar deposits, expressed on a per annum basis, determined in accordance
with
Section 1.02.
“LIBOR
Business Day”: Any day other than (i) Saturday or Sunday or (ii) a day on which
banking institutions in the city of London, England and New York City are
required or authorized by law to be closed.
“LIBOR
Rate Adjustment Date”: With respect to each Distribution Date, the second LIBOR
Business Day immediately preceding the commencement of the related Accrual
Period.
“Liquidated
Mortgage Loan”: As to any Distribution Date, any Mortgage Loan in respect of
which the Master Servicer has determined, in accordance with the servicing
procedures specified herein, as of the end of the related Prepayment Period,
that all Liquidation Proceeds which it expects to recover with respect
to the
liquidation of the Mortgage Loan or disposition of the related REO Property
have
been recovered.
“Liquidation
Proceeds”: Amounts (other than Insurance Proceeds) received by the Master
Servicer in connection with the taking of an entire Mortgaged Property
by
exercise of the power of eminent domain or condemnation or in connection
with
the liquidation of a defaulted Mortgage Loan through trustee’s sale, foreclosure
sale or otherwise, other than amounts received in respect of any REO
Property.
“Loan-to-Value
Ratio”: As of any date, the fraction, expressed as a percentage, the numerator
of which is the current principal balance of the related Mortgage Loan
at the
date of determination and the denominator of which is the Collateral Value
of
the related Mortgaged Property.
“Lost
Note Affidavit”: With respect to any Mortgage Note, an original lost note
affidavit from the Sponsor stating that the original Mortgage Note was
lost,
misplaced or destroyed, together with a copy of the related Mortgage
Note.
“Majority
Class C Certificateholder”: The holder of a 50.01% or greater Percentage
Interest of the Class C Certificates.
“Marker
Rate”: With respect to the Class C Certificates and any Distribution Date, a
per
annum rate equal to two (2) times the weighted average of the Uncertificated
REMIC 2 Pass-Through Rates for each REMIC 2 Regular Interest for which
a Class
A, Class M or Class B Certificate is the Corresponding Certificate and
REMIC 2
Regular Interest ZZ, with the rate on each such REMIC 2 Regular Interest
(other
than REMIC 2 Regular Interest ZZ) subject to a cap equal to the lesser
of (i)
the Pass-Through Rate for the Corresponding Certificate determined without
regard to the Net WAC Rate for such Distribution Date, and (ii) the Net
WAC Rate
for the REMIC 3 Regular Interest the ownership of which is represented
by the
Corresponding Certificate for such Distribution Date for the purpose of
this
calculation, and with the rate on REMIC 2 Regular Interest ZZ subject to
a cap
of zero for the purpose of this calculation; provided, however, that solely
for
this purpose, the related cap with respect to each such REMIC 3 Regular
Interest
(other than REMIC 3 Regular Interest ZZ) shall be multiplied by a fraction,
the
numerator of which is 30 and the denominator of which is the actual number
of
days in the related Accrual Period.
31
“Master
Servicer”: Impac Funding Corporation, or any successor master servicer appointed
as herein provided.
“Master
Servicer Prepayment Charge Payment Amount”: The amounts payable by the Master
Servicer in respect of any waived Prepayment Charges pursuant to Section
2.03,
and any amount paid to the Trust Fund by any Person to remedy any breach
of any
representation, warranty or covenant made with respect to the Prepayment
Charges
to the extent the Trust Fund, as assignee, is the beneficiary of such
representation, warranty or covenant.
“Master
Servicing Fees”: With respect to each Mortgage Loan, an amount, payable out of
any payment of interest on the Mortgage Loan, equal to interest at the
Master
Servicing Fee Rate on the Stated Principal Balance of such Mortgage Loan
as of
the Due Date in the calendar month preceding the month in which the payment
of
the Master Servicing Fee is due (alternatively, in the event such payment
of
interest accompanies a Principal Prepayment in part or in full made by
the
Mortgagor, interest for the number of days covered by such payment of interest).
The Master Servicing Fee consists of servicing compensation payable to
the
Master Servicer in respect of its master servicing
responsibilities.
“Master
Servicing Fee Rate”: With respect to each Mortgage Loan, the per annum rate of
0.03%.
“Maximum
Uncertificated Accrued Interest Deferral Amount”: With respect to any
Distribution Date, the excess of (i) the sum of (x) the accrued interest
at the
Uncertificated REMIC 2 Pass-Through Rate applicable to REMIC 2 Regular
Interest
ZZ for such Distribution Date on a balance equal to the Uncertificated
Principal
Balance of REMIC 2 Regular Interest ZZ minus the REMIC 2 Overcollateralized
Amount, in each case for such Distribution Date and (y) 1.00% of the accrued
interest on REMIC 2 Regular Interest P at the applicable Uncertificated
REMIC 2
Pass-Through Rate for such Distribution Date, over (ii) the aggregate amount
of
Uncertificated Accrued Interest for such Distribution Date on the REMIC
2
Regular Interests for which the Class A, Class B and Class M Certificates
are
the Corresponding Certificates, with the rate on each such REMIC 2 Regular
Interest subject to a cap equal to the lesser of (1) the Pass-Through Rate
for
the Corresponding Certificate determined without regard to the Net WAC
Rate for
such Distribution Date, and (2) the Net WAC Rate for the REMIC 3 Regular
Interest the ownership of which is represented by the Corresponding Certificate
for such Distribution Date for the purpose of this calculation; provided,
however, that solely for this purpose, the related cap with respect to
each such
REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator
of
which is 30 and the denominator of which is the actual number of days in
the
related Accrual Period.
32
“MERS”:
Mortgage Electronic Registration Systems, Inc., a corporation organized
and
existing under the laws of the State of Delaware, or any successor
thereto.
“MERS®
System”: The system of recording transfers of Mortgages electronically
maintained by MERS.
“MIN”:
The Mortgage Identification Number for Mortgage Loans registered with MERS
on
the MERS® System.
“MOM
Loan”: With respect to any Mortgage Loan, MERS acting as the mortgagee of such
Mortgage Loan, solely as nominee for the originator of such Mortgage Loan
and
its successors and assigns, at the origination thereof.
“Monthly
Interest Distributable Amount”: For any Distribution Date and each Class of
Class A, Class M, Class B and Class C Certificates and Class IO Interest,
the
amount of interest accrued during the related Accrual Period at the related
Pass-Through Rate on the Certificate Principal Balances or Notional Balances
or
Uncertificated Notional Amounts of such Certificates or interests immediately
prior to such Distribution Date, in each case, reduced by any Prepayment
Interest Shortfalls to the extent not covered by Compensating Interest
payable
by the Sub-Servicer or Master Servicer and any shortfalls resulting from
the
application of the Relief Act (in each case to the extent allocated to
such
Class of Certificates or interests as set forth in Section 1.03). The Monthly
Interest Distributable Amount on the Class A, Class M and Class B Certificates
will be calculated on the basis of the actual number of days in the related
Accrual Period and a 360 day-year.
“Monthly
Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of
principal and interest on such Mortgage Loan which is payable by a Mortgagor
from time to time under the related Mortgage Note as originally executed
(after
adjustment, if any, for Deficient Valuations occurring prior to such Due
Date,
and after any adjustment by reason of any bankruptcy or similar proceeding
or
any moratorium or similar waiver or grace period).
“Moody's”:
Xxxxx'x Investors Service, Inc., or its successor in interest.
“Mortgage”:
The mortgage, deed of trust or any other instrument securing the Mortgage
Loan.
33
“Mortgage
File”: The mortgage documents listed in Section 2.01 pertaining to a particular
Mortgage Loan and any additional documents required to be added to the
Mortgage
File pursuant to this Agreement and the Custodial Agreement; provided,
that
whenever the term “Mortgage File” is used to refer to documents actually
received by the Trustee, such term shall not be deemed to include such
additional documents required to be added unless they are actually so
added.
“Mortgage
Loan”: Each of the mortgage loans, transferred and assigned to the Trustee
pursuant to Section 2.01, 2.04 or 2.06 and from time to time held in the
Trust
Fund (including any Qualified Substitute Mortgage Loans), the mortgage
loans so
transferred, assigned and held being identified in the Mortgage Loan Schedule.
As used herein, the term “Mortgage Loan” includes the related Mortgage Note and
Mortgage.
“Mortgage
Loan Purchase Agreement”: The Mortgage Loan Purchase Agreement dated as of
February 22, 2007, among Impac Funding Corporation, as sponsor, Impac Mortgage
Holdings, Inc. and the Depositor, as purchaser, and all amendments thereof
and
supplements thereto.
“Mortgage
Loan Schedule”: As of any date of determination, the schedule of Mortgage Loans
included in the Trust Fund. The schedule of Mortgage Loans with accompanying
information transferred on the Closing Date to the Trustee as part of the
Trust
Fund for the Certificates, attached hereto as Exhibit H, which list shall
set
forth the following information with respect to each Mortgage Loan:
(i) [reserved];
(ii) the
city,
state and zip code of the Mortgaged Property;
(iii) the
original term to maturity;
(iv) the
original principal balance and the original Mortgage Rate;
(v) the
first
payment date;
(vi) [reserved];
(vii) the
type
of Mortgaged Property;
(viii) the
Monthly Payment in effect as of the Cut-off Date;
(ix) the
principal balance as of the Cut-off Date;
(x) the
Mortgage Rate as of the Cut-off Date;
(xi) the
occupancy status;
34
(xii) the
purpose of the Mortgage Loan;
(xiii) the
Collateral Value of the Mortgaged Property;
(xiv) the
remaining term to maturity;
(xv) the
paid-through date of the Mortgage Loan;
(xvi) the
Master Servicing Fee Rate;
(xvii) the
Sub-Servicing Fee Rate;
(xviii) the
Net
Mortgage Rate for the Mortgage Loan;
(xix) whether
such Mortgage Loan is a PMI Mortgage Loan and, if so, the related PMI Insurer
Fee Rate;
(xx) whether
the Mortgage Loan is covered by a private mortgage insurance policy or
an
original certificate of private mortgage insurance;
(xxi) the
documentation type;
(xxii) the
type
and term of the related Prepayment Charge, if any;
(xxiii) the
Index
and the Gross Margin; and
(xxiv) the
Adjustment Date frequency and Distribution Date frequency.
The
Mortgage Loan Schedule may be in the form of more than one schedule,
collectively setting forth all of the information required.
“Mortgage
Note”: The note or other evidence of the indebtedness of a Mortgagor under a
Mortgage Loan.
“Mortgage
Rate”: With respect to any Mortgage Loan, the annual rate at which interest
accrues on such Mortgage Loan in the absence of default, as adjusted from
time
to time in accordance with the provisions of the Mortgage Note.
“Mortgaged
Property”: The underlying property securing a Mortgage Loan.
“Mortgagor”:
The obligor or obligors on a Mortgage Note.
“Net
Liquidation Proceeds”: With respect to any Liquidated Mortgage Loan or any other
disposition of related Mortgaged Property (including REO Property) the
related
Liquidation Proceeds net of Advances, Servicing Advances, Master Servicing
Fees,
Sub-Servicing Fees and any other accrued and unpaid servicing fees received
and
retained in connection with the liquidation of such Mortgage Loan or Mortgaged
Property.
35
“Net
Monthly Excess Cashflow”: With respect to each Distribution Date, the sum of (a)
any Overcollateralization Release Amount and (b) the excess of (x) the
Interest
Remittance Amount for such Distribution Date over (y) the aggregate Monthly
Interest Distributable Amount for the Class A, Class M and Class B Certificates
for such Distribution Date and any Unpaid Interest Shortfall Amount payable
to
the Class A Certificateholder for such Distribution Date.
“Net
Mortgage Rate”: With respect to each Mortgage Loan Due Date, the then applicable
Mortgage Rate thereon minus the sum of (1) the Master Servicing Fee Rate,
(2)
the Subservicing Fee Rate and (3) the related PMI Insurer Fee Rate, if
such
Mortgage Loan is a PMI Mortgage Loan.
“Net
Prepayment Interest Shortfall”: With respect to any Distribution Date, the
excess, if any, of any Prepayment Interest Shortfalls for such date over
the
related Compensating Interest.
“Net
Swap
Payment”: With respect to each Distribution Date, the net payment required to be
made pursuant to the terms of the Interest Rate Swap Agreement by either
the
Swap Provider or the Supplemental Interest Trust, which net payment shall
not
take into account any Swap Termination Payment.
“Net
WAC
Rate”: With respect to the Class A, Class M and Class B Certificates and any
Distribution Date, a per annum rate equal to the excess, if any, of (A)
a per
annum rate equal to the weighted average of the Net Mortgage Rates of the
Mortgage Loans as of the first day of the month preceding the month in
which
such Distribution Date occurs over (B) the sum of (1) a per annum rate
equal to
the Net Swap Payment payable to the Swap Provider on such Distribution
Date,
divided by the outstanding Stated Principal Balance of the Mortgage Loans
as of
the first day of the calendar month preceding the month in which the
Distribution Date occurs, multiplied by 12, and (2) a per annum rate equal
to
any Swap Termination Payment not due to a Swap Provider Trigger Event payable
to
the Swap Provider on such Distribution Date, divided by the outstanding
Stated
Principal Balance of the Mortgage Loans as of the first day of the calendar
month preceding the month in which the Distribution Date occurs, multiplied
by
12. The Net WAC Rate will be adjusted to an effective rate reflecting the
accrual of interest on an actual/360 basis. With respect to any Distribution
Date and the REMIC 3 Regular Interests the ownership of which is represented
by
the Class A, Class M and Class B Certificates, a per annum rate equal to
the
weighted average (adjusted for the actual number of days elapsed in the
related
Accrual Period) of the Uncertificated REMIC 2 Pass-Through Rates on the
REMIC 2
Regular Interests (other than REMIC 2 Regular Interest IO), weighted on
the
basis of the Uncertificated Principal Balances of each such REMIC 2 Regular
Interest immediately prior to such Distribution Date.
“Net
WAC
Shortfall Amount”: With respect to any Distribution Date, the sum of (i) if the
Pass-Through Rate for any of the Class A, Class M and Class B Certificates
is
limited to the Net WAC Rate, the excess, if any, of (a) the amount of interest
such Class A, Class M and Class B Certificates would have been entitled
to
receive on such Distribution Date if such Net WAC Rate would not have been
applicable to such Certificates, over (b) the amount of interest accrued
on such
Certificates at such Net WAC Rate, and (ii) the Net WAC Shortfall Amount
from
the prior Distribution Date not previously distributed together with interest
thereon at the related Pass-Through Rate for the most recently ended Accrual
Period.
36
“Net
WAC
Shortfall Reserve Fund”: A reserve fund established by the Trustee for the
benefit of the Holders of the Class A, Class M, Class B and Class C
Certificates, and funded on the Closing Date by or on behalf of the Depositor
with an amount equal to the Net WAC Shortfall Reserve Fund Deposit. The
Net WAC
Shortfall Reserve Fund is an “outside reserve fund” within the meaning of
Treasury regulation Section 1.860G-2(h), which is not an asset of any REMIC,
the
ownership of which is evidenced by the Class C Certificates and which is
established and maintained pursuant to Section 4.08.
“Net
WAC
Shortfall Reserve Fund Deposit”: With respect to the Net WAC Shortfall Reserve
Fund, an amount equal to $5,000, which the Depositor shall fund initially
pursuant to Section 4.08 hereof.
“Nonrecoverable
Advance”: Any Advance or Servicing Advance previously made or proposed to be
made in respect of a Mortgage Loan which, in the reasonable good faith
judgment
of the Master Servicer, will not or, in the case of a proposed Advance
or
Servicing Advance, would not be ultimately recoverable from Late Collections,
Insurance Proceeds, Liquidation Proceeds or REO Proceeds. The determination
by
the Master Servicer that it has made a Nonrecoverable Advance or that any
proposed Advance or Servicing Advance would constitute a Nonrecoverable
Advance,
shall be evidenced by a certificate of a Servicing Officer delivered to
the
Depositor and the Trustee.
“Non-United
States Person”: Any Person other than a United States Person.
“Notional
Balance”: With respect to the Class C Certificates and any Distribution Date, an
amount equal to the Stated Principal Balance of the Mortgage Loans as of
the
related Due Date, minus the Certificate Principal Balance of the Class
P
Certificates. For federal income tax purposes, the Notional Balance of
the Class
C Certificates for any Distribution Date shall be an amount equal to the
aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests,
other than REMIC 2 Regular Interest P, for such Distribution Date.
“Officers’
Certificate”: A certificate signed by the Chairman of the Board, the Vice
Chairman of the Board, the President or a vice president and by the Treasurer,
the Secretary, or one of the assistant treasurers or assistant secretaries
of
the Depositor, the Sponsor, the Master Servicer or of any Sub-Servicer
and
delivered to the Depositor and Trustee.
“One
Month LIBOR”: The London interbank offered rate for one-month United States
dollar deposits, determined as described in Section 1.02 of this
Agreement.
37
“Opinion
of Counsel”: A written opinion of counsel, who may be counsel for the Depositor,
the Sponsor, or the Master Servicer, reasonably acceptable to the Trustee;
except that any opinion of counsel relating to (a) the qualification of
any
account required to be maintained pursuant to this Agreement as an Eligible
Account, (b) the qualification of REMIC 1, REMIC 2, or REMIC 3 as REMICs,
(c)
compliance with the REMIC Provisions or (d) resignation of the Master Servicer
pursuant to Section 6.04 must be an opinion of counsel who (i) is in fact
independent of the Depositor and the Master Servicer, (ii) does not have
any
direct financial interest or any material indirect financial interest in
the
Depositor or the Master Servicer or in an affiliate of either and (iii)
is not
connected with the Depositor or the Master Servicer as an officer, employee,
director or person performing similar functions.
“Optional
Termination Date”: The first Distribution Date on which the Master Servicer may
opt to terminate the Trust Fund pursuant to Section 9.01.
“OTS”:
Office of Thrift Supervision or any successor.
“Outstanding
Mortgage Loan”: As to any Due Date, a Mortgage Loan (including an REO Property)
which was not the subject of a Principal Prepayment in Full, Cash Liquidation
or
REO Disposition and which was not purchased prior to such Due Date pursuant
to
Sections 2.02, 2.04 or 3.14.
“Overcollateralization
Deficiency Amount”: With respect to any Distribution Date, the amount, if any,
by which the Overcollateralization Target Amount exceeds the Overcollateralized
Amount on such Distribution Date (after giving effect to distributions
in
respect of the Basic Principal Distribution Amount on such Distribution
Date).
“Overcollateralization
Floor”: With respect to any Distribution Date, 0.35% of the Cut-off Date
Balance.
“Overcollateralization
Release Amount”: With respect to any Distribution Date, the lesser of (x) the
Principal Remittance Amount for such Distribution Date and (y) the excess,
if
any, of (i) the Overcollateralized Amount for such Distribution Date (assuming
that 100% of the Principal Remittance Amount is applied as a principal
payment
on such Distribution Date) over (ii) the Overcollateralization Target Amount
for
such Distribution Date.
“Overcollateralization
Target Amount”: With respect to any Distribution Date prior to the Stepdown
Date, 1.00% of the Cut-off Date Balance. With respect to any Distribution
Date
on or after the Stepdown Date, the greater of (x) 2.00% of the aggregate
Stated
Principal Balance of the Mortgage Loans and (y) the Overcollateralization
Floor;
provided, however, that if a Trigger Event is in effect on any Distribution
Date, the Overcollateralization Target Amount will be equal to the
Overcollateralization Target Amount on the prior Distribution Date.
“Overcollateralized
Amount”: For any Distribution Date, the amount, if any, by which (i) the
aggregate Stated Principal Balance of the Mortgage Loans (after giving
effect to
scheduled payments of principal due during the related Due Period, to the
extent
received or advanced, unscheduled collections of principal received during
the
related Prepayment Period and any Realized Losses on the Mortgage Loans
during
the related Prepayment Period), exceeds (ii) the aggregate Certificate
Principal
Balance of the Class A, Class M, Class B and Class P Certificates as of
such
Distribution Date (after giving effect to distributions to be made on such
Distribution Date).
38
“Ownership
Interest”: As to any Certificate, any ownership or security interest in such
Certificate, including any interest in such Certificate as the Holder thereof
and any other interest therein, whether direct or indirect, legal or beneficial,
as owner or as pledgee.
“Pass-Through
Rate”: With respect to any Distribution Date and the Class A, Class M and Class
B Certificates, the least of (x) One-Month LIBOR plus the related Certificate
Margin, (y) 11.50% and (z) the Net WAC Rate.
With
respect to the Class C Certificates and any Distribution Date, the sum
of (x) a
per annum rate equal to the percentage equivalent of a fraction, the numerator
of which is the sum of the amount determined for each REMIC 2 Regular Interest
(other than REMIC 2 Regular Interests IO and P) equal to the product of
(a) the
excess, if any, of the Uncertificated REMIC 2 Pass-Through Rate for such
REMIC 2
Regular Interest over the Marker Rate and (b) a notional amount equal to
the
Uncertificated Principal Balance of such REMIC 2 Regular Interest, and
the
denominator of which is the aggregate Uncertificated Principal Balance
of such
REMIC 2 Regular Interests, and (y) 100% of the interest distributable in
respect
of REMIC 2 Regular Interest P.
With
respect to each of the Class P Certificates and any Distribution Date,
0.00% per
annum.
With
respect to the Class IO Interest and any Distribution Date, 100% of the
amounts
distributable to REMIC 2 Regular Interest IO for such Distribution
Date.
“Percentage
Interest”: With respect to any Regular Certificate, the undivided percentage
ownership interest in the related Class evidenced by such Certificate,
which
percentage ownership interest shall be equal to the Initial Certificate
Principal Balance thereof divided by the aggregate Initial Certificate
Principal
Balance of all of the Certificates of the same Class. With respect to any
Class
R Certificate, the interest in distributions to be made with respect to
such
Class evidenced thereby, expressed as a percentage, as stated on the face
of
each such Certificate.
“Permitted
Investment”: One or more of the following:
(i) obligations
of or guaranteed as to principal and interest by the United States or any
agency
or instrumentality thereof when such obligations are backed by the full
faith
and credit of the United States;
39
(ii) repurchase
agreements on obligations specified in clause (i) maturing not more than
one
month from the date of acquisition thereof, provided that the unsecured
obligations of the party agreeing to repurchase such obligations are at
the time
rated by each Rating Agency in its highest short-term rating available,
provided, however, that such repurchase agreements are treated as financings
under generally accepted accounting principles (“GAAP”);
(iii) federal
funds, certificates of deposit, demand deposits, time deposits and bankers'
acceptances (which shall each have an original maturity of not more than
90 days
and, in the case of bankers' acceptances, shall in no event have an original
maturity of more than 365 days or a remaining maturity of more than 30
days)
denominated in United States dollars of any U.S. depository institution
or trust
company incorporated under the laws of the United States or any state thereof
or
of any domestic branch of a foreign depository institution or trust company;
provided that the debt obligations of such depository institution or trust
company (or, if the only Rating Agency is Standard & Poor's, in the case of
the principal depository institution in a depository institution holding
company, debt obligations of the depository institution holding company)
at the
date of acquisition thereof have been rated by each Rating Agency in its
highest
short-term rating available; and provided further that, if the only Rating
Agency is Standard & Poor's and if the depository or trust company is a
principal subsidiary of a bank holding company and the debt obligations
of such
subsidiary are not separately rated, the applicable rating shall be that
of the
bank holding company; and, provided further that, if the original maturity
of
such short-term obligations of a domestic branch of a foreign depository
institution or trust company shall exceed 30 days, the short-term rating
of such
institution shall be A-1+ in the case of Standard & Poor's if Standard &
Poor's is the Rating Agency;
(iv) commercial
paper (having original maturities of not more than 365 days) of any corporation
incorporated under the laws of the United States or any state thereof which
on
the date of acquisition has been rated by Moody's and Standard & Poor's in
their highest short-term ratings available; provided that such commercial
paper
shall have a remaining maturity of not more than 30 days;
(v) a
money
market fund or a qualified investment fund rated by Moody's in its highest
long-term ratings available or rated AAAm or AAAm-G by Standard & Poor's,
including any such funds for which Deutsche Bank National Trust Company
or any
affiliate thereof serves as an investment advisor, manager, administrator,
shareholder, servicing agent, and/or custodian or sub-custodian;
and
(vi) other
obligations or securities that are acceptable to each Rating Agency as
a
Permitted Investment hereunder and will not reduce the rating assigned
to any
Class of Certificates by such Rating Agency below the lower of the then-current
rating or the rating assigned to such Certificates as of the Closing Date
by
such Rating Agency, as evidenced in writing;
40
provided,
however,
that no
instrument shall be a Permitted Investment if it represents, either (1)
the
right to receive only interest payments with respect to the underlying
debt
instrument or (2) the right to receive 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
greater than 120% of the yield to maturity at par of such underlying
obligations.
To
the
extent that the Trustee receives any materials in connection with the holding
of
any Permitted Investment which require the holder to vote, the Trustee
shall not
exercise its voting rights.
Permitted
Investments shall not be sold prior to maturity, except that a money market
fund
or qualified investment fund may be liquidated at any time.
“Permitted
Transferee”: Any transferee of a Residual Certificate other than a Disqualified
Organization, a Non-United States Person or an “electing large partnership” (as
defined in Section 775 of the Code).
“Person”:
Any individual, corporation, partnership, limited liability company, joint
venture, association, joint-stock company, trust, unincorporated organization
or
government or any agency or political subdivision thereof.
“PMI
Insurer”: Any provider of primary mortgage insurance under a PMI Insurer
Policy.
“PMI
Insurer Fee Rate”: With respect to each PMI Mortgage Loan, the per annum rate
payable to the applicable PMI Insurer under the related PMI Insurer Policy.
“PMI
Insurer Policy”: The lender-paid primary mortgage insurance policy issued by the
PMI Insurer in accordance with a letter between the Sponsor and any PMI
Insurer.
“PMI
Mortgage Loan”: Any mortgage loan covered by the PMI Insurer
Policy.
“Prepayment
Assumption”: As defined in the Prospectus Supplement.
“Prepayment
Charge”: With respect to any Mortgage Loan, the charges or premiums, if any, due
in connection with a full or partial prepayment of such Mortgage Loan in
accordance with the terms thereof (other than any Master Servicer Prepayment
Charge Payment Amount).
“Prepayment
Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan
that was the subject of a Principal Prepayment during the portion of the
Prepayment Period from the related Due Date to the end of such Prepayment
Period, any payment of interest received in connection therewith (net of
any
applicable Servicing Fee) representing interest accrued for any portion
of such
month of receipt.
41
“Prepayment
Interest Shortfall”: As to any Distribution Date and any Mortgage Loan (other
than a Mortgage Loan relating to an REO Property) that was the subject
of (a) a
Principal Prepayment in Full during the related Prepayment Period, an amount
equal to the excess of one month’s interest at the Net Mortgage Rate on the
Stated Principal Balance of such Mortgage Loan over the amount of interest
(adjusted to the Net Mortgage Rate) paid by the Mortgagor for such Prepayment
Period to the date of such Principal Prepayment in Full or (b) a Curtailment
during the prior calendar month, an amount equal to one month’s interest at the
Net Mortgage Rate on the amount of such Curtailment.
“Prepayment
Period”: With respect to any Distribution Date, the period between the 16th of
the month prior to such Distribution Date and the 15th of the current month,
except the initial Prepayment Period will run from February 1, 2007 through
March 15, 2007.
“Primary
Hazard Insurance Policy”: Each primary hazard insurance policy required to be
maintained pursuant to Section 3.13.
“Primary
Insurance Policy”: Any primary policy of mortgage guaranty insurance including
the PMI Insurer Policy, or any replacement policy therefor.
“Principal
Distribution Amount”: With respect to any Distribution Date, an amount equal to
the sum of the Basic Principal Distribution Amount plus the Extra Principal
Distribution Amount.
“Principal
Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan
which is received in advance of its scheduled Due Date and which is not
accompanied by an amount of interest representing scheduled interest due
on any
date or dates in any month or months subsequent to the month of
prepayment.
“Principal
Prepayment in Full”: Any Principal Prepayment made by a Mortgagor of the entire
unpaid principal balance of the Mortgage Loan.
“Principal
Remittance Amount”: With respect to any Distribution Date, the sum of the
following from the Available Distribution Amount: (i) each scheduled payment
of
principal collected or advanced on the Mortgage Loans by the Master Servicer
that were due during the related Due Period, (ii) the principal portion
of all
partial and full Principal Prepayments of the Mortgage Loans applied by
the
Master Servicer during the related Prepayment Period, (iii) the principal
portion of all Net Liquidation Proceeds, REO Proceeds, Insurance Proceeds,
and
Subsequent Recoveries received during the related Prepayment Period, (iv)
the
principal portion of proceeds of Mortgage Loan purchases made pursuant
to
Section 2.02, 2.04, 3.14 or 3.27, in each case received or made during
the
related Prepayment Period, (v) the principal portion of any related Substitution
Adjustments deposited in the Custodial Account during the related Prepayment
Period and (vi) on the Distribution Date on which the Trust Fund is to
be
terminated pursuant to Section 9.01, the principal portion of the termination
price received from the Master Servicer in connection with a termination
of the
Trust Fund to occur on such Distribution Date.
42
“Prospectus
Supplement”: That certain Prospectus Supplement dated February 21, 2007 relating
to the public offering of the Class A Certificates and Class M
Certificates.
“Purchase
Price”: With respect to any Mortgage Loan (or REO Property) required to be
purchased pursuant to Section 2.02, 2.04, 3.14 or 3.27, an amount equal
to the
sum of (i) 100% of the Stated Principal Balance thereof, (ii) unpaid accrued
interest (or REO Imputed Interest) at the applicable Net Mortgage Rate
on the
Stated Principal Balance thereof outstanding during each Due Period that
such
interest was not paid or advanced, from the date through which interest
was last
paid by the Mortgagor or advanced and distributed to Certificateholders
together
with unpaid Master Servicing Fees, Sub-Servicing Fees and, if such Mortgage
Loan
is a PMI Mortgage Loan, fees due the PMI Insurer at the PMI Insurer Fee
Rate,
from the date through which interest was last paid by the Mortgagor, in
each
case to the first day of the month in which such Purchase Price is to be
distributed, (iii) the aggregate of all Advances and Servicing Advances
made in
respect thereof that were not previously reimbursed and (iv) costs and
damages
incurred by the Trust Fund in connection with a repurchase pursuant to
Section
2.04 hereof that arises out of a violation of any anti-predatory lending
law
which also constitutes an actual breach of representations (xii), (xxxv),
(xxxiii), (xxxviii), (xxxix) or (xliii) of Section 3.1(b) of the Mortgage
Loan
Purchase Agreement.
“Qualified
Insurer”: Any insurance company duly qualified as such under the laws of the
state or states in which the related Mortgaged Property or Mortgaged Properties
is or are located, duly authorized and licensed in such state or states
to
transact the type of insurance business in which it is engaged and approved
as
an insurer by the Master Servicer, so long as the claims paying ability
of which
is acceptable to the Rating Agencies for pass-through certificates having
the
same rating as the Certificates rated by the Rating Agencies as of the
Closing
Date.
“Qualified
Substitute Mortgage Loan”: A Mortgage Loan substituted by the Depositor for a
Deleted Mortgage Loan which must, on the date of such substitution, as
confirmed
in an Officers’ Certificate of the Sponsor delivered to the Trustee, (i) have an
outstanding principal balance, after deduction of the principal portion
of the
monthly payment due in the month of substitution (or in the case of a
substitution of more than one Mortgage Loan for a Deleted Mortgage Loan,
an
aggregate outstanding principal balance, after such deduction), not in
excess of
the Stated Principal Balance of the Deleted Mortgage Loan (the amount of
any
shortfall to be paid to the Master Servicer for deposit in the Custodial
Account
in the month of substitution); (ii) have a Mortgage Rate and a Net Mortgage
Rate
no lower than and not more than 1% per annum higher than the Mortgage Rate
and
Net Mortgage Rate, respectively, of the Deleted Mortgage Loan as of the
date of
substitution; (iii) have a Loan-to-Value Ratio at the time of substitution
no
higher than that of the Deleted Mortgage Loan at the time of substitution;
(iv)
have a remaining term to stated maturity not greater than (and not more
than one
year less than) that of the Deleted Mortgage Loan; (v) comply with each
representation and warranty set forth in Section 2.04 hereof; and, (vi)
comply
with each non-statistical representation and warranty set forth in the
Mortgage
Loan Purchase Agreement.
43
“Rating
Agency”: Standard & Poor's or Moody's and each of their successors. If such
agencies and their successors are no longer in existence, “Rating Agency” shall
be such nationally recognized statistical rating agency, or other comparable
Person, designated by the Depositor, notice of which designation shall
be given
to the Trustee and Master Servicer. References herein to the two highest
long
term debt rating of a Rating Agency shall mean “AA” or better in the case of
Standard & Poor's and “Aa2” or better in the case of Moody's and references
herein to the highest short-term debt rating of a Rating Agency shall mean
“A-1+” in the case of Standard & Poor's and “P-1” in the case of Moody's,
and in the case of any other Rating Agency such references shall mean such
rating categories without regard to any plus or minus.
“Realized
Loss”: With respect to each Mortgage Loan or REO Property as to which a Cash
Liquidation or REO Disposition has occurred, an amount (not less than zero)
equal to (i) the Stated Principal Balance of the Mortgage Loan as of the
date of
Cash Liquidation or REO Disposition, plus (ii) interest (and REO Imputed
Interest, if any) at the Net Mortgage Rate from the Due Date as to which
interest was last paid or advanced to Certificateholders up to the date
of the
Cash Liquidation or REO Disposition on the Stated Principal Balance of
such
Mortgage Loan outstanding during each Due Period that such interest was
not paid
or advanced, minus (iii) the proceeds, if any, received during the month
in
which such Cash Liquidation or REO Disposition occurred, to the extent
applied
as recoveries of interest at the Net Mortgage Rate and to principal of
the
Mortgage Loan, net of the portion thereof reimbursable to the Master Servicer
or
any Sub-Servicer with respect to Advances or Servicing Advances not previously
reimbursed. With respect to each Mortgage Loan which has become the subject
of a
Deficient Valuation, the difference between the principal balance of the
Mortgage Loan outstanding immediately prior to such Deficient Valuation
and the
principal balance of the Mortgage Loan as reduced by the Deficient
Valuation.
“Record
Date”: With respect to each Distribution Date and the Class A, Class M and Class
B Certificates, so long as such Certificates are Book-Entry Certificates,
the
Business Day prior to such Distribution Date. With respect to any Class
A, Class
M and Class B Certificates which are not Book-Entry Certificates, the close
of
business on the last Business Day of the month preceding the month in which
such
Distribution Date occurs.
“Regular
Certificate”: Any of the Certificates other than the Class R
Certificates.
“Regulation
AB” Subpart 229,1100 - Asset Backed Securities (Regulation AB), 17 C.F.R.
§§229.1100-229.1123, as such may be amended from time to time, and subject
to
such clarification and interpretation as have been provided by the Commission
in
the adopting release (Asset-Backed Securities, Securities Act Release No.
33-8518, 70 Fed. Reg. 1,506, 1,531 (Jan.7, 2005)) or by the staff of the
Commission, or as may be provided by the Commission or its staff from time
to
time.
44
“Relief
Act”: The Servicemembers Relief Act, as amended, and similar legislation or
regulations.
“Relief
Act Interest Shortfall”: With respect to any Distribution Date, for any Mortgage
Loan with respect to which there has been a reduction in the amount of
interest
collectible thereon for the most recently ended Due Period as a result
of the
application of the Relief Act, the amount by which (i) interest collectible
on
such Mortgage Loan during such Due Period is less than (ii) one month's
interest
on the Stated Principal Balance of such Mortgage Loan at the Loan Rate
for such
Mortgage Loan before giving effect to the application of the Relief
Act.
“REMIC”:
A “real estate mortgage investment conduit” within the meaning of Section 860D
of the Code.
“REMIC
1”: The segregated pool of assets subject hereto (exclusive of any Net WAC
Shortfall Reserve Fund, any Master Servicer Prepayment Charge Payment Amounts
and, for the avoidance of doubt, any Supplemental Interest Trust, the Derivative
Account, the Cap Contracts, the Collateral Account and the Interest Rate
Swap
Agreement) with respect to which a REMIC election is to be made, conveyed
in
trust to the Trustee, for the benefit of the holders of the REMIC 1 Regular
Interests and the Holders of the Class R Certificates (in respect of the
Class
R-1 Interest), consisting of: (i) each Mortgage Loan (exclusive of payments
of
principal and interest due on or before the Cut-off Date, if any, received
by
the Master Servicer, which shall not constitute an asset of the Trust Fund)
as
from time to time are subject to this Agreement and all payments under
and
proceeds of such Mortgage Loans (exclusive of any late payment charges
received
on the Mortgage Loans), together with all documents included in the related
Mortgage File, subject to Section 2.01; (ii) such funds or assets as from
time
to time are deposited in the Custodial Account or the Certificate Account
and
belonging to the Trust Fund; (iii) any REO Property; (iv) the Primary Hazard
Insurance Policies, if any, the Primary Insurance Policies, if any, and
all
other Insurance Policies with respect to such Mortgage Loans; and (v) the
Depositor’s interest in respect of the representations and warranties made by
the Sponsor in the Mortgage Loan Purchase Agreement as assigned to the
Trustee
pursuant to Section 2.04 hereof.
“REMIC
1
Regular Interest”: Any of the separate non-certificated beneficial ownership
interests in REMIC 1 issued hereunder and designated as a Regular Interest
in
REMIC 1. Each REMIC 1 Regular Interest shall accrue interest at the related
Uncertificated REMIC 1 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 Principal
Balance as set forth in the Preliminary Statement hereto. The designations
for
the respective REMIC 1 Regular Interests are set forth in the Preliminary
Statement hereto. The REMIC 1 Regular Interests consist of REMIC 1 Regular
Interests 1-1-A through REMIC 1 Regular Interest 1-58-B, REMIC 1 Regular
Interest OC and REMIC 1 Regular Interest P, each as designated in the
Preliminary Statement hereto.
45
“REMIC
2”: The segregated pool of assets consisting of all of the REMIC 1 Regular
Interests conveyed in trust to the Trustee, for the benefit of the holders
of
the REMIC 2 Regular Interests and the Holders of the Class R Certificates
(in
respect of the Class R-2 Interest), pursuant to Article II hereunder, with
respect to which a separate REMIC election is to be made.
“REMIC
2
Interest Loss Allocation Amount”: With respect to any Distribution Date, an
amount (subject to adjustment based on the actual number of days elapsed
in the
respective Accrual Period) equal to (a) the sum of (x) the product of (i)
the
aggregate Stated Principal Balance of the Mortgage Loans and the REO Properties
then outstanding, minus the Certificate Principal Balance of the Class
P
Certificates, and (ii) the Uncertificated REMIC 2 Pass-Through Rate for
REMIC 2
Regular Interest AA minus the Marker Rate, and (y) the accrued interest
on REMIC
2 Regular Interest P, divided by (b) 12.
“REMIC
2
Overcollateralized Amount”: With respect to any date of determination, (i) 1.00%
of the aggregate Uncertificated Principal Balance of the REMIC 2 Regular
Interests, other than REMIC 2 Regular Interest P, minus (ii) the aggregate
Uncertificated Principal Balance of each REMIC 2 Regular Interest for which
a
Class A, Class M or Class B Certificate is a Corresponding Certificate,
in each
case, as of such date of determination.
“REMIC
2
Overcollateralization Target Amount”: 1.00% of the Overcollateralization Target
Amount.
“REMIC
2
Principal Loss Allocation Amount”: With respect to any Distribution Date, an
amount equal to the product of (i) the aggregate Stated Principal Balance
of the
Mortgage Loans and the REO Properties then outstanding, minus the Certificate
Principal Balance of the Class P Certificates, and (ii) 1 minus a fraction,
the
numerator of which is two (2) times the aggregate Uncertificated Principal
Balance of each REMIC 2 Regular Interest for which a Class A, Class M or
Class B
Certificate is a Corresponding Certificate and the denominator of which
is the
aggregate Uncertificated Principal Balance of each REMIC 2 Regular Interest
for
which a Class A, Class M or Class B Certificate is a Corresponding Certificate
and REMIC 2 Regular Interest ZZ.
“REMIC
2
Regular Interest”: Any of the separate non-certificated beneficial ownership
interests in REMIC 2 issued hereunder and designated as a Regular Interest
in
REMIC 2. Each REMIC 2 Regular Interest shall accrue interest at the related
Uncertificated REMIC 2 Pass-Through Rate in effect from time to time, and
(except for the REMIC 2 Regular Interests IO) shall be entitled to distributions
of principal, subject to the terms and conditions hereof, in an aggregate
amount
equal to its initial Uncertificated Principal Balance as set forth in the
Preliminary Statement hereto. The designations for the respective REMIC
2
Regular Interests are set forth in the Preliminary Statement hereto.
“REMIC
3”: The segregated pool of assets consisting of all of the REMIC 2 Regular
Interests conveyed in trust to the Trustee, for the benefit of the holders
of
the Regular 3 Regular Interests and the Holders of the Class R Certificates
(in
respect of the Class R-3 Interest), pursuant to Article II hereunder, and
all
amounts deposited therein, with respect to which a separate REMIC election
is to
be made.
46
“REMIC
3
Regular Interest”: The Class IO Interest or any Regular Interest in REMIC 3 the
ownership of which is represented by any of the Regular
Certificates.
“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 proposed,
temporary and final regulations and published rulings, notices and announcements
promulgated thereunder, as the foregoing may be in effect from time to
time.
“REMIC
Regular Interest”: A REMIC 1 Regular Interest or REMIC 2 Regular
Interest.
“Remittance
Report”: A report prepared by the Master Servicer providing the information set
forth in Exhibit E attached hereto.
“REO
Acquisition”: The acquisition by the Master Servicer on behalf of the Trustee
for the benefit of the Certificateholders of any REO Property pursuant
to
Section 3.15.
“REO
Disposition”: The receipt by the Master Servicer of Insurance Proceeds,
Liquidation Proceeds and other payments and recoveries (including proceeds
of a
final sale) which the Master Servicer expects to be finally recoverable
from the
sale or other disposition of the REO Property.
“REO
Imputed Interest”: As to any REO Property, for any period, an amount equivalent
to interest (at the Mortgage Rate that would have been applicable to the
related
Mortgage Loan had it been outstanding) on the unpaid principal balance
of the
Mortgage Loan as of the date of acquisition thereof (as such balance is
reduced
pursuant to Section 3.15 by any income from the REO Property treated as
a
recovery of principal).
“REO
Proceeds”: Proceeds, net of directly related expenses, received in respect of
any REO Property (including, without limitation, proceeds from the rental
of the
related Mortgaged Property and of any REO Disposition), which proceeds
are
required to be deposited into the Custodial Account as and when
received.
“REO
Property”: A Mortgaged Property acquired by the Master Servicer on behalf of the
Trust Fund through foreclosure or deed-in-lieu of foreclosure in connection
with
a defaulted Mortgage Loan.
“Request
for Release”: A release signed by a Servicing Officer, in the form of Exhibits
F-1 or F-2 attached hereto.
“Residual
Certificate”: Any of the Class R Certificates.
47
“Residual
Interest”: The sole class of “residual interests” in a REMIC within the meaning
of Section 860G(a)(2) of the Code.
“Responsible
Officer”: When used with respect to the Trustee, the Chairman or Vice Chairman
of the Board of Directors or Trustees, the Chairman or Vice Chairman of
the
Executive or Standing Committee of the Board of Directors or Trustees,
the
President, the Chairman of the Committee on Trust Matters, any vice president,
any assistant vice president, the Secretary, any assistant secretary, the
Treasurer, any assistant treasurer, any trust officer or assistant trust
officer
or any other officer of the Trustee customarily performing functions similar
to
those performed by any of the above designated officers 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.
“Schedule”:
The ISDA schedule, dated as of February 22, 2007, between the Supplemental
Interest Trust Trustee and the Swap Provider.
“Servicing
Account”: The account or accounts created and maintained pursuant to Section
3.09.
“Servicing
Advances”: All customary, reasonable and necessary “out of pocket” costs and
expenses incurred in connection with a default, delinquency or other
unanticipated event in the performance by the Master Servicer or any
Sub-Servicer of its servicing obligations, including, but not limited to,
the
cost of (i) the preservation, restoration and protection of a Mortgaged
Property, (ii) any enforcement or judicial proceedings, including foreclosures,
including any expenses incurred in relation to any such proceedings that
result
from the Mortgage Loan being registered on the MERS System, (iii) the management
and liquidation of any REO Property, including reasonable fees paid to
any
independent contractor in connection therewith, and (iv) compliance with
the
obligations under the second paragraph of Section 3.01, Section 3.09 and
Section
3.13 (other than any deductible described in the last paragraph
thereof).
“Servicing
Criteria” The “servicing criteria” set forth in Item 1122(d) of Regulation AB,
as such may be amended from time to time, or those Servicing Criteria otherwise
mutually agreed to by Sponsor, the Master Servicer and the applicable
Sub-Servicer in response to evolving interpretations of Regulation AB and
incorporated into a revised Exhibit N.
“Servicing
Guide”: The Impac Funding Corporation Servicing Guide attached hereto as Exhibit
K.
“Servicing
Officer”: Any officer of the Master Servicer involved in, or responsible for,
the administration and servicing of the Mortgage Loans, whose name and
specimen
signature appear on a list of servicing officers furnished to the Trustee
by the
Master Servicer, as such list may from time to time be amended.
48
“Single
Certificate”: A Regular Certificate of any Class (other than a Class P
Certificate) evidencing an Initial Certificate Principal Balance of $1,000,
or,
in the case of a Class P Certificate, a Certificate of such Class evidencing
an
Initial Certificate Principal Balance of $100.
“Sponsor”:
Impac Funding Corporation, or its successor in interest, in its capacity
as
seller under the Mortgage Loan Purchase Agreement.
“Standard
& Poor’s”: Standard & Poor's Ratings Services, a division of The McGraw
Hill Companies, Inc., or its successor in interest.
“Startup
Day”: The day designated as such pursuant to Article X hereof.
“Stated
Principal Balance”: With respect to any Mortgage Loan or related REO Property at
any given time, (i) the principal balance of the Mortgage Loan outstanding
as of
the Cut-off Date, after application of principal payments due on or before
such
date, whether or not received, minus (ii) the sum of (a) the principal
portion
of the Monthly Payments due with respect to such Mortgage Loan or REO Property
during each Due Period ending prior to the most recent Distribution Date
which
were received or with respect to which an Advance was made, and (b) all
Principal Prepayments with respect to such Mortgage Loan or REO Property,
and
all Insurance Proceeds, Liquidation Proceeds and REO Proceeds to the extent
applied by the Master Servicer as recoveries of principal in accordance
with
Section 3.15 with respect to such Mortgage Loan or REO Property, which
were
distributed pursuant to Section 4.01 on any previous Distribution Date,
and (c)
any Realized Loss with respect thereto allocated pursuant to Section 4.05
for
any previous Distribution Date.
“Step-Up
Date”: The Distribution Date immediately following the first Distribution Date
in which the aggregate unpaid principal balance of the Mortgage Loans,
and
properties acquired in respect thereof, remaining in the Trust has been
reduced
to less than or equal to 10% of the Cut-off Date Balance.
“Stepdown
Date”: The earlier of (i) the first Distribution Date immediately following
the
Distribution Date on which the aggregate Certificate Principal Balance
of the
Class A Certificates has been reduced to zero and (ii) the later to occur
of (x)
the Distribution Date occurring in March 2010 and (y) the first Distribution
Date on which the aggregate Certificate Principal Balance of the Class
A
Certificates (calculated for this purpose only after taking into account
the
receipt of principal on the Mortgage Loans, but prior to any distribution
of
principal to the holders of the Certificates) is less than or equal to
approximately 85.80% of the aggregate principal balance of the Mortgage
Loans,
calculated after giving effect to scheduled payments of principal due during
the
related Due Period, to the extent received or advanced, and unscheduled
collections of principal received during the related Prepayment
Period.
“Stepdown
Target Subordination Percentage”: For each class of Subordinate Certificates,
the respective percentages indicated in the following table:
49
Stepdown
Target
Subordination
Percentage
|
|
Class
M-1
|
11.50%
|
Class
M-2
|
9.10%
|
Class
M-3
|
7.60%
|
Class
M-4
|
6.40%
|
Class
M-5
|
5.40%
|
Class
M-6
|
4.40%
|
Class
M-7
|
3.70%
|
Class
M-8
|
3.00%
|
Class
B
|
2.00%
|
“Subordinate
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 B Certificates.
“Subordinate
Class Principal Distribution Amount”: For any class of Subordinate Certificates
and any Distribution Date, the excess of (1) the sum of (a) the aggregate
Certificate Principal Balance of the Class A Certificates (after taking
into
account distribution of the Class A Principal Distribution Amount for such
Distribution Date), (b) the aggregate Certificate Principal Balance of
any
class(es) of Subordinate Certificates that are senior to the subject class
(in
each case, after taking into account distribution of the Subordinate Class
Principal Distribution Amount(s) for such senior class(es) of Certificates
for
such Distribution Date) and (c) the Certificate Principal Balance of the
subject
class of Subordinate Certificates immediately prior to such Distribution
Date
over (2) the lesser of (a) the product of (x) 100% minus the Stepdown Target
Subordination Percentage for the subject class of Certificates and (y)
the
aggregate Stated Principal Balance of the Mortgage Loans for such Distribution
Date and (b) the aggregate Stated Principal Balance of the Mortgage Loans
for
such Distribution Date minus the Overcollateralization Floor; provided,
however,
that if such class of Subordinate Certificates is the only class of Subordinate
Certificates outstanding on such Distribution Date, that class will be
entitled
to receive the entire remaining Principal Distribution Amount until the
Certificate Principal Balance thereof is reduced to zero.
“Subsequent
Recoveries”: Any Liquidation Proceeds (net of amounts owed to the Master
Servicer or any Sub-Servicer with respect to the related Mortgage Loan)
received
after the final liquidation of a Mortgage Loan. If Subsequent Recoveries
are
received, they will be included as part of the Principal Remittance Amount
for
the following Distribution Date and distributed in accordance with the
priorities described in Section 4.01 of this Agreement. In addition, after
giving effect to all distributions on a Distribution Date, if any Allocated
Realized Loss Amounts are outstanding, the Allocated Realized Loss Amount
for
the class of Class A, Class M and Class B Certificates then outstanding
with the
highest distribution priority will be decreased by the amount of such Subsequent
Recoveries until reduced to zero (with any remaining Subsequent Recoveries
applied to reduce the Allocated Realized Loss Amount of the class with
the next
highest distribution priority), and the Certificate Principal Balance of
such
class or classes of Class A, Class M and Class B Certificates will be increased
by the same amount. Thereafter, such class or classes of Class A, Class
M and
Class B Certificates will accrue interest on the increased Certificate
Principal
Balance.
50
“Sub-Servicer”:
Any Person with which the Master Servicer has entered into a Sub-Servicing
Agreement and which meets the qualifications of a Sub-Servicer pursuant
to
Section 3.02.
“Sub-Servicer
Remittance Date”: With respect to any Mortgage Loan subserviced by Countrywide,
the 21st day of each month, or if such day is not a Business Day, the
immediately preceding Business Day.
“Sub-Servicing
Account”: An account established by a Sub-Servicer which meets the requirements
set forth in Section 3.08 and is otherwise acceptable to the Master
Servicer.
“Sub-Servicing
Agreement”: The written contract between the Master Servicer and a Sub-Servicer
and any successor Sub-Servicer relating to servicing and administration
of
certain Mortgage Loans as provided in Section 3.02.
“Sub-Servicing
Fees”: With respect to each Mortgage Loan, accrued interest at the Sub-Servicing
Fee Rate with respect to the Mortgage Loan on the same principal balance
on
which interest on the Mortgage Loan accrues for the calendar month. The
Sub-Servicing Fees consist of subservicing and other related compensation
payable to the related Sub-Servicer or to the Master Servicer if the Master
Servicer is directly servicing the loan.
“Sub-Servicing
Fee Rate”: On each adjustable rate Mortgage Loan, a rate equal to 0.375% per
annum. On each fixed rate first lien Mortgage Loan, a rate equal to 0.250%
per
annum. On each fixed rate second lien Mortgage Loan, a rate equal to 0.500%
per
annum.
“Substitution
Adjustment”: As defined in Section 2.04 hereof.
“Supplemental
Interest Trust”: The corpus of a trust created pursuant to Section 4.09 of this
Agreement and designated as the “Supplemental Interest Trust,” consisting of the
Interest Rate Swap Agreement, the Cap Contracts, the Class IO Interest,
the
Collateral Account and the Derivative Account. For the avoidance of doubt,
the
Supplemental Interest Trust does not constitute a part of the Trust
Fund.
“Supplemental
Interest Trust Trustee”: Deutsche Bank National Trust Company, or its successor
in interest, or any successor trustee appointed as herein provided.
51
“Swap
LIBOR”: LIBOR as determined pursuant to each Interest Rate Swap
Agreement.
“Swap
Optional Termination Payment”: As defined in Section 9.01(b)
hereof.
“Swap
Provider”: The swap provider under the Interest Rate Swap Agreement, and any
successor in interest or assign. Initially, the Swap Provider shall be
Bear
Xxxxxxx Financial Products Inc.
“Swap
Provider Trigger Event”: With respect to any Distribution Date, (i) an Event of
Default under the Interest Rate Swap Agreement with respect to which the
Swap
Provider is a Defaulting Party, (ii) a Termination Event under the related
Interest Rate Swap Agreement with respect to which the Swap Provider is
the sole
Affected Party, or (iii) an Additional Termination Event under the Interest
Rate
Swap Agreement with respect to which the Swap Provider is the sole Affected
Party.
“Swap
Termination Payment”: Upon the designation of an “Early Termination Date” as
defined in the Interest Rate Swap Agreement, the payment to be made by
the
Supplemental Interest Trust to the Swap Provider or by the Swap Provider
to the
Supplemental Interest Trust, as applicable, pursuant to the terms of the
Interest Rate Swap Agreement.
“Tax
Matters Person”: The person designated as “tax matters person” in the manner
provided under Treasury Regulation Sections 1.860F-4(d) and 301.6231(a)(7)-1T.
The Holder of the greatest Percentage Interest in a class of Residual Interests
in a REMIC shall be the Tax Matters Person for the related REMIC. The Trustee,
or any successor thereto or assignee thereof, shall serve as tax administrator
hereunder and as agent for the related Tax Matters Person.
“Tax
Returns”: The federal income tax return on Internal Revenue Service Form 1066,
U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including
Schedule Q thereto, Quarterly Notice to Residual Interest Holders of REMIC
Taxable Income or Net Loss Allocation, or any successor forms, to be filed
on
behalf of REMIC 1, REMIC 2 and REMIC 3 due to their classification as REMICs
under the REMIC Provisions, together with any and all other information,
reports
or returns that may be required to be furnished to the Certificateholders
or
filed with the Internal Revenue Service or any other governmental taxing
authority under any applicable provisions of federal, state or local tax
laws.
“Transfer”:
Any direct or indirect transfer, sale, pledge, hypothecation or other form
of
assignment of any Ownership Interest in a Certificate.
“Transferor”:
Any Person who is disposing by Transfer of any Ownership Interest in a
Certificate.
“Trigger
Event”: A Trigger Event is in effect with respect to any Distribution Date with
respect to the Mortgage Loans if:
52
(1) the
average three-month rolling percentage obtained by dividing (x) Aggregate
Stated
Principal Balance of Mortgage Loans that are 60 or more days delinquent
(including for this purpose any such Mortgage Loans in foreclosure, Mortgage
Loans with respect to which the related Mortgaged Property has been acquired
by
the trust, and Mortgage Loans discharged due to bankruptcy) by (y) the
Aggregate
Stated Principal Balance of the Mortgage Loans, in each case, as of the
last day
of the previous calendar month, exceeds 43.25% multiplied by the Credit
Enhancement Percentage; or
(2) the
cumulative amount of Realized Losses incurred on the mortgage loans from
the
Cut-off Date through the end of the calendar month immediately preceding
such
Distribution Date divided by the Cut-off Date Balance of the mortgage loans
exceeds (i) 0.30% with respect to the Distribution Date occurring in March
2009,
plus an additional 1/12th of 0.45% for each month thereafter up to and
including
the Distribution Date in February 2010, (ii) 0.75% with respect to the
Distribution Date occurring in March 2010, plus an additional 1/12th of
0.50%
for each month thereafter up to and including the Distribution Date in
February
2011, (iii) 1.25% with respect to the Distribution Date occurring in March
2011,
plus an additional 1/12th of 0.55% for each month thereafter up to and
including
the Distribution Date in February 2012, (iv) 1.80% with respect to the
Distribution Date occurring in March 2012, plus an additional 1/12th of
0.30%
for each month thereafter up to and including the Distribution Date in
February
2013, (v) 2.10% with respect to the Distribution Date occurring in March
2013,
plus an additional 1/12th of 0.05% for each month thereafter up to and
including
the Distribution Date in February 2014 and (vi) 2.15% with respect to any
Distribution Date occurring in March 2014 and thereafter
For
purposes of the foregoing calculation, a Mortgage Loan is considered “60 days”
delinquent if a payment due on the first day of a month has not been received
by
the second day of the second following month.
“Trust
Fund”: REMIC 1, REMIC 2, REMIC 3, the Net WAC Shortfall Reserve Fund and Master
Servicer Prepayment Charge Payment Amounts.
“Trustee”:
Deutsche Bank National Trust Company, or its successor in interest, or
any
successor trustee appointed as herein provided.
“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
or
Uncertificated Notional Amount of such REMIC Regular Interest. In each
case,
Uncertificated Accrued Interest will be reduced by any Net Prepayment Interest
Shortfalls and Relief Act Interest Shortfalls (allocated to such REMIC
Regular
Interests as set forth in Section 1.03).
“Uncertificated
Notional Balance”: With respect to REMIC 2 Regular Interest IO and each
Distribution Date listed below, the aggregate Uncertificated Principal
Balance
of the REMIC 1 Regular Interests ending with the designation “A” listed
below:
53
Distribution
Date
|
REMIC
1 Regular Interests
|
1
|
1-1-A
through 1-58-A
|
2
|
1-2-A
through 1-58-A
|
3
|
1-3-A
through 1-58-A
|
4
|
1-4-A
through 1-58-A
|
5
|
1-5-A
through 1-58-A
|
6
|
1-6-A
through 1-58-A
|
7
|
1-7-A
through 1-58-A
|
8
|
1-8-A
through 1-58-A
|
9
|
1-9-A
through 1-58-A
|
10
|
1-10-A
through 1-58-A
|
11
|
1-11-A
through 1-58-A
|
12
|
1-12-A
through 1-58-A
|
13
|
1-13-A
through 1-58-A
|
14
|
1-14-A
through 1-58-A
|
15
|
1-15-A
through 1-58-A
|
16
|
1-16-A
through 1-58-A
|
17
|
1-17-A
through 1-58-A
|
18
|
1-18-A
through 1-58-A
|
19
|
1-19-A
through 1-58-A
|
20
|
1-20-A
through 1-58-A
|
21
|
1-21-A
through 1-58-A
|
22
|
1-22-A
through 1-58-A
|
23
|
1-23-A
through 1-58-A
|
24
|
1-24-A
through 1-58-A
|
25
|
1-25-A
through 1-58-A
|
26
|
1-26-A
through 1-58-A
|
27
|
1-27-A
through 1-58-A
|
28
|
1-28-A
through 1-58-A
|
29
|
1-29-A
through 1-58-A
|
30
|
1-30-A
through 1-58-A
|
31
|
1-31-A
through 1-58-A
|
32
|
1-32-A
through 1-58-A
|
33
|
1-33-A
through 1-58-A
|
34
|
1-34-A
through 1-58-A
|
35
|
1-35-A
through 1-58-A
|
36
|
1-36-A
through 1-58-A
|
37
|
1-37-A
through 1-58-A
|
38
|
1-38-A
through 1-58-A
|
39
|
1-39-A
through 1-58-A
|
40
|
1-40-A
through 1-58-A
|
41
|
1-41-A
through 1-58-A
|
42
|
1-42-A
through 1-58-A
|
43
|
1-43-A
through 1-58-A
|
44
|
1-44-A
through 1-58-A
|
45
|
1-45-A
through 1-58-A
|
46
|
1-46-A
through 1-58-A
|
47
|
1-47-A
through 1-58-A
|
48
|
1-48-A
through 1-58-A
|
49
|
1-49-A
through 1-58-A
|
54
Distribution
Date
|
REMIC
1 Regular Interests
|
50
|
1-50-A
through 1-58-A
|
51
|
1-51-A
through 1-58-A
|
52
|
1-52-A
through 1-58-A
|
53
|
1-53-A
through 1-58-A
|
54
|
1-54-A
through 1-58-A
|
55
|
1-55-A
through 1-58-A
|
56
|
1-56-A
through 1-58-A
|
57
|
1-57-A
through 1-58-A
|
58
|
1-58-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 2 Regular Interest
IO.
“Uncertificated
Pass-Through Rate”: The Uncertificated REMIC 1 Pass-Through Rate or
Uncertificated REMIC 2 Pass-Through Rate.
“Uncertificated
Principal Balance”: With respect to each REMIC Regular Interest, the principal
amount of such REMIC Regular Interest outstanding as of any date of
determination. As of the Closing Date, the Uncertificated Principal Balance
of
each REMIC Regular Interest shall equal the amount set forth in the Preliminary
Statement hereto as its initial Uncertificated Principal Balance. On each
Distribution Date, the Uncertificated Principal Balance of each such REMIC
Regular Interest shall be reduced by all distributions of principal made
on such
REMIC Regular Interest on such Distribution Date pursuant to Section 4.04
and,
if and to the extent necessary and appropriate, shall be further reduced
on such
Distribution Date by Realized Losses as provided in Section 4.05. The
Uncertificated Principal Balance of REMIC 2 Regular Interest ZZ shall be
increased by interest deferrals as provided in Section 4.04(b)(ii). The
Uncertificated Principal Balance of each REMIC Regular Interest shall never
be
less than zero.
“Uncertificated
REMIC 1 Pass-Through Rate”: With respect to REMIC 1 Regular Interests P and OC
and any Distribution Date, a per annum rate equal to the weighted average
of the
Net Mortgage Rates of the Mortgage Loans as of the first day of the month
preceding the month in which such Distribution Date occurs.
With
respect to each REMIC 1 Regular Interest ending with the designation “A” and any
Distribution Date, a per annum rate equal to the weighted average of the
Net
Mortgage Rates of the Mortgage Loans as of the first day of the month preceding
the month in which such Distribution Date occurs multiplied by 2, subject
to a
maximum rate equal to 2 multiplied by the per annum fixed rate set forth
in the
Interest Rate Swap Agreement to be used in determining the Net Swap Payment
under such agreement for such Distribution Date.
With
respect to each REMIC 1 Regular Interest ending with the designation “B” and any
Distribution Date, a per annum rate equal to the greater of (x) the excess
of
(1) 2 multiplied by the weighted average of the Net Mortgage Rates of the
Mortgage Loans as of the first day of the month preceding the month in
which
such Distribution Date occurs, over (2) 2 multiplied by the per annum fixed
rate
set forth in the Interest Rate Swap Agreement to be used in determining
the Net
Swap Payment under such agreement for such Distribution Date, and (y)
0.00%.
55
“Uncertificated
REMIC 2 Pass-Through Rate”: With respect to each REMIC 2 Regular Interest (other
than REMIC 2 Regular Interest IO) and any Distribution Date, a per annum
rate
equal to the weighted average of (i) the Uncertificated REMIC 1 Pass-Through
Rates for the REMIC 1 Regular Interests ending with the designation “B”, REMIC 1
Regular Interest P and REMIC 1 Regular Interest OC for such Distribution
Date,
and (ii) the rates listed below for the REMIC 1 Regular Interests ending
with
the designation “A” for such Distribution Date, in each case weighted on the
basis of the Uncertificated Principal Balances of each such REMIC 1 Regular
Interest for such Distribution Date:
Distribution
Date
|
REMIC
1 Regular Interest
|
Rate
|
1
|
1-1-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
2
|
1-2-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
3
|
1-3-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-2-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
4
|
1-4-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-3-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
5
|
1-5-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-4-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
6
|
1-6-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-5-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
7
|
1-7-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-6-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
8
|
1-8-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-7-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
9
|
1-9-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-8-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
10
|
1-10-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-9-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
11
|
1-11-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-10-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
12
|
1-12-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-11-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
13
|
1-13-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-12-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
56
Distribution
Date
|
REMIC
1 Regular Interest
|
Rate
|
14
|
1-14-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-13-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
15
|
1-15-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-14-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
16
|
1-16-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-15-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
17
|
1-17-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-16-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
18
|
1-18-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-17-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
19
|
1-19-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-18-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
20
|
1-20-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-19-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
21
|
1-21-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-20-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
22
|
1-22-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-21-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
23
|
1-23-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-22-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
24
|
1-24-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-23-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
25
|
1-25-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-24-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
26
|
1-26-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-25-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
27
|
1-27-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-26-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
28
|
1-28-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-27-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
29
|
1-29-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-28-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
30
|
1-30-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-29-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
31
|
1-31-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-30-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
57
Distribution
Date
|
REMIC
1 Regular Interest
|
Rate
|
32
|
1-32-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-31-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
33
|
1-33-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-32-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
34
|
1-34-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-33-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
35
|
1-35-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-34-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
36
|
1-36-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-35-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
37
|
1-37-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-36-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
38
|
1-38-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-37-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
39
|
1-39-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-38-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
40
|
1-40-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-39-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
41
|
1-41-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-40-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
42
|
1-42-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-41-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
43
|
1-43-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-42-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
44
|
1-44-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-43-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
45
|
1-45-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-44-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
46
|
1-46-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-45-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
47
|
1-47-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-46-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
48
|
1-48-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-47-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
49
|
1-49-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-48-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
50
|
1-50-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-49-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
58
Distribution
Date
|
REMIC
1 Regular Interest
|
Rate
|
51
|
1-51-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-50-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
52
|
1-52-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-51-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
53
|
1-53-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-52-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
54
|
1-54-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-53-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
55
|
1-55-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-54-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
56
|
1-56-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-55-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
57
|
1-57-A
through 1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-56-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
58
|
1-58-A
|
2
multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated
REMIC 1 Pass-Through Rate
|
1-1-A
through 1-57-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
|
thereafter
|
1-1-A
through 1-58-A
|
Uncertificated
REMIC 1 Pass-Through Rate
|
With
respect to REMIC 2 Regular Interest IO and any Distribution Date, a per
annum
rate equal to the excess of (i) the weighted average of the Uncertificated
REMIC
1 Pass-Through Rates for the REMIC 1 Regular Interests ending with the
designation “A” for such Distribution Date over (ii) 2 multiplied by Swap LIBOR
for such Distribution Date.
“Uninsured
Cause”: Any cause of damage to property subject to a Mortgage such that the
complete restoration of such property is not fully reimbursable by the
hazard
insurance policies or flood insurance policies required to be maintained
pursuant to Section 3.13.
“United
States Person”: A citizen or resident of the United States, a corporation or a
partnership (including an entity treated as a corporation or partnership
for
United States federal income tax purposes) created or organized in, or
under the
laws of, the United States or any State thereof or the District of Columbia
(except, in the case of a partnership, to the extent provided in regulations)
provided that, for purposes solely of the restrictions on the transfer
of Class
R Certificates, no partnership or other entity treated as a partnership
for
United States federal income tax purposes shall be treated as a United
States
Person unless all persons that own an interest in such partnership either
directly or through any entity that is not a corporation for United States
federal income tax purposes are required by the applicable operative agreement
to be United States Persons or an estate whose income is subject to United
States federal income tax regardless of its source, or a trust if a court
within
the United States is able to exercise primary supervision over the
administration of the trust and one or more such United States Persons
have the
authority to control all substantial decisions of the trust. To the extent
prescribed in regulations by the Secretary of the Treasury, which have
not yet
been issued, a trust which was in existence on August 20, 1996 (other than
a
trust treated as owned by the grantor under subpart E of part I of subchapter
J
of chapter 1 of the Code), and which was treated as a United States person
on
August 20, 1996 may elect to continue to be treated as a United States
person
notwithstanding the previous sentence.
59
“Unpaid
Interest Shortfall Amount”: For each Class of Class A, Class M and Class B
Certificates and any Distribution Date, the amount, if any, by which (a)
the sum
of (1) the Monthly Interest Distributable Amount for such Class for such
Distribution Date and (2) the outstanding Unpaid Interest Shortfall Amount,
if
any, for such Class for the immediately preceding Distribution Date exceeds
(b)
the aggregate amount distributed on such Class in respect of interest pursuant
to clause (a) of this definition on such Distribution Date, plus interest
on the
amount of Unpaid Interest Shortfall Amount due but not paid on such Class
on the
immediately preceding Distribution Date, to the extent permitted by law,
at the
Pass-Through Rate for such Class for the related Accrual Period.
“Voting
Rights”: The portion of the voting rights of all of the Certificates which is
allocated to any Certificate. At all times during the term of this Agreement,
(i) 98% of all Voting Rights will be allocated among the Holders of the
Class A
Certificates, the Subordinate Certificates and the Class C Certificates
in
proportion to the then outstanding Certificate Principal Balances of their
respective Certificates, (ii) 1% of all Voting Rights will be allocated
to the
Holders of the Class P Certificates and (iii) 1% of all Voting Rights will
be
allocated to the Holders of the Class R Certificates. The Voting Rights
allocated to any Class of Certificates shall be allocated among all Holders
of
the Certificates of such Class in proportion to the outstanding Percentage
Interests in such Class represented thereby.
“Weighted
Average Net Mortgage Rate”: The weighted average of the Net Mortgage Rates of
the Mortgage Loans, weighted on the basis of the Stated Principal Balances
thereof as of the close of business on the first day of the calendar month
preceding the month in which such Distribution Date occurs.
Section
1.02. Determination
of LIBOR.
LIBOR
applicable to the calculation of the Pass-Through Rate on the Class A
Certificates and Subordinate Certificates for any Accrual Period will be
determined on each LIBOR Rate Adjustment Date.
On
each
LIBOR Rate Adjustment Date, LIBOR shall be established by the Trustee and,
as to
any Accrual Period, will equal the rate for one month United States dollar
deposits that appears on the Telerate Screen Page 3750 as of 11:00 a.m.,
London
time, on such LIBOR Rate Adjustment Date. “Telerate Screen Page 3750” means the
display designated as page 3750 on the Telerate Service (or such other
page as
may replace page 3750 on that service for the purpose of displaying London
interbank offered rates of major banks). 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, LIBOR shall be so established by use of such
other
service for displaying LIBOR or comparable rates as may be selected by
the
Trustee after consultation with the Master Servicer), the rate will be
the
Reference Bank Rate. The “Reference Bank Rate” will be determined on the basis
of the rates at which deposits in U.S. Dollars are offered by the reference
banks (which shall be any three major banks that are engaged in transactions
in
the London interbank market, selected by the Trustee after consultation
with the
Master Servicer) as of 11:00 a.m., London time, on the LIBOR Rate Adjustment
Date to prime banks in the London interbank market for a period of one
month in
amounts approximately equal to the aggregate Certificate Principal Balance
of
the Class A Certificates and Subordinate Certificates then outstanding.
The
Trustee will request the principal London office of each of the reference
banks
to provide a quotation of its rate. If at least two such quotations are
provided, the rate will be the arithmetic mean of the quotations rounded
up to
the next multiple of 1/16%. If on such date fewer than two quotations are
provided as requested, the rate will be the arithmetic mean of the rates
quoted
by one or more major banks in New York City, selected by the Trustee after
consultation with the Master Servicer, 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. If no such quotations can be obtained, the rate will be LIBOR
for the
prior Distribution Date; provided however, if, under the priorities described
above, LIBOR for a Distribution Date would be based on LIBOR for the previous
Distribution Date for the third consecutive Distribution Date, the Trustee
shall
select an alternative comparable index after consultation with the Master
Servicer (over which the Trustee has no control), used for determining
one-month
Eurodollar lending rates that is calculated and published (or otherwise
made
available) by an independent party.
60
The
establishment of LIBOR by the Trustee on any LIBOR Rate Adjustment Date
and the
Trustee’s subsequent calculation of the Pass-Through Rate applicable to the
Class A Certificates and Subordinate Certificates for the relevant Accrual
Period, in the absence of manifest error, will be final and
binding.
Promptly
following each LIBOR Rate Adjustment Date the Trustee shall supply the
Master
Servicer with the results of its determination of LIBOR on such date.
Furthermore, the Trustee will supply to any Certificateholder so requesting
by
telephone the Pass-Through Rate on the Class A Certificates and Subordinate
Certificates for the current and the immediately preceding Accrual
Period.
Section
1.03. Allocation
of Certain Interest Shortfalls.
For
purposes of calculating the amount of the Monthly Interest Distributable
Amount
for the Class A Certificates, the Subordinate Certificates and the Class
C
Certificates for any Distribution Date, the aggregate amount of any Net
Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred
in respect of the Mortgage Loans for any Distribution Date shall be allocated
first, to the Class C Certificates, based on, and to the extent of, one
month's
interest at the then applicable Pass-Through Rate on the Notional Balance
of
such Certificates and, thereafter, among the Class A, Class M and Class
B
Certificates on a pro
rata
basis,
based on, and to the extent of, one month's interest at the then applicable
respective Pass-Through Rates on the respective Certificate Principal Balances
of each such Certificate.
61
For
purposes of calculating the amount of Uncertificated Accrued Interest for
the
REMIC 1 Regular Interests for any Distribution Date, the aggregate amount
of any
Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls
incurred in respect of the Mortgage Loans shall be allocated first, to
REMIC 1
Regular Interests ending with the designation “B” and REMIC 1 Regular Interests
P and OC, pro
rata,
based
on, and to the extent of, one month’s interest at the then applicable respective
Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated
Principal Balances of each such REMIC 1 Regular Interest, and then, to
REMIC 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 1 Pass-Through Rates on the respective Uncertificated
Principal Balances of each such REMIC 1 Regular Interest.
For
purposes of calculating the amount of Uncertificated Accrued Interest for
the
REMIC 2 Regular Interests (other than REMIC 2 Regular Interest IO) for
any
Distribution Date, the aggregate amount of any Net Prepayment Interest
Shortfalls and any Relief Act Interest Shortfalls incurred in respect of
the
Mortgage Loans for any Distribution Date shall be allocated first, to
Uncertificated Accrued Interest payable to REMIC 2 Regular Interest AA
and REMIC
2 Regular Interest ZZ up to an aggregate amount equal to the REMIC 2 Interest
Loss Allocation Amount, 98% and 2%, respectively, and thereafter among
REMIC 2
Regular Interest AA, each REMIC 2 Regular Interest for which a Class A,
Class B,
Class M or Class P Certificate is the Corresponding Certificate and REMIC
2
Regular Interest ZZ, pro
rata,
based
on, and to the extent of, one month’s interest at the then applicable respective
Uncertificated REMIC 2 Pass-Through Rates on the respective Uncertificated
Principal Balances of each such REMIC 2 Regular Interest.
ARTICLE
II
CONVEYANCE
OF MORTGAGE LOANS;
ORIGINAL
ISSUANCE OF CERTIFICATES
Section
2.01.
|
Conveyance
of Mortgage Loans.
|
The
Depositor, as of the Closing Date, and concurrently with the execution
and
delivery hereof, does hereby assign, transfer, sell, set over and otherwise
convey to the Trustee without recourse all the right, title and interest
of the
Depositor in and to the Mortgage Loans identified on the Mortgage Loan
Schedule
(exclusive of any late payment charges received thereon) and all other
assets
included or to be included in the Trust Fund for the benefit of the
Certificateholders, including the amount to be deposited by or on behalf
of the
Depositor into the Net WAC Shortfall Reserve Fund. Such assignment includes
all
principal and interest received by the Master Servicer on or with respect
to the
Mortgage Loans (other than payment of principal and interest due on or
before
the Cut-off Date).
62
In
connection with such transfer and assignment, the Depositor has caused
the
Sponsor to deliver to, and deposit with the Trustee, as described in the
Mortgage Loan Purchase Agreement, with respect to each Mortgage Loan, the
following documents or instruments:
(i) the
original Mortgage Note endorsed without recourse, “Deutsche Bank National Trust
Company, as trustee under the Pooling and Servicing Agreement relating
to Impac
Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1” with
all intervening endorsements showing an unbroken chain of endorsements
from the
originator to the Person endorsing it to the Trustee or, with respect to
any
Mortgage Loan as to which the original Mortgage Note has been permanently
lost
or destroyed and has not been replaced, a Lost Note Affidavit;
(ii) the
original recorded Mortgage, noting the presence of the MIN of the Mortgage
Loan
and language indicating that the Mortgage Loan is a MOM Loan if the Mortgage
Loan is a MOM Loan, with evidence of recording indicated thereon or, if
the
original Mortgage has not been returned from the public recording office,
a copy
of the Mortgage certified by the Sponsor or the public recording office
in which
such Mortgage has been recorded to be a true and complete copy of the original
Mortgage submitted for recording;
(iii) unless
the Mortgage Loan is registered on the MERS® System, a duly executed original
Assignment of the Mortgage, without recourse, in recordable form to Deutsche
Bank National Trust Company, as trustee,” or to “Deutsche Bank National Trust
Company, as trustee for holders of Impac Secured Assets Corp., Mortgage
Pass-Through Certificates, Series 2007-1”;
(iv) the
original recorded Assignment or Assignments of the Mortgage showing an
unbroken
chain of assignment from the originator thereof to the Person assigning
it to
the Trustee (or to MERS, if the Mortgage Loan is registered on the MERS® System
and noting the presence of a MIN) or, if any such Assignment has not been
returned from the applicable public recording office, a copy of such Assignment
certified by the Sponsor to be a true and complete copy of the original
Assignment submitted to the title insurance company for recording;
(v) the
original title insurance policy, or, if such policy has not been issued,
any one
of an original or a copy of the preliminary title report, title binder
or title
commitment on the Mortgaged Property with the original policy of the insurance
to be delivered promptly following the receipt thereof;
(vi) a
copy of
the related hazard insurance policy; and
63
(vii) a
true
and correct copy of any assumption, modification, consolidation or substitution
agreement.
The
Sponsor is obligated as described in the Mortgage Loan Purchase Agreement,
with
respect to the Mortgage Loans, to deliver to the Trustee: (a) either the
original recorded Mortgage, or in the event such original cannot be delivered
by
the Sponsor, a copy of such Mortgage certified as true and complete by
the
appropriate recording office, in those instances where a copy thereof certified
by the Sponsor was delivered to the Trustee pursuant to clause (ii) above;
and
(b) either the original Assignment or Assignments of the Mortgage, with
evidence
of recording thereon, showing an unbroken chain of assignment from the
originator to the Sponsor, or in the event such original cannot be delivered
by
the Sponsor, a copy of such Assignment or Assignments certified as true
and
complete by the appropriate recording office, in those instances where
copies
thereof certified by the Sponsor were delivered to the Trustee pursuant
to
clause (iv) above. However, pursuant to the Mortgage Loan Purchase Agreement
with respect to the Mortgage Loans, the Sponsor need not cause to be recorded
any assignment in any jurisdiction under the laws of which, as evidenced
by an
Opinion of Counsel delivered by the Sponsor to the Trustee and the Rating
Agencies, the recordation of such assignment is not necessary to protect
the
Trustee’s interest in the related Mortgage Loan; provided,
however,
notwithstanding the delivery of any Opinion of Counsel, each assignment
shall be
submitted for recording by the Sponsor in the manner described above, at
no
expense to the Trust or the Trustee, upon the earliest to occur of: (i)
direction by the Holders of Certificates evidencing at least 25% of the
Voting
Rights, (ii) the occurrence of a Event of Default, (iii) the occurrence
of a
bankruptcy, insolvency or foreclosure relating to the Sponsor, (iv) the
occurrence of a servicing transfer as described in Section 7.02 hereof
and (v)
if the Sponsor is not the Master Servicer and with respect to any one
assignment, the occurrence of a bankruptcy, insolvency or foreclosure relating
to the Mortgagor under the related Mortgage.
Notwithstanding
anything to the contrary contained in this Section 2.01, in those instances
where the public recording office retains the original Mortgage after it
has
been recorded, the Sponsor shall be deemed to have satisfied its obligations
hereunder upon delivery to the Trustee of a copy of such Mortgage certified
by
the public recording office to be a true and complete copy of the recorded
original thereof.
If
any
Assignment is lost or returned unrecorded to the Trustee because of any
defect
therein, the Sponsor is required, as described in the Mortgage Loan Purchase
Agreement with respect to the Mortgage Loans, to prepare a substitute Assignment
or cure such defect, as the case may be, and the Sponsor shall cause such
Assignment to be recorded in accordance with this section.
The
Sponsor is required as described in the Mortgage Loan Purchase Agreement
with
respect to the Mortgage Loans, to exercise its best reasonable efforts
to
deliver or cause to be delivered to the Trustee within 120 days of the
Closing
Date, with respect to the Mortgage Loans, the original or a photocopy of
the
title insurance policy with respect to each such Mortgage Loan assigned
to the
Trustee pursuant to this Section 2.01.
64
In
connection with the assignment of any Mortgage Loan registered on the MERS®
System, the Sponsor further agrees that it will cause, at the Sponsor's
own
expense, as of the Closing Date, the MERS® System to indicate that such Mortgage
Loans have been assigned by the Sponsor to the Trustee in accordance with
this
Agreement for the benefit of the Certificateholders by including (or deleting,
in the case of Mortgage Loans which are repurchased in accordance with
this
Agreement) in such computer files (a) the code in the field which identifies
the
specific Trustee and (b) the code in the field “Pool Field” which identifies the
series of the Certificates issued in connection with such Mortgage Loans.
The
Depositor further agrees that it will not, and will not permit the Master
Servicer to, and the Master Servicer agrees that it will not, alter the
codes
referenced in this paragraph with respect to any Mortgage Loan during the
term
of this Agreement unless and until such Mortgage Loan is repurchased in
accordance with the terms of this Agreement.
All
original documents relating to the Mortgage Loans which are not delivered
to the
Trustee are and shall be held by the Master Servicer in trust for the benefit
of
the Trustee on behalf of the Certificateholders.
Except
as
may otherwise expressly be provided herein, none of the Depositor, the
Master
Servicer or the Trustee shall (and the Master Servicer shall ensure that
no
Sub-Servicer shall) assign, sell, dispose of or transfer any interest in
the
Trust Fund or any portion thereof, or cause the Trust Fund or any portion
thereof to be subject to any lien, claim, mortgage, security interest,
pledge or
other encumbrance.
It
is
intended that the conveyance of the Mortgage Loans by the Depositor to
the
Trustee as provided in this Section be, and be construed as, a sale of
the
Mortgage Loans as provided for in this Section 2.01 by the Depositor to
the
Trustee for the benefit of the Certificateholders. It is, further, not
intended
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 the Mortgage Loans are held to be property of the Depositor,
or if for any reason this Agreement is held or deemed to create a security
interest in the Mortgage Loans, then it is intended that, (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 and the Uniform Commercial
Code of
any other applicable jurisdiction; (b) the conveyance provided for in this
Section shall be deemed to be (1) a grant by the Depositor to the Trustee
of a
security interest in all of the Depositor's right (including the power
to convey
title thereto), title and interest, whether now owned or hereafter acquired,
in
and to (A) the Mortgage Loans, including the Mortgage Notes, the Mortgages,
any
related Insurance Policies and all other documents in the related Mortgage
Files, (B) all amounts payable to the holders of the Mortgage Loans in
accordance with the terms thereof and (C) all proceeds of the conversion,
voluntary or involuntary, of the foregoing into cash, instruments, securities
or
other property, including without limitation all amounts from time to time
held
or invested in the Certificate Account or the Custodial Account, whether
in the
form of cash, instruments, securities or other property and (2) an assignment
by
the Depositor to the Trustee of any security interest in any and all of
the
Sponsor's right (including the power to convey title thereto), title and
interest, whether now owned or hereafter acquired, in and to the property
described in the foregoing clauses (1)(A) through (C); (c) the possession
by the
Trustee or any other custodian or agent of the Trustee of Mortgage Notes
and
such other items of property as constitute instruments, money, negotiable
documents or chattel paper shall be deemed to be “possession by the secured
party” or possession by a purchaser or a person designated by such secured
party, for purposes of perfecting the security interest pursuant to the
New York
Uniform Commercial Code and the Uniform Commercial Code of any other applicable
jurisdiction (including, without limitation, Sections 9-115, 9-305, 8-102,
8-301, 8-501 and 8-503 thereof); 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 purpose of perfecting such security interest under
applicable law. The Depositor and the Trustee 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 the Agreement.
65
Concurrently
with the execution of this Agreement, the Interest Rate Swap Agreement
and Cap
Contracts shall be delivered to the Trustee. In connection therewith, the
Depositor hereby directs the Trustee, as Supplemental Interest Trust Trustee
(not in its individual capacity, but solely in its capacity as Supplemental
Interest Trust Trustee), to execute and deliver the Interest Rate Swap
Agreement
and to exercise the rights, perform the obligations, and make the
representations of Party B (as defined therein) as set forth in the Interest
Rate Swap Agreement and as provided in this Agreement on the Closing Date
and
thereafter. In addition, the Trustee, as Supplemental Interest Trust Trustee
(not in its individual capacity, but solely in its capacity as Supplemental
Interest Trust Trustee), is hereby directed to execute and deliver the
Cap
Contracts on behalf of Party B (as defined therein) and to exercise the
rights,
perform the obligations, and make the representations of Party B as set
forth in
the each Cap Contract and as provided in this Agreement on the Closing
Date and
thereafter. The Sponsor, the Master Servicer, the Depositor and the
Certificateholders, by acceptance of their Certificates, acknowledge and
agree
that the Trustee, as Supplemental Interest Trust Trustee, shall execute
and
deliver the Interest Rate Swap Agreement and Cap Contracts on behalf of
Party B
(as defined therein) and shall exercise the rights, perform the obligations,
and
make the representations of Party B as set forth in the Interest Rate Swap
Agreement and Cap Contracts and as provided in this Agreement and shall
do so
solely in its capacity as Supplemental Interest Trust Trustee and not in
its
individual capacity.
Every
provision of this Agreement relating to the conduct or affecting the liability
of or affording protection to the Supplemental Interest Trust Trustee shall
apply to the Supplemental Interest Trust Trustee’s execution of the Interest
Rate Swap Agreement and Cap Contracts, and the performance of its duties
and the
satisfaction of its obligations on behalf of Party B thereunder.
66
Section
2.02.
|
Acceptance
of the Trust Fund by the Trustee.
|
The
Trustee, with respect to the Mortgage Files held by it, acknowledges receipt
(subject to any exceptions noted in the Initial Certification described
below)
on behalf of the Trustee, of the documents referred to in Section 2.01
above and
all other assets included in the definition of “Trust Fund” and declares that it
holds and will hold such documents and the other documents delivered to
it
constituting the Mortgage Files, and that it holds or will hold such other
assets included in the definition of “Trust Fund” (to the extent delivered or
assigned to the Trustee), in trust for the exclusive use and benefit of
all
present and future Certificateholders.
The
Trustee agrees, for the benefit of the Certificateholders, to review or
cause to
be reviewed on its behalf, each Mortgage File on or before the Closing
Date to
ascertain that all documents required to be delivered to it are in its
possession, and the Trustee agrees to execute and deliver, or cause to
be
executed and delivered, to the Depositor and the Master Servicer on the
Closing
Date, with respect to each Mortgage Loan, an Initial Certification in the
form
annexed hereto as Exhibit C to the effect that, as to each Mortgage Loan
listed
in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full
or any
Mortgage Loan specifically identified in such certification as not covered
by
such certification), (i) all documents required to be delivered to it pursuant
to this Agreement with respect to such Mortgage Loan are in its possession,
(ii)
such documents have been reviewed by it and appear regular on their face
and
relate to such Mortgage Loan and (iii) based on its examination and only
as to
the foregoing documents, the information set forth in items (i), (ii),
(iii)(A)
and (iv) of the definition of the “Mortgage Loan Schedule” accurately reflects
information set forth in the Mortgage File. None of the Trustee or the
Master
Servicer shall be under any duty to determine whether any Mortgage File
should
include any of the documents specified in clause (vi) or (vii) of Section
2.01.
None of the Trustee or the Master Servicer 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, or they
are in
recordable form or that they are other than what they purport to be on
their
face.
Within
90
days of the Closing Date, with respect to the Mortgage Loans, the Trustee
shall
deliver to the Depositor and the Master Servicer a Final Certification
in the
form annexed hereto as Exhibit D evidencing the completeness of the Mortgage
Files, with any applicable exceptions noted thereon, with respect to all
of the
Mortgage Loans.
67
If
in the
process of reviewing the Mortgage Files and preparing the certifications
referred to above the Trustee finds any document or documents constituting
a
part of a Mortgage File to be missing or defective in any material respect,
the
Trustee shall promptly notify the Sponsor, the Master Servicer and the
Depositor. The Trustee shall promptly notify the Sponsor of such defect
and
request that the Sponsor cure any such defect within 60 days from the date
on
which the Sponsor was notified of such defect, and if the Sponsor does
not cure
such defect in all material respects during such period, request on behalf
of
the Certificateholders that the Sponsor purchase such Mortgage Loan from
the
Trust Fund at the Purchase Price within 90 days after the date on which
the
Sponsor was notified of such defect; provided that if such defect would
cause
the Mortgage Loan to be other than a “qualified mortgage” as defined in Section
860G(a)(3) of the Code, any such cure or repurchase must occur within 90
days
from the date such breach was discovered. It is understood and agreed that
the
obligation of the Sponsor to cure a material defect in, or purchase any
Mortgage
Loan as to which a material defect in a constituent document exists shall
constitute the sole remedy respecting such defect available to
Certificateholders or the Trustee on behalf of Certificateholders. The
Purchase
Price for the purchased Mortgage Loan shall be deposited or caused to be
deposited upon receipt by the Master Servicer in the Custodial Account
and, upon
receipt by the Trustee of written notification of such deposit signed by
a
Servicing Officer, the Trustee shall release or cause to be released to
the
Sponsor the related Mortgage File and shall execute and deliver such instruments
of transfer or assignment, in each case without recourse, as the Sponsor
shall
require as necessary to vest in the Sponsor ownership of any Mortgage Loan
released pursuant hereto and at such time the Trustee shall have no further
responsibility with respect to the related Mortgage File. In furtherance
of the
foregoing, if the Sponsor is not a member of MERS and the Mortgage is registered
on the MERS® System, the Master Servicer, at its own expense and without any
right of reimbursement, shall cause MERS to execute and deliver an assignment
of
the Mortgage in recordable form to transfer the Mortgage from MERS to the
Sponsor and shall cause such Mortgage to be removed from registration on
the
MERS® System in accordance with MERS' rules and regulations.
Section
2.03.
|
Representations,
Warranties and Covenants of the Master Servicer and the
Depositor.
|
(a) The
Master Servicer hereby represents and warrants to and covenants with the
Depositor and the Trustee for the benefit of Certificateholders
that:
(i) The
Master Servicer is, and throughout the term hereof shall remain, a corporation
duly organized, validly existing and in good standing under the laws of
the
state of its incorporation (except as otherwise permitted pursuant to Section
6.02), the Master Servicer is, and shall remain, in compliance with the
laws of
each state in which any Mortgaged Property is located to the extent necessary
to
perform its obligations under this Agreement, and the Master Servicer is,
and
shall remain, approved to sell mortgage loans to and service mortgage loans
for
Xxxxxx Xxx and Xxxxxxx Mac;
(ii) The
execution and delivery of this Agreement by the Master Servicer, and the
performance and compliance with the terms of this Agreement by the Master
Servicer, will not violate the Master Servicer's articles of incorporation
or
bylaws or constitute a default (or an event which, with notice or lapse
of time,
or both, would constitute a default) under, or result in the breach of,
any
material agreement or other instrument to which it is a party or which
is
applicable to it or any of its assets;
68
(iii) The
Master Servicer has the full power and authority to enter into and consummate
all transactions contemplated by this Agreement, has duly authorized the
execution, delivery and performance of this Agreement, and has duly executed
and
delivered this Agreement;
(iv) This
Agreement, assuming due authorization, execution and delivery by the Depositor
and the Trustee, constitutes a valid, legal and binding obligation of the
Master
Servicer, enforceable against the Master Servicer in accordance with the
terms
hereof, subject to (A) applicable bankruptcy, insolvency, reorganization,
moratorium and other laws affecting the enforcement of creditors' rights
generally, and (B) general principles of equity, regardless of whether
such
enforcement is considered in a proceeding in equity or at law;
(v) The
Master Servicer is not in violation of, and its execution and delivery
of this
Agreement and its performance and compliance with the terms of this Agreement
will not constitute a violation of, any law, any order or decree of any
court or
arbiter, or any order, regulation or demand of any federal, state or local
governmental or regulatory authority, which violation is likely to affect
materially and adversely either the ability of the Master Servicer to perform
its obligations under this Agreement or the financial condition of the
Master
Servicer;
(vi) No
litigation is pending (other than litigation with respect to which pleadings
or
documents have been filed with a court, but not served on the Master Servicer)
or, to the best of the Master Servicer's knowledge, threatened against
the
Master Servicer which would prohibit its entering into this Agreement or
performing its obligations under this Agreement or is likely to affect
materially and adversely either the ability of the Master Servicer to perform
its obligations under this Agreement or the financial condition of the
Master
Servicer;
(vii) The
Master Servicer will comply in all material respects in the performance
of this
Agreement with all reasonable rules and requirements of each insurer under
each
Insurance Policy;
(viii) The
execution of this Agreement and the performance of the Master Servicer's
obligations hereunder do not require any license, consent or approval of
any
state or federal court, agency, regulatory authority or other governmental
body
having jurisdiction over the Master Servicer, other than such as have been
obtained;
(ix) No
information, certificate of an officer, statement furnished in writing
or report
delivered to the Depositor, any affiliate of the Depositor or the Trustee
by the
Master Servicer in its capacity as Master Servicer, and not in its capacity
as a
Sponsor hereunder, will, to the knowledge of the Master Servicer, contain
any
untrue statement of a material fact;
69
(x) The
Master Servicer will not waive any Prepayment Charge unless it is waived
in
accordance with the standard set forth in Section 3.01; and
(xi) The
Master Servicer is a member of MERS in good standing, and will comply in
all
material respects with the rules and procedures of MERS in connection with
the
servicing of the Mortgage Loans that are registered with MERS.
It
is
understood and agreed that the representations, warranties and covenants
set
forth in this Section 2.03(a) shall survive the execution and delivery
of this
Agreement, and shall inure to the benefit of the Depositor, the Trustee
and the
Certificateholders. Upon discovery by the Depositor, the Trustee or the
Master
Servicer of a breach of any of the foregoing representations, warranties
and
covenants that materially and adversely affects the interests of the Depositor
or the Trustee, the party discovering such breach shall give prompt written
notice to the other parties. Notwithstanding the foregoing, within 90 days
of
the earlier of discovery by the Master Servicer or receipt of notice by
the
Master Servicer of the breach of the covenant of the Master Servicer set
forth
in Section 2.03(x) above which materially and adversely affects the interests
of
the Holders of the Class P Certificates in any Prepayment Charge, the Master
Servicer shall remedy such breach as follows: the Master Servicer shall
pay the
amount of such waived Prepayment Charge, for the benefit of the Holders
of the
Class P Certificates, by depositing such amount into the Custodial Account
(net
of any amount actually collected by the Master Servicer in respect of such
Prepayment Charge and remitted by the Master Servicer, for the benefit
of the
Holders of the Class P Certificates, in respect of such Prepayment Charge,
into
the Custodial Account). The foregoing shall not, however, limit any remedies
available to the Certificateholders, the Depositor or the Trustee on behalf
of
the Certificateholders, pursuant to the Mortgage Loan Purchase Agreement
respecting a breach of any of the representations, warranties and covenants
contained in the Mortgage Loan Purchase Agreement.
(b) The
Depositor hereby represents and warrants to the Master Servicer and the
Trustee
for the benefit of Certificateholders that as of the Closing Date, the
representations and warranties of the Sponsor with respect to the Mortgage
Loans
and the remedies therefor that are contained in the Mortgage Loan Purchase
Agreement are as set forth in Exhibit I hereto.
It
is
understood and agreed that the representations and warranties set forth
in this
Section 2.03(b) shall survive delivery of the respective Mortgage Files
to the
Trustee.
Upon
discovery by either the Depositor, the Master Servicer or the Trustee of
a
breach of any representation or warranty set forth in this Section 2.03
which
materially and adversely affects the interests of the Certificateholders
in any
Mortgage Loan, the party discovering such breach shall give prompt written
notice to the other parties.
Section
2.04.
|
Representations
and Warranties of the Sponsor.
|
70
The
Depositor hereby assigns to the Trustee for the benefit of Certificateholders
all of its rights (but none of its obligations) in, to and under the Mortgage
Loan Purchase Agreement. Insofar as the Mortgage Loan Purchase Agreement
relates
to such representations and warranties and any remedies provided thereunder
for
any breach of such representations and warranties, such right, title and
interest may be enforced by the Trustee on behalf of the Certificateholders.
Upon the discovery by the Depositor, the Master Servicer or the Trustee
of a
breach of any of the representations and warranties made in the Mortgage
Loan
Purchase Agreement in respect of any Mortgage Loan which materially and
adversely affects the interests of the Certificateholders in such Mortgage
Loan,
the party discovering such breach shall give prompt written notice to the
other
parties. The Trustee shall promptly notify the Sponsor of such breach and
request that the Sponsor shall, within 90 days from the date that the Sponsor
was notified or otherwise obtained knowledge of such breach, either (i)
cure
such breach in all material respects or (ii) purchase such Mortgage Loan
from
the Trust Fund at the Purchase Price and in the manner set forth in Section
2.02; provided that if such breach would cause the Mortgage Loan to be
other
than a “qualified mortgage” as defined in Section 860G(a)(3) of the Code, any
such cure or repurchase must occur within 90 days from the date such breach
was
discovered. However, in the case of a breach under the Mortgage Loan Purchase
Agreement, subject to the approval of the Depositor the Sponsor shall have
the
option to substitute a Qualified Substitute Mortgage Loan or Loans for
such
Mortgage Loan if such substitution occurs within two years following the
Closing
Date, except that if the breach would cause the Mortgage Loan to be other
than a
“qualified mortgage” as defined in Section 860G(a)(3) of the Code, any such
substitution must occur within 90 days from the date the breach was discovered
if such 90 day period expires before two years following the Closing Date.
In
the event that the Sponsor elects to substitute a Qualified Substitute
Mortgage
Loan or Loans for a Deleted Mortgage Loan pursuant to this Section 2.04,
the
Trustee shall enforce the obligation of the Sponsor under the Mortgage
Loan
Purchase Agreement to deliver to the Trustee and the Master Servicer, as
appropriate, with respect to such Qualified Substitute Mortgage Loan or
Loans,
the original Mortgage Note, the Mortgage, an Assignment of the Mortgage
in
recordable form, and such other documents and agreements as are required
by
Section 2.01, with the Mortgage Note endorsed as required by Section 2.01.
No
substitution will be made in any calendar month after the Determination
Date for
such month. Monthly Payments due with respect to Qualified Substitute Mortgage
Loans in the month of substitution, to the extent received by the Master
Servicer or any Sub-Servicer, shall not be part of the Trust Fund and will
be
retained by the Master Servicer and remitted by the Master Servicer to
the
Sponsor on the next succeeding Distribution Date. For the month of substitution,
distributions to Certificateholders will include the Monthly Payment due
on a
Deleted Mortgage Loan for such month and thereafter the Sponsor shall be
entitled to retain all amounts received in respect of such Deleted Mortgage
Loan. The Depositor shall amend or cause to be amended 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 Depositor shall deliver the amended Mortgage
Loan
Schedule to the Trustee. Upon such substitution, the Qualified Substitute
Mortgage Loan or Loans shall be subject to the terms of this Agreement
in all
respects, the Sponsor shall be deemed to have made the representations
and
warranties with respect to the Qualified Substitute Mortgage Loan contained
in
the Mortgage Loan Purchase Agreement as of the date of substitution, and
the
Depositor shall be deemed to have made with respect to any Qualified Substitute
Mortgage Loan or Loans, as of the date of substitution, the non-statistical
representations and warranties set forth in Exhibit I hereof.
71
In
connection with the substitution of one or more Qualified Substitute Mortgage
Loans for one or more Deleted Mortgage Loans, the Master Servicer will
determine
the amount (the “Substitution Adjustment”), 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 (in each case after application of the principal
portion
of the Monthly Payments due in the month of substitution that are to be
distributed to Certificateholders in the month of substitution). The Trustee
shall enforce the obligation of the Sponsor under the Mortgage Loan Purchase
Agreement to provide the Master Servicer on the day of substitution for
immediate deposit into the Custodial Account the amount of such shortfall,
without any reimbursement therefor. In accordance with the Mortgage Loan
Purchase Agreement, the Sponsor shall give notice in writing to the Trustee
of
such event, which notice shall be accompanied by an Officers’ Certificate as to
the calculation of such shortfall and by an Opinion of Counsel to the effect
that such substitution will not cause (a) any federal tax to be imposed
on REMIC
1, REMIC 2 or REMIC 3, including without limitation, any federal tax imposed
on
“prohibited transactions” under Section 860F(a)(1) of the Code or on
“contributions after the startup date” under Section 860G(d)(1) of the Code or
(b) any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC at
any time
that any Certificate is outstanding. The costs of any substitution as described
above, including any related assignments, opinions or other documentation
in
connection therewith shall be borne by the Sponsor.
Except
as
expressly set forth herein none of the Trustee or the Master Servicer is
under
any obligation to discover any breach of the above-mentioned representations
and
warranties. It is understood and agreed that the obligation of the Sponsor
to
cure such breach, purchase or to substitute for such Mortgage Loan as to
which
such a breach has occurred and is continuing shall constitute the sole
remedy
respecting such breach available to Certificateholders or the Trustee on
behalf
of Certificateholders.
Section
2.05.
|
Issuance
of Certificates; Conveyance of REMIC Regular Interests and Acceptance
of
REMIC 2 and REMIC 3 by the Trustee.
|
(a) The
Trustee acknowledges the assignment to it of the Mortgage Loans and the
delivery
to it of the Mortgage Files, subject to the provisions of Sections 2.01
and
2.02, together with the assignment to it of all other assets included in
the
Trust Fund, receipt of which is hereby acknowledged. Concurrently with
such
assignment and delivery and in exchange therefor, the Trustee, pursuant
to the
written request of the Depositor executed by an officer of the Depositor,
has
executed, authenticated and delivered to or upon the order of the Depositor,
the
Certificates in authorized denominations. The interests evidenced by the
Certificates, constitute the entire beneficial ownership interest in the
Trust
Fund.
72
(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
1 Regular Interests for the benefit of the holders of the REMIC 2 Regular
Interests and Holders of the Class R Certificates (in respect of the Class
R-2
Interest). The Trustee acknowledges receipt of the REMIC 1 Regular Interests
(which are 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 2 Regular
Interests and Holders of the Class R Certificates (in respect of the Class
R-2
Interest). The interests evidenced by the Class R-2 Interest, together
with the
REMIC 2 Regular Interests, constitute the entire beneficial ownership interest
in REMIC 2.
(c) 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
2 Regular Interests for the benefit of the holders of the REMIC 3 Regular
Interests and Holders of the Class R Certificates (in respect of the Class
R-3
Interest). The Trustee acknowledges receipt of the REMIC 2 Regular Interests
(which are 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 3 Regular
Interests and Holders of the Class R Certificates (in respect of the Class
R-3
Interest). The interests evidenced by the Class R-3 Interest, together
with the
REMIC 3 Regular Interests, constitute the entire beneficial ownership interest
in REMIC 3.
(d) In
exchange for the REMIC 2 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 evidencing (together with the Class R-3 Interest
and
the Class IO Interest) the entire beneficial ownership interest in REMIC
3.
(e) Concurrently
with (i) the assignment and delivery to the Trustee of REMIC 1 (including
the
Residual Interest therein represented by the Class R-1 Interest) and the
acceptance by the Trustee thereof, (ii) the assignment and delivery to
the
Trustee of REMIC 2 (including the Residual Interest therein represented
by the
Class R-2 Interest), and (iii) the assignment and delivery to the Trustee
of
REMIC 3 (including the Residual Interest therein represented by the Class
R-3
Interest), and the acceptance by the Trustee thereof, the Trustee, from
and
pursuant to the written request of the Depositor executed by an officer
of the
Depositor, has executed, authenticated and delivered to or upon the order
of the
Depositor, the Class R Certificates in authorized denominations evidencing
the
Class R-1 Interest, Class R-2 Interest and Class R-3 Interest.
73
Section
2.06.
|
Purposes
and Powers of the Trust.
|
The
purpose of the common law trust, as created hereunder, is to engage in
the
following activities:
(a) acquire
and hold the Mortgage Loans and the other assets of the Trust Fund and
the
proceeds therefrom;
(b) to
issue
the Certificates sold to the Depositor in exchange for the Mortgage
Loans;
(c) to
make
payments on the Certificates;
(d) to
engage
in those activities that are necessary, suitable or convenient to accomplish
the
foregoing or are incidental thereto or connected therewith; and
(e) subject
to compliance with this Agreement, to engage in such other activities as
may be
required in connection with conservation of the Trust Fund and the making
of
distributions to the Certificateholders.
The
trust
is hereby authorized to engage in the foregoing activities. The Trustee
shall
not knowingly and explicitly cause the trust to engage in any activity
other
than in connection with the foregoing or other than as required or authorized
by
the terms of this Agreement while any Certificate is outstanding, and this
Section 2.06 may not be amended, without the consent of the Certificateholders
evidencing 51% or more of the aggregate voting rights of the
Certificates.
74
ARTICLE
III
ADMINISTRATION
AND SERVICING
OF
THE
TRUST FUND
Section
3.01.
|
Master
Servicer to Act as Master Servicer.
|
The
Master Servicer shall supervise, or take such actions as are necessary
to
ensure, the servicing and administration of the Mortgage Loans and any
REO
Property in accordance with this Agreement and its normal servicing practices,
which generally shall conform to the standards (i) of the Servicing Guide,
if
Impac Funding Corporation is Master Servicer, or (ii) if Impac Funding
Corporation is not the Master Servicer, of an institution prudently servicing
mortgage loans for its own account and shall have full authority to do
anything
it reasonably deems appropriate or desirable in connection with such servicing
and administration. To the extent consistent with the foregoing, the Master
Servicer shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge
only if such waiver would maximize recovery of total proceeds taking into
account the value of such Prepayment Charge and related Mortgage Loan and
doing
so is standard and customary in servicing mortgage loans similar to the
Mortgage
Loans (including any waiver of a Prepayment Charge in connection with a
refinancing of a Mortgage Loan that is related to a default or a reasonably
foreseeable default), and in no event will it waive a Prepayment Charge
in
connection with a refinancing of a Mortgage Loan that is not related to
a
default or a reasonably foreseeable default.
The
Master Servicer may perform its responsibilities relating to servicing
through
other agents or independent contractors, but shall not thereby be released
from
any of its responsibilities as hereinafter set forth. The authority of
the
Master Servicer, in its capacity as master servicer, and any Sub-Servicer
acting
on its behalf, shall include, without limitation, the power to (i) consult
with
and advise any Sub-Servicer regarding administration of a related Mortgage
Loan,
(ii) approve any recommendation by a Sub-Servicer to foreclose on a related
Mortgage Loan, (iii) supervise the filing and collection of insurance claims
and
take or cause to be taken such actions on behalf of the insured Person
thereunder as shall be reasonably necessary to prevent the denial of coverage
thereunder, and (iv) effectuate foreclosure or other conversion of the
ownership
of the Mortgaged Property securing a related Mortgage Loan, including the
employment of attorneys, the institution of legal proceedings, the collection
of
deficiency judgments, the acceptance of compromise proposals, the filing
of
claims under any Insurance Policy and any other matter pertaining to a
delinquent Mortgage Loan. The authority of the Master Servicer shall include,
in
addition, the power on behalf of the Certificateholders, the Trustee or
any of
them to (i) execute and deliver customary consents or waivers and other
instruments and documents, (ii) consent to transfer of any related Mortgaged
Property and assumptions of the related Mortgage Notes and Security Instruments
(in the manner provided in this Agreement) and (iii) collect any Insurance
Proceeds and Liquidation Proceeds. If permitted under applicable law without
prejudicing any rights of the Trust Fund with respect to any Mortgage Loan,
the
Master Servicer, with such documentation as local law requires, acting
in its
own name, may pursue claims on behalf of the Trust Fund. Without limiting
the
generality of the foregoing, the Master Servicer and any Sub-Servicer acting
on
its behalf may, and is hereby authorized, and empowered by the Trustee
to,
execute and deliver, on behalf of itself, the Certificateholders or the
Trustee
or any of them, any instruments of satisfaction, cancellation, partial
or full
release, discharge and all other comparable instruments, with respect to
the
Mortgage Loans, the Insurance Policies and the accounts related thereto,
and the
Mortgaged Properties. The Master Servicer may exercise this power in its
own
name or in the name of a Sub-Servicer.
75
Subject
to Section 3.16, the Trustee shall execute, at the written request of the
Master
Servicer, and furnish to the Master Servicer and any Sub-Servicer such
documents
as are necessary or appropriate to enable the Master Servicer or any
Sub-Servicer to carry out their servicing and administrative duties hereunder,
and the Trustee hereby grants to the Master Servicer a power of attorney
to
carry out such duties. The Trustee shall not be liable for the actions
of the
Master Servicer or any Sub-Servicers under such powers of attorney.
In
accordance with the standards of the preceding paragraph, the Master 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,
which advances shall be reimbursable in the first instance from related
collections from the Mortgagors pursuant to Section 3.09, and further as
provided in Section 3.11; provided that the Master Servicer shall not be
obligated to make such advance if, in its reasonable good faith judgment,
the
Master Servicer determines that such advance to be a Nonrecoverable
Advance.
The
Master 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 the Master Servicer or such Sub-Servicer, as the case
may be,
believes it is 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 expenses incurred in connection with the actions
described in the preceding sentence shall be borne by the Master Servicer
in
accordance with Section 3.17, with no right of reimbursement; provided,
that if,
as a result of MERS discontinuing or becoming unable to continue operations
in
connection with the MERS System, it becomes necessary to remove any Mortgage
Loan from registration on the MERS System and to arrange for the assignment
of
the related Mortgages to the Trustee, then any related expenses shall be
reimbursable to the Master Servicer from the Trust Fund.
Notwithstanding
anything in this Agreement to the contrary, the Master Servicer shall not
(unless the Mortgagor is in default with respect to the Mortgage Loan or
such
default is, in the judgment of the Master Servicer, reasonably foreseeable)
make
or permit any modification, waiver or amendment of any term of any Mortgage
Loan
that would both (i) effect an exchange or reissuance of such Mortgage Loan
under
Section 1001 of the Code (or Treasury regulations promulgated thereunder)
and
(ii) cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC
under the Code or the imposition of any tax on “prohibited transactions” or
“contributions” after the startup date under the REMIC Provisions.
76
The
relationship of the Master Servicer (and of any successor to the Master
Servicer
under this Agreement) to the Trustee under this Agreement is intended by
the
parties to be that of an independent contractor and not that of a joint
venturer, partner or agent.
Section
3.02.
|
Sub-Servicing
Agreements Between Master Servicer and
Sub-Servicers.
|
(a) The
Master Servicer may enter into Sub-Servicing Agreements with Sub-Servicers
for
the servicing and administration of the Mortgage Loans and for the performance
of any and all other activities of the Master Servicer hereunder; provided,
however, that such agreements would not result in a withdrawal or a downgrading
by Standard & Poor's of its rating on any Class of Certificates. Each
Sub-Servicer shall be either (i) an institution the accounts of which are
insured by the FDIC or (ii) another entity that engages in the business
of
originating or servicing mortgage loans comparable to the Mortgage Loans,
and in
either case shall be authorized to transact business in the state or states
in
which the related Mortgaged Properties it is to service are situated, if
and to
the extent required by applicable law to enable the Sub-Servicer to perform
its
obligations hereunder and under the Sub-Servicing Agreement, and in either
case
shall be a Xxxxxxx Mac or Xxxxxx Mae approved mortgage servicer. Any
Sub-Servicing Agreement entered into by the Master Servicer shall include
the
provision that such Agreement may be immediately terminated (x) with cause
and
without any termination fee by any Master Servicer hereunder or (y) without
cause in which case the Master Servicer shall be responsible for any termination
fee or penalty resulting therefrom. In addition, each Sub-Servicing Agreement
shall provide for servicing of the Mortgage Loans consistent with the terms
of
this Agreement. The Master Servicer and the Sub-Servicers may enter into
Sub-Servicing Agreements and make amendments to the Sub-Servicing Agreements
or
enter into different forms of Sub-Servicing Agreements providing for, among
other things, the delegation by the Master Servicer to a Sub-Servicer of
additional duties regarding the administration of the Mortgage Loans; provided,
however, that any such amendments or different forms shall be consistent
with
and not violate the provisions of this Agreement, and that no such amendment
or
different form shall be made or entered into which could be reasonably
expected
to be materially adverse to the interests of the Certificateholders, without
the
consent of the Holders of Certificates entitled to at least 51% of the
Voting
Rights. The parties hereto acknowledge that the initial Sub-Servicer shall
be
Countrywide.
The
Master Servicer has entered into a separate Sub-Servicing Agreement with
Countrywide for the servicing and administration of certain of the Mortgage
Loans and may enter into additional Sub-Servicing Agreements with other
Sub-Servicers for the servicing and administration of certain of the Mortgage
Loans.
77
(b) As
part
of its servicing activities hereunder, the Master Servicer, for the benefit
of
the Trustee and the Certificateholders, shall enforce the obligations of
each
Sub-Servicer under the related Sub-Servicing Agreement. Such enforcement,
including, without limitation, the legal prosecution of claims, termination
of
Sub-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 Mortgage Loans. The Master Servicer shall pay the costs of such
enforcement at its own expense, but shall be reimbursed therefor only (i)
from a
general recovery resulting from such enforcement only to the extent, if
any,
that such recovery exceeds all amounts due in respect of the Mortgage Loan
or
(ii) from a specific recovery of costs, expenses or attorneys' fees against
the
party against whom such enforcement is directed.
(c) [Reserved].
(d) The
Master Servicer represents that it will cause any Sub-Servicer to accurately
and
fully report its borrower credit files to all three credit repositories
in a
timely manner.
Section
3.03. Successor
Sub-Servicers.
The
Master Servicer shall be entitled to terminate any Sub-Servicing Agreement
and
the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing
Agreement in accordance with the terms and conditions of such Sub-Servicing
Agreement. In the event of termination of any Sub-Servicer, all servicing
obligations of such Sub-Servicer shall be assumed simultaneously by the
Master
Servicer without any act or deed on the part of such Sub-Servicer or the
Master
Servicer, and the Master Servicer either shall service directly the Mortgage
Loans or shall enter into a Sub-Servicing Agreement with a successor
Sub-Servicer which qualifies under Section 3.02.
Section
3.04. Liability
of the Master Servicer.
Notwithstanding
any Sub-Servicing Agreement, any of the provisions of this Agreement relating
to
agreements or arrangements between the Master Servicer and a Sub-Servicer
or
reference to actions taken through a Sub-Servicer or otherwise, the Master
Servicer shall under all circumstances remain obligated and primarily liable
to
the Trustee and Certificateholders for the servicing and administering
of the
Mortgage Loans and any REO Property in accordance with the provisions of
Article
III without diminution of such obligation or liability by virtue of such
Sub-Servicing Agreements or arrangements or by virtue of indemnification
from
the Sub-Servicer and to the same extent and under the same terms and conditions
as if the Master Servicer alone were servicing and administering the Mortgage
Loans. For purposes of this Agreement, the Master Servicer shall be deemed
to
have received payments on Mortgage Loans when the Sub-Servicer has received
such
payments. The Master Servicer shall be entitled to enter into any agreement
with
a Sub-Servicer for indemnification of the Master Servicer by such Sub-Servicer
and nothing contained in this Agreement shall be deemed to limit or modify
such
indemnification.
78
Section
3.05. No
Contractual Relationship Between Sub-Servicers and Trustee or
Certificateholders.
Any
Sub-Servicing Agreement that may be entered into and any transactions or
services relating to the Mortgage Loans involving a Sub-Servicer in its
capacity
as such and not as an originator shall be deemed to be between the Sub-Servicer
and the Master Servicer alone, and the Trustee and Certificateholders shall
not
be deemed parties thereto and shall have no claims, rights, obligations,
duties
or liabilities with respect to the Sub-Servicer except as set forth in
Section
3.06, 3.17 and 4.03. The Master Servicer (or Sub-Servicers) shall be liable
for
the payment of any franchise taxes which may be assessed by the California
Franchise Tax Board in connection with the activities of the Trust under
this
Agreement.
Section
3.06. Assumption
or Termination of Sub-Servicing Agreements by Trustee.
(a) If
the
Trustee or its designee shall assume the master servicing obligations of
the
Master Servicer in accordance with Section 7.02 below, the Trustee, to
the
extent necessary to permit the Trustee to carry out the provisions of Section
7.02 with respect to the Mortgage Loans, shall succeed to all of the rights
and
obligations of the Master Servicer under each of the Sub-Servicing Agreements.
In such event, the Trustee or its designee as the successor master servicer
shall be deemed to have assumed all of the Master Servicer's rights and
obligations therein and to have replaced the Master Servicer as a party
to such
Sub-Servicing Agreements to the same extent as if such Sub-Servicing Agreements
had been assigned to the Trustee or its designee as a successor master
servicer,
except that the Trustee or its designee as a successor master servicer
shall not
be deemed to have assumed any obligations or liabilities of the Master
Servicer
arising prior to such assumption (other than the obligation to make any
Advances
hereunder) and the Master Servicer shall not thereby be relieved of any
liability or obligations under such Sub-Servicing Agreements arising prior
to
such assumption. Nothing in the foregoing shall be deemed to entitle the
Trustee
or its designee as a successor master servicer at any time to receive any
portion of the servicing compensation provided under Section 3.17 except
for
such portion as the Master Servicer would be entitled to receive.
(b) In
the
event that the Trustee or its designee as successor master servicer for
the
Trustee assumes the servicing obligations of the Master Servicer under
Section
7.02, upon the reasonable request of the Trustee or such designee as successor
master servicer the Master Servicer shall at its own expense deliver to
the
Trustee, or at its written request to such designee, photocopies of all
documents, files and records, electronic or otherwise, relating to the
Sub-Servicing Agreements and the related Mortgage Loans or REO Property
then
being serviced and an accounting of amounts collected and held by it, if
any,
and will otherwise cooperate and use its reasonable efforts to effect the
orderly and efficient transfer of the Sub-Servicing Agreements, or
responsibilities hereunder to the Trustee, or at its written request to
such
designee as successor master servicer.
79
Section
3.07. Collection
of Certain Mortgage Loan Payments.
(a) The
Master Servicer will coordinate and monitor remittances by Sub-Servicers
to the
Master Servicer with respect to the Mortgage Loans in accordance with this
Agreement.
(b) The
Master Servicer shall make its reasonable efforts to collect or cause to
be
collected all payments required under the terms and provisions of the Mortgage
Loans and shall follow, and use its reasonable efforts to cause Sub-Servicers
to
follow, collection procedures comparable to the collection procedures of
prudent
mortgage lenders servicing mortgage loans for their own account to the
extent
such procedures shall be consistent with this Agreement. Consistent with
the
foregoing, the Master Servicer may in its discretion (i) waive or permit
to be
waived any late payment charge, assumption fee, or any penalty interest
in
connection with the prepayment of a Mortgage Loan and (ii) suspend or reduce
or
permit to be suspended or reduced regular monthly payments for a period
of up to
six months, or arrange or permit an arrangement with a Mortgagor for a
scheduled
liquidation of delinquencies. In the event the Master Servicer shall consent
to
the deferment of the due dates for payments due on a Mortgage Note, the
Master
Servicer shall nonetheless make an Advance or shall cause the related
Sub-Servicer to make an Advance to the same extent as if such installment
were
due, owing and delinquent and had not been deferred through liquidation
of the
Mortgaged Property; provided,
however,
that
the obligation of the Master Servicer or related Sub-Servicer to make an
Advance
shall apply only to the extent that such Advances are not Nonrecoverable
Advances.
(c) On
each
Determination Date, with respect to each Mortgage Loan for which during
the
related Prepayment Period the Master Servicer has determined that all amounts
which it expects to recover from or on account of each such Mortgage Loan
have
been recovered and that no further Liquidation Proceeds will be received
in
connection therewith, the Master Servicer shall provide to the Trustee
a
certificate of a Servicing Officer that such Mortgage Loan became a Liquidated
Mortgage Loan in a Cash Liquidation or REO Disposition.
The
Master Servicer shall make reasonable efforts to collect all payments called
for
under the terms and provisions of the Mortgage Loans, and shall, to the
extent
such procedures shall be consistent with this Agreement and the terms and
provisions of any related Insurance Policy, follow such collection procedures
as
it would follow with respect to mortgage loans comparable to the Mortgage
Loans
and held for its own account. The Master Servicer shall not be required
to
institute or join in litigation with respect to collection of any payment
(whether under a Mortgage, Mortgage Note, Primary Hazard Insurance Policy
or
otherwise or against any public or governmental authority with respect
to a
taking or condemnation) if it reasonably believes that it is prohibited
by
applicable law from enforcing the provision of the Mortgage or other instrument
pursuant to which such payment is required. The Master Servicer shall be
responsible for preparing and distributing all information statements relating
to payments on the Mortgage Loans, in accordance with all applicable federal
and
state tax laws and regulations.
80
Section
3.08. Sub-Servicing
Accounts.
In
those
cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a
Sub-Servicing Agreement, the Sub-Servicer will be required to establish
and
maintain one or more accounts (collectively, the “Sub-Servicing Account”). The
Sub-Servicing Account shall be an Eligible Account and shall otherwise
be
acceptable to the Master Servicer. All amounts held in a Sub-Servicing
Account
shall be held in trust for the Trustee for the benefit of the
Certificateholders. Any investment of funds held in such an account shall
be in
Permitted Investments maturing not later than the Business Day immediately
preceding the next Sub-Servicer Remittance Date. The Sub-Servicer will
be
required to deposit into the Sub-Servicing Account no later than two Business
Days after receipt all proceeds of Mortgage Loans received by the Sub-Servicer,
less its servicing compensation and any unreimbursed expenses and advances,
to
the extent permitted by the Sub-Servicing Agreement. On each Sub-Servicer
Remittance Date the Sub-Servicer will be required to remit to the Master
Servicer for deposit in the Custodial Account all funds held in the
Sub-Servicing Account with respect to any Mortgage Loan as of the Sub-Servicer
Remittance Date, after deducting from such remittance an amount equal to
the
servicing compensation (including interest on Permitted Investments) and
unreimbursed expenses and advances to which it is then entitled pursuant
to the
related Sub-Servicing Agreement, to the extent not previously paid to or
retained by it. In addition, on each Sub-Servicer Remittance Date the
Sub-Servicer will be required to remit to the Master Servicer any amounts
required to be advanced pursuant to the related Sub-Servicing Agreement.
The
Sub-Servicer will also be required to remit to the Master Servicer, within
five
Business Days of receipt, the proceeds of any Principal Prepayment made
by the
Mortgagor, and, on each Sub-Servicer Remittance Date, the amount of any
Insurance Proceeds or Liquidation Proceeds received during the related
Prepayment Period.
Section
3.09. Collection
of Taxes, Assessments and Similar Items; Servicing Accounts.
The
Master Servicer and the Sub-Servicers shall establish and maintain one
or more
accounts (the “Servicing Accounts”), and shall deposit and retain therein all
collections from the Mortgagors (or related advances from Sub-Servicers)
for the
payment of taxes, assessments, Primary Hazard Insurance Policy premiums,
and
comparable items for the account of the Mortgagors, to the extent that
the
Master Servicer customarily escrows for such amounts. Withdrawals of amounts
so
collected from a Servicing Account may be made only to (i) effect payment
of
taxes, assessments, Primary Hazard Insurance Policy premiums and comparable
items; (ii) reimburse the Master Servicer (or a Sub-Servicer to the extent
provided in the related Sub-Servicing Agreement) out of related collections
for
any payments made pursuant to Sections 3.01 (with respect to taxes and
assessments), and 3.13 (with respect to Primary Hazard Insurance Policies);
(iii) refund to Mortgagors any sums as may be determined to be overages;
(iv)
payment of investment income to the extent provided in the mortgage loan
documentation or (v) clear and terminate the Servicing Account at the
termination of this Agreement pursuant to Section 9.01. As part of its
servicing
duties, the Master Servicer or Sub-Servicers shall, if and to the extent
required by law, pay to the Mortgagors interest on funds in Servicing Accounts
from its or their own funds, without any reimbursement therefor.
81
Section
3.10. Custodial
Account.
(a) The
Master Servicer shall establish and maintain one or more accounts (collectively,
the “Custodial Account”) in which the Master Servicer shall deposit or cause to
be deposited on a daily basis, or as and when received and identified from
the
Sub-Servicers, the following payments and collections received or made
by or on
behalf of it subsequent to the Cut-off Date with respect to the Mortgage
Loans,
or payments received by it prior to the Cut-off Date but allocable to a
period
subsequent thereto (other than in respect of principal and interest on
the
Mortgage Loans due on or before the Cut-off Date):
(i) all
payments (including advances by a Sub-Servicer) on account of principal,
including Principal Prepayments, on the Mortgage Loans;
(ii) all
payments (including advances by a Sub-Servicer) on account of interest
on the
Mortgage Loans, net of any portion thereof retained by the Master Servicer
or
any Sub-Servicer as Servicing Fees;
(iii) all
Insurance Proceeds, other than proceeds that represent reimbursement of
costs
and expenses incurred by the Master Servicer or any Sub-Servicer in connection
with presenting claims under the related Insurance Policies, Liquidation
Proceeds and REO Proceeds;
(iv) all
proceeds of any Mortgage Loan or REO Property repurchased or purchased
in
accordance with Sections 2.02, 2.04, 3.14, 3.27 or 9.01; and all amounts
required to be deposited in connection with the substitution of a Qualified
Substitute Mortgage Loan pursuant to Section 2.04; and
(v) any
amounts required to be deposited pursuant to Section 3.12, 3.13, 3.15 or
3.22.
The
foregoing requirements for deposit in the Custodial Account shall be exclusive.
In the event the Master Servicer shall deposit in the Custodial Account
any
amount not required to be deposited therein, it may withdraw such amount
from
the Custodial Account, any provision herein to the contrary notwithstanding.
The
Custodial Account shall be maintained as a segregated account, separate
and
apart from trust funds created for mortgage pass-through certificates of
other
series, and the other accounts of the Master Servicer.
(b) Funds
in
the Custodial Account may be invested in Permitted Investments in accordance
with the provisions set forth in Section 3.12. The Master Servicer shall
give
notice to the Trustee and the Depositor of the location of the Custodial
Account
after any change thereof.
82
Section
3.11. Permitted
Withdrawals From the Custodial Account.
The
Master Servicer may, from time to time as provided herein, make withdrawals
from
the Custodial Account of amounts on deposit therein pursuant to Section
3.10
that are attributable to the Mortgage Loans for the following
purposes:
(i) to
make
deposits into the Certificate Account in the amounts and in the manner
provided
for in Section 4.01;
(ii) to
pay to
itself, the Depositor, the Sponsor or any other appropriate person, as
the case
may be, with respect to each Mortgage Loan that has previously been purchased
or
repurchased pursuant to Sections 2.02, 2.04, 3.14, 3.27 or 9.01 all amounts
received thereon and not yet distributed as of the date of purchase or
repurchase;
(iii) to
reimburse itself or any Sub-Servicer for Advances not previously reimbursed,
the
Master Servicer's or any Sub-Servicer's right to reimbursement pursuant
to this
clause (iii) being limited to amounts received which represent Late Collections
(net of the related Servicing Fees) of Monthly Payments on Mortgage Loans
with
respect to which such Advances were made and as further provided in Section
3.15;
(iv) to
reimburse or pay itself, the Trustee or the Depositor for expenses incurred
by
or reimbursable to the Master Servicer, the Trustee or the Depositor pursuant
to
Sections 3.22, 6.03, 8.05 or 10.01(g), except as otherwise provided in
such
Sections hereof;
(v) to
reimburse itself or any Sub-Servicer for costs and expenses incurred by
or
reimbursable to it relating to the prosecution of any claims pursuant to
Section
3.13 that are in excess of the amounts so recovered;
(vi) to
reimburse itself or any Sub-Servicer for unpaid Master Servicing Fees,
Sub-Servicing Fees and unreimbursed Servicing Advances, the Master Servicer's
or
any Sub-Servicer's right to reimbursement pursuant to this clause (vi)
with
respect to any Mortgage Loan being limited to late recoveries of the payments
for which such advances were made pursuant to Section 3.01 or Section 3.09
and
any other related Late Collections and as further provided in Section
3.15;
83
(vii) to
pay
itself as servicing compensation (in addition to the Master Servicing Fee
and
Sub-Servicing Fee), on or after each Distribution Date, any interest or
investment income earned on funds deposited in the Custodial Account for
the
period ending on such Distribution Date;
(viii) to
reimburse itself or any Sub-Servicer for any Advance or Servicing Advance
previously made, after a Realized Loss has been allocated with respect
to the
related Mortgage Loan if the Advance or Servicing Advance was not reimbursed
pursuant to clauses (iii) and (vi);
(ix) to
pay
PMI Insurer the premium under the PMI Insurer Policies;
(x) to
clear
and terminate the Custodial Account at the termination of this Agreement
pursuant to Section 9.01; and
(xi) to
reimburse itself or any Sub-Servicer from general collections for any Advance
or
Servicing Advance made that has been deemed by the Master Servicer to be
a
Nonrecoverable Advance.
The
Master Servicer shall keep and maintain separate accounting records on
a
Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any
withdrawal from the Custodial Account pursuant to such subclauses (ii)
through
(x). Reconciliations will be prepared for the Custodial Account within
45
Calendar days after the bank statement cut-off date. All items requiring
reconciliation will be resolved within 90 calendar days of their original
identification.
Section
3.12. Permitted
Investments.
Any
institution maintaining the Custodial Account shall at the direction of
the
Master Servicer invest the funds in such account in Permitted Investments,
each
of which shall mature not later than (i) the Business Day immediately preceding
the date on which such funds are required to be withdrawn from such account
pursuant to this Agreement, if a Person other than the Trustee is the obligor
thereon, and (ii) no later than the date on which such funds are required
to be
withdrawn from such account pursuant to this Agreement, if the Trustee
is the
obligor thereon and shall not be sold or disposed of prior to its maturity.
All
income and gain realized from any such investment as well as any interest
earned
on deposits in the Custodial Account shall be for the benefit of the Master
Servicer. The Master Servicer shall deposit in the Custodial Account an
amount
equal to the amount of any loss incurred in respect of any such investment
immediately upon realization of such loss without right of
reimbursement.
84
The
Trustee or its Affiliates are permitted to receive additional compensation
that
could be deemed to be in the Trustee’s economic self-interest for (i) serving as
investment adviser, administrator, shareholder servicing agent, custodian
or
sub-custodian with respect to certain of the Permitted Investments, (ii)
using
Affiliates to effect transactions in certain Permitted Investments and
(iii)
effecting transactions in certain Permitted Investments.
Funds
on
deposit in the Net WAC Shortfall Reserve Fund may be invested in Permitted
Investments in accordance with this Section 3.12 subject to any limitations
set
forth in Section 4.08 (with respect to the Net WAC Shortfall Reserve Fund)
and
any investment earnings or interest paid shall accrue to the Trustee and
the
Trustee shall deposit in the related account from its own funds the amount
of
any loss incurred on Permitted Investments in such account.
Section
3.13. Maintenance
of Primary Hazard Insurance.
The
Master Servicer shall cause to be maintained for each Mortgage Loan primary
hazard insurance by a Qualified Insurer or other insurer satisfactory to
the
Rating Agencies with extended coverage on the related Mortgaged Property
in an
amount equal to the lesser of (i) 100% of the replacement value of the
improvements, as determined by the insurance company, on such Mortgaged
Property
or (ii) the unpaid principal balance of the Mortgage Loan. The Master Servicer
shall also cause to be maintained on property acquired upon foreclosure,
or deed
in lieu of foreclosure, of any Mortgage Loan, fire insurance with extended
coverage in an amount equal to the replacement value of the improvements
thereon. Any costs incurred in maintaining any insurance described in this
Section 3.13 (other than any deductible described in the last paragraph
hereof)
shall be recoverable as a Servicing Advance. The Master Servicer shall
not be
obligated to advance any amounts pursuant to this Section 3.13 if, in its
good
faith judgment, the Master Servicer determines that such advance would
be a
Nonrecoverable Advance. Pursuant to Section 3.10, any amounts collected
by the
Master Servicer under any such policies (other than amounts to be applied
to the
restoration or repair of the related Mortgaged Property or property thus
acquired or amounts released to the Mortgagor in accordance with the Master
Servicer’s normal servicing procedures) shall be deposited in the Custodial
Account, subject to withdrawal pursuant to Section 3.11. Any cost incurred
by
the Master Servicer in maintaining any such insurance shall not, for the
purpose
of calculating monthly distributions to Certificateholders, be added to
the
amount owing under the Mortgage Loan, notwithstanding that the terms of
the
Mortgage Loan so permit. It is understood and agreed that no earthquake
or other
additional insurance is to be required of any Mortgagor or maintained on
property acquired in respect of 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.
The
Master Servicer shall, or shall cause the related Sub-Servicer to, exercise
its
best reasonable efforts to maintain and keep in full force and effect each
Primary Insurance Policy by a Qualified Insurer, or other insurer satisfactory
to the Rating Agencies, with respect to each first lien Mortgage Loan as
to
which as of the Cut-Off Date such a Primary Insurance Policy was in effect
(or,
in the case of a Qualified Substitute Mortgage Loan, the date of substitution)
and the original principal amount of the related Mortgage Note exceeded
80% of
the Collateral Value in an amount at least equal to the excess of such
original
principal amount over 75% of such Collateral Value until the principal
amount of
any such first lien Mortgage Loan is reduced below 80% of the Collateral
Value
or, based upon a new appraisal, the principal amount of such first lien
Mortgage
Loan represents less than 80% of the new appraised value. The Master Servicer
shall, or shall cause the related Sub-Servicer to, effect the timely payment
of
the premium on each Primary Insurance Policy. The Master Servicer and the
related Sub-Servicer shall have the power to substitute for any Primary
Insurance Policy another substantially equivalent policy issued by another
Qualified Insurer, provided,
that,
such
substitution shall be subject to the condition that it will not cause the
ratings on the Certificates to be downgraded or withdrawn, as evidenced
in
writing from each Rating Agency.
85
The
Master Servicer shall cooperate with the PMI Insurer and shall use its
best
efforts to furnish all reasonable aid, evidence and information in the
possession of the Master Servicer or to which the Master Servicer has access
with respect to any PMI Mortgage Loan.
In
the
event of a default by PMI Insurer under the PMI Insurer Policy (a “Replacement
Event”), the Master Servicer shall use its best efforts to obtain a substitute
lender-paid primary mortgage insurance policy (a “Substitute PMI Policy”);
provided,
however,
that
the Master Servicer shall not be obligated, and shall have no liability
for
failing, to obtain a Substitute PMI Policy unless such Substitute PMI Policy
can
be obtained on the following terms and conditions: (i) the Certificates
shall be
rated no lower than the rating assigned by each Rating Agency to the
Certificates immediately prior to such Replacement Event, as evidenced
by a
letter from each Rating Agency addressed to the Depositor, the Master Servicer
and the Trustee, (ii) the timing and mechanism for drawing on such new
Substitute PMI Policy shall be reasonably acceptable to the Master Servicer
and
the Trustee and (iii) the premiums under the proposed Substitute PMI Policy
shall not exceed such premiums under the existing PMI Insurer
Policy.
With
respect to the PMI Mortgage Loans covered by a PMI Insurer Policy, the
Master
Servicer will confirm with PMI Insurer, and PMI Insurer will certify to
the
Trustee, on or before January 1, 2007, that the Mortgage Loans indicated
on the
Mortgage Loan Schedule as being covered by PMI Insurer Policy are so
covered.
No
earthquake or other additional insurance is to be required of any Mortgagor
or
maintained on property acquired with respect to a security instrument other
than
pursuant to such applicable laws and regulations as shall at any time be
in
force and shall require such additional insurance. When, at the time of
origination of the Mortgage Loan or at any subsequent time, the Mortgaged
Property is located in a federally designated special flood hazard area,
the
Master Servicer shall cause with respect to the Mortgage Loans and each
REO
Property flood insurance (to the extent available and in accordance with
mortgage servicing industry practice) to be maintained. Such flood insurance
shall cover the Mortgaged Property, including all items taken into account
in
arriving at the Collateral Value on which the Mortgage Loan was based,
and shall
be in an amount equal to the lesser of (i) the Stated Principal Balance
of the
related Mortgage Loan and (ii) the minimum amount required under the terms
of
coverage to compensate for any damage or loss on a replacement cost basis,
but
not more than the maximum amount of such insurance available for the related
Mortgaged Property under either the regular or emergency programs of the
National Flood Insurance Program (assuming that the area in which such
Mortgaged
Property is located is participating in such program). Unless applicable
state
law requires a higher deductible, the deductible on such flood insurance
may not
exceed $5,000 in the case of a one- to four-family residence and $25,000
in the
case of a condominium, cooperative or PUD.
86
In
the
event that the Master Servicer shall obtain and maintain a blanket fire
insurance policy with extended coverage insuring against hazard losses
on all of
the Mortgage Loans, it shall conclusively be deemed to have satisfied its
obligations as set forth in the first two sentences of this Section 3.13,
it
being understood and agreed that such policy may contain a deductible clause,
in
which case the Master Servicer shall, in the event that there shall not
have
been maintained on the related Mortgaged Property a policy complying with
the
first two sentences of this Section 3.13 and there shall have been a loss
which
would have been covered by such policy, deposit in the Certificate Account
from
its own funds the amount not otherwise payable under the blanket policy
because
of such deductible clause. Any such deposit by the Master Servicer shall
be made
on the Certificate Account Deposit Date next preceding the Distribution
Date
which occurs in the month following the month in which payments under any
such
policy would have been deposited in the Custodial Account. Any such deposit
shall not be deemed Servicing Advances and the Master Servicer shall not
be
entitled to reimbursement therefor. In connection with its activities as
administrator and servicer of the Mortgage Loans, the Master Servicer agrees
to
present, on behalf of itself, the Trustee and Certificateholders, claims
under
any such blanket policy.
Section
3.14. Enforcement
of Due-on-Sale Clauses; Assumption Agreements.
87
The
Master Servicer will, to the extent it has knowledge of any conveyance
or
prospective conveyance by any Mortgagor of the Mortgaged Property (whether
by
absolute conveyance or by contract of sale, and whether or not the Mortgagor
remains or is to remain liable under the Mortgage Note or the Mortgage),
exercise or cause to be exercised its rights to accelerate the maturity
of such
Mortgage Loan under any “due-on-sale” clause applicable thereto; provided,
however,
that
the Master Servicer shall not exercise any such rights if it reasonably
believes
that it is prohibited by law from doing so. The Master Servicer or the
related
Sub-Servicer may repurchase a Mortgage Loan at the Purchase Price when
the
Master Servicer requires acceleration of the Mortgage Loan, but only if
the
Master Servicer is satisfied, as evidenced by an Officer's Certificate
delivered
to the Trustee, that either (i) such Mortgage Loan is in default or default
is
reasonably foreseeable or (ii) if such Mortgage Loan is not in default
or
default is not reasonably foreseeable, such repurchase will have no adverse
tax
consequences for the Trust Fund or any Certificateholder. If the Master
Servicer
is unable to enforce such “due-on-sale” clause (as provided in the second
preceding sentence) or if no “due-on-sale” clause is applicable, the Master
Servicer or the Sub-Servicer is authorized to enter into an assumption
and
modification agreement with the Person to whom such property has been conveyed
or is proposed to be conveyed, pursuant to which such Person becomes liable
under the Mortgage Note and, to the extent permitted by applicable state
law,
the Mortgagor remains liable thereon; provided,
however,
that
the Master Servicer shall not enter into any assumption and modification
agreement if the coverage provided under the Primary Insurance Policy,
if any,
would be impaired by doing so. The Master Servicer shall notify the Trustee,
whenever possible, before the completion of such assumption agreement,
and shall
forward to the Trustee the original copy of such assumption agreement,
which
copy shall be added by the Trustee to the related Mortgage File and which
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. In
connection with any such assumption agreement, the interest rate on the
related
Mortgage Loan shall not be changed and no other material alterations in
the
Mortgage Loan shall be made unless such material alteration would not cause
any
of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC for federal
income
tax purposes, as evidenced by an Opinion of Counsel. The Master Servicer
is also
authorized to enter into a substitution of liability agreement with such
Person,
pursuant to which the original Mortgagor is released from liability and
such
Person is substituted as the Mortgagor and becomes liable under the Mortgage
Note. Any fee collected by or on behalf of the Master Servicer for entering
into
an assumption or substitution of liability agreement will be retained by
or on
behalf of the Master Servicer as additional servicing compensation. In
connection with any such assumption, no material term of the Mortgage Note
(including but not limited to the Mortgage Rate, the amount of the Monthly
Payment and any other term affecting the amount or timing of payment on
the
Mortgage Loan) may be changed. The Master Servicer shall not enter into
any
substitution or assumption if such substitution or assumption shall (i)
both
constitute a “significant modification” effecting an exchange or reissuance of
such Mortgage Loan under the Code (or Treasury regulations promulgated
thereunder) and cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify
as a
REMIC under the REMIC Provisions or (ii) cause the imposition of any tax
on
“prohibited transactions” or “contributions” after the Startup Day under the
REMIC Provisions. The Master Servicer shall notify the Trustee that any
such
substitution or assumption agreement has been completed and shall forward
to the
Trustee the original copy of such substitution or assumption agreement,
which
copy 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. A portion equal
to up to
2% of the Collateral Value of the related Mortgage Loan, of any fee or
additional interest collected by the related Sub-Servicer for consenting
in any
such conveyance or entering into any such assumption agreement may be retained
by the related Sub-Servicer as additional servicing compensation.
Notwithstanding
the foregoing paragraph or any other provision of this Agreement, the Master
Servicer shall not be deemed to be in default, breach or any other violation
of
its obligations hereunder by reason of any assumption of a Mortgage Loan
by
operation of law or any assumption that the Master Servicer may be restricted
by
law from preventing, for any reason whatsoever. For purposes of this Section
3.14, the term “assumption” is deemed to also include a sale of a Mortgaged
Property that is not accompanied by an assumption or substitution of liability
agreement.
88
Section
3.15. Realization
Upon Defaulted Mortgage Loans.
The
Master Servicer shall exercise reasonable efforts, consistent with the
procedures that the Master Servicer would use in servicing loans for its
own
account, to foreclose upon or otherwise comparably convert (which may include
an
REO Acquisition) the ownership of properties securing such of the Mortgage
Loans
as come into and continue in default and as to which no satisfactory
arrangements can be made for collection of delinquent payments pursuant
to
Section 3.07, and which are not released from the Trust Fund pursuant to
any
other provision hereof. The Master Servicer shall use reasonable efforts
to
realize proceeds from such defaulted Mortgage Loans in such manner (including
short sales and passing through to the Trust Fund less than the full amount
it
expects to receive from the related Mortgage Loan) as will maximize the
receipt
of principal and interest by Certificateholders, taking into account, among
other things, the timing of foreclosure proceedings. The foregoing is subject
to
the provisions that, in any case in which Mortgaged Property shall have
suffered
damage from an Uninsured Cause, the Master Servicer shall not be required
to
expend its own funds toward the restoration of such property unless it
shall
determine in its sole discretion (i) that such restoration will increase
the net
proceeds of liquidation of the related Mortgage Loan to Certificateholders
after
reimbursement to itself for such expenses, and (ii) that such expenses
will be
recoverable by the Master Servicer through Insurance Proceeds or Liquidation
Proceeds from the related Mortgaged Property, as contemplated in Section
3.11.
The Master 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 related property, as
contemplated in Section 3.11.
The
proceeds of any Cash Liquidation or REO Disposition, as well as any recovery
resulting from a partial collection of Insurance Proceeds or Liquidation
Proceeds or any income from an REO Property, will be deposited into the
Custodial Account and applied in the following order of priority: first,
to
reimburse the Master Servicer or any Sub-Servicer for any related unreimbursed
Servicing Advances, pursuant to Section 3.11(vi) or 3.22; second, to accrued
and
unpaid interest on the Mortgage Loan or REO Imputed Interest, at the Mortgage
Rate, to the date of the Cash Liquidation or REO Disposition, or to the
Due Date
prior to the Distribution Date on which such amounts are to be distributed
if
not in connection with a Cash Liquidation or REO Disposition; and third,
as a
recovery of principal of the Mortgage Loan. If the amount of the recovery
so
allocated to interest is less than a full recovery thereof, that amount
will be
allocated as follows: first, to unpaid Master Servicing Fees or Sub-Servicing
Fees; and second, to interest at the Net Mortgage Rate. The portion of
the
recovery so allocated to unpaid Master Servicing Fees or Sub-Servicing
Fees
shall be reimbursed to the Master Servicer or any Sub-Servicer pursuant
to
Section 3.11(vi). The portions of the recovery so allocated to interest
at the
Net Mortgage Rate and to principal of the Mortgage Loan shall be applied
as
follows: first, to reimburse the Master Servicer or any Sub-Servicer for
any
related unreimbursed Advances in accordance with Section 3.11(iii) or 3.22,
second, payment to the PMI Insurer in accordance with Sections 3.11(ix)
and
third, for payment to the Trustee and distribution to the Certificateholders
in
accordance with the provisions of Section 4.01, subject to Section 3.22
with
respect to certain recoveries from an REO Disposition constituting Excess
Proceeds. To the extent the Master Servicer receives additional recoveries
following a Cash Liquidation, the amount of the Realized Loss will be restated,
and the additional recoveries will be passed through the Trust Fund as
Liquidation Proceeds.
89
The
Master Servicer, on behalf of the Trust, may also, in its discretion, as
an
alternative to foreclosure, sell defaulted Mortgage Loans at fair market
value
to third-parties, if the Master Servicer reasonably believes that such
sale
would maximize proceeds to the Certificateholders in the aggregate (on
a present
value basis) with respect to that Mortgage Loan.
Section
3.16. Trustee
to Cooperate; Release of Mortgage Files.
Upon
the
payment in full of any Mortgage Loan, or the receipt by the Master Servicer
of a
notification that payment in full shall be escrowed in a manner customary
for
such purposes, the Master Servicer will immediately notify the Trustee
by a
certification (which certification shall include a statement to the effect
that
all amounts received or to be received in connection with such payment
which are
required to be deposited in the Custodial Account pursuant to Section 3.10
have
been or will be so deposited) of a Servicing Officer and shall request
delivery
to it of the Mortgage File in the form of the Request for Release attached
hereto as Exhibit F-2. Upon receipt by the Trustee of such certification
and
request, the Trustee shall promptly release the related Mortgage File to
the
Master Servicer. Subject to the receipt by the Master Servicer of the proceeds
of such payment in full and the payment of all related fees and expenses,
the
Master Servicer shall arrange for the release to the Mortgagor of the original
canceled Mortgage Note. In connection with the satisfaction of any MOM
Loan, the
Master Servicer is authorized to cause the removal from the registration
on the
MERS® System of such Mortgage. All other documents in the Mortgage File shall
be
retained by the Master Servicer to the extent required by applicable law.
The
Master Servicer shall provide for preparation of the appropriate instrument
of
satisfaction covering any Mortgage Loan which pays in full and the Trustee
shall
cooperate in the execution and return of such instrument to provide for
its
delivery or recording as may be required. No expenses incurred in connection
with any instrument of satisfaction or deed of reconveyance shall be chargeable
to the Custodial Account or the Certificate Account.
From
time
to time and as appropriate for the servicing or foreclosure of any Mortgage
Loan, including, for this purpose, collection under any insurance policy
relating to the Mortgage Loan, the Trustee shall, upon request of the Master
Servicer and delivery to the Trustee of a Request for Release in the form
attached hereto as Exhibit F-1, release the related Mortgage File to the
Master
Servicer and the Trustee shall execute such documents as the Master Servicer
shall prepare and request as being necessary to the prosecution of any
such
proceedings. Such Request for Release shall obligate the Master Servicer
to
return each document previously requested from the Mortgage File to the
Trustee
when the need therefor by the Master Servicer no longer exists; and in
any event
within 21 days of the Master Servicer's receipt thereof, unless the Mortgage
Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage
Loan have been deposited in the Custodial Account or the Mortgage File
or such
document has been delivered to an attorney, or to a public trustee or other
public official as required by law, for purposes of initiating or pursuing
legal
action or other proceedings for the foreclosure of the Mortgaged Property
either
judicially or non-judicially, and the Master Servicer has delivered to
the
Trustee a certificate of a Servicing Officer certifying as to the name
and
address of the Person to which such Mortgage File or such document was
delivered
and the purpose or purposes of such delivery. Upon receipt of a Request
for
Release stating that such Mortgage Loan was liquidated and that all amounts
received or to be received in connection with such liquidation which are
required to be deposited into the Custodial Account have been or will be
so
deposited, or that such Mortgage Loan has become an REO Property, a copy
of the
Request for Release shall be released by the Trustee to the Master
Servicer.
90
Upon
written request of a Servicing Officer, the Trustee shall execute and deliver
to
the Master Servicer any court pleadings, requests for trustee’s sale or other
documents prepared by the Master Servicer that are necessary to the foreclosure
or trustee’s sale in respect of a Mortgaged Property or to any legal action
brought to obtain judgment against any Mortgagor on the Mortgage Note or
Mortgage or to obtain a deficiency judgment, or to enforce any other remedies
or
rights provided by the Mortgage Note or Mortgage or otherwise available
at law
or in equity. Each such request that such pleadings or documents be executed
by
the Trustee shall include a certification signed by a Servicing Officer
as to
the reason such documents or pleadings are required and that the execution
and
delivery thereof by the Trustee will not invalidate or otherwise affect
the lien
of the Mortgage, except for the termination of such a lien upon completion
of
the foreclosure or trustee’s sale.
Section
3.17. Servicing
Compensation.
As
compensation for its activities hereunder, the Master Servicer shall be
entitled
to withhold and retain, from deposits to the Custodial Account of amounts
representing payments or recoveries of interest, the Master Servicing Fees
and
Sub-Servicing Fees with respect to each Mortgage Loan (less any portion
of such
amounts retained by any Sub-Servicer). In addition, the Master Servicer
shall be
entitled to recover unpaid Master Servicing Fees and Sub-Servicing Fees
out of
related Late Collections to the extent permitted in Section 3.11.
Each
Sub-Servicing Agreement shall permit the related Sub-Servicer to retain
the
Sub-Servicer Fees from collections on the related Mortgage Loans, or shall
provide that the Sub-Servicer be paid directly by the Master Servicer from
collections on the related Mortgage Loans. To the extent the Master Servicer
directly services a Mortgage Loan, the Master Servicer shall be entitled
to
retain the Sub-Servicing Fees for that Mortgage Loan.
The
Master Servicer also shall be entitled pursuant to Section 3.11 to receive
from
the Custodial Account as additional servicing compensation interest or
other
income earned on deposits therein, subject to Section 3.23, as well as
any
assumption fees, late payment charges and reconveyance fees. The Master
Servicer
shall not be entitled to retain any Prepayment Charges. Any Prepayment
Charges
identified on Exhibit H hereto as belonging to the Class P Certificateholder
shall be paid to the Holders of the Class P Certificates. Any Prepayment
Charges
identified on Exhibit H hereto as belonging to a Sub-Servicer shall be
paid to
the related Sub-Servicer. The Master Servicer shall be required to pay
all
expenses incurred by it in connection with its servicing activities hereunder
(including payment of the premiums for any blanket policy insuring against
hazard losses pursuant to Section 3.13 and servicing compensation of the
Sub-Servicer to the extent not retained by it), and shall not be entitled
to
reimbursement therefor except as specifically provided in Section 3.11.
The
Master Servicing Fee may not be transferred in whole or in part except
in
connection with the transfer of all of the Master Servicer's responsibilities
and obligations under this Agreement.
91
Section
3.18. Maintenance
of Certain Servicing Policies.
The
Master Servicer shall obtain and maintain at its own expense and shall
cause
each Sub-Servicer to obtain and maintain for the duration of this Agreement
a
blanket fidelity bond and an errors and omissions insurance policy covering
the
Master Servicer's and such Sub-Servicer's officers, employees and other
persons
acting on its behalf in connection with its activities under this Agreement.
The
amount of coverage shall be at least equal to the coverage maintained by
the
Master Servicer or Sub-Servicer in order to be acceptable to Xxxxxx Xxx
or
Xxxxxxx Mac to service loans for it or otherwise in an amount as is commercially
available at a cost that is generally not regarded as excessive by industry
standards. The Master Servicer shall promptly notify the Trustee in writing
of
any material change in the terms of such bond or policy. The Master Servicer
shall provide annually to the Trustee a certificate of insurance that such
bond
and policy are in effect. If any such bond or policy ceases to be in effect,
the
Master Servicer shall, to the extent possible, give the Trustee ten days'
notice
prior to any such cessation and shall use its reasonable best efforts to
obtain
a comparable replacement bond or policy, as the case may be.
Section
3.19. Annual
Statement as to Compliance.
Not
later
than March 22nd of each calendar year beginning in 2008, the Master Servicer
at
its own expense shall deliver to the Trustee via e-mail
(XXXXX.Xxxxxxxxxxxxx@xx.xxx), and shall deliver (or otherwise make available)
to
the Certificate Insurer, a certificate (an “Annual Statement of Compliance”)
signed by a Servicing Officer stating, as to the signers thereof, that
(i) a
review of the activities of the Master Servicer during the preceding calendar
year and of performance under this Agreement or other applicable servicing
agreement has been made under such officers’ supervision, (ii) to the best of
such officers’ knowledge, based on such review, the Master Servicer has
fulfilled all its obligations under this Agreement or other applicable
servicing
agreement in all material respects for such year or portion thereof, or,
if
there has been a failure to fulfill any such obligation in any material
respect,
specifying each such failure known to such officer and the nature and status
thereof. Such Annual Statement of Compliance shall contain no restrictions
or
limitations on its use. In the event that the Master Servicer has delegated
any
servicing responsibilities with respect to the Mortgage Loans to a Sub-Servicer,
the Master Servicer shall deliver a similar Annual Statement of Compliance
by
that Sub-Servicer to the Trustee as described above as and when required
with
respect to the Master Servicer.
92
Failure
of the Master Servicer to timely comply with this Section 3.19 shall be
deemed
an Event of Default, and the Trustee may, in addition to whatever rights
the
Trustee may have under this Agreement and at law or equity or to damages,
including injunctive relief and specific performance, upon notice immediately
terminate all the rights and obligations of the Master Servicer under this
Agreement and in and to the Mortgage Loans and the proceeds thereof without
compensating the Master Servicer for the same. This paragraph shall supersede
any other provision in this Agreement or any other agreement to the
contrary.
Section
3.20. Assessments
of Compliance and Attestation Reports.
Pursuant
to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(a) of Regulation
AB, the Master Servicer shall deliver to the Trustee via e-mail
(XXXXX.Xxxxxxxxxxxxx@xx.xxx) on or before March 22nd of each calendar year
beginning in 2008, a report regarding the Master Servicer’s assessment of
compliance (an “Assessment of Compliance”) with the applicable Servicing
Criteria (as set forth in Exhibit N) during the preceding calendar year.
The
Assessment of Compliance must contain the following:
(a) A
statement by such officer of its responsibility for assessing compliance
with
the Servicing Criteria applicable to the Master Servicer;
(b) A
statement by such officer that such officer used the Servicing Criteria,
and
which will also be attached to the Assessment of Compliance, to assess
compliance with the Servicing Criteria applicable to the Master
Servicer;
(c) An
assessment by such officer of the Master Servicer’s compliance with the
applicable Servicing Criteria for the period consisting of the preceding
calendar year, including disclosure of any material instance of noncompliance
with respect thereto during such period, which assessment shall be based
on the
activities it performs with respect to asset-backed securities transactions
taken as a whole involving the Master Servicer, that are backed by the
same
asset type as the Mortgage Loans;
(d) A
statement that a registered public accounting firm has issued an attestation
report on the Master Servicer’s Assessment of Compliance for the period
consisting of the preceding calendar year; and
(e) A
statement as to which of the Servicing Criteria, if any, are not applicable
to
the Master Servicer, which statement shall be based on the activities it
performs with respect to asset-backed securities transactions taken as
a whole
involving the Master Servicer, that are backed by the same asset type as
the
Mortgage Loans.
93
Such
report at a minimum shall address each of the Servicing Criteria specified
on
Exhibit N hereto which are indicated as applicable to the Master
Servicer.
On
or
before March 22nd of each calendar year beginning in 2008, the Master Servicer
shall furnish to the Trustee a report (an “Attestation Report”) by a registered
public accounting firm that attests to, and reports on, the Assessment
of
Compliance made by the Master Servicer, as required by Rules 13a-18 and
15d-18
of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation
Report
must be made in accordance with standards for attestation reports issued
or
adopted by the Public Company Accounting Oversight Board.
The
Master Servicer shall cause any Sub-Servicer and each subcontractor determined
by the Master Servicer to be “participating in the servicing function” within
the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and
the
Depositor an Assessment of Compliance and Attestation Report as and when
provided above.
Such
Assessment of Compliance, as to any Sub-Servicer, shall address each of
the
Servicing Criteria applicable to the Sub-Servicer. Notwithstanding the
foregoing, as to any subcontractor determined by the Master Servicer to
be
“participating in the servicing function,” an Assessment of Compliance is not
required to be delivered unless it is required as part of a Form 10-K with
respect to the Trust Fund.
Failure
of the Master Servicer to timely comply with this Section 3.20 (taking
into
account the cure period if permitted as set forth in the preceding paragraph)
shall be deemed an Event of Default, and the Trustee may, in addition to
whatever rights the Trustee may have under this Agreement and at law or
equity
or to damages, including injunctive relief and specific performance, give
notice
to Certificateholders that they have ten Business Days to object. If no
such
objection is received, the Trustee shall immediately terminate all the
rights
and obligations of the Master Servicer under this Agreement and in and
to the
Mortgage Loans and the proceeds thereof without compensating the Master
Servicer
for the same (other than as provided herein with respect to unreimbursed
Advances or Servicing Advances or accrued and unpaid Servicing Fees). This
paragraph shall supercede any other provision in this Agreement or any
other
agreement to the contrary.
The
Trustee shall also provide an Assessment of Compliance (with respect to
items
(a) - (d) but not (e) above) and Attestation Report, as and when provided
above,
which shall at a minimum address each of the Servicing Criteria specified
on
Exhibit N hereto which are indicated as applicable to the “trustee”.
Notwithstanding the foregoing, as to any trustee, an Assessment of Compliance
is
not required to be delivered unless it is required as part of a Form 10-K
with
respect to the Trust Fund.
Section
3.21. Access
to
Certain Documentation.
The
Master Servicer shall provide, and shall cause any Sub-Servicer to provide,
to
the Trustee, access to the documentation in their possession regarding
the
related Mortgage Loans and REO Properties and to the Certificateholders,
the
FDIC, and the supervisory agents and examiners of the FDIC (to which the
Trustee
shall also provide) access to the documentation regarding the related Mortgage
Loans required by applicable regulations, such access being afforded without
charge but only upon reasonable request and during normal business hours
at the
offices of the Master Servicer or the Sub-Servicers that are designated
by these
entities; provided,
however,
that,
unless otherwise required by law, the Trustee, the Master Servicer or the
Sub-Servicer shall not be required to provide access to such documentation
if
the provision thereof would violate the legal right to privacy of any Mortgagor.
The Master Servicer and the Sub-Servicers shall allow representatives of
the
above entities to photocopy any of the documentation and shall provide
equipment
for that purpose at a charge that covers their own actual out-of-pocket
costs.
The Master Servicer shall designate a Servicing Officer to provide certain
information regarding the Mortgage Loans.
94
Section
3.22. Title,
Conservation and Disposition of REO Property.
This
Section shall apply only to REO Properties acquired for the account of
REMIC 1
and shall not apply to any REO Property relating to a Mortgage Loan which
was
purchased or repurchased from REMIC 1 pursuant to Sections 2.02, 2.04,
3.14 or
3.27. In the event that title to any such REO Property is acquired, the
deed or
certificate of sale shall be issued to the Trustee, or to its nominee,
on behalf
of the Certificateholders. The Master Servicer, on behalf of REMIC 1, shall
either sell any REO Property before the close of the third taxable year
following the taxable year in which REMIC 1 acquires ownership of such
REO
Property for purposes of Section 860G(a)(8) of the Code or, at the expense
of
REMIC 1, request, more than 60 days before the day on which the three-year
grace
period would otherwise expire an extension of the three-year grace period,
unless the Master Servicer has delivered to the Trustee an Opinion of Counsel
(which shall not be at the expense of the Trustee), addressed to the Trustee
and
the Master Servicer, to the effect that the holding by REMIC 1 of such
REO
Property subsequent to the close of the third taxable year following the
taxable
year in which REMIC 1 acquires ownership of such REO Property will not
result in
the imposition on REMIC 1 of taxes on “prohibited transactions” thereof, as
defined in Section 860F of the Code, or cause any of REMIC 1, REMIC 2 or
REMIC 3
to fail to qualify as a REMIC under the REMIC Provisions or comparable
provisions of the laws of the State of California at any time that any
Certificates are outstanding. The Master Servicer shall manage, conserve,
protect and operate each REO Property for the Certificateholders solely
for the
purpose of its prompt disposition and sale in a manner which does not cause
such
REO Property to fail to qualify as “foreclosure property” within the meaning of
Section 860G(a)(8) or result in the receipt by any of REMIC 1, REMIC 2
or REMIC
3 of any “income from non-permitted assets” within the meaning of Section
860F(a)(2)(B) of the Code or any “net income from foreclosure property” which is
subject to taxation under the REMIC Provisions. Pursuant to its efforts
to sell
such REO Property, the Master Servicer shall either itself or through an
agent
selected by the Master Servicer protect and conserve such REO Property
in the
same manner and to such extent as is customary in the locality where such
REO
Property is located and may, incident to its conservation and protection
of the
interests of the Certificateholders, rent the same, or any part thereof,
as the
Master Servicer deems to be in the best interest of the Certificateholders
for
the period prior to the sale of such REO Property.
95
Any
REO
Disposition shall be for cash only (unless changes in the REMIC Provisions
made
subsequent to the Startup Day allow a sale for other
consideration).
The
Master Servicer shall segregate and hold all funds collected and received
in
connection with the operation of any REO Property separate and apart from
its
own funds and general assets. The Master Servicer shall deposit, or cause
to be
deposited, on a daily basis in the Custodial Account all revenues received
with
respect to the REO Properties, net of any directly related expenses incurred
or
withdraw therefrom funds necessary for the proper operation, management
and
maintenance of the REO Property.
If
as of
the date of acquisition of title to any REO Property there remain outstanding
unreimbursed Servicing Advances with respect to such REO Property or any
outstanding Advances allocated thereto the Master Servicer, upon an REO
Disposition, shall be entitled to reimbursement for any related unreimbursed
Servicing Advances and any unreimbursed related Advances as well as any
unpaid
Master Servicing Fees or Sub-Servicing Fees from proceeds received in connection
with the REO Disposition, as further provided in Section 3.15. The Master
Servicer shall not be obligated to advance any amounts with respect to
an REO
Property if such advance would constitute a Nonrecoverable Advance.
The
REO
Disposition shall be carried out by the Master Servicer at such price and
upon
such terms and conditions as the Master Servicer shall determine.
The
Master Servicer shall deposit the proceeds from the REO Disposition, net
of any
payment to the Master Servicer as provided above, in the Custodial Account
upon
receipt thereof for distribution in accordance with Section 4.01; provided,
that
any such net proceeds received by the Master Servicer which are in excess
of the
applicable Stated Principal Balance plus all unpaid REO Imputed Interest
thereon
through the last day of the month in which the REO Disposition occurred
(“Excess
Proceeds”) shall be retained by the Master Servicer as additional servicing
compensation.
With
respect to any Mortgage Loan as to which the Master Servicer has received
notice
of, or has actual knowledge of, the presence of any toxic or hazardous
substance
on the Mortgaged Property, the Master Servicer shall not, on behalf of
the
Trustee, either (i) obtain title to the related Mortgaged Property as a
result
of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession
of, the related Mortgaged Property, unless the Master Servicer has, at
least 30
days prior to taking such action, obtained and delivered to the Trustee
an
environmental audit report prepared by a Person who regularly conducts
environmental audits using customary industry standards. The Master Servicer
shall take such action as it deems to be in the best economic interest
of the
Trust Fund (other than proceeding against the Mortgaged Property) and is
hereby
authorized at such time as it deems appropriate to release such Mortgaged
Property from the lien of the related Mortgage.
96
The
cost
of the environmental audit report contemplated by this Section 3.22 shall
be
advanced by the Master Servicer as an expense of the Trust Fund, and the
Master
Servicer shall be reimbursed therefor from the Custodial Account as provided
in
Section 3.11, any such right of reimbursement being prior to the rights
of the
Certificateholders to receive any amount in the Custodial Account.
If
the
Master Servicer determines, as described above, that it is in the best
economic
interest of the Trust Fund to take such actions as are necessary to bring
any
such Mortgaged Property in compliance with applicable environmental laws,
or to
take such action with respect to the containment, clean-up or remediation
of
hazardous substances, hazardous materials, hazardous wastes, or petroleum-based
materials affecting any such Mortgaged Property, then the Master Servicer
shall
take such action as it deems to be in the best economic interest of the
Trust
Fund. The cost of any such compliance, containment, clean-up or remediation
shall be advanced by the Master Servicer as an expense of the Trust Fund,
and
the Master Servicer shall be entitled to be reimbursed therefor from the
Custodial Account as provided in Section 3.11, any such right of reimbursement
being prior to the rights of the Certificateholders to receive any amount
in the
Custodial Account.
Section
3.23. Additional
Obligations of the Master Servicer.
On
each
Certificate Account Deposit Date, the Master Servicer shall deliver to
the
Trustee for deposit in the Certificate Account from its own funds and without
any right of reimbursement therefor, a total amount equal to the amount
of
Compensating Interest for the related Distribution Date.
Section
3.24. Additional
Obligations of the Depositor.
The
Depositor agrees that on or prior to the tenth day after the Closing Date,
the
Depositor shall provide the Trustee with a written notification, substantially
in the form of Exhibit J attached hereto, relating to each Class of
Certificates, setting forth (i) in the case of each Class of such Certificates,
(a) if less than 10% of the aggregate Certificate Principal Balance of
such
Class of Certificates has been sold as of such date, the value calculated
pursuant to clause (b)(iii) of Exhibit J hereto, or, (b) if 10% or more
of such
Class of Certificates has been sold as of such date but no single price
is paid
for at least 10% of the aggregate Certificate Principal Balance of such
Class of
Certificates, then the weighted average price at which the Certificates
of such
Class were sold and the aggregate percentage of Certificates of such Class
sold,
(c) the first single price at which at least 10% of the aggregate Certificate
Principal Balance of such Class of Certificates was sold, or (d) if any
Certificates of each Class of Certificates are retained by the Depositor
or an
affiliate corporation, or are delivered to the Sponsor, the fair market
value of
such Certificates as of the Closing Date, (ii) the Prepayment Assumption
used in
pricing the Certificates, and (iii) such other information as to matters
of fact
as the Trustee may reasonably request to enable it to comply with its reporting
requirements with respect to each Class of such Certificates to the extent
such
information can in the good faith judgment of the Depositor be determined
by
it.
97
Section
3.25. Exchange
Act Reporting.
(a) The
Trustee (to the extent any information requested by the Depositor is actually
in
the possession of the Trustee) and the Master Servicer shall fully cooperate
with the Depositor in connection with the Trust’s satisfying the reporting
requirements under the Exchange Act as may be requested by the Depositor
pursuant to Section 3.26.
(b) (i)
Within 12 calendar days after each Distribution Date, the Trustee shall,
in
accordance with industry standards, file with the Commission via the Electronic
Data Gathering and Retrieval System (“XXXXX”), a Distribution Report on Form
10-D, signed by the Depositor, with a copy of the monthly statement to
be
furnished by the Trustee to the Certificateholders for such Distribution
Date.
Any disclosure in addition to the monthly statement required to be included
on
the Form 10-D (“Additional Form 10-D Disclosure”) shall be determined and
prepared by the entity that is indicated in Exhibit O as the responsible
party
for providing that information, if other than the Trustee, and the Trustee
will
have no duty or liability to verify the accuracy or sufficiency of any
such
Additional Form 10-D Disclosure 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.
Within
3
calendar days after the related Distribution Date, each entity that is
indicated
in Exhibit O as the responsible party for providing Additional Form 10-D
Disclosure shall be required to provide to the Trustee via e-mail
(XXXXX.Xxxxxxxxxxxxx@xx.xxx) and the Depositor, to the extent known by
a
responsible party thereof, Additional Form 10-D Disclosure, if applicable,
clearly identifying which item of Form 10-D the information relates to,
any. The
Trustee shall compile the information provided to it, prepare the Form
10-D and
forward the Form 10-D to the Depositor for verification. The Depositor
will
approve, as to form and substance, or disapprove, as the case may be, the
Form
10-D. No later than three Business Days prior to the 10th calendar day
after the
related Distribution Date, an officer of the Depositor shall sign the Form
10-D
and return an electronic or fax copy of such signed Form 10-D (with an
original
executed hard copy to follow by overnight mail) to the Trustee. The Trustee
shall have no liability with respect to any failure to properly file any
Form
10-D resulting from or relating to the Depositor’s failure to timely comply with
the provisions of this section.
(ii) Within
four (4) Business Days after the occurrence of an event requiring disclosure
on
Form 8-K (each such event, a “Reportable Event”), the Depositor shall prepare
and file any Form 8-K, as required by the Exchange Act, in addition to
the
initial Form 8-K in connection with the issuance of the Certificates. Any
disclosure or information related to a Reportable Event or that is otherwise
required to be included on Form 8-K (“Form 8-K Disclosure Information”) shall be
determined and prepared by the entity that is indicated in Exhibit O as
the
responsible party for providing that information.
98
For
so
long as the Trust is subject to the Exchange Act reporting requirements,
no
later than the end of business on the second Business Day after the occurrence
of a Reportable Event, the entity that is indicated in Exhibit O as the
responsible party for providing Form 8-K Disclosure Information shall be
required to provide to the Depositor, to the extent known by a responsible
officer thereof, the form and substance of any Form 8-K Disclosure Information,
if applicable. The Depositor shall compile the information provided to
it, and
prepare and file the Form 8-K, which shall be signed by an officer of the
Depositor.
(iii) Prior
to
January 30 of the first year in which the Trustee is able to do so under
applicable law, the Trustee shall, in accordance with industry standards,
file a
Form 15 Suspension Notice with respect to the Trust Fund, if applicable.
On or
before (x) March 15, 2008 and (y) unless and until a Form 15 Suspension
Notice
shall have been filed, on or before April 15 of each year thereafter, the
Master
Servicer shall provide the Trustee with an Annual Compliance Statement,
together
with a copy of the Assessment of Compliance and Attestation Report to be
delivered by the Master Servicer pursuant to Sections 3.19 and 3.20 (including
with respect to any Sub-Servicer or any subcontractor, if required to be
filed).
Prior to (x) March 30, 2008 and (y) unless and until a Form 15 Suspension
Notice
shall have been filed, March 30 of each year thereafter, the Trustee shall
file
a Form 10-K, in substance as required by applicable law or applicable Securities
and Exchange Commission staff’s interpretations and conforming to industry
standards, with respect to the Trust Fund. Such Form 10-K shall include
the
Assessment of Compliance, Attestation Report, Annual Compliance Statements
and
other documentation provided by the Master Servicer pursuant to Sections
3.19
and 3.20 (including with respect to any Sub-Servicer or subcontractor,
if
required to be filed) and Section 3.20 with respect to the Trustee, and
the Form
10-K certification in the form attached hereto as Exhibit L-1 (the
“Certification”) signed by the senior officer of the Depositor in charge of
securitization. The Trustee shall receive the items described in the preceding
sentence no later than March 15 of each calendar year prior to the filing
deadline for the Form 10-K.
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 prepared by the entity that is indicated in
Exhibit O as the responsible party for providing that information, if other
than
the Trustee, and the Trustee will have no duty or liability to verify the
accuracy or sufficiency of any such Additional Form 10-K
Disclosure.
If
information, data and exhibits to be included in the Form 10-K are not
so timely
delivered, the Trustee shall file an amended Form 10-K including such documents
as exhibits reasonably promptly after they are delivered to the Trustee.
The
Trustee shall have no liability with respect to any failure to properly
prepare
or file such periodic reports resulting from or relating to the Trustee’s
inability or failure to timely obtain any information from any other
party.
99
On
or
prior to (x) March 15, 2008 and (y) unless and until a Form 15 Suspension
Notice
shall have been filed, prior to March 15 of each year thereafter, each
entity
that is indicated in Exhibit O as the responsible party for providing Additional
Form 10-K Disclosure shall be required to provide to the Trustee via e-mail
(XXXXX.Xxxxxxxxxxxxx@xx.xxx) and the Depositor, to the extent known by
a
responsible party thereof, the form and substance of any Additional Form
10-K
Disclosure Information, if applicable. The Trustee shall compile the information
provided to it, prepare the Form 10-K and forward the Form 10-K to the
Depositor
for verification. The Depositor will approve, as to form and substance,
or
disapprove, as the case may be, the Form 10-K by no later than March 25
of the
relevant year (or the immediately preceding Business Day if March 25 is
not a
Business Day), an officer of the Depositor shall sign the Form 10-K and
return
an electronic or fax copy of such signed Form 10-K (with an original executed
hard copy to follow by overnight mail) to the Trustee.
The
Master Servicer shall be responsible for determining the pool concentration
applicable to any Sub-Servicer to which the Master Servicer delegated any
of its
responsibilities with respect to the Mortgage Loans at any time, for purposes
of
disclosure as required by Items 1117 and 1119 of Regulation AB. The Trustee
will
provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings
free
of charge to any Certificateholder upon request. Any expenses incurred
by the
Trustee in connection with the previous sentence shall be reimbursable
to the
Trustee out of the Trust Fund. The Trustee shall have no liability with
respect
to any failure to properly file any Form 10-K resulting from or relating
to the
Depositor’s failure to timely comply with the provisions of this
section.
The
Trustee shall sign a certification (in the form attached hereto as Exhibit
L-3)
for the benefit of the Depositor and its officers, directors and Affiliates
in
respect of items 1 through 3 of the Certification (provided, however, that
the
Trustee shall not undertake an analysis of the Attestation Report attached
as an
exhibit to the Form 10-K), and the Master Servicer shall sign a certification
(the “Master Servicer Certification) solely with respect to the Master Servicer
(in the form attached hereto as Exhibit L-2) for the benefit of 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. Each such certification shall be delivered
to
the Depositor and the Trustee by March 15th of each year (or if not a Business
Day, the immediately preceding Business Day). The Certification attached
hereto
as Exhibit L-1 shall be delivered to the Trustee by March 20th for filing
on or
prior to March 30th of each year (or if not a Business Day, the immediately
preceding Business Day).
The
Trustee will have no duty to verify the accuracy or sufficiency of any
information not prepared by it included in any Form 10-D, Form 10-K or
Form 8-K.
The Trustee shall have no liability with respect to any failure to properly
prepare or file any Form 10- D or Form 10-K resulting from or relating
to the
Trustee’s inability or failure to obtain any information in a timely manner from
the party responsible for delivery of such disclosure information. The
Trustee
shall have no liability with respect to any failure to properly file any
Form
l0-D or 10-K resulting from or relating to the Depositor’s failure to timely
comply with the provisions of this section. Nothing herein shall be construed
to
require the Trustee or any officer, director or Affiliate thereof to sign
any
Form 10-D, Form 10-K or Form 8-K.
100
(c) (A)
The
Trustee shall indemnify and hold harmless the Depositor, the Master Servicer
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 any material misstatement or omission in the Assessment of Compliance
delivered by the Trustee pursuant to Section 3.20 and (B) the Master Servicer
shall indemnify and hold harmless the Depositor, the Trustee and their
respective officers, directors and Affiliates from and against any actual
losses, damages, penalties, fines, forfeitures, reasonable and necessary
legal
fees and related costs, judgments and other costs and expenses arising
out of or
based upon (i) the failure of the Master Servicer to timely deliver the
Master
Servicer Certification or (ii) any material misstatement or omission in
the
Statement as to Compliance delivered by the Master Servicer pursuant to
Section
3.19 or any Sub-Servicer pursuant to Section 3.20, the Assessment of Compliance
delivered by the Master Servicer or any Sub-Servicer pursuant to Section
3.20 or
the Master Servicer Certification. If the indemnification provided for
herein is
unavailable or insufficient to hold harmless the Depositor, then the Master
Servicer agrees that it shall contribute to the amount paid or payable
by the
Depositor and the Trustee as a result of the losses, claims, damages or
liabilities of the Depositor and the Trustee in such proportion as is
appropriate to reflect the relative fault of the Depositor and the Trustee
on
the one hand and the Master Servicer on the other in connection with the
Master
Servicer Certification and the related obligations of the Master Servicer
under
this Section 3.25.
Upon
any
filing with the Securities and Exchange Commission, the Trustee shall promptly
deliver to the Depositor a copy of any such executed report, statement
or
information.
Section
3.26. Intention
of the Parties and Interpretation.
Each
of
the parties acknowledges and agrees that the purpose of Sections 3.19,
3.20 and
3.25 of this Agreement is to facilitate compliance by the Sponsor and the
Depositor with the provisions of Regulation AB. Therefore, each of the
parties
agrees that (a) the obligations of the parties hereunder shall be interpreted
in
such a manner as to accomplish that purpose, (b) the parties’ obligations
hereunder will be supplemented and modified as necessary to be consistent
with
any such amendments, interpretive advice or guidance, 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,
(c) the
parties shall comply with requests made by the Sponsor or the Depositor
for
delivery of additional or different information as the Sponsor or the Depositor
may determine in good faith is necessary to comply with the provisions
of
Regulation AB, and (d) no amendment of this Agreement shall be required
to
effect any such changes in the parties’ obligations as are necessary to
accommodate evolving interpretations of the provisions of Regulation
AB.
101
Section
3.27. Optional
Purchase of Certain Mortgage Loans.
The
Master Servicer will have a one-time option to purchase up to a maximum
of 1.00%
(and in any case, at least five Mortgage Loans, not exceeding the 1.00%
maximum
in the aggregate) of the Mortgage Loans, by aggregate Stated Principal
Balance
of the Mortgage Loans as of such date, from the Trustee at the Purchase
Price.
Any Mortgage Loans that may be purchased by the Master Servicer pursuant
to this
Section 3.27 will be selected by the Master Servicer in its sole discretion.
If
at any time the Master Servicer makes a payment to the Certificate Account
covering the amount of the Purchase Price for such a Mortgage Loan, and
the
Master Servicer provides to the Trustee a certification signed by a Servicing
Officer stating that the amount of such payment has been deposited in the
Certificate Account, then the Trustee shall execute the assignment of such
Mortgage Loan at the request of the Master Servicer without recourse to
the
Master Servicer which shall succeed to all the Trustee’s right, title and
interest in and to such Mortgage Loan, and all security and documents relative
thereto. Such assignment shall be an assignment outright and not for security.
The Master Servicer will thereupon own such Mortgage, and all such security
and
documents, free of any further obligation to the Trustee or the
Certificateholders with respect thereto. Any tax on "prohibited transactions"
(as defined in Section 860F(a)(2) of the Code) imposed on any REMIC relating
to
the exercise of the option provided in this Section 3.27 shall in no event
be
payable by the Trustee.
102
ARTICLE
IV
PAYMENTS
TO CERTIFICATEHOLDERS
Section
4.01. Distributions.
(a) The
Trustee shall establish and maintain a Certificate Account, in which the
Master
Servicer shall cause to be deposited on behalf of the Trustee on or before
5:00
P.M. New York time on each Certificate Account Deposit Date by wire transfer
of
immediately available funds an amount equal to the sum of (i) any Advance
for
the immediately succeeding Distribution Date, (ii) any amount required
to be
deposited in the Certificate Account pursuant to Sections 3.10, 3.13 or
3.23,
(iii) all other amounts constituting the Available Distribution Amount
for the
immediately succeeding Distribution Date, (iv) amounts payable by the Trust
to
the Supplemental Interest Trust in respect of Net Swap Payments and Swap
Termination Payments other than Swap Termination Payments resulting from
a Swap
Provider Trigger Event and (v) any amounts on deposit in the Custodial
Account
representing Prepayment Charges collected by the Master Servicer (and any
Master
Servicer Prepayment Charge Payment Amounts paid by, or collected on behalf
of
the Trust Fund by, the Master Servicer or any Sub-Servicer), other than
any such
Prepayment Charges or Master Servicer Prepayment Charge Payment Amounts
relating
to Principal Prepayments that occurred after the end of the related Prepayment
Period.
On
each
Distribution Date, prior to making any other distributions referred to
in
Section 4.01 herein, the Trustee shall withdraw from the Certificate Account
and
pay itself any income earned on retention of amounts on deposit in the
Certificate Account for such Distribution Date and any other amounts payable
to
it hereunder.
On
each
Distribution Date the Trustee shall distribute to each Certificateholder
of
record as of the next preceding Record Date (other than as provided in
Section
9.01 respecting the final distribution) either in immediately available
funds
(by wire transfer or otherwise) to the account of such Certificateholder
at a
bank or other entity having appropriate facilities therefor, if such
Certificateholder has so notified the Trustee at least 5 Business Days
prior to
the related Record Date, or otherwise by check mailed to such Certificateholder
at the address of such Holder appearing in the Certificate Register, such
Certificateholder’s share (based on the aggregate of the Percentage Interests
represented by Certificates of the applicable Class held by such Holder)
of the
amounts required to be distributed to such Holder pursuant to this Section
4.01.
Net
Swap
Payments and Swap Termination Payments (other than Swap Termination Payments
resulting from a Swap Provider Trigger Event) payable by the Supplemental
Interest Trust to the Swap Provider pursuant to the Interest Rate Swap
Agreement
shall be deducted (without duplication) from the interest collections in
the
Available Distribution Amount, and to the extent of any such remaining
amounts
due, from the principal collections in the Available Distribution Amount,
prior
to any distributions to the Certificateholders. On each Distribution Date,
such
amounts will be remitted to the Supplemental Interest Trust, first to make
any
Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate
Swap
Agreement for such Distribution Date and for prior Distribution Dates,
and
second to make any Swap Termination Payment (not due to a Swap Provider
Trigger
Event) owed to the Swap Provider pursuant to the Interest Rate Swap Agreement
for such Distribution Date and for prior Distribution Dates. Any Swap
Termination Payment triggered by a Swap Provider Trigger Event owed to
the Swap
Provider pursuant to the Interest Rate Swap Agreement will be subordinated
to
distributions to the Holders of the Class A, Class M and Class B Certificates
and shall be paid as set forth in Section 4.01(e)(v).
103
(b) On
each
Distribution Date, the Trustee shall withdraw from the Certificate Account
that
portion of Available Distribution Amount for such Distribution Date consisting
of the Interest Remittance Amount, if any, for such Distribution Date,
and make
the following disbursements and transfers in the order of priority described
below, in each case to the extent of the Interest Remittance Amount for
such
Class for such Distribution Date:
(i) to
the
Holders of the Class A Certificates, pro rata based on entitlement, the
Monthly
Interest Distributable Amount and any Unpaid Interest Shortfall Amount
for each
such Class for such Distribution Date; and
(ii) from
the
remaining Interest Remittance Amount, sequentially 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
B
Certificates, in that order, the Monthly Interest Distributable Amount
for each
such Class for such Distribution Date.
(c) On
each
Distribution Date (i) prior to the Stepdown Date or (ii) on or after the
Stepdown Date if a Trigger Event is in effect, the Trustee shall withdraw
from
the Certificate Account that portion of Available Distribution Amount for
such
Distribution Date consisting of an amount equal to the Principal Distribution
Amount and distribute to the Holders of the Class A, Class M and Class
B
Certificates, distributions in respect of principal to the extent of the
Principal Distribution Amount remaining for such Distribution Date:
(i) concurrently
on a pro rata basis, among (a) the Holders of the Class A-1, Class A-2
and Class
A-3 Certificates and (b) the Holders of the Class A-M Certificates (based
on (1)
the aggregate Certificate Principal Balance of the Class A-1, Class A-2
and
Class A-3 Certificates in the case of clause (a) and (2) the Certificate
Principal Balance of the Class A-M Certificates in the case of clause (b)),
with
such amounts between (a) and (b) being further allocated as
follows:
(a) sequentially,
to the Class A-1, Class A-2 and Class A-3 Certificates, in that order,
until the
Certificate Principal Balances of such Classes are reduced to zero; and
104
(b) to
the
Class A-M Certificates until the Certificate Principal Balance of such
Class is
reduced to zero; and
(ii) from
the
remaining Principal Distribution Amount, sequentially, 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
B Certificates, in that order, in each case until the Certificate Principal
Balances thereof have been reduced to zero.
Except
as
provided below, on each distribution date (a) on or after the Stepdown
Date and
(b) on which a Trigger Event is not in effect, the Holders of each class
of
Class A, Class M and Class B Certificates shall be entitled to receive
distributions in respect of principal to the extent of the Principal
Distribution Amount in the following amounts and order of priority:
(i) concurrently,
in an amount up to the Class A Principal Distribution Amount, pro rata
among (a)
the Holders of the Class A-1, Class A-2 and Class A-3 Certificates and
(b) the
Holders of the Class A-M Certificates (based on (1) the aggregate Certificate
Principal Balance of the Class A-1, Class A-2 and Class A-3 Certificates
in the
case of clause (a) and (2) the Certificate Principal Balance of the Class
A-M
Certificates in the case of clause (b)), with such amounts between (a)
and (b)
being further allocated as follows:
(a) sequentially,
to the Class A-1, Class A-2 and Class A-3 Certificates, in that order,
until the
Certificate Principal Balances of such Classes are reduced to zero; and
(b) to
the
Class A-M Certificates until the Certificate Principal Balance of such
Class is
reduced to zero; and
(ii) from
the
remaining Principal Distribution Amount, sequentially, 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
B Certificates, in that order, in an amount up to the Subordinated Class
Principal Distribution Amount for each such Class, in each case until the
Certificate Principal Balances thereof have been reduced to zero.
(d) Notwithstanding
the foregoing, to the extent any Net Swap Payment or Swap Termination Payment
with respect to the Interest Rate Swap Agreement is payable from principal
collections, Principal Distribution Amounts will be deemed paid to the
most
subordinate class of Certificates (other than the Class R Certificates
and Class
P Certificates), until the Certificate Principal Balance thereof has been
reduced to zero.
(e) On
each
Distribution Date the Net Monthly Excess Cashflow shall be distributed
in the
following order of priority:
105
(i) from
the
portion of Net Monthly Excess Cashflow otherwise distributable to each
of the
Class C Certificates, to the Holders of the Class A, Class M and Class
B
Certificates then entitled to receive distributions in respect of principal,
up
to an amount equal to any Extra Principal Distribution Amount, payable
to such
Holders as part of the Principal Distribution Amount as described under
Section
4.01(c) above, as applicable;
(ii) concurrently,
to the Holders of the Class A Certificates, pro rata, up to an amount equal
to
any Allocated Realized Loss Amount for each such Class;
(iii) sequentially,
to the Holders of 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 B Certificates, in that order,
up to
an amount equal to the sum of the Unpaid Interest Shortfall Amount and
the
Allocated Realized Loss Amount (such amount to be applied first to cover
Unpaid
Interest Shortfall Amount for such Class and second to cover Allocated
Realized
Loss Amount for such Class) for each such Class;
(iv) from
the
portion of Net Monthly Excess Cashflow otherwise distributable to the Class
C
Certificates, to the Net WAC Shortfall Reserve Fund, (i) first, to pay
the Class
A, Class M and Class B Certificates, on a pro rata basis, based on the
Certificate Principal Balances thereof, to the extent needed to pay any
Net WAC
Shortfall Amount for each such Class and to the extent such amount exceeds
the
amounts then on deposit in the Net WAC Shortfall Reserve Fund; provided
that any
Net Monthly Excess Cashflow remaining after such allocation to pay any
such Net
WAC Shortfall Amount based on the Certificate Principal Balances of the
Class A,
Class M and Class B Certificates will be distributed to each such Class
of
Certificates with respect to which there remains any unpaid Net WAC Shortfall
Amount, pro rata, based on the amount of such unpaid Net WAC Shortfall
Amount to
the extent such amount exceeds the amounts then on deposit in the Net WAC
Shortfall Reserve Fund, and (ii) second, to maintain a balance in the Net
WAC
Shortfall Reserve Fund equal to the Net WAC Shortfall Reserve Fund
Deposit;
(v) to
the
Supplemental Interest Trust for payment to the Swap Provider any Swap
Termination Payments with respect to the Interest Rate Swap Agreement owed
to
the Swap Provider due to a Swap Provider Trigger Event not previously paid;
(vi) to
the
Holders of the Class C Certificates, an amount equal to the Class C Distribution
Amount, reduced by amounts distributed in clauses (i) and (iv) above;
and
(viii) to
the
Class R Certificates, any remaining amounts.
(f) On
or
before each Distribution Date, the Trustee shall distribute from (i) the
amounts
received from the Swap Provider pursuant to the Interest Rate Swap Agreement
in
respect of any Net Swap Payment and (ii) amounts received from the Cap
Counterparty pursuant to the Cap Contracts (other than any Derivative
Termination Payments relating to such Cap Contract), in each case then
on
deposit in the Derivative Account and after distributions pursuant to Sections
4.01(b) and 4.01(e)(i)-(iv), to the Class A, Class M and Class B Certificates
in
the following order of priority:
106
(i) concurrently
to the Holders of the Class A Certificates, pro rata, based on entitlement,
an
amount equal to any Unpaid Interest Shortfall Amount for such Class or
Classes,
in each case solely to the extent the Unpaid Interest Shortfall Amount
is as a
result of the interest portion of Realized Losses;
(ii) sequentially,
to the Holders of 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 B Certificates, in that order,
up to
an amount equal to any Unpaid Interest Shortfall Amount for such Class
or
Classes, in each case solely to the extent the Unpaid Interest Shortfall
Amount
is as a result of the interest portion of Realized Losses;
(iii) to
the
Holders of the Class A, Class M and Class B Certificates, up to an amount
equal
to any portion of the Extra Principal Distribution Amount not covered by
any Net
Monthly Excess Cashflow on that Distribution Date and solely to the extent
the
payment of the Extra Principal Distribution Amount is as a result of current
or
prior period Realized Losses, to be included in the Principal Distribution
Amount for that Distribution Date and payable to such Holders as part of
the
Principal Distribution Amount as described under Sections 4.01(c) above,
as
applicable;
(iv) to
the
Net WAC Reserve Fund, (i) first, to pay Net WAC Shortfall Amounts to the
Holders
of the Class A, Class M and Class B Certificates, on a pro rata basis,
based on
the aggregate amount of Net WAC Shortfall Amounts for such Class(es) of
Class A,
Class M and Class B Certificates remaining unpaid and (ii) second, to maintain
a
balance in the Net WAC Shortfall Reserve Fund equal to the Net WAC Shortfall
Reserve Fund Deposit;
(v) to
the
Holders of the Class A Certificates, pro rata, up to an amount equal to
any
Allocated Realized Loss Amount for such Class or Classes; and
(vi) sequentially
to the Holders of 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 B Certificates, in that order,
up to
an amount equal to any Allocated Realized Loss Amount for such Class or
Classes.
(g) On
each
Distribution Date, all amounts representing Prepayment Charges in respect
of the
Mortgage Loans received during the related Prepayment Period and identified
on
the Mortgage Loan Schedule attached as Exhibit H as belonging to the Class
P
Certificateholder and any Master Servicer Prepayment Charge Amounts paid
by the
Master Servicer during the related Prepayment Period will be withdrawn
from the
Certificate Account and distributed by the Trustee to the Holders of the
Class P
Certificates and shall not be available for distribution to the Holders
of any
other Class of Certificates. The payment of the foregoing amounts to the
Holders
of the Class P Certificates shall not reduce the Certificate Principal
Balances
thereof.
107
(h) Each
distribution with respect to a Book-Entry Certificate shall be paid to
the
Depository, as Holder thereof, and the Depository shall be responsible
for
crediting the amount of such distribution to the accounts of its Depository
Participants in accordance with its normal procedures. Each Depository
Participant shall be responsible for disbursing such distribution to the
Certificate Owners that it represents and to each indirect participating
brokerage firm (a “brokerage firm” or “indirect participating firm”) for which
it acts as agent. Each brokerage firm shall be responsible for disbursing
funds
to the Certificate Owners that it represents. None of the Trustee, the
Depositor
or the Master Servicer shall have any responsibility therefor except as
otherwise provided by this Agreement or applicable law.
(i) The
Trustee, upon written direction of the Master Servicer, shall invest or
cause
the institution maintaining the Certificate Account to invest the funds
in the
Certificate Account in Permitted Investments designated in the name of
the
Trustee for the benefit of the Certificateholders, which shall mature not
later
than the Distribution Date next following the date of such investment and
shall
not be sold or disposed of prior to maturity. All income and gain realized
from
any such investment shall be for the benefit of the Master Servicer and
shall be
subject to its withdrawal or order from time to time. The amount of any
losses
incurred in respect of any such investments shall be deposited in the
Certificate Account by the Master Servicer out of its own funds immediately
as
realized without any right of reimbursement.
(j) Except
as
otherwise provided in Section 9.01, if the Master Servicer anticipates
that a
final distribution with respect to any Class of Certificates will be made
on the
next Distribution Date, the Master Servicer shall, no later than the 15th
day of
the month in the month of such final distribution (or if such 15th day
is not a
Business Day, the Business Day immediately preceding such 15th day), notify
the
Trustee and the Trustee shall, no later than two (2) Business Days after
such
date, mail on such date to each Holder of such Class of Certificates a
notice to
the effect that: (i) the Trustee anticipates that the final distribution
with
respect to such Class of Certificates will be made on such Distribution
Date but
only upon presentation and surrender of such Certificates at the office
of the
Trustee or as otherwise specified therein, and (ii) no interest shall accrue
on
such Certificates from and after the end of the prior calendar
month.
Any
funds
not distributed to any Holder or Holders of Certificates of such Class
on such
Distribution Date because of the failure of such Holder or Holders to tender
their Certificates shall, on such date, be set aside and held in trust
and
credited to the account of the appropriate non-tendering Holder or Holders.
If
any Certificates as to which notice has been given pursuant to this Section
4.01(j) shall not have been surrendered for cancellation within six months
after
the time specified in such notice, the Trustee shall mail a second notice
to the
remaining non-tendering Certificateholders to surrender their Certificates
for
cancellation in order to receive the final distribution with respect thereto.
If
within six months after the second notice all such Certificates shall not
have
been surrendered for cancellation, the Trustee shall take reasonable steps
as
directed by the Depositor, or appoint an agent to take reasonable steps,
to
contact the remaining non-tendering Certificateholders concerning surrender
of
their Certificates. The costs and expenses of maintaining the funds in
trust and
of contacting such Certificateholders shall be paid out of the assets remaining
in the Trust Fund. If within nine months after the second notice any such
Certificates shall not have been surrendered for cancellation, the Class
R
Certificateholders shall be entitled to all unclaimed funds and other assets
which remain subject hereto. No interest shall accrue or be payable to
any
Certificateholder on any amount held in trust as a result of such
Certificateholder's failure to surrender its Certificate(s) for final payment
thereof in accordance with this Section 4.01(j).
108
Section
4.02. Statements
to Certificateholders.
(a) On
each
Distribution Date, based, as applicable, on information provided to it
by the
Master Servicer, the Trustee shall prepare and make available on the Trustee’s
website, which shall initially be located at “xxxxx://xxx.xxx.xx.xxx/xxxx”
(assistance in using the website can be obtained by calling the Trustee’s
customer service desk at (000) 000-0000), to each Holder of the Regular
Certificates, the Swap Provider, the Master Servicer and the Rating Agencies,
a
statement as to the distributions made on such Distribution Date setting
forth
the following:
(i) the
applicable record dates, accrual periods, determination dates for calculating
distributions and general distributions dates;
(ii) the
total
cash flows received and the general sources thereof;
(iii) the
amount of any Net Swap Payment and any amount from the Cap Contracts payable
to
the Supplemental Interest Trust, any Net Swap Payment payable to the Swap
Provider, any Swap Termination Payment payable to the Supplemental Interest
Trust and any Swap Termination Payment payable to the Swap
Provider;
(iv)
(A) the
amount of the distribution made on such Distribution Date to the Holders
of each
Class of Regular Certificates, separately identified, allocable to principal
and
(B) the amount of the distribution made on such Distribution Date to the
Holders
of the Class P Certificates allocable to Prepayment Charges and Master
Servicer
Prepayment Charge Payment Amounts;
(v) the
amount of the distribution made on such Distribution Date to the Holders
of each
Class of Regular Certificates (other than the Class P Certificates) allocable
to
interest, separately identified;
(vi) the
Pass-Through Rate on each Class of Regular Certificates (other than the
Class P
Certificates) for such Distribution Date;
(vii) the
aggregate amount of Advances for such Distribution Date (including the
general
purpose of such Advances), the aggregate amount of unreimbursed Advances
at the
close of business on the Distribution Date, and the general source of funds
for
reimbursements;
109
(viii) the
number and Aggregate Stated Principal Balance of the Mortgage Loans as
of the
end of the related Due Period;
(ix) the
Overcollateralization Release Amount and the Overcollateralization Deficiency
Amount for such Distribution Date;
(x) the
aggregate Certificate Principal Balance of each Class of Regular Certificates
after giving effect to the amounts distributed on such Distribution Date
(in the
case of each Class of the Class A, Class M and Class B Certificates, separately
identifying any reduction thereof due to the allocation of Realized Losses
thereto);
(xi) the
number and Stated Principal Balance of Mortgage Loans in respect of which
(a)
one Scheduled Payment is delinquent, (b) two Scheduled Payments are delinquent,
(c) three or more Scheduled Payments are delinquent and (d) foreclosure
proceedings have been commenced, in each case as of the end of the calendar
month prior to such Distribution Date;
(xii) the
number, aggregate principal balance and book value of any REO Properties
as of
the close of business on the last day of the calendar month preceding the
month
in which such Distribution Date occurs;
(xiii) the
weighted average remaining term to maturity, weighted average Mortgage
Rate and
weighted average Net Mortgage Rate of the Mortgage Loans as of the close
of
business on the first day of the calendar month in which such Distribution
Date
occurs;
(xiv) the
aggregate amount of Principal Prepayments made during the related Prepayment
Period;
(xv) the
aggregate amount of Realized Losses incurred during the related Prepayment
Period and the cumulative amount of Realized Losses;
(xvi) if
applicable, material modifications, extensions or waivers to Mortgage Loan
terms, fees, penalties or payments during the preceding calendar month
or that
have become material over time;
(xvii) the
aggregate amount of extraordinary Trust Fund expenses withdrawn from the
Custodial Account or the Certificate Account for such Distribution
Date;
(xviii) the
aggregate amount of any Prepayment Interest Shortfalls for such Distribution
Date, to the extent not covered by payments by the Master Servicer or a
Sub-Servicer pursuant to Section 3.23, and the aggregate amount of Relief
Act
Interest Shortfalls for such Distribution Date;
(xix) the
Monthly Interest Distributable Amount in respect of each Class of the Class
A,
Class M and Class B Certificates for such Distribution Date and the Unpaid
Interest Shortfall Amount, if any, with respect to each Class of Class
A, Class
M and Class B Certificates for such Distribution Date;
110
(xx) (A)
the
Overcollateralization Target Amount, (B) the Overcollateralized Amount
and (C)
the amount, if any, by which the Overcollateralization Target Amount exceeds
the
Overcollateralized Amount, in each case after giving effect to the distribution
made on the Regular Certificates on such Distribution Date;
(xxi) the
aggregate amount of servicing compensation received by the Master Servicer
with
respect to the related Due Period and such other customary information
as the
Trustee deems necessary or desirable, or which a Certificateholder reasonably
requests, to enable Certificateholders to prepare their tax
returns;
(xxii) the
aggregate of any deposits to and withdrawals from the Net WAC Shortfall
Reserve
Fund for such Distribution Date and the remaining amount on deposit in
the Net
WAC Shortfall Reserve Fund after such deposits and withdrawals;
(xxiii) the
Available Distribution Amount for such Distribution Date;
(xxiv) updated
pool composition data including the following: average loan balance, weighted
average mortgage rate, weighted average loan-to-value ratio at origination,
weighted average FICO at origination, and weighted average remaining term;
and
(xxv) information
about any additions of, substitutions for or removal of any Mortgage Loans
from
the Trust Fund, and any changes in the underwriting, acquisition or selection
criteria as to any Mortgage Loans added to the Trust Fund.
In
the
case of information furnished pursuant to subclauses (ii) and (iv) above,
the
amounts shall also be expressed as a dollar amount per Single
Certificate.
On
each
Distribution Date the Trustee shall provide Bloomberg Financial Markets,
L.P.
(“Bloomberg”) CUSIP level factors for each Class of Certificates as of such
Distribution Date, using a format and media mutually acceptable to the
Trustee
and Bloomberg.
Within
a
reasonable period of time after the end of each calendar year, the Trustee
shall
prepare and forward, to each Person who at any time during the calendar
year was
a Holder of a Certificate, a statement containing the information set forth
in
subclauses (ii) and (iv) above, 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 and regulations thereunder as
from time
to time are in force.
111
On
each
Distribution Date the Trustee shall prepare and make available on the Trustee’s
website (or deliver at the recipient's option), to each Holder of a Class
R
Certificate a copy of the reports forwarded to the other Certificateholders
on
such Distribution Date.
Within
a
reasonable period of time after the end of each calendar year, the Trustee
shall
prepare and forward, to each Person who at any time during the calendar
year was
a Holder of a Class R Certificate a statement containing the information
provided pursuant to the previous paragraph 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 are
in
force.
The
location of the Trustee’s website and the procedures used therein are subject to
change from time to time at the Trustee’s discretion. The Trustee shall have the
right to change the way monthly distribution statement are distributed
in order
to make such distribution more convenient and/or more accessible to the
above
parties. The Trustee shall be entitled to conclusively rely on but shall
not be
responsible for the content or accuracy of any information provided by
third
parties for purposes of preparing the monthly statement, and may affix
thereto
any disclaimer it deems appropriate in its reasonable discretion (without
suggesting liability on the part of any other party hereto). As a condition
to
access the Trustee’s website, the Trustee may require registration and the
acceptance of a disclaimer. Notwithstanding anything to the contrary set
forth
in this Agreement, the parties hereto acknowledge that in connection with
the
Trustee’s preparation of the foregoing reports, the Trustee will rely solely
upon the information provided to it in the Remittance Reports.
Section
4.03. Remittance
Reports; Advances by the Master Servicer.
(a) On
the
19th
calendar
day of the month (but in any event no later than the 21st calendar day
of the
month), the Master Servicer shall deliver to the Trustee a report, prepared
as
of the close of business on the Business Day preceding such Determination
Date
(the “Remittance Report”), in the form of an electromagnetic tape, disk or such
other electronic format agreeable to both parties. The Remittance Report
and any
written information supplemental thereto shall include such information
with
respect to the Mortgage Loans that is required by the Trustee for purposes
of
making the calculations and preparing the statement described in Sections
4.01
and 4.02, as set forth in written specifications or guidelines issued by
the
Trustee from time to time. The Trustee shall have no obligation to recompute,
recalculate or verify any information provided to it by the Master
Servicer.
112
(b) The
Master Servicer shall determine the aggregate amount of Advances required
to be
made for the related Distribution Date, which shall be in an aggregate
amount
equal to the sum of (1) the aggregate amount of Monthly Payments, other
than
Balloon Payments, (with each interest portion thereof adjusted to the Mortgage
Rate less the sum of the Master Servicing Fee Rate, the Sub-Servicing Fee
Rate
and any applicable PMI Insurer Fee Rate, and less the amount of any reductions
in the amount of interest collectable from the Mortgagor pursuant to the
Relief
Act, on the Outstanding Mortgage Loans as of the related Due Date, which
Monthly
Payments were delinquent as of the close of business as of the related
Determination Date) plus (2) with respect to each Balloon Loan delinquent
in
respect of its Balloon Payment as of the close of business on the related
Determination Date, an amount equal to the assumed Monthly Payment (net
of the
related Master Servicing Fees and Sub-Servicing Fees) that would have been
due
on the related Due Date based on the original principal amortization scheduled
for such Balloon Loan until such Balloon Loan is finally liquidated; provided
that no Advance shall be made if it would be a Nonrecoverable Advance.
On or
before 4:00 P.M. New York time on each Certificate Account Deposit Date,
the
Master Servicer shall either (i) deposit in the Certificate Account from
its own
funds, or funds received therefor from the Sub-Servicers, an amount equal
to the
Advances to be made by the Master Servicer or any Sub-Servicers in respect
of
the related Distribution Date, (ii) withdraw from amounts on deposit in
the
Custodial Account and deposit in the Certificate Account all or a portion
of the
amounts held for future distribution in discharge of any such Advance,
or (iii)
make advances in the form of any combination of (i) and (ii) aggregating
the
amount of such Advance. Any portion of the amounts held for future distribution
so used shall be replaced by the Master Servicer (to the extent not previously
replaced by late collections of Monthly Payments in respect of which such
Advance was made) by deposit in the Certificate Account on or before 1:00
P.M.
New York time on any future Certificate Account Deposit Date to the extent
that
funds attributable to the Mortgage Loans that are available in the Custodial
Account for deposit in the Certificate Account on such Certificate Account
Deposit Date shall be less than payments to Certificateholders required
to be
made on the following Distribution Date. The amount of any reimbursement
pursuant to Section 3.11 in respect of outstanding Advances on any Distribution
Date shall be allocated to specific Monthly Payments due but delinquent
for
previous Due Periods, which allocation shall be made, to the extent practicable,
to Monthly Payments which have been delinquent for the longest period of
time.
Such allocations shall be conclusive for purposes of reimbursement to the
Master
Servicer from recoveries on related Mortgage Loans pursuant to Section
3.11. The
determination by the Master Servicer that it has made a Nonrecoverable
Advance
or that any proposed Advance, if made, would constitute a Nonrecoverable
Advance, shall be evidenced by a certificate of a Servicing Officer delivered
to
the Sponsor and the Trustee with the Remittance Report. The Trustee shall
deposit all funds it receives pursuant to this Section 4.03 into the Certificate
Account.
(c) In
the
event that the Master Servicer determines as of any Certificate Account
Deposit
Date that it will be unable to deposit in the Certificate Account an amount
equal to the Advance required to be made for the immediately succeeding
Distribution Date in the amount determined by the Master Servicer pursuant
to
paragraph (b) above, it shall give notice to the Trustee of its inability
to
Advance (such notice may be given by telecopy), not later than 4:00 P.M.,
New
York time, on such date, specifying the portion of such amount that it
will be
unable to deposit. Not later than 4:00 P.M., New York time, on the earlier
of
(x) two Business Days following such Certificate Account Deposit Date or
(y) the
Business Day preceding the related Distribution Date, unless by such time
the
Master Servicer shall have directly or indirectly deposited in the Certificate
Account the entire amount of the Advances required to be made for the related
Distribution Date, pursuant to Section 7.01, the Trustee shall (a) terminate
all
of the rights and obligations of the Master Servicer under this Agreement
in
accordance with Section 7.01 and (b) assume the rights and obligations
of the
Master Servicer hereunder, including the obligation to deposit in the
Certificate Account an amount equal to the Advance for the immediately
succeeding Distribution Date.
113
The
Master Servicer and the Sub-Servicer shall in all cases have a right prior
to
the Certificateholders to any particular funds on deposit in the Custodial
Account from time to time for the reimbursement or payment of its Servicing
Fee,
Advances, Servicing Advances and any amounts reimbursable thereto in accordance
with Section 3.11 of this Agreement, but only if and to the extent such
amounts
are to be reimbursed or paid from such particular funds on deposit in the
Custodial Account pursuant to the express terms of this Agreement.
Section
4.04. Distributions
on the REMIC Regular Interests.
(a) On
each
Distribution Date, the Trustee shall cause the following amounts, in the
following order of priority, to be distributed by REMIC 1 to REMIC 2 on
account
of the REMIC 1 Regular Interests or withdrawn from the Certificate Account
and
distributed to the Holders of the Class R Certificates (in respect of the
Class
R-1 Interest), as the case may be:
(i) from
the
Available Distribution Amount for such Distribution Date, determined without
regard to clause (ii)(2) of the definition thereof, to holders of the REMIC
1
Regular Interests, pro
rata,
in an
amount equal to (A) the Uncertificated Accrued Interest for such REMIC
1 Regular
Interests for such Distribution Date, plus (B) any amounts payable in respect
thereof remaining unpaid from previous Distribution Dates;
(ii) from
the
Available Distribution Amount for such Distribution Date, determined without
regard to clause (ii)(2) of the definition thereof, remaining after the
distribution made pursuant to clause (i) above, first, to the holders of
REMIC 1
Regular Interest OC, until the Uncertificated Principal Balance thereof
is
reduced to zero, and second, to holders of REMIC 1 Regular Interests 1-1-A
through 1-58-B, starting with the lowest numerical denomination, until
the
Uncertificated Principal Balance of each such REMIC 1 Regular Interest
is
reduced to zero, provided that, for REMIC 1 Regular Interests with the
same
numerical denomination, such payments of principal shall be allocated
pro
rata
between
such REMIC 1 Regular Interests;
(iii) to
holders of REMIC 1 Regular Interest P, (A) all amounts representing Prepayment
Charges received during the related Prepayment Period that are identified
as
belonging to the Class P Certificates on the attached Mortgage Loan Schedule,
and (B) on the Distribution Date immediately following the expiration of
the
latest Prepayment Charge as identified as belonging to the Class P Certificates
on the attached Mortgage Loan Schedule or any Distribution Date thereafter,
any
remaining Available Distribution Amount, until an amount equal to the initial
Uncertificated Principal Balance of such REMIC 1 Regular Interest has been
distributed pursuant to this clause; and
114
(iv) any
remaining amount to the Holders of the Class R Certificates (in respect
of the
Class R-1 Interest).
(b) On
each
Distribution Date, the following amounts, in the following order of priority,
shall be distributed by REMIC 2 to REMIC 3 on account of the REMIC 2 Regular
Interests or withdrawn from the Certificate 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) from
the
Available Distribution Amount for such Distribution Date, determined without
regard to clause (ii)(2) of the definition thereof, to holders of REMIC
2
Regular Interest IO, in an amount equal to (A) the Uncertificated Accrued
Interest for such REMIC 2 Regular Interest for such Distribution Date,
plus (B)
any amounts in respect thereof remaining unpaid from previous Distribution
Dates;
(ii) to
the
extent of the Available Distribution Amount for such Distribution Date,
determined without regard to clause (ii)(2) of the definition thereof,
remaining
after the distribution pursuant to clause (i), to holders of each REMIC
2
Regular Interest (other than REMIC 2 Regular Interest IO), pro
rata,
in an
amount equal to (A) the Uncertificated Accrued Interest for such REMIC
2 Regular
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 2 Regular Interest
ZZ and
REMIC 2 Regular Interest P shall be reduced when the REMIC 2 Overcollateralized
Amount is less than the REMIC 2 Overcollateralization Target Amount, by
the
lesser of (x) the amount of such difference and (y) the Maximum Uncertificated
Accrued Interest Deferral Amount, and such amount will be payable to holders
of
each REMIC 2 Regular Interest for which a Class A, Class M or Class B
Certificate is the Corresponding Certificate in the same proportion as
the Extra
Principal Distribution Amount is allocated to the Corresponding Certificates
for
each such REMIC 2 Regular Interest, and the Uncertificated Principal Balance
of
REMIC 2 Regular Interest ZZ shall be increased by such amount;
(iii) to
the
extent of the Available Distribution Amount for such Distribution Date,
determined without regard to clause (ii)(2) of the definition thereof,
remaining
after the distributions pursuant to clauses (i) and (ii), to holders of
REMIC 2
Regular Interests (other than REMIC 2 Regular Interest IO and P), allocated
as
follows:
(A) 98.00%
of
such remainder to holders of REMIC 2 Regular Interest AA, until the
Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced
to
zero; and
115
(B) 2.00%
of
such remainder, first, to holders of each REMIC 2 Regular Interest for
which a
Class A, Class M or Class B Certificate is the Corresponding Certificate,
in an
aggregate amount equal to 1% of and in the same proportion as principal
payments
are allocated to the Corresponding Certificates for each such REMIC 2 Regular
Interest, until the Uncertificated Principal Balances of such REMIC 2 Regular
Interests are reduced to zero; and second, to the holders of REMIC 2 Regular
Interest ZZ, until the Uncertificated Principal Balance of such REMIC 2
Regular
Interest is reduced to zero;
(iv) to
holders of REMIC 2 Regular Interest P, (A) all amounts representing Prepayment
Charges distributed on REMIC 1 Regular Interest P, and (B) on the Distribution
Date immediately following the expiration of the latest Prepayment Charge
as
identified as belonging to the Class P Certificates on the attached Mortgage
Loan Schedule or any Distribution Date thereafter, any remaining Available
Distribution Amount distributed in respect of REMIC 1 Regular Interest
P, until
an amount equal to the initial Uncertificated Principal Balance of such
REMIC 2
Regular Interest has been distributed pursuant to this clause; and
(v) any
remaining amount to the Holders of the Class R Certificates (in respect
of the
Class R-3 Interest).
(c) On
each
Distribution Date, interest shall be deemed payable from REMIC 3 to the
holders
of each REMIC 3 Regular Interest the ownership of which is represented
by the
Class A, Class M and Class B Certificates at a pass-through rate equal
to the
lesser of (i) the Pass-Through Rate for the Corresponding Certificate determined
without regard to the related Net WAC Rate and (ii) the Net WAC Rate for
the
REMIC 3 Regular Interest the ownership of which is represented by the
Corresponding Certificate for such Distribution Date, in each case on a
principal balance equal to the Certificate Principal Balance of the
Corresponding Certificate for such Distribution Date. For the avoidance
of
doubt, principal shall be payable to, and shortfalls, losses and prepayments
shall be allocable to, the REMIC 3 Regular Interests the ownership of which
is
represented by the Class A, Class M and Class B Certificates as such amounts
are
payable and allocable to the Corresponding Certificates.
(d) On
each
Distribution Date, a portion of the amounts distributed pursuant to Sections
4.01(e)(i), (iv) and (vi) on such date shall be deemed distributed from
REMIC 3
to Holders of the Class C Certificates in respect of the Class C Distribution
Amount.
(e) On
each
Distribution Date, 100% of the amounts deemed distributed on REMIC 2 Regular
Interest IO shall be deemed distributed by REMIC 3 in respect of the Class
IO
Interest for deposit into the Supplemental Interest Trust.
116
Section
4.05. Allocation
of Realized Losses.
(a) All
Realized Losses on the Mortgage Loans shall be allocated by the Trustee
on each
Distribution Date as follows: first, to Net Monthly Excess Cashflow, through
a
distribution of the Extra Principal Distribution Amount for that Distribution
Date; second, to the Overcollateralized Amount by a reduction of the Certificate
Principal Balance of the Class C Certificates, until the Certificate Principal
Balance thereof has been reduced to zero; third, to the Class B Certificates,
until the Certificate Principal Balance thereof has been reduced to zero;
second, to the Class M-8 Certificates, until the Certificate Principal
Balance
thereof has been reduced to zero; third, to the Class M-7 Certificates,
until
the Certificate Principal Balance thereof has been reduced to zero; fourth,
to
the Class M-6 Certificates, until the Certificate Principal Balance thereof
has
been reduced to zero; fifth, to the Class M-5 Certificates, until the
Certificate Principal Balance thereof has been reduced to zero; sixth,
to the
Class M-4 Certificates, until the Certificate Principal Balance thereof
has been
reduced to zero; seventh, to the Class M-3 Certificates, until the Certificate
Principal Balance thereof has been reduced to zero; eighth, to the Class
M-2
Certificates, until the Certificate Principal Balance thereof has been
reduced
to zero; and ninth to the Class M-1 Certificates, until the Certificate
Principal Balance thereof has been reduced to zero; thereafter, any Realized
Losses on the Mortgage Loans will be allocated on any Distribution Date
first to
the Class A-M Certificates until its Certificate Principal Balance has
been
reduced to zero and second to the Class A-1, Class A-2 and Class A-3
Certificates, on a pro rata basis, based on the Certificate Principal Balances
thereof, in each case in reduction of the Certificate Principal Balances
thereof, until reduced to zero.
(b) Any
allocation of Realized Losses to a Class A, Class M and Class B Certificate
on
any Distribution Date shall be made by reducing the Certificate Principal
Balance thereof by the amount so allocated. Any allocation of Realized
Losses to
Net Monthly Excess Cashflow shall be made by reducing the amount otherwise
payable in respect of the Class C Certificates pursuant to Section 4.01(e)(vi),
and any allocation of Realized Losses to the Overcollateralized Amount
shall be
made by reducing the Certificate Principal Balance of the Class C Certificates
by the amount so allocated.
(c) All
Realized Losses on the Mortgage Loans shall be allocated on each Distribution
Date, first, to REMIC 1 Regular Interest OC, until the Uncertificated Principal
Balance thereof has been reduced to zero, and second, to REMIC 1 Regular
Interest I-1-A through REMIC 1 Regular Interest 1-58-B, starting with the
lowest
numerical denomination, until the Uncertificated Principal Balance of each
such
REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC
1
Regular Interests with the same numerical denomination, such Realized Losses
shall be allocated pro rata between such REMIC 1 Regular Interests, and
third,
to REMIC 1 Regular Interest P until the Uncertificated Principal Balance
thereof
has been reduced to zero.
117
(d) All
Realized Losses on the Mortgage Loans shall be allocated by the Trustee
on each
Distribution Date to the following REMIC 2 Regular Interests in the specified
percentages, as follows: first, to Uncertificated Accrued Interest payable
to
the REMIC 2 Regular Interest AA and REMIC 2 Regular Interest ZZ up to an
aggregate amount equal to the REMIC 2 Interest Loss Allocation Amount (without
duplication of shortfalls allocated pursuant to Section 1.03), 98.00% and
2.00%,
respectively, and to the extent of any amount equal to the REMIC 2 Interest
Loss
Allocation Amount remaining after the foregoing allocations to REMIC 2
Regular
Interests AA and ZZ, to Uncertificated Accrued Interest payable to REMIC
2
Regular Interest P to the extent of such remaining amount; second, to the
Uncertificated Principal Balances of the REMIC 2 Regular Interest AA and
REMIC 2
Regular Interest ZZ up to an aggregate amount equal to the REMIC 2 Principal
Loss Allocation Amount, 98.00% and 2.00%, respectively; third, to the
Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC
2
Regular Interest B and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%,
respectively, until the Uncertificated Principal Balance of REMIC 2 Regular
Interest B has been reduced to zero; fourth, to the Uncertificated Principal
Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-8 and
REMIC
2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the
Uncertificated Principal Balance of REMIC 2 Regular Interest M-8 has been
reduced to zero; fifth, to the Uncertificated Principal Balances of REMIC
2
Regular Interest AA, REMIC 2 Regular Interest M-7 and REMIC 2 Regular Interest
ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal
Balance of REMIC 2 Regular Interest M-7 has been reduced to zero; sixth,
to the
Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC
2
Regular Interest M-6 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and
1.00%,
respectively, until the Uncertificated Principal Balance of REMIC 2 Regular
Interest M-6 has been reduced to zero; seventh, to the Uncertificated Principal
Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-5 and
REMIC
2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the
Uncertificated Principal Balance of REMIC 2 Regular Interest M-5 has been
reduced to zero; eighth, to the Uncertificated Principal Balances of REMIC
2
Regular Interest AA, REMIC 2 Regular Interest M-4 and REMIC 2 Regular Interest
ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal
Balance of REMIC 2 Regular Interest M-4 has been reduced to zero; ninth,
to the
Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC
2
Regular Interest M-3 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and
1.00%,
respectively, until the Uncertificated Principal Balance of REMIC 2 Regular
Interest M-3 has been reduced to zero; tenth, to the Uncertificated Principal
Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-2 and
REMIC
2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the
Uncertificated Principal Balance of REMIC 2 Regular Interest M-2 has been
reduced to zero; eleventh, to the Uncertificated Principal Balances of
REMIC 2
Regular Interest AA, REMIC 2 Regular Interest M-1 and REMIC 2 Regular Interest
ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal
Balance of REMIC 2 Regular Interest M-1 has been reduced to zero; twelfth,
to
the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC
2
Regular Interest A-M and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and
1.00%,
respectively, until the Uncertificated Principal Balance of REMIC 2 Regular
Interest A-M has been reduced to zero; and thirteen, to the Uncertificated
Principal Balance of REMIC 2 Regular Interests AA, 98.00%, to the Uncertificated
Principal Balances of REMIC 2 Regular Interests X-0, X-0 xxx X-0, 1.00%
pro
rata, and to the Uncertificated Principal Balance of REMIC 2 Regular Interest
ZZ, 1.00%, until the Uncertificated Principal Balances of such REMIC 2
Regular
Interests X-0, X-0 and A-3 have been reduced to zero.
118
Section
4.06. Information
Reports to Be Filed by the Master Servicer.
The
Master Servicer or the Sub-Servicers shall file information reports with
respect
to the receipt of mortgage interest received in a trade or business,
foreclosures and abandonments of any Mortgaged Property and the information
returns relating to cancellation of indebtedness income with respect to
any
Mortgaged Property required by Sections 6050H, 6050J and 6050P of the Code,
respectively, and deliver to the Trustee an Officers’ Certificate stating that
such reports have been filed. Such reports shall be in form and substance
sufficient to meet the reporting requirements imposed by such Sections
6050H,
6050J and 6050P of the Code.
Section
4.07. Compliance
with Withholding Requirements.
Notwithstanding
any other provision of this Agreement, the Trustee shall comply with all
federal
withholding requirements respecting payments to Certificateholders of interest
or original issue discount on the Mortgage Loans, that the Trustee reasonably
believes are applicable under the Code. The consent of Certificateholders
shall
not be required for such withholding. In the event the Trustee withholds
any
amount from interest or original issue discount payments or advances thereof
to
any Certificateholder pursuant to federal withholding requirements, the
Trustee
shall, together with its monthly report to such Certificateholders pursuant
to
Section 4.02 hereof, indicate such amount withheld.
Section
4.08. Net
WAC
Shortfall Reserve Fund.
(a) On
the
Closing Date, the Trustee shall establish and maintain in its name, in
trust for
the benefit of Class A, Class M and Class B Certificates, the Net WAC Shortfall
Reserve Fund. In addition, on the Closing Date, the Depositor shall deposit
into
the Net WAC Shortfall Reserve Fund an amount equal to the Net WAC Shortfall
Reserve Fund Deposit. On each Distribution Date as to which there is a
Net WAC
Shortfall Amount payable to any Class of Class A, Class M and Class B
Certificates, the Trustee shall deposit the amounts distributable pursuant
to
clause (iv) of Section 4.01(e) into the Net WAC Shortfall Reserve Fund,
and the
Trustee has been directed by the Holders of the Class C Certificates to
distribute amounts then on deposit in the Net WAC Shortfall Reserve Fund
to the
Holders of the Class A, Class M and Class B Certificates in respect of
the Net
WAC Shortfall Amounts in the priorities set forth in clause (iv) of Section
4.01(e). Any amount paid to the Holders of any Class A, Class M and Class
B
Certificates pursuant to the preceding sentence in respect of Net WAC Shortfall
Amounts from amounts distributable pursuant to clause (iv) of Section 4.01(e)
shall be treated as distributed to the Holders of the Class C Certificates
and
paid by such Holders to the Holders of such Class A, Class M and Class
B
Certificates. Any payments to the Holders of the Class A, Class M and Class
B
Certificates in respect of Net WAC Shortfall Amounts pursuant to the second
preceding sentence shall not be payments with respect to a Regular Interest
in a
REMIC within the meaning of Code Section 860G(a)(1).
119
(b) The
Net
WAC Shortfall Reserve Fund is an “outside reserve fund” within the meaning of
Treasury Regulation Section 1.860G-2(h) and shall be an asset of the Trust
Fund
but not an asset of any REMIC. The Trustee on behalf of the Trust shall
be the
nominal owner of the Net WAC Shortfall Reserve Fund. The Holders of the
Class C
Certificates shall be the beneficial owners of the Net WAC Shortfall Reserve
Fund, subject to the power of the Trustee to transfer amounts under Section
4.01. Amounts in the Net WAC Shortfall Reserve Fund shall, at the written
direction of the Holders of the Class C Certificates be invested in Permitted
Investments that mature no later than the Business Day prior to the next
succeeding Distribution Date. In the absence of such written direction,
all
funds in the Net WAC Shortfall Reserve Fund shall remain uninvested. All
net
income and gain from such investments shall be distributed to the Holders
of the
Class C Certificates not as a distribution in respect of any interest in
any
REMIC, on each such Distribution Date. All amounts earned on amounts on
deposit
in the Net WAC Shortfall Reserve Fund shall be taxable to the Holders of
the
Class C Certificates. Any losses on such investments shall be deposited
in the
Net WAC Shortfall Reserve Fund by the Holders of the Class C Certificates
out of
their own funds immediately as realized.
Section
4.09. Supplemental
Interest Trust.
(i) As
of the
Closing Date, the Trustee, as Supplemental Interest Trust Trustee, is directed
to enter into the Interest Rate Swap Agreement and the Cap Contracts and
shall
establish and maintain in the name of the Supplemental Interest Trust Trustee,
the Supplemental Interest Trust for the benefit of the Swap Provider and
the
Holders of the Class A, Class M, Class B and Class C Certificates. The
Supplemental Interest Trust shall hold the Interest Rate Swap Agreement,
the
Class IO Interest, the Cap Contracts, the Collateral Account and the Derivative
Account. The Trustee shall establish an Eligible Account (the “Derivative
Account”) into which the Depositor shall deposit $1,000 on the Closing Date.
Funds on deposit in the Derivative Account shall be held separate and apart
from, and shall not be commingled with, any other moneys, including, without
limitation, other moneys of the Trustee or held pursuant to this
Agreement.
(ii) On
each
Distribution Date, the Trustee shall deposit into the Derivative Account
amounts
distributable to the Supplemental Interest Trust pursuant to Sections 4.01(a)
(fourth paragraph) and 4.01(e)(v) of this Agreement. In addition, the Trustee
shall deposit into the Derivative Account for payment to the Swap Provider
the
Swap Optional Termination Payment (which shall include any related Net
Swap
Payment payable to the Swap Provider) payable under Section 9.01. On each
Distribution Date, the Trustee shall distribute any such amounts to the
Swap
Provider pursuant to the Interest Rate Swap Agreement, first to pay any
Net Swap
Payment owed to the Swap Provider for such Distribution Date or remaining
unpaid
from prior Distribution Dates, and second to pay any Swap Termination Payment
owed to the Swap Provider for such Distribution Date or remaining unpaid
from
prior Distribution Dates.
120
(iii) On
each
Distribution Date, the Trustee, as Supplemental Interest Trust Trustee,
shall
deposit into the Derivative Account amounts received by the Supplemental
Interest Trust (x) under the Interest Rate Swap Agreement from the Swap
Provider
and (y) under the Cap Contracts from the Cap Counterparty (other than Derivative
Termination Payments related to any Cap Contract). On each Distribution
Date,
the Trustee shall, and the Trustee has been directed by the Holders of
the Class
C Certificates to, distribute from the Derivative Account an amount equal
to the
amount of any Net Swap Payment or Swap Termination Payment received from
the
Swap Provider under the Interest Rate Swap Agreement and payments received
from
the Cap Counterparty under the Cap Contracts (other than Derivative Termination
Payments related to any Cap Contract), in the following order of
priority:
(a) first,
an
amount equal to the aggregate amount required under Section 4.01(f) to
be
distributed on such Distribution Date, to the Class A, Class M and Class
B
Certificateholders in accordance with Section 4.01(f) of this Agreement,
and
(b) second,
any
remainder, to the holder of the Class C Certificates.
(iv) The
Supplemental Interest Trust constitutes an “outside reserve fund” within the
meaning of Treasury Regulation Section 1.860G-2(h) and shall not be an
asset of
any REMIC. The Holders of the Class C Certificates shall be the beneficial
owner
of the Supplemental Interest Trust, subject to the power of the Trustee
to
transfer amounts under this Agreement. The Trustee shall keep records that
accurately reflect the funds on deposit in the Derivative Account. The
Trustee
shall, at the written direction of the Holders of the Class C Certificates,
invest amounts on deposit in the Supplemental Interest Trust in Permitted
Investments that mature no later than the Business Day prior to the next
succeeding Distribution Date. In the absence of such written direction,
all
funds in the Supplemental Interest Trust shall remain uninvested. On each
Distribution Date, the Trustee shall distribute, not as a distribution
in
respect of any interest in any REMIC, any income or gain earned on the
invested
assets in the Supplemental Interest Trust to the Holders of the Class C
Certificates. All amounts earned on amounts on deposit in the Supplemental
Interest Trust shall be taxable to the Holders of the Class C Certificates.
Any
losses on such investments shall be deposited in the Supplemental Interest
Trust
by the Holders of the Class C Certificates, out of their own funds immediately
as realized.
(v) For
federal income tax purposes, amounts paid to the Supplemental Interest
Trust on
each Distribution Date pursuant to Section 4.01(a) (first and second sentences
of the fourth paragraph) for payment to the Swap Provider with respect
to the
Interest Rate Swap Agreement shall first be deemed to be paid to the
Supplemental Interest Trust in respect of the Class IO Interest to the
extent of
the amount distributable on such Class IO Interest on such Distribution
Date,
and shall then be deemed to be paid to the Supplemental Interest Trust
in
respect of a Class IO Distribution Amount as described below.
121
(vi) The
Trustee shall treat the Holders of the Class A, Class M and Class B Certificates
as having entered into a notional principal contract with respect to the
Holders
of the Class C Certificates. Pursuant to each such notional principal contract,
all Holders of the Class A, Class M and Class B Certificates shall be treated
as
having agreed to pay, on each Distribution Date, to the Holder of the Class
C
Certificates an aggregate amount equal to the excess, if any, of (i) the
amount
payable on such Distribution Date on the REMIC 3 Regular Interest corresponding
to such Class of Certificates over (ii) the amount payable on such Class
of
Certificates on such Distribution Date (such excess, a “ Class IO Distribution
Amount”). A Class IO Distribution Amount payable from interest collections shall
be allocated pro
rata
among
such Certificates based on the excess of, with respect to each such Certificate,
(i) the amount of interest otherwise payable to the REMIC 3 Regular Interest
relating to such Certificate over (ii) the amount of interest payable to
such
Certificate at a per annum rate equal to the Net WAC Rate, and a Class
IO
Distribution Amount payable from principal collections shall be allocated
to the
most subordinate Class of the Class A, Class M, Class B and Class C Certificates
with an outstanding principal balance to the extent of such balance. In
addition, pursuant to such notional principal contract, the Holder of the
Class-C Certificates shall be treated as having agreed to pay Net WAC Shortfall
Amounts to the Holders of the Class A, Class M and Class B Certificates
from
amounts received by the Supplemental Interest Trust pursuant to the Interest
Rate Swap Agreement in accordance with the terms of this Agreement. Any
payments
deemed to be received by Holders of the Class A, Class M, Class B and Class
C
Certificates pursuant to this notional principal contract shall not be
payments
with respect to a Regular Interest in a REMIC within the meaning of Section
860G(a)(1) of the Code. However, any payment from the Class A, Class M
and Class
B Certificates of a Class IO Distribution Amount shall be treated for tax
purposes as having been received by the Holders of such Certificates in
respect
of their interests in REMIC 3 and as having been paid by such Holders to
the
Supplemental Interest Trust pursuant to the notional principal contract.
Thus,
each Class A, Class M, Class B and Class C Certificate shall be treated
as
representing not only ownership of a Regular Interest in REMIC 3, but also
ownership of an interest in, and obligations with respect to, a notional
principal contract.
(vii) (a) Upon
designation of an early termination date with respect to a Derivative Contract
other than in connection with a Optional Termination, the Trustee, as
Supplemental Interest Trust Trustee, at the written direction of the Depositor
will use reasonable efforts to appoint a successor derivative counterparty
to
enter into a new derivative contract on terms substantially similar to
such
Derivative Contract with a derivative counterparty meeting all applicable
eligibility requirements. The Trustee, as Supplemental Interest Trust Trustee
will apply any Derivative Termination Payment received from the original
derivative counterparty in connection with the early termination of such
Derivative Contract to the upfront payment required to appoint the successor
derivative counterparty.
If
a
successor derivative counterparty is not appointed within 30 days of such
early
termination, then the Trustee, as Supplemental Interest Trust Trustee will
deposit any Derivative Termination Payment received from the original derivative
counterparty in connection with the early termination of such Derivative
Contract into a separate, non-interest bearing reserve account and will,
on each
subsequent Distribution Date, withdraw from the amount then remaining on
deposit
in such reserve account an amount equal to the payment, if any, that would
have
been paid to the Supplemental Interest Trust Trustee by the original derivative
counterparty calculated in accordance with the terms of the related Derivative
Contract, and distribute such amount in accordance with the terms of this
Agreement.
122
(b) In
the
event that the derivative counterparty under a Derivative Contract fails
to
perform any of its obligations under such Derivative Contract (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 related Derivative Contract) occurs with
respect
to such Derivative Contract, the Trustee, as Supplemental Interest Trust
Trustee
shall, promptly following actual notice 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 such Derivative Contract.
In
the
event that a derivative counterparty’s obligations are guaranteed by a third
party under a guaranty relating to a Derivative Contract (such guaranty
a “
Guaranty” and such third party a “ Guarantor”), then to the extent that the
derivative counterparty fails to make any payment by the close of business
on
the day it is required to make payment under the terms of such Derivative
Contract, the Trustee, as Supplemental Interest Trust Trustee shall, promptly
following actual notice of the derivative counterparty’s failure to pay, demand
that such Guarantor make any and all payments then required to be made
by such
Guarantor pursuant to such Guaranty; provided that the Trustee, as Supplemental
Interest Trust Trustee shall in no event be liable for any failure or delay
in
the performance by the Derivative Counterparty’s or such Guarantor’s of its
obligations hereunder or pursuant to such Derivative Contract 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
4.10. Tax
Treatment of Class IO Distribution Amounts in the Event of Resecuritization
of
Class A, Class M or Class B Certificates.
In
the
event that any Class A, Class M or Class B Certificate is resecuritized
in a
REMIC (the “Resecuritization REMIC”), for federal income tax purposes, (i)
payments on the REMIC 3 Regular Interest corresponding to such Class A,
Class M
or Class B Certificate shall, for the avoidance of doubt, be deemed to
include
the Class IO Distribution Amount, and (ii) to the extent provided in the
operative documents for the Resecuritization REMIC, (a) payments on the
“regular
interests” issued by the Resecuritization REMIC shall be deemed to include in
the aggregate such Class IO Distribution Amount, and (b) such Class IO
Distribution Amount shall be deemed paid to the holder of the Class C
Certificates pursuant to a notional principal contract entered into by
the
holders of one or more “regular interests” issued by the Resecuritization REMIC
(“Resecuritization Holders”) and the Holder of the Class C Certificates. In such
event, Class IO Distribution Amounts deemed paid by Resecuritization Holders
under clause (b) of the immediately preceding sentence shall be paid on
behalf
of such holders pursuant to Section 4.09(ii) hereof.
123
Section
4.11. Collateral
Account.
(i) The
Trustee, as Supplemental Interest Trust Trustee, is hereby directed to
perform
the obligations of the Custodian as defined under Credit Support Annex
One (the
“Custodian”).
On
or
before the Closing Date, the Custodian shall establish the Collateral Account.
The Collateral Account shall be held in the name of the Custodian in trust
for
the benefit of the Holders of the Class A, Class M and Class B Certificates.
The
Collateral Account must be an Eligible Account segregated from the Certificate
Account and any other moneys of the Trustee held pursuant to this Agreement
and
shall be entitled “Impac Secured Assets Corp., Mortgage Pass-Through
Certificates, Series 2007-1, Collateral Account, Supplemental Interest
Trust
Trustee, as Custodian for the benefit of holders of the Class A, Class
M and
Class B Certificates.”
The
Custodian shall credit to Collateral Account all collateral (whether in
the form
of cash or securities) posted by Bear Xxxxxxx Financial Products Inc. to
secure
the obligations of Bear Xxxxxxx Financial Products Inc. in accordance with
the
terms of the Credit Support Annex. The Custodian shall maintain and apply
all
collateral and earnings thereon on deposit in the Collateral Account in
accordance with the Credit Support Annex.
Cash
collateral posted by Bear Xxxxxxx Financial Products Inc. in accordance
with the
Credit Support Annex shall be invested at the written direction of Bear
Xxxxxxx
Financial Products Inc. in Permitted Investments in accordance with the
requirements of the Credit Support Annex. All amounts earned on amounts
on
deposit in Collateral Account (whether cash collateral or securities) shall
be
for the account of and taxable to Bear Xxxxxxx Financial Products Inc..
The
Trustee shall not be liable for the selection of investments or investment
losses incurred thereon.
Upon
the
occurrence of an Event of Default or Specified Condition (each as defined
in the
Schedule) with respect to Bear Xxxxxxx Financial Products Inc. or upon
occurrence or designation of an Early Termination Date (as defined in the
Schedule) as a result of any such Event of Default or Specified Condition
with
respect to Bear Xxxxxxx Financial Products Inc., and, in either such case,
unless Bear Xxxxxxx Financial Products Inc. has paid in full all of its
Obligations (as defined in the Credit Support Annex) that are then due,
then any
collateral posted by Bear Xxxxxxx Financial Products Inc. in accordance
with the
Credit Support Annex, shall be applied by the Custodian to the payment
of any
Obligations due to Party B (each as defined in the Credit Support Annex)
in
accordance with the Credit Support Annex. Any excess collateral posted
by Bear
Xxxxxxx Financial Products Inc. in accordance with the Credit Support Annex
and
remaining after payment of all amounts owing to Party B shall be withdrawn
from
the Collateral Account and paid to Bear Xxxxxxx Financial Products Inc.
in
accordance with the Credit Support Annex.
124
ARTICLE
V
THE
CERTIFICATES
Section
5.01. The
Certificates.
(a) The
Certificates will be substantially in the respective forms annexed hereto
as
Exhibits A and B-1 through B-5. The Certificates will be issuable in registered
form only. The Certificates (other than the Class P, Class C and Class
R
Certificates) will be issued in minimum denominations of $25,000 Initial
Certificate Principal Balance and integral multiples of $1 in excess thereof.
The Class C Certificates will be issued in minimum denominations of $1.00
Initial Notional Amount and integral multiples of $1.00 in excess thereof.
The
Class P Certificates and the Class R Certificates will each be issuable
in
minimum denominations of any Percentage Interest representing 10.00% and
multiples of 0.01% in excess thereof.
Upon
original issue, the Certificates shall, upon the written request of the
Depositor executed by an officer of the Depositor, be executed and delivered
by
the Trustee, authenticated by the Trustee and delivered to or upon the
order of
the Depositor upon receipt by the Trustee of the documents specified in
Section
2.01. The Certificates shall be executed by manual or facsimile signature
on
behalf of the Trustee in its capacity as trustee hereunder by a Responsible
Officer. Certificates bearing the manual or facsimile signatures of individuals
who were at the time they signed the proper officers of the Trustee shall
bind
the Trustee, notwithstanding that such individuals or any of them have
ceased to
hold such offices prior to the authentication and delivery of such Certificates
or did not hold such offices at the date of such Certificates. 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 substantially in the form provided for herein executed by
the
Trustee by manual signature, and such certificate upon any Certificate
shall be
conclusive evidence, and the only evidence, that such Certificate has been
duly
authenticated and delivered hereunder. All Certificates issued on the Closing
Date shall be dated the Closing Date and any Certificates delivered thereafter
shall be dated the date of their authentication.
(b) The
Class
A, Class M and Class B Certificates shall initially be issued as one or
more
Certificates registered in the name of the Depository or its nominee and,
except
as provided below, registration of such Certificates may not be transferred
by
the Trustee except to another Depository that agrees to hold such Certificates
for the respective Certificate Owners with Ownership Interests therein.
The
Certificate Owners shall hold their respective Ownership Interests in and
to
each of such Book-Entry Certificates through the book-entry facilities
of the
Depository and, except as provided below, shall not be entitled to Definitive
Certificates in respect of such Ownership Interests. All transfers by
Certificate Owners of their respective Ownership Interests in the Book-Entry
Certificates shall be made in accordance with the procedures established
by the
Depository Participant or brokerage firm representing such Certificate
Owner.
Each Depository Participant shall transfer the Ownership Interests only
in the
Book-Entry Certificates of Certificate Owners it represents or of brokerage
firms for which it acts as agent in accordance with the Depository's normal
procedures. The Trustee shall not be required to monitor, determine or
inquire
as to compliance with the transfer restrictions with respect to the Book-Entry
Certificates, and the Trustee shall have no liability for transfers of
Ownership
Interests in the Book Entry Certificates made through the book-entry facilities
of the Depositary or between or among Depositary Participants or Certificate
Owners, made in violation of the applicable restrictions.
125
The
Trustee, the Master Servicer and the Depositor may for all purposes (including
the making of payments due on the respective Classes of Book-Entry Certificates)
deal with the Depository as the authorized representative of the Certificate
Owners with respect to the respective Classes of Book-Entry Certificates
for the
purposes of exercising the rights of Certificateholders hereunder. The
rights of
Certificate Owners with respect to the respective Classes of Book-Entry
Certificates shall be limited to those established by law and agreements
between
such Certificate Owners and the Depository Participants and brokerage firms
representing such Certificate Owners. Multiple requests and directions
from, and
votes of, the Depository as Holder of any Class of Book-Entry Certificates
with
respect to any particular matter shall not be deemed inconsistent if they
are
made with respect to different Certificate Owners. The Trustee may establish
a
reasonable record date in connection with solicitations of consents from
or
voting by Certificateholders and shall give notice to the Depository of
such
record date.
If
(i)(A)
the Depositor advises the Trustee in writing that the Depository is no
longer
willing or able to properly discharge its responsibilities as Depository
and (B)
the Depositor is unable to locate a qualified successor or (ii) the Depositor
at
its option advises the Trustee in writing that it elects to terminate the
book-entry system through the Depository, the Trustee shall notify all
Certificate Owners, through the Depository, of the occurrence of any such
event
and of the availability of Definitive Certificates to Certificate Owners
requesting the same. Upon surrender to the Trustee of the Book-Entry
Certificates by the Depository, accompanied by registration instructions
from
the Depository for registration of transfer, the Trustee shall, at the
expense
of the Depositor, issue the Definitive Certificates. Neither the Depositor,
the
Master Servicer nor the Trustee shall be liable for any actions taken by
the
Depository or its nominee, including, without limitation, any delay in
delivery
of such instructions and may conclusively rely on, and shall be protected
in
relying on, such instructions. Upon the issuance of Definitive Certificates
the
Trustee and the Master Servicer shall recognize the Holders of the Definitive
Certificates as Certificateholders hereunder.
(c) Each
Certificate is intended to be a “security” governed by Article 8 of the Uniform
Commercial Code as in effect in the State of New York and any other applicable
jurisdiction, to the extent that any of such laws may be
applicable.
126
Section
5.02. Registration
of Transfer and Exchange of Certificates.
(a) The
Trustee shall maintain a Certificate Register in which, subject to such
reasonable regulations as it may prescribe, the Trustee shall provide for
the
registration of Certificates and of transfers and exchanges of Certificates
as
herein provided.
(b) Except
as
provided in Section 5.02(c), no transfer, sale, pledge or other disposition
of a
Class B, Class P, Class C or Class R Certificate shall be made unless such
transfer, sale, pledge or other disposition is exempt from the registration
requirements of the Securities Act of 1933, as amended (the “Act”), and any
applicable state securities laws or is made in accordance with said Act
and
laws. In the event that a transfer of a Class B, Class P, Class C or Class
R
Certificate is to be made under this Section 5.02(b), (i) the Trustee shall
require an Opinion of Counsel acceptable to and in form and substance
satisfactory to the Trustee that such transfer shall be made pursuant to
an
exemption, describing the applicable exemption and the basis therefor,
from said
Act and laws or is being made pursuant to said Act and laws, which Opinion
of
Counsel shall not be an expense of the Trustee, the Depositor or the Master
Servicer, provided that such Opinion of Counsel will not be required in
connection with the initial transfer of any such Certificate by the Depositor
or
any affiliate thereof, to a non-affiliate of the Depositor or (ii) the
Trustee
shall require the transferee to execute a representation letter, substantially
in the form of Exhibit G-1 hereto, and the Trustee shall require the transferor
to execute a representation letter, substantially in the form of Exhibit
G-2
hereto, each acceptable to and in form and substance satisfactory to the
Trustee
certifying to the Depositor and the Trustee the facts surrounding such
transfer,
which representation letters shall not be an expense of the Trustee, the
Depositor or the Master Servicer; provided,
however,
that
such representation letters will not be required in connection with any
transfer
of any such Certificate by the Depositor to an affiliate of the Depositor
and
the Trustee shall be entitled to conclusively rely upon a representation
(which,
upon the request of the Trustee, shall be a written representation) from
the
Depositor of the status of such transferee as an affiliate of the Depositor.
Any
such Certificateholder desiring to effect such transfer shall, and does
hereby
agree to, indemnify the Trustee, the Depositor and the Master Servicer
against
any liability that may result if the transfer is not so exempt or is not
made in
accordance with such applicable federal and state laws.
No
transfer of any Class C Certificate shall be made unless the proposed transferee
of such Class C Certificate (1) provides to the Trustee the appropriate
tax
certification forms that would eliminate any withholding or deduction for
taxes
from amounts payable by the Swap Provider, pursuant to the related Interest
Rate
Swap Agreement, and by the Cap Counterparty, pursuant to the Cap Contacts,
to
the Supplemental Interest Trust (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), together
with
any applicable attachments) and (2) agrees to update such forms (i) upon
expiration of any such forms, (ii) as required under then applicable U.S.
Treasury regulations and (iii) promptly upon learning that such forms have
become obsolete or incorrect, each as a condition to such transfer. In
addition,
no transfer of any Class C Certificate shall be made if such transfer would
cause the Supplemental Interest Trust to be beneficially owned by two or
more
persons for federal income tax purposes, or continue to be so treated,
unless
(i) each proposed transferee of such Class C Certificate complies with
the
foregoing conditions, and (ii) the proposed majority holder of the Class
C
Certificates (or each holder, if there is or would be no majority holder)
(A)
provides, or causes to be provided, on behalf of the Supplemental Interest
Trust, if applicable, to the Trustee the appropriate tax certification
forms
that would be required from the Supplemental Interest Trust to eliminate
any
withholding or deduction for taxes from amounts payable by the Swap Provider,
pursuant to the Interest Rate Swap Agreement, and by the Cap Counterparty,
pursuant to the Cap Contacts, to the Supplemental Interest Trust (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), together with any applicable attachments) and
(B)
agrees to update such forms (x) upon expiration of any such forms, (y)
as
required under then applicable U.S. Treasury regulations and (z) promptly
upon
learning that such forms have become obsolete or incorrect. If, under applicable
U.S. Treasury regulations, such tax certification forms may only be signed
by a
trustee acting on behalf of the Supplemental Interest Trust, then the Trustee,
as the Supplemental Interest Trust Trustee, shall sign such certification
forms
if so directed by a Holder of the Class C Certificates. Upon receipt of
any such
tax certification forms from a transferee of any Class C Certificate, the
Trustee, as the Supplemental Interest Trust Trustee, shall forward a copy
of
such tax certification forms provided to it to the Swap Provider and the
Cap
Counterparty. Each Holder of a Class C Certificate and each transferee
thereof
shall be deemed to have consented to the Trustee, as the Supplemental Interest
Trust Trustee, forwarding to the Swap Provider and Cap Counterparty any
tax
certification form it has provided and updated in accordance with these
transfer
restrictions.
Any
purported sales or transfers of any Class C Certificate to a transferee
which
does not comply with the requirements of this paragraph shall be deemed
null and
void under this Agreement.
127
The
Trustee shall not be liable for the content or truthfulness of any such
tax
certification forms provided to it. The Trustee shall only be required
to
forward any tax certification forms received by it to the Swap Provider
and Cap
Counterparty at the last known address provided to it, and shall not be
liable
for the receipt of such tax certification forms by the Swap Provider or
the Cap
Counterparty, nor any failure of the Swap Provider or Cap Counterparty
to
process such forms or to take any action as required under the respective
Interest Rate Swap Agreement or Cap Contract, or under applicable law.
The
Trustee shall have no duty to take action to correct any misstatement or
omission in any tax certification forms provided to it and forwarded to
the Swap
Provider and Cap Counterparty.
(c) Notwithstanding
the requirements of Section 5.02(b), transfers of Class B, Class P, Class
C and
Class R Certificates may be made in accordance with this Section 5.02(c)
if the
prospective transferee of a Certificate provides the Trustee and the Depositor
with an investment letter substantially in the form of Exhibit G-3 attached
hereto, which investment letter shall not be an expense of the Trustee,
the
Depositor or the Master Servicer, and which investment letter states that,
among
other things, such transferee is a “qualified institutional buyer” as defined
under Rule 144A. Such transfers shall be deemed to have complied with the
requirements of Section 5.02(b) hereof. Any such Certificateholder desiring
to
effect such transfer shall, and does hereby agree to, indemnify the Trustee,
the
Depositor and the Master Servicer against any liability that may result
if the
transfer is not so exempt or is not made in accordance with such applicable
federal and state laws.
128
The
Trustee shall require an Opinion of Counsel, on which the Trustee, Depositor
and
Master Servicer may rely, from a prospective transferee prior to the transfer
of
any Class P, Class C and Class R Certificate to any employee benefit plan
or
other retirement arrangement, including individual retirement accounts
and Xxxxx
plans, that is subject to the Employee Retirement Income Security Act of
1974,
as amended (“ERISA”), or Section 4975 of the Code (any of the foregoing, a
“Plan”), to a trustee or other Person acting on behalf of any Plan, or to any
other person who is using “plan assets” of any Plan to effect such acquisition
(including any insurance company using funds in its general or separate
accounts
that may constitute “plan assets” of a Plan). Such Opinion of Counsel must
establish to the satisfaction of the Trustee that such transfer is permissible
under applicable law, will not constitute or result in a prohibited transaction
under Section 406 of ERISA and Section 4975 of the Code, and will not subject
the Trustee, the Master Servicer or the Depositor to any obligation in
addition
to those undertaken in this Agreement. Neither the Depositor, the Master
Servicer nor the Trustee, will be required to obtain such Opinion of Counsel
on
behalf of any prospective transferee.
Prior
to
the termination of the Supplemental Interest Trust, each beneficial owner
of a
Class A, Class M and Class B Certificate or any interest therein, shall
be
deemed to have represented, by virtue of its acquisition or holding of
the Class
A, Class M and Class B Certificate, or interest therein, that either (i)
it is
not a Plan or (ii) (A) it is an accredited investor within the meaning
of
Prohibited Transaction Exemption 2002-41 (the “Exemption”) and (B) the
acquisition and holding of such Certificate and the separate right to receive
payments from the Supplemental Interest Trust are eligible for the exemptive
relief available under one of Prohibited Transaction Class Exemption (“PTCE”)
84-14, 91-38, 95-60, 90-1 or 96-23.
Each
beneficial owner of a Subordinate Certificate or any interest therein which
is
acquired subsequent to the termination of the Supplemental Interest Trust
shall
be deemed to have represented, by virtue of its acquisition or holding
of that
Certificate or interest therein, that either (i) it is not a Plan or a
trustee
or other Person acting on behalf of a Plan or using “plan assets” of a Plan to
effect such acquisition (including any insurance company using funds in
its
general or separate accounts that may constitute “plan assets”), (ii) it has
acquired and is holding such Certificate in reliance on the Exemption,
and that
it understands that there are certain conditions to the availability of
the
Exemption, including that the Certificate must be rated, at the time of
purchase, not lower than “BBB-” (or its equivalent) by Standard & Poor’s,
Fitch Ratings, Inc. or Moody’s, and the Certificate is so rated or (iii) (1) it
is an insurance company, (2) the source of funds used to acquire or hold
the
Certificate or interest therein is an “insurance company general account,” as
such term is defined in PTCE 95-60, and (3) the conditions in Sections
I and III
of PTCE 95-60 have been satisfied.
(d) [Reserved]
129
(e) (i)
Each
Person who has or who acquires any Ownership Interest in a Class R 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 Trustee 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 Class R
Certificate are expressly subject to the following provisions:
(A) Each
Person holding or acquiring any Ownership Interest in a Class R Certificate
shall be a Permitted Transferee and shall promptly notify the Trustee of
any
change or impending change in its status as a Permitted Transferee.
(B) In
connection with any proposed Transfer of any Ownership Interest in a Class
R
Certificate, the Trustee shall require delivery to it, and shall not register
the Transfer of any Class R Certificate until its receipt, of (I) an affidavit
and agreement (a “Transfer Affidavit and Agreement” in the form attached hereto
as Exhibit G-5) from the proposed Transferee, in form and substance satisfactory
to the Trustee representing and warranting, among other things, that it
is a
Permitted Transferee, that it is not acquiring its Ownership Interest in
the
Class R Certificate that is the subject of the proposed Transfer as a nominee,
trustee or agent for any Person who is not a Permitted Transferee, that
for so
long as it retains its Ownership Interest in a Class R Certificate, it
will
endeavor to remain a Permitted Transferee, and that it has reviewed the
provisions of this Section 5.02 and agrees to be bound by them, and (II)
a
certificate, in the form attached hereto as Exhibit G-4, from the Holder
wishing
to transfer the Class R Certificate, in form and substance satisfactory
to the
Trustee representing and warranting, among other things, that no purpose
of the
proposed Transfer is to impede the assessment or collection of tax and
that it
has no knowledge that the proposed transferee is not a Permitted
Transferee.
(C) Notwithstanding
the delivery of a Transfer Affidavit and Agreement by a proposed Transferee
under clause (B) above, if a Responsible Officer of the Trustee assigned
to this
transaction has actual knowledge that the proposed Transferee is not a
Permitted
Transferee, no Transfer of an Ownership Interest in a Class R Certificate
to
such proposed Transferee shall be effected.
(D) Each
Person holding or acquiring any Ownership Interest in a Class R Certificate
shall agree (x) to require a Transfer Affidavit and Agreement from any
other
Person to whom such Person attempts to transfer its Ownership Interest
in a
Class R Certificate and (y) not to transfer its Ownership Interest unless
it
provides a certificate to the Trustee in the form attached hereto as Exhibit
G-4.
(E) Each
Person holding or acquiring an Ownership Interest in a Class R Certificate,
by
purchasing an Ownership Interest in such Certificate, agrees to give the
Trustee
written notice that it is a “pass-through interest holder” within the meaning of
Temporary Treasury Regulations Section 1.67-3T(a)(2)(i)(A) immediately
upon
acquiring an Ownership Interest in a Class R Certificate, if it is “a
pass-through interest holder”, or is holding an Ownership Interest in a Class R
Certificate on behalf of a “pass-through interest holder.”
130
(ii) The
Trustee will register the Transfer of any Class R Certificate only if it
shall
have received the Transfer Affidavit and Agreement in the form attached
hereto
as Exhibit G-5, a certificate of the Holder requesting such transfer in
the form
attached hereto as Exhibit G-4 and all of such other documents as shall
have
been reasonably required by the Trustee as a condition to such registration.
Transfers of the Class R Certificates other than to Permitted Transferees
are
prohibited.
(iii) (A)
If
any Person other than a Permitted Transferee shall become a Holder of a
Class R
Certificate, then the last preceding Permitted Transferee 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 Class
R
Certificate. If a transfer of a Class R Certificate is disregarded pursuant
to
the provisions of Treasury Regulations Section 1.860E-1 or Section 1.860G-3,
then the last preceding Permitted Transferee 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 Class R Certificate.
The prior
Holder shall be entitled to recover from any purported Holder of a Class
R
Certificate that was in fact not a Permitted Transferee under this Section
5.02(e) at the time it became a Holder all payments made on such Class
R
Certificate. Each Holder of a Class R Certificate, by acceptance thereof,
shall
be deemed for all purposes to have consented to the provisions of this
Section
5.02(e) and to any amendment of this Agreement deemed necessary (whether
as a
result of new legislation or otherwise) by counsel of the Depositor to
ensure
that the Class R Certificates are not transferred to any Person who is
not a
Permitted Transferee and that any transfer of such Class R Certificates
will not
cause the imposition of a tax upon the Trust or cause any such REMIC to
fail to
qualify as a REMIC. Neither the Trustee nor the Trustee shall be under
any
liability to any Person for any registration of Transfer of a Class R
Certificate that is in fact not permitted by this Section 5.02 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 shall become a Holder of a Class R Certificate
in
violation of the restrictions in this Section 5.02 and to the extent that
the
retroactive restoration of the rights of the Holder of such Class R Certificate
as described in clause (iii)(A) above shall be invalid, illegal or
unenforceable, then the Trustee shall have the right, without notice to
the
Holder or any prior Holder of such Class R Certificate, to sell such Class
R
Certificate to a purchaser selected by the Trustee on such terms as the
Trustee
may choose. Such purported Transferee shall promptly endorse and deliver
each
Class R Certificate in accordance with the instructions of the Trustee.
Such
purchaser may be the Trustee itself. The proceeds of such sale, net of
the
commissions (which may include commissions payable to the Trustee), expenses
and
taxes due, if any, will be remitted by the Trustee 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 Trustee, and the Trustee shall
not be
liable to any Person having an Ownership Interest in a Class R Certificate
as a
result of its exercise of such discretion.
131
(iv) The
Trustee shall make available to the Internal Revenue Service and those
Persons
specified by the REMIC Provisions, all information necessary to compute
any tax
imposed (A) as a result of the transfer of an ownership interest in a Class
R
Certificate to any Person who is a Disqualified Organization, including
the
information regarding “excess inclusions” of such Class R Certificates required
to be provided to the Internal Revenue Service and certain Persons as described
in Treasury Regulations Sections 1.860D-1(b)(5) and 1.860E-2(a)(5), and
(B) as a
result of any regulated investment company, real estate investment trust,
common
trust fund, partnership, trust, estate or organization described in Section
1381
of the Code that holds an Ownership Interest in a Class R Certificate having
as
among its record Holders at any time any Person who is a Disqualified
Organization. The Trustee may charge and shall be entitled to reasonable
compensation for providing such information as may be required from those
Persons which may have had a tax imposed upon them as specified in clauses
(A)
and (B) of this paragraph for providing such information.
(f) Subject
to the preceding paragraphs, upon surrender for registration of transfer
of any
Certificate at the office of the Trustee maintained for such purpose, the
Trustee shall execute and the Trustee shall authenticate and deliver, in
the
name of the designated transferee or transferees, one or more new Certificates
of the same Class of a like aggregate Percentage Interest. Every Certificate
surrendered for transfer shall be accompanied by notification of the account
of
the designated transferee or transferees for the purpose of receiving
distributions pursuant to Section 4.01 by wire transfer, if any such transferee
desires and is eligible for distribution by wire transfer.
(g) At
the
option of the Certificateholders, Certificates may be exchanged for other
Certificates of authorized denominations of the same Class of a like aggregate
Percentage Interest, upon surrender of the Certificates to be exchanged
at the
office of the Trustee. Whenever any Certificates are so surrendered for
exchange
the Trustee shall execute, authenticate and deliver the Certificates which
the
Certificateholder making the exchange is entitled to receive. Every Certificate
presented or surrendered for transfer or exchange shall (if so required
by the
Trustee) be duly endorsed by, or be accompanied by a written instrument
of
transfer in the form satisfactory to the Trustee duly executed by, the
Holder
thereof or his attorney duly authorized in writing. In addition, with respect
to
each Class R Certificate, the Holder thereof may exchange, in the manner
described above, such Class R Certificate for three separate Certificates,
each
representing such Holder's respective Percentage Interest in the Class
R-1
Interest, the Class R-2 Interest and the Class R-3 Interest, respectively,
in
each case that was evidenced by the Class R Certificate being
exchanged.
(h) No
service charge shall be made to the Certificateholders for any transfer
or
exchange of Certificates, but the Trustee may require 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.
132
(i) All
Certificates surrendered for transfer and exchange shall be canceled and
retained by the Trustee in accordance with the Trustee’s standard
procedures.
Section
5.03. Mutilated,
Destroyed, Lost or Stolen Certificates.
If
(i)
any mutilated Certificate is surrendered to the Trustee and the Trustee
receives
evidence to its satisfaction of the destruction, loss or theft of any
Certificate, and (ii) there is delivered to the Trustee such security or
indemnity as may be required by it to save it harmless, then, in the absence
of
notice to the Trustee that such Certificate has been acquired by a bona
fide
purchaser, the Trustee shall execute, authenticate and deliver, in exchange
for
or in lieu of any such mutilated, destroyed, lost or stolen Certificate,
a new
Certificate of the same Class and Percentage Interest. Upon the issuance
of any
new Certificate under this Section, the Trustee may require the payment
of a sum
sufficient to cover any tax or other governmental charge that may be imposed
in
relation thereto and any other expenses (including the fees and expenses
of the
Trustee) connected therewith. Any replacement Certificate issued pursuant
to
this Section shall constitute complete and indefeasible evidence of ownership
in
the Trust Fund, as if originally issued, whether or not the lost, stolen
or
destroyed Certificate shall be found at any time.
Section
5.04. Persons
Deemed Owners.
The
Depositor, the Master Servicer, the Trustee and any agent of any of them
may
treat the person in whose name any Certificate is registered as the owner
of
such Certificate for the purpose of receiving distributions pursuant to
Section
4.01 and for all other purposes whatsoever, and neither the Depositor,
the
Master Servicer, the Trustee nor any agent of any of them shall be affected
by
notice to the contrary.
Section
5.05. Rule
144A
Information.
For
so
long as any Class B, Class P, Class C and Class R are outstanding and are
“restricted securities” within the meaning of Rule 144(a)(3) of the Securities
Act, (1) the Depositor will provide or cause to be provided to any Holder
of
such Certificates and any prospective purchaser thereof designated by such
a
Holder, upon the request of such Holder or prospective purchaser, the
information required to be provided to such Holder or prospective purchaser
by
Rule 144A(d)(4) under the Securities Act; and (2) the Depositor shall update
such information from time to time in order to prevent such information
from
becoming false and misleading and will take such other actions as are necessary
to ensure that the safe harbor exemption from the registration requirements
of
the Securities Act under Rule 144A is and will be available for resales
of such
Certificates conducted in accordance with Rule 144A. The Master Servicer
shall
cooperate with the Depositor and furnish the Depositor such information
in the
Master Servicer's possession as the Depositor may reasonably
request.
133
ARTICLE
VI
THE
DEPOSITOR AND THE MASTER SERVICER
Section
6.01.
|
Liability
of the Depositor and the Master
Servicer.
|
The
Depositor and the Master Servicer each shall be liable in accordance herewith
only to the extent of the obligations specifically imposed upon and undertaken
by the Depositor and the Master Servicer herein. Only the Master Servicer,
any
successor Master Servicer or the Trustee acting as Master Servicer shall
be
liable with respect to the servicing of the Mortgage Loans and the REO
Property
for actions taken by any such Person in contravention of the Master Servicer's
duties hereunder.
Section
6.02.
|
Merger,
Consolidation or Conversion of the Depositor or the Master
Servicer.
|
The
Depositor and the Master Servicer each will keep in full effect its existence,
rights and franchises as a corporation under the laws of the state of its
incorporation, and each will obtain and preserve its qualification to do
business as a foreign corporation in each jurisdiction in which such
qualification is or shall be necessary to protect the validity and
enforceability of this Agreement, the Certificates or any of the Mortgage
Loans
and to perform its respective duties under this Agreement.
Any
Person into which the Depositor or the Master Servicer may be merged,
consolidated or converted, or any corporation resulting from any merger
or
consolidation to which the Depositor or the Master Servicer shall be a
party, or
any Person succeeding to the business of the Depositor or the Master Servicer,
shall be the successor of the Depositor or the Master Servicer, as the
case may
be, hereunder, without the execution or filing of any paper or any further
act
on the part of any of the parties hereto, anything herein to the contrary
notwithstanding; provided, however, that the successor or surviving Person
to
the Master Servicer shall be qualified to sell mortgage loans to and service
mortgage loans for Xxxxxx Xxx or Xxxxxxx Mac.
Section
6.03. Limitation
on Liability of the Depositor, the Master Servicer and Others.
Neither
the Depositor, the Master Servicer nor any of the directors, officers,
employees
or agents of the Depositor or the Master Servicer shall be under any liability
to the Trust Fund or the Certificateholders for any action taken or for
refraining from the taking of any action in good faith pursuant to this
Agreement, or for errors in judgment; provided, however, that this provision
shall not protect the Depositor or the Master Servicer (but this provision
shall
protect the above described persons) against any breach of warranties or
representations made herein, or against any specific liability imposed
on the
Master Servicer pursuant to Section 3.01 or any other Section hereof; and
provided further that this provision shall not protect the Depositor, the
Master
Servicer or any such person, against any liability which would otherwise
be
imposed by reason of willful misfeasance, bad faith or gross negligence
in the
performance of duties or by reason of reckless disregard of obligations
and
duties hereunder. The Depositor, the Master Servicer and any director,
officer,
employee or agent of the Depositor or the Master Servicer may rely in good
faith
on any document of any kind prima
facie
properly
executed and submitted by any Person respecting any matters arising hereunder.
The Depositor, the Master Servicer and any director, officer, employee
or agent
of the Depositor or the Master Servicer shall be indemnified and held harmless
by the Trust Fund against any loss, liability or expense incurred in connection
with any legal action relating to this Agreement or the Certificates (including
reasonable legal fees and disbursements of counsel), other than (a) any loss,
liability or expense related to Master Servicer's servicing obligations
with
respect to any specific Mortgage Loan or Mortgage Loans (except as any
such
loss, liability or expense shall be otherwise reimbursable pursuant to
this
Agreement) or related to the Master Servicer's obligations under Section
3.01,
or (b) any loss, liability or expense incurred by reason of willful misfeasance,
bad faith or gross negligence in the performance of duties hereunder or
by
reason of reckless disregard of obligations and duties hereunder. Neither
the
Depositor nor the Master Servicer shall be under any obligation to appear
in,
prosecute or defend any legal action which is not incidental to its respective
duties under this Agreement and which in its opinion may involve it in
any
expense or liability; provided,
however,
that
the Depositor or the Master Servicer may in its sole discretion undertake
any
such action which it may deem necessary or desirable with respect to this
Agreement and the rights and duties of the parties hereto and the interests
of
the Certificateholders hereunder. In such event, the legal expenses and
costs of
such action and any liability resulting therefrom (except any action or
liability related to the Master Servicer's obligations under Section 3.01)
shall
be expenses, costs and liabilities of the Trust Fund, and the Depositor
and the
Master Servicer shall be entitled to be reimbursed therefor from the Certificate
Account as provided in Section 3.11, any such right of reimbursement being
prior
to the rights of Certificateholders to receive any amount in the Certificate
Account.
134
Section
6.04. Limitation
on Resignation of the Master Servicer.
The
Master Servicer shall not resign from the obligations and duties hereby
imposed
on it except (a) upon appointment of a successor servicer reasonably acceptable
to the Trustee upon receipt by the Trustee of a letter from each Rating
Agency
(obtained by the Master Servicer and at its expense) that such a resignation
and
appointment will not, in and of itself, result in a downgrading of the
Certificates or (b) upon determination that its duties hereunder are no
longer
permissible under applicable law. Any such determination permitting the
resignation of the Master Servicer shall be evidenced by an Opinion of
Counsel
(at the expense of the resigning Master Servicer) to such effect delivered
to
the Trustee. No such resignation shall become effective until the Trustee
or a
successor servicer shall have assumed the Master Servicer's responsibilities,
duties, liabilities and obligations hereunder.
Section
6.05. Sale
and
Assignment of Master Servicing.
135
The
Master Servicer may sell and assign its rights and delegate its duties
and
obligations in their entirety as Master Servicer under this Agreement;
provided,
however,
that:
(i) the purchaser or transferee accepting such assignment and delegation
(a)
shall be a Person which shall be qualified to service mortgage loans for
Xxxxxx
Xxx or Xxxxxxx Mac; (b) shall, in the case of successor master servicers
only,
have a net worth of not less than $10,000,000 (unless otherwise approved
by each
Rating Agency pursuant to clause (ii) below); (c) shall be reasonably
satisfactory to the Trustee (as evidenced in a writing signed by the Trustee)
as
having a comparable servicing ability to that of the Master Servicer on
the
Closing Date; (d) shall execute and deliver to the Trustee an agreement,
in form
and substance reasonably satisfactory to the Trustee, which contains an
assumption by such Person of the due and punctual performance and observance
of
each covenant and condition to be performed or observed by it as master
servicer
under this Agreement and any custodial agreement, from and after the effective
date of such agreement; (ii) each Rating Agency shall be given prior written
notice of the identity of the proposed successor to the Master Servicer
and each
Rating Agency's rating of the Certificates in effect immediately prior
to such
assignment, sale and delegation will not be downgraded or withdrawn as
a result
of such assignment, sale and delegation, as evidenced by a letter to such
effect
obtained by the Master Servicer at its expense and delivered to the Trustee;
and
(iii) the Master Servicer assigning and selling the master servicing shall
deliver to the Trustee an Officer's Certificate and an Opinion of Counsel
(at
the expense of the Master Servicer), each stating that all conditions precedent
to such action under this Agreement have been completed and such action
is
permitted by and complies with the terms of this Agreement. No such assignment
or delegation shall affect any liability of the Master Servicer arising
prior to
the effective date thereof.
136
ARTICLE
VII
DEFAULT
Section
7.01. Events
of
Default.
“Event
of
Default”, wherever used herein, means any one of the following
events:
(i) any
failure by the Master Servicer to deposit into the Certificate Account
on each
Certificate Account Deposit Date the amounts required to be deposited therein
(other than an Advance) under the terms of this Agreement which continues
unremedied for two (2) Business Days after such amount was required to
be
remitted; or
(ii) any
failure on the part of the Master Servicer duly to observe or perform in
any
material respect any other of the covenants or agreements on the part of
the
Master Servicer contained in the Certificates or in this Agreement (including
any breach of the Master Servicer's representations and warranties pursuant
to
Section 2.03(a) which materially and adversely affects the interests of
the
Certificateholders) which continues unremedied for a period of 60 days
after the
date on which written notice of such failure, requiring the same to be
remedied,
shall have been given to the Master Servicer by the Trustee, or to the
Master
Servicer and the Trustee by the Holders of Certificates entitled to at
least 25%
of the Voting Rights; or
(iii) a
decree
or order of a court or agency or supervisory authority having jurisdiction
in an
involuntary case under any present or future federal or state bankruptcy,
insolvency or similar law or the appointment of a conservator or receiver
or
liquidator in any insolvency, readjustment of debt, marshaling of assets
and
liabilities or similar proceedings, or for the winding-up or liquidation
of its
affairs, shall have been entered against the Master Servicer and such decree
or
order shall have remained in force undischarged or unstayed for a period
of 60
consecutive days; or
(iv) the
Master Servicer shall consent to the appointment of a conservator or receiver
or
liquidator in any insolvency, readjustment of debt, marshaling of assets
and
liabilities or similar proceedings of or relating to the Master Servicer
or of
or relating to all or substantially all of its property; or
(v) the
Master Servicer shall admit in writing its inability to pay its debts generally
as they become due, file a petition to take advantage of or otherwise
voluntarily commence a case or proceeding under any applicable bankruptcy,
insolvency, reorganization or other similar statute, make an assignment
for the
benefit of its creditors, or voluntarily suspend payment of its obligations;
or
(vi) the
Master Servicer shall fail to deposit in the Certificate Account on any
Certificate Account Deposit Date an amount equal to any required Advance
which
continues unremedied for the earlier of (a) a period of two (2) Business
Days or
(b) the Business Day immediately preceding the Distribution Date.
137
If
an
Event of Default described in clauses (i) - (v) of this Section shall occur,
then, and in each and every such case, so long as such Event of Default
shall
not have been remedied, the Trustee, or the Holders of Certificates entitled
to
at least 51% of the Voting Rights, by notice in writing to the Master Servicer
and the Swap Provider (and to the Trustee if given by such Holders of
Certificates), with a copy to the Rating Agencies, may terminate all of
the
rights and obligations (but not the liabilities) of the Master Servicer
under
this Agreement and in and to the Trust Fund, other than its rights as a
Certificateholder hereunder; provided,
however,
that
the successor to the Master Servicer appointed pursuant to Section 7.02
shall
have accepted the duties of Master Servicer effective upon the resignation
or
termination of the Master Servicer. If an Event of Default described in
clause
(vi) hereof shall occur, the Trustee shall, by notice to the Master Servicer
and
the Depositor, terminate all of the rights and obligations of the Master
Servicer under this Agreement and in and to the Trust Fund, other than
its
rights as a Certificateholder hereunder; provided,
however,
that if
the Trustee determines (in its sole discretion) that the failure by the
Master
Servicer to make any required Advance was due to circumstances beyond its
control, and the required Advance was otherwise made, the Trustee shall
not
terminate the Master Servicer. On or after the receipt by the Master Servicer
of
such notice, all authority and power of the Master Servicer under this
Agreement, whether with respect to the Certificates (other than as a Holder
thereof) or the Mortgage Loans or otherwise, shall pass to and be vested
in the
Trustee pursuant to and under this Section, and, without limitation, the
Trustee
is hereby authorized and empowered to execute and deliver, on behalf of
the
Master Servicer, as attorney-in-fact or otherwise, any and all documents
and
other instruments, and to do or accomplish all other acts or things necessary
or
appropriate to effect the purposes of such notice of termination, whether
to
complete the transfer and endorsement or assignment of the Mortgage Loans
and
related documents, or otherwise at the expense of the Master Servicer.
The
Master Servicer agrees to cooperate with (and pay any related costs and
expenses
of) the Trustee in effecting the termination of the Master Servicer's
responsibilities and rights hereunder, including, without limitation, the
transfer to the Trustee or the successor Master Servicer for administration
by
it of (i) the property and amounts which are then or should be part of
the Trust
Fund or which thereafter become part of the Trust Fund; (ii) originals
or copies
of all documents of the Master Servicer reasonably requested by the Trustee
to
enable it to assume the Master Servicer's duties thereunder; (iii) the
rights
and obligations of the Master Servicer under the Sub-Servicing Agreements
with
respect to the Mortgage Loans; and (iv) all cash amounts which shall at
the time
be deposited by the Master Servicer or should have been deposited to the
Custodial or the Certificate Account or thereafter be received with respect
to
the Mortgage Loans. The Trustee shall not be deemed to have breached any
obligation hereunder as a result of a failure to make or delay in making
any
distribution as and when required hereunder caused by the failure of the
Master
Servicer to remit any amounts received by it or to deliver any documents
held by
it with respect to the Mortgage Loans. For purposes of this Section 7.01,
the
Trustee shall not be deemed to have knowledge of an Event of Default unless
a
Responsible Officer of the Trustee has actual knowledge thereof or unless
notice
of any event which is in fact such an Event of Default is received by the
Trustee as provided in Section 11.05 and such notice references the
Certificates, the Trust Fund or this Agreement.
138
Section
7.02. Trustee
to Act; Appointment of Successor.
Within
90
days of the time the Master Servicer receives a notice of termination pursuant
to Section 7.01(i) - (vi), the Trustee or its appointed agent shall be
the
successor in all respects to the Master Servicer in its capacity as Master
Servicer under this Agreement and the transactions set forth or provided
for
herein and shall be subject thereafter to all the responsibilities, duties
and
liabilities relating thereto placed on the Master Servicer including the
obligation to make Advances which have been or will be required to be made
(except for the responsibilities, duties and liabilities contained in Section
2.03 and its obligations to deposit amounts in respect of losses pursuant
to
Section 3.12 and 4.01(i)) by the terms and provisions hereof; and provided
further, that any failure to perform such duties or responsibilities caused
by
the Master Servicer's failure to provide information required by Section
4.03
shall not be considered a default by the Trustee hereunder. As compensation
therefor, the Trustee shall be entitled to all funds relating to the Mortgage
Loans which the Master Servicer would have been entitled to charge to the
Custodial Account if the Master Servicer had continued to act hereunder.
If the
Trustee has become the successor to the Master Servicer in accordance with
Section 6.04 or Section 7.02, then notwithstanding the above, if the Trustee
shall be unwilling to so act, or shall be unable to so act, the Trustee
may
appoint, or petition a court of competent jurisdiction or appoint, any
established housing and home finance institution, which is also a Xxxxxx
Mae- or
Xxxxxxx Mac-approved mortgage servicing institution, having a net worth
of not
less than $10,000,000 as the successor to the Master Servicer hereunder
in the
assumption of all or any part of the responsibilities, duties or liabilities
of
the Master Servicer hereunder. Pending appointment of a successor to the
Master
Servicer hereunder, the Trustee shall act in such capacity as herein above
provided. 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 Master Servicer
hereunder. Each of the Sponsor, the Trustee and such successor shall take
such
action, consistent with this Agreement, as shall be necessary to effectuate
any
such succession. In no event shall the successor Master Servicer be liable
for
the acts or omissions of the predecessor Master Servicer.
In
connection with the termination or resignation of the Master Servicer hereunder,
either (i) the successor Master Servicer, including the Trustee if the
Trustee
is acting as successor Master Servicer, shall represent and warrant that
it is a
member of MERS in good standing and shall agree to comply in all material
respects with the rules and procedures of MERS in connection with the servicing
of the Mortgage Loans that are registered with MERS, in which case the
predecessor Master Servicer shall cooperate with the successor Master Servicer
in causing MERS to revise its records to reflect the transfer of servicing
to
the successor Master Servicer as necessary under MERS' rules and regulations,
or
(ii) the predecessor Master Servicer shall cooperate with the successor
Master
Servicer 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 Master Servicer. The
predecessor Master Servicer shall file or cause to be filed any such assignment
in the appropriate recording office. The predecessor Master Servicer shall
bear
any and all fees of MERS, costs of preparing any assignments of Mortgage,
and
fees and costs of filing any assignments of Mortgage that may be required
under
this Section 7.02. The successor Master 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.
139
Any
successor, including the Trustee, to the Master Servicer shall maintain
in force
during its term as master servicer hereunder policies and fidelity bonds
to the
same extent as the Master Servicer is so required pursuant to Section
3.18.
Notwithstanding
anything else herein to the contrary, in no event shall the Trustee be
liable
for any Master Servicing Fee or Sub-Servicing Fee or for any differential
in the
amount of the Master Servicing Fee or Sub-Servicing Fee paid hereunder
and the
amount necessary to induce any successor Master Servicer or Sub-Servicer,
as
applicable, to act as successor Master Servicer or Sub-Servicer, as applicable,
under this Agreement and the transactions set forth or provided for
herein.
Section
7.03. Notification
to Certificateholders.
(a) Upon
any
such termination or appointment of a successor to the Master Servicer,
the
Trustee shall give prompt notice thereof to Certificateholders, the Swap
Provider and to the Rating Agencies.
(b) Within
60
days after the occurrence of any Event of Default, the Trustee shall transmit
by
mail to all Holders of Certificates and the Swap Provider notice of each
such
Event of Default hereunder known to the Trustee, unless such Event of Default
shall have been cured or waived.
Section
7.04. Waiver
of
Events of Default.
The
Holders representing at least 51% of the Voting Rights of Certificates
affected
by a default or Event of Default hereunder, may waive such default or Event
of
Default (other than an Event of Default set forth in Section 7.01(vi));
provided,
however,
that
(a) a default or Event of Default under clause (i) of Section 7.01 may
be waived
only by all of the Holders of Certificates affected by such default or
Event of
Default and (b) no waiver pursuant to this Section 7.04 shall affect the
Holders
of Certificates in the manner set forth in the second paragraph of Section
11.01
or materially adversely affect any non-consenting Certificateholder. Upon
any
such waiver of a default or Event of Default by the Holders representing
the
requisite percentage of Voting Rights of Certificates affected by such
default
or Event of Default, such default or Event of Default shall cease to exist
and
shall be deemed to have been remedied for every purpose hereunder. No such
waiver shall extend to any subsequent or other default or Event of Default
or
impair any right consequent thereon except to the extent expressly so waived.
The Master Servicer shall give notice of any such waiver to the Rating
Agencies.
140
Section
7.05. List
of
Certificateholders.
Upon
written request of three or more Certificateholders of record, for purposes
of
communicating with other Certificateholders with respect to their rights
under
this Agreement, the Trustee will afford such Certificateholders access
during
business hours to the most recent list of Certificateholders held by the
Trustee.
141
ARTICLE
VIII
CONCERNING
THE TRUSTEE
Section
8.01. 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 which may have occurred, undertakes to
perform
such duties and only such duties as are specifically set forth in this
Agreement. If an Event of Default occurs, is continuing and has not been
waived,
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 man would exercise or use under the circumstances in the conduct
of his
own affairs. Any permissive right of the Trustee enumerated 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
which
are specifically required to be furnished pursuant to any provision of
this
Agreement, shall examine them in accordance with the requirements of this
Agreement. If any such instrument is found not to conform to the requirements
of
this Agreement in a material manner, the Trustee shall take such action
as it
deems appropriate to have the instrument corrected, and if the instrument
is not
corrected to the Trustee’s satisfaction, the Trustee will provide notice thereof
to the Certificateholders. Notwithstanding the foregoing, the Trustee shall
not
be responsible for the accuracy or content of any resolution, certificate,
statement, opinion, report, document, order or other instrument furnished
by the
Master Servicer hereunder or any Opinion of Counsel required
hereunder.
The
Trustee shall prepare and file or cause to be filed on behalf of the Trust
Fund
any tax return that is required with respect to REMIC 1, REMIC 2 and REMIC
3
pursuant to applicable federal, state or local tax laws.
The
Trustee covenants and agrees that it shall perform its obligations hereunder
in
a manner so as to maintain the status of REMIC 1, REMIC 2 and REMIC 3 under
the
REMIC Provisions and to prevent the imposition of any federal, state or
local
income, prohibited transaction, contribution or other tax on any of REMIC
1,
REMIC 2 or REMIC 3 to the extent that maintaining such status and avoiding
such
taxes are within the control of the Trustee and are reasonably within the
scope
of its duties under this Agreement.
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 willful misconduct; provided, however, that:
(i) Prior
to
the occurrence of an Event of Default, and after the curing or waiver of
all
such Events of Default which 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, in the absence of bad faith on the part of the Trustee, 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;
142
(ii) 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
proved that the Trustee was negligent in ascertaining the pertinent facts;
and
(iii) The
Trustee shall not be liable with respect to any action taken, suffered
or
omitted to be taken by it in good faith in accordance with the direction
of the
Holders of Certificates entitled to at least 25% of the Voting Rights relating
to the time, method and place of conducting any proceeding for any remedy
available to the Trustee, or exercising any trust or power conferred upon
the
Trustee, under this Agreement.
Section
8.02. Certain
Matters Affecting the Trustee.
Except
as
otherwise provided in Section 8.01:
(a) The
Trustee may conclusively rely upon and shall be fully protected in acting
or
refraining from acting in reliance upon any resolution, Officers’ Certificate,
certificate of auditors or any other certificate, statement, instrument,
opinion, report, notice, request, consent, order, appraisal, bond or other
paper
or document reasonably believed by it to be genuine and to have been signed
or
presented by the proper party or parties;
(b) The
Trustee may consult with counsel and any Opinion of Counsel shall be full
and
complete authorization and protection in respect of any action taken or
suffered
or omitted by it hereunder in good faith and in accordance
therewith;
(c) The
Trustee shall be under no obligation to exercise any of the trusts or powers
vested in it by this Agreement, other than its obligation to give notice
pursuant to this Agreement, or to institute, conduct or defend any litigation
hereunder or in relation hereto at the request, order or direction of any
of the
Certificateholders, pursuant to the provisions of this Agreement, unless
such
Certificateholders shall have offered to the Trustee security or indemnity
satisfactory to it against the costs, expenses and liabilities which may
be
incurred therein or thereby; nothing contained herein shall, however, relieve
the Trustee of the obligation, upon the occurrence of an Event of Default
of
which a Responsible Officer of the Trustee’s corporate trust department has
actual knowledge (which has not been waived or cured), to exercise such
of the
rights and powers vested in it by this Agreement, and to use the same degree
of
care and skill in their exercise as a prudent man would exercise or use
under
the circumstances in the conduct of his own affairs;
143
(d) The
Trustee shall not be liable for any action taken, suffered or omitted by
it in
good faith and believed by it to be authorized or within the discretion
or
rights or powers conferred upon it by this Agreement;
(e) Prior
to
the occurrence of an Event of Default hereunder and after the curing or
waiver
of all Events of Default which may have occurred, the Trustee shall not
be bound
to make any investigation into the facts or matters stated in any resolution,
certificate, statement, instrument, opinion, report, notice, request, consent,
order, approval, bond or other paper or document, unless requested in writing
to
do so by the Holders of Certificates entitled to at least 25% of the Voting
Rights; provided, however, that if the payment within a reasonable time
to the
Trustee of the costs, expenses or liabilities likely to be incurred by
it in the
making of such investigation is, in the opinion of the Trustee, reasonably
assured to the Trustee by the security afforded to it by the terms of this
Agreement reasonable expense of every such examination shall be paid by
the
Certificateholders requesting the investigation;
(f) The
Trustee may execute any of the trusts or powers hereunder or perform any
duties
hereunder either directly or by or through agents, nominees, custodians
or
attorneys appointed with due care, and shall not be responsible for any
willful
misconduct or negligence on the part of any agent, attorney, custodian
or
nominee so appointed;
(g) The
Trustee shall not be required to give any bond or surety with respect to
the
execution of the trust created hereby or the powers granted hereunder;
and
(h) Whenever
in the administration of the provisions of this Agreement the Trustee shall
deem
it necessary or desirable that a matter be proved or established prior
to taking
or suffering any action to be taken hereunder, such matter (unless other
evidence in respect thereof be herein specifically prescribed) may, in
the
absence of gross negligence or bad faith on the part of the Trustee, be
deemed
to be conclusively proved and established by a certificate signed and delivered
to the Trustee and such certificate, in the absence of gross negligence
or bad
faith on the part of the Trustee, shall be full warrant to the Trustee
for any
action taken, suffered or omitted by it under the provisions of this Agreement
upon the faith thereof.
The
Trustee shall have no obligation to invest and reinvest any cash held in
the
absence of timely and specific written investment direction from the Master
Servicer. In no event shall the Trustee be liable for the selection of
investments or for investment losses incurred thereon. The Trustee shall
have no
liability in respect of losses incurred as a result of the liquidation
of any
investment incurred as a result of the liquidation of any investment prior
to
its stated maturity or the failure of the Master Servicer to provide timely
written investment direction.
In
order
to comply with the laws, rules, regulations and executive orders in effect
from
time to time applicable to banking institutions, including those relating
to the
funding of terrorist activities and money laundering (“Lending Laws”), the
Trustee is required to obtain, verify and record certain information relating
to
individuals and entities which maintain a business relationship with the
Trustee. Accordingly, each of the parties agrees to provide to the Trustee
upon
its request from time to time such identifying information and documentation
as
may be available for such party in order to enable the Trustee to comply
with
the Lending Laws.
144
Section
8.03. Trustee
Not Liable for Certificates or Mortgage Loans.
The
recitals contained herein and in the Certificates (other than the signature
of
the Trustee, the authentication of the Trustee on the Certificates, the
acknowledgments of the Trustee contained in Article II) shall be taken
as the
statements of the Depositor and the Trustee assumes no responsibility for
their
correctness. The Trustee makes no representations or warranties as to the
validity or sufficiency of this Agreement or of the Certificates (other
than the
signature and authentication of the Trustee on the Certificates) or of
any
Mortgage Loan or related document, or of MERS or the MERS® System. The Trustee
shall not be accountable for the use or application by the Depositor of
any of
the Certificates or of the proceeds of such Certificates, or for the use
or
application of any funds paid to the Depositor or the Master Servicer in
respect
of the Mortgage Loans or deposited in or withdrawn from the Custodial Account
by
the Master Servicer.
Section
8.04. Trustee
May Own Certificates.
The
Trustee in its individual or any other capacity (other than as Trustee
hereunder) may become the owner or pledgee of Certificates with the same
rights
it would have if it were not Trustee and may otherwise deal with the parties
hereto.
Section
8.05. Trustee’s
Fees.
On
each
Distribution Date, the Trustee shall be entitled to withdraw from the
Certificate Account as compensation hereunder any amounts earned on funds
in the
Certificate Account. Such compensation (which shall not be limited by any
provision of law in regard to the compensation of a trustee of an express
trust)
shall be paid for all services rendered by it in the execution of the trusts
hereby created and in the exercise and performance of any of the powers
and
duties hereunder or of the Trustee. Except as otherwise provided in this
Agreement, the Trustee and any director, officer, employee or agent of
the
Trustee shall be indemnified and held harmless by the Trust Fund against
any
claim, loss, liability, fee or expense incurred in connection with any
Event of
Default, any breach of this Agreement or any claim or legal action (including
any pending or threatened claim or legal action), relating to the acceptance
or
administration of its trusts hereunder or the Trustee’s performance under the
Certificates, other than any claim, loss, liability or expense (i) sustained
in
connection with this Agreement related to the willful misfeasance, bad
faith or
negligence of the Master Servicer in the performance of its duties hereunder
or
(ii) incurred in connection with a breach constituting willful misfeasance,
bad
faith or negligence of the Trustee in the performance of its duties hereunder
or
by reason of reckless disregard of its obligations and duties
hereunder.
The
Master Servicer shall indemnify the Trustee and any director, officer,
employee
or agent of the Trustee against any such claim or legal action (including any
pending or threatened claim or legal action), loss, liability, fee or expense
that may be sustained in connection with this Agreement related to the
willful
misfeasance, bad faith, or negligence in the performance of the Master
Servicer's duties hereunder.
145
The
provisions of this Section 8.05 shall survive the resignation or removal
of the
Trustee or the termination of this Agreement.
Section
8.06. Eligibility
Requirements for Trustee.
The
Trustee hereunder shall at all times be a corporation or a national banking
association organized and doing business under the laws of any state or
the
United States of America or the District of Columbia, authorized under
such laws
to exercise corporate trust powers, having a combined capital and surplus
of at
least $50,000,000 and subject to supervision or examination by federal
or state
authority. In addition, the Trustee shall at all times be acceptable to
the
Rating Agency rating the Certificates. If such corporation 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 the combined capital and surplus of such corporation 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, the Trustee
shall
resign immediately in the manner and with the effect specified in Section
8.07.
The corporation or national banking association serving as Trustee may
have
normal banking and trust relationships with the Sponsor and their affiliates
or
the Master Servicer and its affiliates; provided,
however,
that
such corporation cannot be an affiliate of the Master Servicer other than
the
Trustee in its role as successor to the Master Servicer.
Section
8.07. Resignation
and Removal of the Trustee.
The
Trustee may at any time resign and be discharged from the trusts hereby
created
by giving written notice thereof to the Master Servicer; with a copy to
the
Rating Agencies and the Swap Provider; provided,
that
such resignation shall not be effective until successor trustee is appointed
and
accepts appointment in accordance with the following provisions; provided,
however,
that
the resigning trustee shall not resign and be discharged from the trusts
hereby
created until such time as the Rating Agency rating the Certificates approves
the successor trustee. Upon receiving such notice of resignation, the Master
Servicer shall promptly appoint successor trustee who meets the eligibility
requirements of Section 8.06 by written instrument, in triplicate, one
copy of
which instrument shall be delivered to the resigning trustee and to the
successor trustee. If no successor trustee shall have been so appointed
and have
accepted appointment within 30 days after the giving of such notice of
resignation, the resigning trustee may petition any court of competent
jurisdiction for the appointment of a successor trustee.
If
at any
time the Trustee shall cease to be eligible in accordance with the provisions
of
Section 8.06 and shall fail to resign after written request therefor by
the
Master Servicer, or if at any time the Trustee shall become incapable of
acting,
or shall be adjudged bankrupt or insolvent, or a receiver of the Trustee
or of
its property shall be appointed, or any public officer shall take charge
or
control of the Trustee or of its property or affairs for the purpose of
rehabilitation, conservation or liquidation, the Master Servicer may remove
the
Trustee and appoint successor trustee who meets the eligibility requirements
of
Section 8.06 by written instrument, in triplicate, which instrument shall
be
delivered to the Trustee so removed and to the successor trustee.
146
Any
resignation or removal of the Trustee and appointment of a successor trustee
pursuant to any of the provisions of this Section shall not become effective
until acceptance of appointment by the successor trustee as provided in
Section
8.08.
Section
8.08. Successor
Trustee.
Any
successor trustee appointed as provided in Section 8.07 shall execute,
acknowledge and deliver to the Master Servicer 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 predecessor trustee
shall after payment of its outstanding fees and expenses, promptly deliver
to
the successor trustee all assets and records of the Trust Fund held by
it
hereunder, and the Master Servicer and the predecessor trustee shall execute
and
deliver all 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
unless at
the time of such acceptance such successor trustee shall be eligible under
the
provisions of Section 8.06.
Upon
acceptance of appointment by successor trustee as provided in this Section,
the
Master Servicer 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 Master Servicer 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 Master
Servicer.
Section
8.09. Merger
or
Consolidation of Trustee.
Any
state
bank or trust company or corporation or national banking association into
which
the Trustee may be merged or converted or with which it may be consolidated
or
any state bank or trust company or national banking association resulting
from
any merger, conversion or consolidation to which the Trustee shall be a
party,
or any state bank or trust company or corporation or national banking
association succeeding to all or substantially all of the corporate trust
business of the Trustee, shall be the successor of the Trustee hereunder,
provided such state bank or trust company or corporation or national banking
association shall be eligible under the provisions of Section 8.06 without
the
execution or filing of any paper or any further act on the part of any
of the
parties hereto, anything herein to the contrary notwithstanding.
147
Section
8.10. Appointment
of Co-Trustee or Separate Trustee.
Notwithstanding
any other provisions hereof, at any time, for the purpose of meeting any
legal
requirements of any jurisdiction in which any part of the Trust Fund or
property
securing the same may at the time be located, the Master Servicer and the
Trustee acting jointly shall have the power and shall execute and deliver
all
instruments to appoint one or more Persons approved by the Trustee to act
as
co-trustee or co-trustees, jointly with the Trustee or separate trustee
or
separate trustees, of all or any part of the Trust Fund, and to vest in
such
Person or Persons, in such capacity, such title to the Trust Fund, or any
part
thereof, and, subject to the other provisions of this Section 8.10, such
powers,
duties, obligations, rights and trusts as the Master Servicer and the Trustee
may consider necessary or desirable. If the Master Servicer shall not have
joined in such appointment within 15 days after the receipt by it of a
request
so to do, or in case an Event of Default shall have occurred and be continuing,
the Trustee alone shall have the power to make such appointment without
the
Master Servicer. No co-trustee or separate trustee hereunder shall be required
to meet the terms of eligibility as successor trustee under Section 8.06
hereunder and no notice to Holders of Certificates of the appointment of
co-trustee(s) or separate trustee(s) shall be required under Section 8.08
hereof.
In
the
case of any appointment of a co-trustee or separate trustee pursuant to
this
Section 8.10, all rights, powers, duties and obligations conferred or imposed
upon the Trustee and required to be conferred or such co-trustee shall
be
conferred or imposed upon and exercised or performed by the Trustee and
such
separate trustee or co-trustee jointly, except to the extent that under
any law
of any jurisdiction in which any particular act or acts are to be performed
(whether as Trustee hereunder or as successor to the Master Servicer hereunder),
the Trustee shall be incompetent or unqualified to perform such act or
acts, in
which event such rights, powers, duties and obligations (including the
holding
of title to the Trust Fund or any portion thereof in any such jurisdiction)
shall be exercised and performed by such separate trustee or co-trustee
at the
direction of the Trustee.
Any
notice, request or other writing given to the Trustee shall be deemed to
have
been given to each of the then separate trustees and co-trustees, as effectively
as if given to each of them. Every instrument appointing any separate trustee
or
co-trustee shall refer to this Agreement and the conditions of this Article
VIII. Each separate trustee and co-trustee, upon its acceptance of the
trusts
conferred, shall be vested with the estates or property specified in its
instrument of appointment, either jointly with the Trustee or separately,
as may
be provided therein, subject to all the provisions of this Agreement,
specifically including every provision of this Agreement relating to the
conduct
of, affecting the liability of, or affording protection to, the Trustee.
Every
such instrument shall be filed with the Trustee.
148
Any
separate trustee or co-trustee may, at any time, constitute the Trustee
its
agent or attorney-in-fact, with full power and authority, to the extent
not
prohibited by law, to do any lawful act under or in respect of this Agreement
on
its behalf and in its name. If any separate trustee or co-trustee shall
die,
become incapable of acting, resign or be removed, all of its estates,
properties, rights, remedies and trusts shall vest in and be exercised
by the
Trustee to the extent permitted by law, without the appointment of a new
or
successor trustee.
149
ARTICLE
IX
TERMINATION
Section
9.01. Termination
Upon Repurchase or Liquidation of All Mortgage Loans or upon Purchase of
Certificates.
(a) Subject
to Section 9.03, the respective obligations and responsibilities of the
Depositor, the Master Servicer and the Trustee created hereby (other than
the
obligations of the Master Servicer to the Trustee pursuant to Section 8.05
and
of the Master Servicer to provide for and the Trustee to make payments
to
Certificateholders as hereafter set forth) shall terminate upon payment
to the
Certificateholders of all amounts held by or on behalf of the Trustee and
required to be paid to them hereunder following the earlier to occur of
(i) the
repurchase by the Master Servicer or its designee of all Mortgage Loans
and each
REO Property in respect thereof remaining in the Trust Fund at a price
in cash
equal to (a) 100% of the unpaid principal balance of each Mortgage Loan
(other
than one as to which a REO Property was acquired) on the day of repurchase
together with accrued interest on such unpaid principal balance at the
Net
Mortgage Rate to the first day of the month in which the proceeds of such
repurchase are to be distributed, plus (b) the appraised value of any REO
Property (but not more than the unpaid principal balance of the related
Mortgage
Loan, together with accrued interest on that balance at the Net Mortgage
Rate to
the first day of the month such repurchase price is distributed), less
the good
faith estimate of the Master Servicer of liquidation expenses to be incurred
in
connection with its disposal thereof, such appraisal to be conducted by
an
appraiser mutually agreed upon by the Master Servicer and the Trustee at
the
expense of the Master Servicer, plus (c) any Swap Termination Payment (which
shall include any Net Swap Payment payable for the final Distribution Date)
payable to the Swap Provider pursuant to the Interest Rate Swap Agreement
which
remains unpaid or which is due to the exercise of such option (a “Swap Optional
Termination Payment”) and (ii) the final payment or other liquidation (or any
Advance with respect thereto) of the last Mortgage Loan remaining in the
Trust
Fund (or the disposition of all REO Property in respect thereof); provided,
however,
that in
no event shall the trust created hereby continue beyond the earlier of
(i) the
Distribution Date occurring in November 2036 (ii) the expiration of 21
years
from the death of the last survivor of the descendants of Xxxxxx X. Xxxxxxx,
the
late ambassador of the United States to the Court of St. Xxxxx, living
on the
date hereof and (iii) the “latest possible maturity date” specified in the
Preliminary Statements with respect to the related Regular Interests and
Certificates, and provided further,
that
the purchase price set forth above shall be increased as is necessary,
as
determined by the Master Servicer, to avoid disqualification of any of
REMIC 1,
REMIC 2 or REMIC 3 as a REMIC. In the case of any repurchase by the Master
Servicer pursuant to clause (i), the Master Servicer shall exercise reasonable
efforts to cooperate fully with the Trustee in effecting such repurchase
and the
transfer of the Mortgage Loans and related Mortgage Files and related records
to
the Master Servicer.
150
The
right
of the Master Servicer or its designee to repurchase all Mortgage Loans
pursuant
to (i) above shall be conditioned upon the Aggregate Stated Principal Balance
of
such Mortgage Loans at the time of any such repurchase aggregating to an
amount
equal to or less than 10% of the Cut-off Date Balance. If such right is
exercised, the Master Servicer upon such repurchase shall provide to the
Trustee, notice of such exercise prior to the Determination Date in the
month
preceding the month of purchase and the certification required by Section
3.16.
In
the
case of a repurchase of Mortgage Loans and REO Property pursuant to clause
(a)(i) above, only an amount equal to the repurchase price specified in
such
clause (a)(i) above for such Mortgage Loans and REO Property, less any
Swap
Optional Termination Payment, shall be made available for distribution
to the
Regular Certificates and Class IO Interests. The Swap Optional Termination
Payment shall be withdrawn by the Trustee from the Certificate Account
and
remitted to the Supplemental Interest Trust to be paid in accordance with
Section 4.09(ii). 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.
(b) The
Master Servicer has the right to repurchase all of the Mortgage Loans and
related REO Properties pursuant to clause (i) of Section 9.01(a), conditioned
upon the Aggregate Stated Principal Balance of such Mortgage Loans at the
time
of any such repurchase aggregating to an amount equal to or less than 10%
of the
Cut-off Date Balance. If the Master Servicer elects to terminate the Trust
pursuant to this Section 9.01 (such termination, an “Optional Termination”), the
Master Servicer shall, at least 20 days prior to the last date on which
notice
of such Optional Termination is required to be mailed to the Certificateholders
pursuant to 9.01(f), notify in writing (which may be done in electronic
format)
the Depositor, the Master Servicer, the Trustee and the Swap Provider of
the
final Distribution Date on which the Master Servicer intends to terminate
the
Trust Fund.
(c) In
connection with any Optional Termination, four Business Days prior to the
final
Distribution Date specified in the notice required pursuant to Section
9.01(f),
the Master Servicer shall, no later than 4:00 pm New York City time on
such day,
request in writing (in accordance with the applicable provision of the
Interest
Rate Swap Agreement) and by phone from the Swap Provider the amount of
the
Estimated Swap Termination Payment. The Swap Provider 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 Master Servicer
of the amount of the Estimated Swap Termination Payment.
(d) Two
Business Days prior to the final Distribution Date specified in the notice
required pursuant to Section 9.01(f), (i) the Master Servicer 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 purchase price (other than
the Swap
Optional Termination Payment) and the Estimated Swap Termination Payment,
and
(ii) if Trustee is notified in writing that the aggregate Stated Principal
Balance of all of the Mortgage Loans in the Trust Fund as of the related
Determination Date is not more than 10% of the aggregate Cut-off Date Balance
of
all of the Mortgage Loans, and the requirements of the Optional Termination
set
forth in this Section 9.01 and Section 9.03 have been met, including the
deposit
required pursuant to the immediately preceding clause (i) then the Trustee
shall, on the same Business Day, provide written notice to the Depositor,
the
Master Servicer, the Trustee on behalf of the Supplemental Interest Trust
and
the Swap Provider confirming (in accordance with the applicable provisions
of
the Interest Rate Swap Agreement) its receipt of the purchase price (other
than
the Swap Optional Termination Payment) and the Estimated Swap Termination
Payment. Upon the Trustee’s providing the notice described in the preceding
sentence, the Optional Termination shall become irrevocable, the notice
to the
related Certificateholders of such Optional Termination provided pursuant
to the
second paragraph of Section 9.01(f) shall become unrescindable, the Swap
Provider shall determine the Swap Optional Termination Payment in accordance
with the Interest Rate Swap Agreement, and the Swap Provider 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 Section 9.01(f) and in the
event
the Trustee fails to provide the notice described in the preceding sentence,
any
notice provided under Section 9.01(f) shall be deemed rescinded.
151
(e) In
connection with any Optional Termination, only an amount equal to the 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 Distribution Account by the Master Servicer shall be
withdrawn by the Trustee from the Distribution Account on the related final
Distribution Date (prior to the distribution of any amounts pursuant to
Section
9.01(f)) and distributed as follows: (i) to the Supplemental Interest Trust
for
payment to the Swap Provider in accordance with Section 4.09(ii), as applicable,
an amount equal to the Swap Optional Termination Amount calculated pursuant
to
the Interest Rate Swap Agreement, provided that in no event shall the amount
distributed to the Swap Provider in respect of the Swap Optional Termination
Amount exceed the Estimated Swap Termination Payment, and (ii) to the Master
Servicer 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.
(f) Written
notice of any termination, specifying the Distribution Date upon which
the
Certificateholders may surrender their Certificates to the Trustee for
payment
of the final distribution and cancellation, shall be given promptly by
the
Trustee by letter to the Certificateholders and the Swap Provider mailed
(a) in
the event such notice is given in connection with the Master Servicer's
election
to repurchase, not earlier than the 15th day and not later than the 25th
day of
the month next preceding the month of such final distribution or (b) otherwise
during the month of such final distribution on or before the 15th day of
the
month (or if such 15th day is not a Business Day, on the Business Day
immediately preceding such 15th day) in such month, in each case specifying
(i)
the Distribution Date upon which final payment of such Certificates will
be made
upon presentation and surrender of Certificates at the office of the Trustee
therein designated, (ii) the amount of any such final payment and (iii)
that the
Record Date otherwise applicable to such Distribution Date is not applicable,
payments being made only upon presentation and surrender of such Certificates
at
the office of the Trustee therein specified. In the event such notice is
given
in connection with the Master Servicer or its designee's election to repurchase,
the Master Servicer or its designee shall deliver to the Trustee for deposit
in
the Certificate Account on the day which is two Business Days immediately
preceding the Distribution Date specified in such notice an amount equal
to the
above-described repurchase price payable out of its own funds. Upon presentation
and surrender of the Certificates by the Certificateholders, the Trustee
shall
first, pay itself its fee for such Distribution Date (as described in Section
8.05 ) and any other amounts owing to the Trustee under this Agreement,
and
second, distribute to such Certificateholders (i) the amount otherwise
distributable on such Distribution Date, if not in connection with the
Master
Servicer's election to repurchase, or (ii) if the Master Servicer elected
to so
repurchase, an amount determined as follows: with respect to each Regular
Certificate, the outstanding Certificate Principal Balance thereof, plus
with
respect to each Regular Certificate (other than the Class P Certificates)
and
the Class IO Interest, one month's interest thereon at the applicable
Pass-Through Rate, or otherwise distributable thereto, and any Unpaid Interest
Shortfall Amount, plus with respect to each Subordinate Certificate, any
unpaid
Allocated Realized Loss Amount; with respect to the Class R Certificates,
the
Percentage Interest evidenced thereby multiplied by the difference, if
any,
between the above described repurchase price (as adjusted in accordance
with the
preceding paragraph) and the aggregate amount to be distributed to the
Holders
of the Regular Certificates and the Class IO Interest, subject to the priorities
set forth in Section 4.01. Upon certification to the Trustee by a Servicing
Officer, following such final deposit, the Trustee shall promptly release
the
Mortgage Files as directed by the Master Servicer for the remaining Mortgage
Loans, and the Trustee shall execute all assignments, endorsements and
other
instruments required by the Master Servicer as being necessary to effectuate
such transfer.
152
In
the
event that all of the Certificateholders shall not surrender their Certificates
for cancellation within six months after the time specified in the
above-mentioned notice, the Trustee shall give a second notice to the remaining
Certificateholders to surrender their Certificates for cancellation and
receive
the final distribution with respect thereto. If within six months after
the
second notice all of the Certificates shall not have been surrendered for
cancellation, the Trustee shall take reasonable steps as directed by the
Depositor in writing, or appoint an agent to take reasonable 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 hereto. If within nine months after the second notice all the
Certificates shall not have been surrendered for cancellation, the Class
R
Certificateholders shall be entitled to all unclaimed funds and other assets
which remain subject hereto.
Section
9.02. Termination
of REMIC 3 and Retirement of Class R Certificates.
REMIC
3
shall be terminated on the earlier of (i) the date on which the last
distribution due on each of the REMIC 3 Regular Interests and Class R
Certificates (in respect of the Class R-3 Interest) is made and (ii) the
date on
which it is terminated pursuant to an optional repurchase of all of the
Mortgage
Loans in accordance with Section 9.03.
Notwithstanding anything to the contrary herein, the Class R Certificates
will
not be retired until the retirement of all the other Certificates.
153
Section
9.03. Additional
Termination Requirements.
(a) In
the
event the Master Servicer repurchases the Mortgage Loans or REO Property
as
provided in Section 9.01, the Trust Fund shall be terminated in accordance
with
the following additional requirements, unless the Master Servicer, at its
own
expense, obtains for the Trustee an Opinion of Counsel (which shall be
provided
to the Trustee at least two Business Days prior to the related Distribution
Date) to the effect that the failure of the Trust Fund to comply with the
requirements of this Section 9.03 will not (i) result in the imposition
on the
Trust of taxes on “prohibited transactions,” as described in Section 860F of the
Code, or (ii) cause either REMIC 1, REMIC 2 or REMIC 3 to fail to qualify
as a
REMIC at any time that any Certificate is outstanding:
(i) The
Master Servicer shall establish a 90-day liquidation period and notify
the
Trustee in writing thereof, and the Trustee shall in turn specify the first
day
of such period in a statement attached to the Tax Return for each of REMIC
1,
REMIC 2 and REMIC 3 pursuant to Treasury Regulation Section 1.860F-1. The
Master
Servicer and the Trustee also shall satisfy all of the requirements of
a
qualified liquidation for REMIC 1, REMIC 2 and REMIC 3 under Section 860F
of the
Code and regulations thereunder, as evidenced by an Opinion of Counsel
obtained
at the expense of the Master Servicer, as applicable;
(ii) During
such 90-day liquidation period, and at or prior to the time of making the
final
payment on the Certificates, the Trustee shall sell all of the assets of
REMIC 1
for cash; and
(iii) At
the
time of the making of the final payment on the Certificates, the Trustee
shall
distribute or credit, or cause to be distributed or credited, to the Holders
of
the Class R Certificates, all cash on hand (other than cash retained to
meet
claims), and REMIC 1 shall terminate at that time.
(b) By
their
acceptance of the Certificates, the Holders thereof hereby authorize the
adoption of a 90-day liquidation period and the adoption of a plan of complete
liquidation for the REMICs, which authorization shall be binding upon all
successor Certificateholders.
(c) The
Trustee as agent for each REMIC hereby agrees to adopt and sign the related
plan
of complete liquidation meeting the requirements for a qualified liquidation
under Section 860F of the Code and any regulations thereunder upon the
written
request of the Master Servicer and the receipt of the Opinion of Counsel
referred to in clause (a)(i) above and to take such other action in connection
therewith as may be reasonably requested by the Master Servicer.
154
ARTICLE
X
REMIC
PROVISIONS
Section
10.01. REMIC
Administration.
(a) The
Trustee shall make an election to treat the Trust Fund as three REMICs
under the
Code and, if necessary, under applicable state law. Each such election
will be
made on Form 1066 or other appropriate federal tax or information return
(including Form 8811) or any appropriate state return for the taxable year
ending on the last day of the calendar year in which the Certificates are
issued. For the purposes of the REMIC elections in respect of the Trust
Fund,
(i) the Class R-1 Interest will constitute the sole class of Residual Interests
in REMIC 1, the REMIC 1 Regular Interests shall be designated as the Regular
Interests in REMIC 1 (ii) the Class R-2 Interest will constitute the sole
class
of Residual Interests in REMIC 2, the REMIC 2 Regular Interests shall be
designated as the Regular Interests in REMIC 2, and (iii) the Class R-3
Interest
will constitute the sole class of Residual Interests in REMIC 3, and the
REMIC 3
Regular Interests shall be designated as the Regular Interests in REMIC
3. The
Master Servicer and the Trustee shall not permit the creation of any “interests”
(within the meaning of Section 860G of the Code) in REMIC 1, REMIC 2 or
REMIC 3
other than the REMIC 1 Regular Interests, REMIC 2 Regular Interests, REMIC
3
Regular Interests, the Class R-1 Interest, the Class R-2 Interest and the
Class
R-3 Interest. The Trustee will apply for an Employee Identification Number
from
the Internal Revenue Service via Form SS-4 or any other acceptable method
for
each of REMIC 1, REMIC 2 and REMIC 3.
(b) The
Closing Date is hereby designated as the “startup day” of the Trust Fund within
the meaning of Section 860G(a)(9) of the Code.
(c) The
Trustee shall pay out of its own funds, without any right of reimbursement,
any
and all expenses relating to any tax audit of the REMICs (including, but
not
limited to, any professional fees or any administrative or judicial proceedings
with respect to the REMICs that involve the Internal Revenue Service or
state
tax authorities), other than the expense of obtaining any tax-related Opinion
of
Counsel except as specified herein. The Trustee, as agent for the REMICs'
Tax
Matters Person, shall (i) act on behalf of the REMICs in relation to any
tax
matter or controversy involving the Trust Fund and (ii) represent the Trust
Fund
in any administrative or judicial proceeding relating to an examination
or audit
by any governmental taxing authority with respect thereto.
(d) The
Trustee shall prepare, sign and file all of the Tax Returns (including
Form
8811, which must be filed within 30 days of the Closing Date) in respect
of the
REMICs created hereunder. The expenses of preparing and filing such returns
shall be borne by the Trustee without any right of reimbursement therefor.
The
Master Servicer shall provide on a timely basis to the Trustee or its designee
such information with respect to the assets of the REMICs as is in its
possession and reasonably required by the Trustee to enable it to perform
its
obligations under this Article X.
155
(e) The
Trustee shall perform on behalf of the REMICs all reporting and other tax
compliance duties that are the responsibility of the REMICs under the Code,
the
REMIC Provisions or other compliance guidance issued by the Internal Revenue
Service or any state or local taxing authority. Among its other duties,
as
required by the Code, the REMIC Provisions or other such compliance guidance,
the Trustee shall provide (i) to any Transferor of a Class R Certificate
such
information as is necessary for the application of any tax relating to
the
transfer of a Class R Certificate to any Person who is not a Permitted
Transferee, (ii) to the Certificateholders such information or reports
as are
required by the Code or the REMIC Provisions including reports relating
to
interest, original issue discount and market discount or premium (using
the
Prepayment Assumption as required) and (iii) to the Internal Revenue Service
the
name, title, address and telephone number of the Person who will serve
as the
representative of the REMICs. The Master Servicer shall provide on a timely
basis to the Trustee such information with respect to the assets of the
REMICs,
including, without limitation, the Mortgage Loans, as is in its possession
and
reasonably required by the Trustee to enable it to perform its obligations
under
this subsection. In addition, 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 reasonably determines to be relevant
for
tax purposes as to the valuations and issue prices of the Certificates,
including, without limitation, the price, yield, Prepayment Assumption
and
projected cash flow of the Certificates.
(f) The
Trustee shall take such action and shall cause the REMICs created hereunder
to
take such action as shall be necessary to create or maintain the status
thereof
as REMICs under the REMIC Provisions (and the Master Servicer shall assist
it,
to the extent reasonably requested by it). The Trustee shall not take any
action
or cause the Trust Fund 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 the REMIC 1, REMIC
2 or
REMIC 3 as REMICs or (ii) result in the imposition of a tax upon the REMICs
(including but not limited to the tax on prohibited transactions as defined
in
Section 860F(a)(2) of the Code and the tax on contributions to a REMIC
set forth
in Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”)
unless the Trustee has received an Opinion of Counsel, addressed to the
Trustee
(at the expense of the party seeking to take or not take such action, but
in no
event at the expense of the Trustee) to the effect that the contemplated
action
or omission will not, with respect to the REMICs created hereunder, endanger
such status or result in the imposition of such a tax; nor shall the Master
Servicer take, or fail to take, any action (whether or not authorized hereunder)
as to which the Trustee has advised it in writing that it has received
an
Opinion of Counsel to the effect that an Adverse REMIC Event could occur
with
respect to the taking, or omission of, such action. In addition, prior
to
taking, or failing to take, any action with respect to the REMICs or the
assets
of the REMICs, or causing, or failing to cause, the REMICs to take any
action,
which is not contemplated under the terms of this Agreement, the Master
Servicer
will consult with the Trustee or its designee, in writing, with respect
to
whether the taking, or omission of, such action could cause an Adverse
REMIC
Event to occur with respect to any REMIC, and the Master Servicer shall
not
take, or fail to take, any such action, or cause, or fail to cause, any
REMIC to
take, any such action as to which the Trustee has advised it in writing
that an
Adverse REMIC Event could occur. The Trustee may consult with counsel to
provide
such written advice, and the cost of same shall be borne by the party seeking
to
take or not take the action other than as permitted by this Agreement,
but in no
event shall such cost be an expense of the Trustee. At all times as may
be
required by the Code, the Trustee will ensure that substantially all of
the
assets of the REMICs created hereunder will consist of “qualified mortgages” as
defined in Section 860G(a)(3) of the Code and “permitted investments” as defined
in Section 860G(a)(5) of the Code.
156
(g) In
the
event that any tax is imposed on “prohibited transactions” of any REMIC created
hereunder as defined in Section 860F(a)(2) of the Code, on the “net income from
foreclosure property” of any REMIC as defined in Section 860G(c) of the Code, on
any contributions to any REMIC after the Startup Day therefor pursuant
to
Section 860G(d) of the Code, or any other tax is imposed by the Code or
any
applicable provisions of state or local tax laws, such tax shall be charged
(i)
to the Trustee pursuant to Section 10.03 hereof, if such tax arises out
of or
results from a breach by the Trustee of any of its obligations under this
Article X, (ii) to the Master Servicer pursuant to Section 10.03 hereof,
if such
tax arises out of or results from a breach by the Master Servicer of any
of its
obligations under Article III or this Article X or otherwise, (iii) to
the
Master Servicer as provided in Section 3.05 and (iv) against amounts on
deposit
in the Certificate Account and shall be paid by withdrawal therefrom to
the
extent not required to be paid by the Master Servicer or the Trustee pursuant
to
another provision of this Agreement.
(h) On
or
before April 15 of each calendar year, commencing April 15, 2008, the Trustee
shall deliver to the Master Servicer and the Rating Agency a Certificate
from a
Responsible Officer of the Trustee stating the Trustee’s compliance with this
Article X.
(i) The
Trustee shall, for federal income tax purposes, maintain books and records
with
respect to the REMICs on a calendar year and on an accrual basis.
(j) Following
the Startup Day, the Trustee shall not accept any contributions of assets
to the
REMICs other than in connection with any Qualified Substitute Mortgage
Loan
delivered in accordance with Section 2.04 unless it shall have received
an
Opinion of Counsel to the effect that the inclusion of such assets in the
REMICs
will not cause REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as REMICs
at any
time that any Certificates are outstanding or subject any of REMIC 1, REMIC
2 or
REMIC 3 to any tax under the REMIC Provisions or other applicable provisions
of
federal, state and local law or ordinances.
(k) Neither
the Trustee nor the Master Servicer shall enter into any arrangement under
which
the REMICs will receive a fee or other compensation for services nor permit
the
REMICs 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.
157
Section
10.02. Prohibited
Transactions and Activities.
None
of
the Depositor, the Master Servicer or the Trustee shall (except as otherwise
expressly permitted under the terms of this Agreement) (1) sell, dispose
of, or
substitute any property for any of, the Mortgage Loans (except in connection
with (i) the foreclosure of a Mortgage Loan, including but not limited
to, the
acquisition or sale of a Mortgaged Property acquired by deed in lieu of
foreclosure, (ii) the bankruptcy of the Trust Fund, (iii) the termination
of
REMIC 1, REMIC 2 or REMIC 3 pursuant to Article IX of this Agreement, (iv)
a
substitution pursuant to Article II of this Agreement or (v) a purchase
of
defective or defaulted Mortgage Loans pursuant to Article II or III of
this
Agreement), (2) acquire any assets for the Trust Fund (other than REO Property
acquired in respect of a defaulted Mortgage Loan), (3) sell or dispose
of any
investments in the Custodial Account or the Certificate Account for gain,
(4)
accept any contributions to the REMICs after the Closing Date (other than
a
Qualified Substitute Mortgage Loan delivered in accordance with Section
2.04),
in each case, unless it has received an Opinion of Counsel, addressed to
the
Trustee (at the expense of the party seeking to cause such sale, disposition,
substitution, acquisition or contribution, but in no event at the expense
of the
Trustee) that such sale, disposition, substitution, acquisition or contribution
will not (a) affect adversely the status of REMIC 1, REMIC 2 or REMIC 3
as
REMICs or (b) cause the Trust Fund to be subject to a tax on “prohibited
transactions” or “contributions” pursuant to the REMIC Provisions.
Section
10.03. Master
Servicer and Trustee Indemnification.
(a) The
Trustee agrees to indemnify the Trust Fund, the Depositor, and the Master
Servicer for any taxes and costs including, without limitation, any reasonable
attorneys' fees imposed on or incurred by the Trust Fund, the Depositor
or the
Master Servicer, as a result of a breach of the Trustee’s covenants set forth in
this Article X.
(b) The
Master Servicer agrees to indemnify the Trust Fund, the Depositor and the
Trustee for any taxes and costs including, without limitation, any reasonable
attorneys' fees imposed on or incurred by the Trust Fund, the Depositor
or the
Trustee, as a result of a breach of the Master Servicer's covenants set
forth in
Article III or this Article X, in each case with respect to compliance
with the
REMIC Provisions.
158
ARTICLE
XI
MISCELLANEOUS
PROVISIONS
Section
11.01. Amendment.
This
Agreement may be amended from time to time by the Depositor, the Master
Servicer
and the Trustee and without the consent of any of the Certificateholders
or the
Swap Provider, (i) to cure any ambiguity, (ii) to correct or supplement
any
provisions herein which may be defective or inconsistent with any other
provisions herein or to correct any error, (iii) to amend this Agreement
in any
respect subject to the provisions in clauses (A) and (B) below, or (iv)
if such
amendment, as evidenced by an Opinion of Counsel (provided by the Person
requesting such amendment) delivered to the Trustee, is reasonably necessary
to
comply with any requirements imposed by the Code or any successor or amendatory
statute or any temporary or final regulation, revenue ruling, revenue procedure
or other written official announcement or interpretation relating to federal
income tax laws or any proposed such action which, if made effective, would
apply retroactively to the Trust Fund at least from the effective date
of such
amendment; provided
that
such action (except any amendment described in (iv) above) shall not adversely
affect in any material respect the interests of any Certificateholder (other
than Certificateholders who shall consent to such amendment) and the Swap
Provider, as evidenced by (A) an Opinion of Counsel (provided by the Person
requesting such amendment) delivered to the Trustee and the Swap Provider
and
(B) a letter from each Rating Agency, confirming that such amendment shall
not
cause it to lower its rating on any of the Certificates. Any such amendment
to
the Agreement shall not be effective unless the Master Servicer has delivered
to
the Trustee an Officer's Certificate stating that the Master Servicer,
after
consultation with its accountants, does not believe that the amendment
will
result in the Trust failing to qualify as a "qualifying special-purpose
entity"
as defined in Statement of Financial Accounting Standards Number
140.
This
Agreement may also be amended from time to time by the Depositor, the Master
Servicer and the Trustee and Holders of Certificates entitled to at least
66-2/3% of the Voting Rights for the purpose of adding any provisions to
or
changing in any manner or eliminating any of the provisions of this Agreement
or
of modifying in any manner the rights of the Holders of Certificates;
provided,
however,
that no
such amendment shall (i) reduce in any manner the amount of, or delay the
timing
of, payments received on Mortgage Loans which are required to be distributed
on
any Certificate without the consent of the Holder of such Certificate,
(ii)
adversely affect in any material respect the interests of the Holders of
any
Class of Certificates in a manner other than as described in (i), without
the
consent of the Holders of Certificates of such Class evidencing at least
66-2/3%
of the Voting Rights of such Class, or (iii) reduce the aforesaid percentage
of
Certificates the Holders of which are required to consent to any such amendment,
without the consent of the Holders of all Certificates then outstanding.
Notwithstanding any other provision of this Agreement, for purposes of
the
giving or withholding of consents pursuant to this Section 11.01, Certificates
registered in the name of the Sponsor or the Master Servicer or any affiliate
thereof shall be entitled to Voting Rights with respect to matters described
in
(i), (ii) and (iii) of this paragraph.
159
Notwithstanding
any contrary provision of this Agreement, the Trustee shall not consent
to any
amendment to this Agreement unless it shall have first received an Opinion
of
Counsel (provided by the Person requesting such amendment) to the effect
that
such amendment will not result in the imposition of any tax on any of REMIC
1,
REMIC 2 or REMIC 3 pursuant to the REMIC Provisions or cause any of REMIC
1,
REMIC 2 or REMIC 3 to fail to qualify as a REMIC at any time that any
Certificates are outstanding.
Notwithstanding
any of the other provisions of this Section 11.01, none of the Depositor,
the
Master Servicer or the Trustee shall (i) enter into any amendment to Section
4.09, Section 4.01(e)(v) or Section 9.01 of this Agreement without the
prior
written consent of the Swap Provider nor (ii) enter into an amendment of
this
Agreement, as evidenced by an Officer's Certificate of the Depositor, that
could
reasonably be expected to have a material adverse effect on the interests
of the
Swap Provider without the Swap Provider’s consent (such consent shall not be
unreasonably withheld, conditioned or delayed).
Promptly
after the execution of any such amendment the Trustee shall furnish a copy
of
such amendment or a written statement describing the amendment to each
Certificateholder, with a copy to the Rating Agencies and the Swap
Provider.
It
shall
not be necessary for the consent of Certificateholders under this Section
11.01
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.
Prior
to
executing any amendment pursuant to this Section, the Trustee shall be
entitled
to receive an Opinion of Counsel (provided by the Person requesting such
amendment) to the effect that such amendment is authorized or permitted
by this
Agreement. The cost of any Opinion of Counsel delivered pursuant to this
Section
11.01 shall be an expense of the party requesting such amendment, but in
any
case shall not be an expense of the Trustee.
The
Trustee may, but shall not be obligated to, enter into any amendment pursuant
to
this Section that affects its rights, duties and immunities under this
Agreement
or otherwise.
Section
11.02. Recordation
of Agreement; Counterparts.
To
the
extent permitted by applicable law, this Agreement is subject to recordation
in
all appropriate public offices for real property records in all the counties
or
other comparable jurisdictions in which any or all of the properties subject
to
the Mortgages are situated, and in any other appropriate public recording
office
or elsewhere, such recordation to be effected by the Master Servicer at
the
expense of the Certificateholders, but only upon direction of the Depositor
accompanied by an Opinion of Counsel to the effect that such recordation
materially and beneficially affects the interests of the
Certificateholders.
160
For
the
purpose of facilitating the recordation of this Agreement as herein provided
and
for other purposes, this Agreement may be executed simultaneously in any
number
of counterparts, each of which counterparts shall be deemed to be an original,
and such counterparts shall constitute but one and the same
instrument.
Section
11.03. Limitation
on Rights of Certificateholders.
The
death
or incapacity of any Certificateholder shall not operate to terminate this
Agreement or the Trust Fund, nor entitle such Certificateholder's legal
representatives or heirs to claim an accounting or to take any action or
proceeding in any court for a partition or winding up of the Trust Fund,
nor
otherwise affect the rights, obligations and liabilities of the parties
hereto
or any of them.
No
Certificateholder shall have any right to vote (except as expressly provided
for
herein) or in any manner otherwise control the operation and management
of the
Trust Fund, or the obligations of the parties hereto, nor shall anything
herein
set forth, or contained in the terms of the Certificates, be construed
so as to
constitute the Certificateholders from time to time as partners or members
of an
association; nor shall any Certificateholder be under any liability to
any third
party by reason of any action taken by the parties to this Agreement pursuant
to
any provision hereof.
No
Certificateholder shall have any right by virtue of any provision of this
Agreement to institute any suit, action or proceeding in equity or at law
upon
or under or with respect to this Agreement, unless such Holder previously
shall
have given to the Trustee a notice of an Event of Default, or of a default
by
the Sponsor or the Trustee in the performance of any obligation hereunder,
and
of the continuance thereof, as hereinbefore provided, and unless also the
Holders of Certificates entitled to at least 51% of the Voting Rights shall
have
made written request upon the Trustee to institute such action, suit or
proceeding in its own name as Trustee hereunder and shall have offered
to the
Trustee such reasonable indemnity as it may require against the costs,
expenses
and liabilities to be incurred therein or thereby, and the Trustee, for
60 days
after its receipt of such notice, request and offer of indemnity, shall
have
neglected or refused to institute any such action, suit or proceeding.
It is
understood and intended, and expressly covenanted by each Certificateholder
with
every other Certificateholder, the Trustee, that no one or more Holders
of
Certificates shall have any right in any manner whatever by virtue of any
provision of this Agreement to affect, disturb or prejudice the rights
of the
Holders of any other of such Certificates, or to obtain or seek to obtain
priority over or preference to any other such Holder, or to enforce any
right
under this Agreement, except in the manner herein provided and for the
equal,
ratable and common benefit of all Certificateholders. For the protection
and
enforcement of the provisions of this Section, each and every Certificateholder
and the Trustee shall be entitled to such relief as can be given either
at law
or in equity.
161
Section
11.04. Governing
Law.
This
Agreement and the Certificates shall be construed in accordance with the
laws of
the State of New York and the obligations, rights and remedies of the parties
hereunder shall be determined in accordance with such laws.
Section
11.05. Notices.
All
demands, notices and direction hereunder shall be in writing and shall
be deemed
effective upon receipt when delivered to (a) in the case of the Depositor,
00000
Xxxxxxxx Xxxx, Xxxxxx, Xxxxxxxxxx 00000, Attention: General Counsel, or
such
other address as may hereafter be furnished to the other parties hereto
in
writing; (b) in the case of Impac Funding, 00000 Xxxxxxxx Xxxx, Xxxxxx,
Xxxxxxxxxx 00000, Attention: General Counsel, or such other address as
may
hereafter be furnished to the other parties hereto in writing; (c) in the
case
of the Trustee, to its Corporate Trust Offices, or such other address as
may
hereafter be furnished to the other parties hereto in writing; (d) in the
case
of the Rating Agencies, Standard & Poor’s, 00 Xxxxx Xxxxxx, 00xx
Xxxxx,
Xxx Xxxx, Xxx Xxxx 00000, Attention: Asset Backed Surveillance Department;
and
Moody’s, Xxxxx’x Investors Service, Inc., Residential Mortgage Monitoring
Department, 00 Xxxxxx Xxxxxx, Xxx Xxxx, Xxx Xxxx 00000; and (e) in the
case of
the Bear Xxxxxxx Financial Products Inc., 000 Xxxxxxx Xxxxxx, 00xx
Xxxxx,
Xxx Xxxx, Xxx Xxxx 00000, Attention: DPC Manager. Any notice required or
permitted to be mailed to a Certificateholder shall be given by first class
mail, postage prepaid, at the address of such Holder as shown in the Certificate
Register. Any notice so mailed within the time prescribed in this Agreement
shall be conclusively presumed to have been duly given, whether or not
the
Certificateholder receives such notice.
Section
11.06. Severability
of Provisions.
If
any
one or more of the covenants, agreements, provisions or terms of this Agreement
shall be for any reason whatsoever held invalid, then such covenants,
agreements, provisions or terms shall be deemed severable from the remaining
covenants, agreements, provisions or terms of this Agreement and shall
in no way
affect the validity or enforceability of the other provisions of this Agreement
or of the Certificates or the rights of the Holders thereof.
Section
11.07. Successors
and Assigns.
The
provisions of this Agreement shall be binding upon and inure to the benefit
of
the respective successors and assigns of the parties hereto, and all such
provisions shall inure to the benefit of the Trustee and the
Certificateholders.
Section
11.08. Article
and Section Headings.
The
article and Section headings herein are for convenience of reference only,
and
shall not limit or otherwise affect the meaning hereof.
162
Section
11.09. Notice
to
Rating Agencies.
The
Trustee shall use its best efforts to promptly provide notice to each Rating
Agency referred to below with respect to each of the following of which
it has
actual knowledge:
1. Any
material change or amendment to this Agreement;
2. The
occurrence of any Event of Default that has not been cured;
3. The
resignation or termination of the Master Servicer or the Trustee;
4. The
repurchase or substitution of Mortgage Loans pursuant to Section
2.04;
5. The
final
payment to Certificateholders; and
6. Any
change in the location of the Custodial Account or the Certificate
Account.
In
addition, the Trustee shall promptly furnish to each Rating Agency copies
of
each report to Certificateholders described in Section 4.02; and the Master
Servicer shall promptly furnish to each Rating Agency copies of each annual
independent public accountants’ servicing report received as described in
Section 3.20.
Any
such
notice pursuant to this Section 11.09 shall be in writing and shall be
deemed to
have been duly given if personally delivered or mailed by first class mail,
postage prepaid, or by express delivery service to (i) in the case of Standard
& Poor's, 00 Xxxxx Xxxxxx, 00xx
Xxxxx,
Xxx Xxxx, Xxx Xxxx 00000, Attention: Asset Backed Surveillance Department
and
(ii) in the case of Xxxxx'x, Residential Mortgage Monitoring Department,
00
Xxxxxx Xxxxxx, Xxx Xxxx, Xxx Xxxx 00000, or, in each case, such other address
as
either such Rating Agency may designate in writing to the parties
thereto.
Section
11.10. Third
Party Rights.
The
Swap
Provider and the Cap Counterparty shall be express third-party beneficiaries
of
this Agreement to the extent of their express rights to receive payments
under
this Agreement or any other express rights of the Swap Provider and the
Cap
Counterparty explicitly stated in this Agreement, and shall have the right
to
enforce such rights under this Agreement as if the Swap Provider and the
Cap
Counterparty were parties hereto.
163
IN
WITNESS WHEREOF, the Depositor, the Master Servicer and the Trustee have
caused
their names to be signed hereto by their respective officers thereunto
duly
authorized all as of the day and year first above written.
IMPAC
SECURED ASSETS CORP.,
Depositor
By:
____________________________________
Name:
Xxxxxxxx
Xxxxxxx
Title:
EVP,
CFO
IMPAC
FUNDING CORPORATION,
Master
Servicer
By:
_____________________________________
Name:
Xxxxx
Xxxxxxx
Title:
EVP
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
Trustee
By:
_____________________________________
Name:
Xxxxxx Xxxxx
Title:
Associate
By:
_____________________________________
Name:
Xxxxxxx Xxxxxxxx
Title:
Vice President
Agreed
and accepted to with respect to
its
obligations under Section 9.01(a)
IMPAC
MORTGAGE HOLDINGS, INC.
(solely
with respect to its obligations under
Section
9.01(a))
By:
____________________________
Name:
Xxxxxxxx Xxxxxxx
Title:
EVP, CFO
STATE
OF CALIFORNIA
|
)
|
)
ss.:
|
|
COUNTY
OF ORANGE
|
)
|
On
the
22nd
day of
February, 2007, before me, a notary public in and for said State, personally
appeared Xxxxxxxx Xxxxxxx, known to me to be the Chief Financial Officer
of
Impac Secured Assets 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]
STATE
OF CALIFORNIA
|
)
|
)
ss.:
|
|
COUNTY
OF ORANGE
|
)
|
On
the
22nd
day of
February, 2007, before me, a notary public in and for said State, personally
appeared Xxxxx Xxxxxxx, known to me to be an Executive Vice President of
Impac
Funding Corporation, 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.
/s/
Xxxx Xxxxxxx
Notary Public
[Notarial
Seal]
STATE
OF CALIFORNIA
|
)
|
)
ss.:
|
|
COUNTY
OF ORANGE
|
)
|
On
the
22nd
day of
February, 2007, before me, a notary public in and for said State, personally
appeared Xxxxxx Xxxxx, known to me to be an Associate of Deutsche Bank
National
Trust Company, one of the entities that executed the within instrument,
and also
known to me to be the person who executed it on behalf of said entity,
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.
/s/
Xxxxx Xxxxxx
Notary Public
[Notarial
Seal]
STATE
OF CALIFORNIA
|
)
|
)
ss.:
|
|
COUNTY
OF ORANGE
|
)
|
On
the
22nd
day of
February, 2007, before me, a notary public in and for said State, personally
appeared Xxxxxxx Xxxxxxxx, known to me to be a Vice President of Deutsche
Bank
National Trust Company, one of the entities that executed the within instrument,
and also known to me to be the person who executed it on behalf of said
entity,
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.
/s/
Xxxxx Xxxxxx
Notary Public
[Notarial
Seal]
STATE
OF CALIFORNIA
|
)
|
)
ss.:
|
|
COUNTY
OF ORANGE
|
)
|
On
the
22nd
day of
February, 2007, before me, a notary public in and for said State, personally
appeared Xxxxxxxx Xxxxxxx, known to me to be the Executive Vice President
and
Chief Financial Officer of Impac Mortgage Holdings, 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]
EXHIBIT
A
FORM
OF
CLASS A CERTIFICATE
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986 (THE “CODE”).
THIS
CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED
IN
THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW,
REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE
EXCEPT
TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE
CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE
OWNERS
SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH
BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY
AND,
EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES
IN
RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS
OF
THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE
IN
ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT
OR
BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT
SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES
OF
CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS
AS
AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE
SHALL
NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH
THE
TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND
THE
TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS
IN THE
BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE
DEPOSITORY
OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE
IN
VIOLATION OF THE APPLICABLE RESTRICTIONS.
PRIOR
TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, ANY TRANSFEREE
SHALL BE
DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(c) OF THE AGREEMENT
(AS
DEFINED BELOW).
A-1
Certificate
No. 1
|
Adjustable
Rate
|
Class
A-[1][2][3][M] Senior
|
|
Date
of Pooling and Servicing Agreement and Cut-off Date: February
1,
2007
|
Percentage
Interest: 100%
|
First
Distribution Date:
Xxxxx
00, 0000
|
Xxxxxxxxx
Initial Certificate Principal Balance of the Class A-[1][2][3][M]
Certificates: $[_____________]
|
Master
Servicer:
Impac
Funding Corporation
|
Initial
Certificate Principal Balance of this Certificate:
$[____________]
|
Assumed
Final
Distribution
Date: March 25, 2037
|
CUSIP:
[_________]
|
MORTGAGE
PASS-THROUGH CERTIFICATE
SERIES
2007-1
evidencing
a percentage interest in the distributions allocable to the Class A-[1][2][3][M]
Certificates with respect to a Trust Fund consisting primarily of a pool
of one-
to four-family adjustable-rate first lien and fixed-rate first and second
lien
mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund and does
not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other obligation secured by or payable
from
payments on the Certificates.
This
certifies that Cede & Co. is the registered owner of the Percentage Interest
evidenced by this Certificate (obtained by dividing the Initial Certificate
Principal Balance of this Certificate by the aggregate Initial Certificate
Principal Balance of all Class A Certificates, both as specified above)
in
certain distributions with respect to the Trust Fund consisting primarily
of an
interest in a pool of one- to four-family adjustable-rate first lien
and
fixed-rate first and second lien mortgage loans (the “Mortgage Loans”), formed
and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which
term includes any successor entity under the Agreement referred to below).
The
Trust Fund was created pursuant to a Pooling and Servicing Agreement,
dated as
specified above (the “Agreement”), among the Company, the Master Servicer and
Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of
certain of the pertinent provisions of which is set forth hereafter.
To the
extent not defined herein, the capitalized terms used herein have the
meanings
assigned in the Agreement. This Certificate is issued under and is subject
to
the terms, provisions and conditions of the Agreement, to which Agreement
the
Holder of this Certificate by virtue of the acceptance hereof assents
and by
which such Holder is bound.
A-2
Pursuant
to the terms of the Agreement, a distribution will be made on the 25th
day of
each month or, if such 25th day is not a Business Day, the Business Day
immediately following (the "Distribution Date”), commencing as described in the
Agreement, to the Person in whose name this Certificate is registered
on the
Business Day immediately preceding such Distribution Date (the “Record Date”),
from the Available Funds in an amount equal to the product of the Percentage
Interest evidenced by this Certificate and the amount of interest and
principal,
if any, required to be distributed to Holders of Class A-[1][2][3][M]
Certificates on such Distribution Date.
Distributions
on this Certificate will be made either by the Trustee or by a Paying
Agent
appointed by the Trustee either in immediately available funds (by wire
transfer
or otherwise) for the account of the Person entitled thereto if such
Person
shall have so notified the Trustee or such Paying Agent at least 5 Business
Days
prior to the related Record Date, or by check mailed to the address of
the
Person entitled thereto, as such name and address shall appear on the
Certificate Register.
Notwithstanding
the above, the final distribution on this Certificate will be made after
due
notice of the pendency of such distribution and only upon presentation
and
surrender of this Certificate at the office or agency appointed by the
Trustee
for that purpose in the City and State of New York. The Initial Certificate
Principal Balance of this Certificate is set forth above. The Certificate
Principal Balance hereof will be reduced to the extent of distributions
allocable to principal.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
The
Certificates are limited in right of payment to certain collections and
recoveries respecting the Mortgage Loans, all as more specifically set
forth
herein and in the Agreement. In the event the Master Servicer advances
funds
with respect to any Mortgage Loan, such advance is reimbursable to the
Master
Servicer, to the extent provided in the Agreement, from related recoveries
on
such Mortgage Loan or from other cash that would have been distributable
to
Certificateholders.
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
A-3
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in
the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any
such
consent by the Holder of this Certificate shall be conclusive and binding
on
such Holder and upon all future holders of this Certificate and of any
Certificate issued upon the transfer hereof or in exchange herefor or
in lieu
hereof whether or not notation of such consent is made upon the Certificate.
The
Agreement also permits the amendment thereof in certain circumstances
with the
consent of the Certificate Insurer and without the consent of the Holders
of any
of the Certificates and, in certain additional circumstances, without
the
consent of the Holders of certain Classes of Certificates.
Prior
to
the termination of the Supplemental Interest Trust, any transferee shall
be
deemed to have made the representations in Section 5.02(c) of the
Agreement.
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
A-4
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
A-5
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated: February 22, 2007 |
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
|
|
|
|
By: | ||
Authorized Signatory |
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class A-[1][2][3][M] Certificates referred to in the within-mentioned
Agreement.
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
||
|
|
|
By: | ||
Authorized Signatory |
A-6
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
_____________________________________ (Please print or typewrite name
and
address including postal zip code of assignee) a Percentage Interest
evidenced
by the within Mortgage Pass-Through Certificate and hereby authorizes
the
transfer of registration of such interest to assignee on the Certificate
Register of the Trust Fund.
I
(We)
further direct the Certificate Registrar to issue a new Certificate of
a like
denomination and Class, to the above named assignee and deliver such
Certificate
to the following address:
Dated:
Signature
by or on behalf of assignor
Signature
Guaranteed
A-7
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds
to
for the
account of
account
number
,or,
if
mailed by check, to Applicable
statements should be mailed to
.
This
information is provided by ,
the
assignee named above, or ,
as its
agent.
X-0
XXXXXXX
X-0
FORM
OF
CLASS M CERTIFICATE
THIS
CERTIFICATE IS SUBORDINATED IN RIGHT OF PAYMENT TO THE CLASS A CERTIFICATES
[,]
[AND] [THE CLASS M-1 CERTIFICATES] [,] [AND] [THE CLASS M-2 CERTIFICATES]
[,]
[AND] [THE CLASS M-3 CERTIFICATES] [,] [AND] [THE CLASS M-4 CERTIFICATES]
[,]
[AND] [THE CLASS M-5 CERTIFICATES] [,] [AND] [THE CLASS M-6 CERTIFICATES]
[,]
[AND] [THE CLASS M-7 CERTIFICATES] AS DESCRIBED IN THE AGREEMENT (AS
DEFINED
BELOW).
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986 (THE “CODE”).
THIS
CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED
IN
THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW,
REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE
EXCEPT
TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE
CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE
OWNERS
SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH
BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY
AND,
EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES
IN
RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS
OF
THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE
IN
ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT
OR
BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT
SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES
OF
CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS
AS
AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE
SHALL
NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH
THE
TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND
THE
TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS
IN THE
BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE
DEPOSITORY
OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE
IN
VIOLATION OF THE APPLICABLE RESTRICTIONS.
B-1-1
ANY
TRANSFEREE SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH
IN SECTION
5.02(c) OF THE AGREEMENT.
B-1-2
Certificate
No. 1
|
Adjustable
Rate
|
Class
M-[1][2][3][4][5][6]
|
Aggregate
Initial Certificate
|
[7][8]
|
Principal
Balance of the Class M-
|
[1][2][3][4][5][6][7][8]
Certificates:
|
|
$[__________]
|
|
Date
of Pooling and Servicing
|
Initial
Certificate Principal Balance
|
Agreement
and Cut-off Date:
|
of
this Certificate:
|
February
1, 2007
|
$[__________]
|
First
Distribution Date:
|
CUSIP:
[__________]
|
March
26, 2007
|
Master
Servicer:
Impac
Funding Corporation
Assumed
Final Distribution Date:
March
25,
2037
MORTGAGE
PASS-THROUGH CERTIFICATE
SERIES
2007-1
evidencing
a percentage interest in any distributions allocable to the Class M-[1][2][3][4][5][6][7][8]
Certificates with respect to the Trust Fund consisting primarily of a
pool of
one- to four-family adjustable-rate first lien and fixed rate first and
second
lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund, and
does not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other obligation secured by or payable
from
payments on the Certificates.
This
certifies that Cede & Co. is the registered owner of the Percentage Interest
evidenced by this Certificate (obtained by dividing the Initial Certificate
Principal Balance of this Certificate by the aggregate Initial Certificate
Principal Balance of all Class M Certificates, both as specified above)
in
certain distributions with respect to a Trust Fund consisting primarily
of a
pool of one- to four-family adjustable-rate first lien and fixed rate
first and
second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac
Secured Assets Corp. (hereinafter called the “Company,” which term includes any
successor entity under the Agreement referred to below). The Trust Fund
was
created pursuant to a Pooling and Servicing Agreement, dated as specified
above
(the “Agreement”), among the Company, the Master Servicer and Deutsche Bank
National Trust Company, as trustee (the “Trustee”), a summary of certain of the
pertinent provisions of which is set forth hereafter. To the extent not
defined
herein, the capitalized terms used herein have the meanings assigned
in the
Agreement. This Certificate is issued under and is subject to the terms,
provisions and conditions of the Agreement, to which Agreement the Holder
of
this Certificate by virtue of the acceptance hereof assents and by which
such
Holder is bound.
B-1-3
Pursuant
to the terms of the Agreement, a distribution will be made on the 25th
day of
each month or, if such 25th day is not a Business Day, the Business Day
immediately following (the "Distribution Date”), commencing as described in the
Agreement, to the Person in whose name this Certificate is registered
on the
Business Day immediately preceding such Distribution Date (the “Record Date”),
from the Available Funds in an amount equal to the product of the Percentage
Interest evidenced by this Certificate and the amount of interest and
principal,
if any, required to be distributed to Holders of Class
M-[1][2][3][4][5][6][7][8] Certificates on such Distribution Date.
Distributions
on this Certificate will be made either by the Trustee or by a Paying
Agent
appointed by the Trustee either in immediately available funds (by wire
transfer
or otherwise) for the account of the Person entitled thereto if such
Person
shall have so notified the Trustee or such Paying Agent at least 5 Business
Days
prior to the related Record Date, or by check mailed to the address of
the
Person entitled thereto, as such name and address shall appear on the
Certificate Register.
Notwithstanding
the above, the final distribution on this Certificate will be made after
due
notice of the pendency of such distribution and only upon presentation
and
surrender of this Certificate at the office or agency appointed by the
Trustee
for that purpose in the City and State of New York. The Initial Certificate
Principal Balance of this Certificate is set forth above. The Certificate
Principal Balance hereof will be reduced to the extent of the distributions
allocable to principal and any Realized Losses allocable hereto.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
The
Certificates are limited in right of payment to certain collections and
recoveries respecting the Mortgage Loans, all as more specifically set
forth
herein and in the Agreement. In the event the Master Servicer advances
funds
with respect to any Mortgage Loan, such advance is reimbursable to the
Master
Servicer, to the extent provided in the Agreement, from related recoveries
on
such Mortgage Loan or from other cash that would have been distributable
to
Certificateholders.
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
B-1-4
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in
the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any such consent by the Holder of this
Certificate shall be conclusive and binding on such Holder and upon all
future
holders of this Certificate and of any Certificate issued upon the transfer
hereof or in exchange herefor or in lieu hereof whether or not notation
of such
consent is made upon the Certificate. The Agreement also permits the
amendment
thereof in certain circumstances with the consent of the Certificate
Insurer and
without the consent of the Holders of any of the Certificates and, in
certain
additional circumstances, without the consent of the Holders of certain
Classes
of Certificates.
Any
transferee shall be deemed to have made the representations set forth
in Section
5.02(c) of the Agreement.
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
B-1-5
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
B-1-6
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated: February 22, 2007 |
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
|
|
|
|
By: | ||
Authorized Signatory |
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class M-[1][2][3][4][5][6][7][8] Certificates referred to
in the
within-mentioned Agreement.
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
||
|
|
|
By: | ||
Authorized Signatory |
B-1-7
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
_____________________________________ (Please print or typewrite name
and
address including postal zip code of assignee) a Percentage Interest
evidenced
by the within Mortgage Pass-Through Certificate and hereby authorizes
the
transfer of registration of such interest to assignee on the Certificate
Register of the Trust Fund.
I
(We)
further direct the Certificate Registrar to issue a new Certificate of
a like
denomination and Class, to the above named assignee and deliver such
Certificate
to the following address: &
#160
;
Dated:
Signature
by or on behalf of assignor
Signature
Guaranteed
B-1-8
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds
to
for the
account of
account
number
,or,
if
mailed by check, to Applicable
statements should be mailed to
.
This
information is provided by ,
the
assignee named above, or ,
as its
agent.
X-0-0
XXXXXXX
X-0
FORM
OF
CLASS B CERTIFICATE
THIS
CERTIFICATE IS SUBORDINATED IN RIGHT OF PAYMENT TO THE CLASS A CERTIFICATES
AND
THE CLASS M CERTIFICATES AS DESCRIBED IN THE AGREEMENT (AS DEFINED
BELOW).
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986 (THE “CODE”).
THIS
CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED
IN
THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW,
REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE
EXCEPT
TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE
CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE
OWNERS
SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH
BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY
AND,
EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES
IN
RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS
OF
THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE
IN
ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT
OR
BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT
SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES
OF
CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS
AS
AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE
SHALL
NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH
THE
TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND
THE
TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS
IN THE
BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE
DEPOSITORY
OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE
IN
VIOLATION OF THE APPLICABLE RESTRICTIONS.
ANY
TRANSFEREE SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH
IN SECTION
5.02(c) OF THE AGREEMENT.
B-2-1
Certificate
No. 1
|
Variable
Pass-Through Rate
|
Class
B
|
Aggregate
Initial Certificate Principal
|
Balance
of the Class B Certificates:
|
|
$[__________]
|
|
Date
of Pooling and Servicing
|
Initial
Certificate Principal Balance
|
Agreement
and Cut-off Date:
|
of
this Certificate:
|
February
1, 2007
|
$[__________]
|
First
Distribution Date:
|
CUSIP:
[__________]
|
March
26, 2007
|
Master
Servicer:
Impac
Funding Corporation
Assumed
Final Distribution Date:
March
25,
2037
MORTGAGE
PASS-THROUGH CERTIFICATE
SERIES
2007-1
evidencing
a percentage interest in any distributions allocable to the Class B Certificates
with respect to the Trust Fund consisting primarily of a pool of one-
to
four-family adjustable-rate first lien and fixed rate first and second
lien
mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund, and
does not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other obligation secured by or payable
from
payments on the Certificates.
This
certifies that Cede & Co. is the registered owner of the Percentage Interest
evidenced by this Certificate (obtained by dividing the Initial Certificate
Principal Balance of this Certificate by the aggregate Initial Certificate
Principal Balance of all Class B Certificates, both as specified above)
in
certain distributions with respect to a Trust Fund consisting primarily
of a
pool of one- to four-family adjustable-rate first lien and fixed rate
first and
second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac
Secured Assets Corp. (hereinafter called the “Company,” which term includes any
successor entity under the Agreement referred to below). The Trust Fund
was
created pursuant to a Pooling and Servicing Agreement dated as specified
above
(the “Agreement”) among the Company, the Master Servicer and Deutsche Bank
National Trust Company, as trustee (the “Trustee”), a summary of certain of the
pertinent provisions of which is set forth hereafter. To the extent not
defined
herein, the capitalized terms used herein have the meanings assigned
in the
Agreement. This Certificate is issued under and is subject to the terms,
provisions and conditions of the Agreement, to which Agreement the Holder
of
this Certificate by virtue of the acceptance hereof assents and by which
such
Holder is bound.
B-2-2
Pursuant
to the terms of the Agreement, a distribution will be made on the 25th
day of
each month or, if such 25th day is not a Business Day, the Business Day
immediately following (the "Distribution Date”), commencing as described in the
Agreement, to the Person in whose name this Certificate is registered
on the
Business Day immediately preceding such Distribution Date (the “Record Date”),
from the Available Funds in an amount equal to the product of the Percentage
Interest evidenced by this Certificate and the amount of interest and
principal,
if any, required to be distributed to Holders of Class B Certificates
on such
Distribution Date.
Distributions
on this Certificate will be made either by the Trustee or by a Paying
Agent
appointed by the Trustee either in immediately available funds (by wire
transfer
or otherwise) for the account of the Person entitled thereto if such
Person
shall have so notified the Trustee or such Paying Agent at least 5 Business
Days
prior to the related Record Date, or by check mailed to the address of
the
Person entitled thereto, as such name and address shall appear on the
Certificate Register.
Notwithstanding
the above, the final distribution on this Certificate will be made after
due
notice of the pendency of such distribution and only upon presentation
and
surrender of this Certificate at the office or agency appointed by the
Trustee
for that purpose in the City and State of New York. The Initial Certificate
Principal Balance of this Certificate is set forth above. The Certificate
Principal Balance hereof will be reduced to the extent of the distributions
allocable to principal and any Realized Losses allocable hereto.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
The
Certificates are limited in right of payment to certain collections and
recoveries respecting the Mortgage Loans, all as more specifically set
forth
herein and in the Agreement. In the event the Master Servicer advances
funds
with respect to any Mortgage Loan, such advance is reimbursable to the
Master
Servicer, to the extent provided in the Agreement, from related recoveries
on
such Mortgage Loan or from other cash that would have been distributable
to
Certificateholders.
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in
the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any such consent by the Holder of this
Certificate shall be conclusive and binding on such Holder and upon all
future
holders of this Certificate and of any Certificate issued upon the transfer
hereof or in exchange herefor or in lieu hereof whether or not notation
of such
consent is made upon the Certificate. The Agreement also permits the
amendment
thereof in certain circumstances with the consent of the Certificate
Insurer and
without the consent of the Holders of any of the Certificates and, in
certain
additional circumstances, without the consent of the Holders of certain
Classes
of Certificates.
B-2-3
Any
transferee shall be deemed to have made the representations set forth
in Section
5.02(c) of the Agreement.
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
B-2-4
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
B-2-5
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated: February 22, 2007 |
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
|
|
|
|
By: | ||
Authorized Signatory |
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class B Certificates referred to in the within-mentioned
Agreement.
DEUTSCHE
BANK
NATIONAL TRUST COMPANY,
as Trustee
|
||
|
|
|
By: | ||
Authorized Signatory |
B-2-6
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
_____________________________________ (Please print or typewrite name
and
address including postal zip code of assignee) a Percentage Interest
evidenced
by the within Mortgage Pass-Through Certificate and hereby authorizes
the
transfer of registration of such interest to assignee on the Certificate
Register of the Trust Fund.
I
(We)
further direct the Certificate Registrar to issue a new Certificate of
a like
denomination and Class, to the above named assignee and deliver such
Certificate
to the following address:
&am
p;am
p;am p;am p;#1
60;
Dated:
Signature
by or on behalf of assignor
Signature
Guaranteed
B-2-7
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds
to
for the
account of
account
number
,or,
if
mailed by check, to Applicable
statements should be mailed to
.
This
information is provided by ,
the
assignee named above, or ,
as its
agent.
X-0-0
XXXXXXX
X-0
FORM
OF
CLASS C CERTIFICATES
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986 (THE “CODE”).
THIS
CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933,
AS AMENDED
(THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION
THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM
THE
REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS
OF
THE AGREEMENT REFERRED TO HEREIN.
NO
TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT
ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY
ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE CODE SHALL BE MADE
EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
B-3-1
NO
TRANSFER OF THIS CERTIFICATE SHALL BE MADE UNLESS THE PROPOSED TRANSFEREE
OF
SUCH CERTIFICATE (1) PROVIDES TO THE TRUSTEE THE APPROPRIATE TAX CERTIFICATION
FORMS THAT WOULD ELIMINATE ANY WITHHOLDING OR DEDUCTION FOR TAXES FROM
AMOUNTS
PAYABLE BY THE SWAP PROVIDER, PURSUANT TO THE INTEREST RATE SWAP AGREEMENT,
AND
BY THE CAP COUNTERPARY, PURSUANT TO THE CAP CONTRACTS, TO THE SUPPLEMENTAL
INTEREST TRUST (I.E., IRS FORM W-9 OR IRS FORM W-8BEN, W-8IMY, W-8EXP
OR W-8ECI,
AS APPLICABLE (OR ANY SUCCESSOR FORM THERETO), TOGETHER WITH ANY APPLICABLE
ATTACHMENTS) AND (2) AGREES TO UPDATE SUCH FORMS (A) UPON EXPIRATION
OF ANY SUCH
FORM, (B) AS REQUIRED UNDER THEN APPLICABLE U.S. TREASURY REGULATIONS
AND (C)
PROMPTLY UPON LEARNING THAT SUCH FORMS HAVE BECOME OBSOLETE OR INCORRECT,
EACH
AS A CONDITION TO SUCH TRANSFER. IN ADDITION, NO TRANSFER OF THIS CERTIFICATE
SHALL BE MADE IF SUCH TRANSFER WOULD CAUSE THE SUPPLEMENTAL INTEREST
TRUST TO BE
BENEFICIALLY OWNED BY TWO OR MORE PERSONS FOR FEDERAL INCOME TAX PURPOSES,
OR
CONTINUE TO BE SO TREATED, UNLESS (I) EACH PROPOSED TRANSFEREE OF SUCH
CERTIFICATE COMPLIES WITH THE FOREGOING CONDITIONS, AND (II) THE PROPOSED
MAJORITY HOLDER OF THE CLASS C CERTIFICATES (OR EACH HOLDER, IF THERE
IS OR
WOULD BE NO MAJORITY HOLDER) (X) PROVIDES, OR CAUSES TO BE PROVIDED,
ON BEHALF
OF THE SUPPLEMENTAL INTEREST TRUST, IF APPLICABLE, TO
THE TRUSTEE, THE APPROPRIATE TAX CERTIFICATION FORM THAT WOULD BE REQUIRED
FROM
THE SUPPLEMENTAL INTEREST TRUST TO ELIMINATE ANY WITHHOLDING OR DEDUCTION
FOR
TAXES FROM AMOUNTS PAYABLE BY THE SWAP PROVIDER, PURSUANT TO THE INTEREST
RATE
SWAP AGREEMENT, AND BY THE CAP COUNTERPARY, PURSUANT TO THE CAP CONTRACTS,
TO
THE SUPPLEMENTAL INTEREST TRUST (I.E., IRS FORM W-9 OR IRS FORM W-8BEN,
W-8IMY,
W-8EXP OR W-8ECI, AS APPLICABLE (OR ANY SUCCESSOR FORM THERETO), TOGETHER
WITH
ANY APPLICABLE ATTACHMENTS) AND (Y) AGREES TO UPDATE SUCH FORM (A) UPON
EXPIRATION OF SUCH FORM, (B) AS REQUIRED UNDER THEM APPLICABLE U.S. TREASURY
REGULATIONS AND (C) PROMPTLY UPON LEARNING THAT SUCH FORM HAS BECOME
OBSOLETE OR
INCORRECT. UNDER THE AGREEMENT, UPON RECEIPT OF ANY TAX CERTIFICATION
FORM
PURSUANT TO THESE TRANSFER RESTRICTIONS FROM A PROPOSED HOLDER OF THIS
CERTIFICATE, THE TRUSTEE, AS THE SUPPLEMENTAL INTEREST TRUST TRUSTEE, SHALL
FORWARD SUCH TAX CERTIFICATION FORM PROVIDED TO IT TO THE SWAP PROVIDER AND
CAP COUNTERPARTY. EACH HOLDER OF THIS CERTIFICATE AND EACH TRANSFEREE
THEREOF
SHALL BE DEEMED TO HAVE CONSENTED TO THE TRUSTEE, AS THE SUPPLEMENTAL
INTEREST
TRUST TRUSTEE, FORWARDING TO THE SWAP PROVIDER AND CAP COUNTERPARTY ANY TAX
CERTIFICATION FORM IT HAS PROVIDED AND UPDATED IN ACCORDANCE WITH THESE
TRANSFER
RESTRICTIONS. ANY PURPORTED SALES OR TRANSFERS OF THIS CERTIFICATE TO
A
TRANSFEREE WHICH DOES NOT COMPLY WITH THESE REQUIREMENTS SHALL BE DEEMED
NULL
AND VOID UNDER THE AGREEMENT.
B-3-2
Certificate
No. 1
|
|
Class
C
|
Aggregate
Initial Notional Amount of the Class C Certificates:
$_____________]
|
Date
of Pooling and Servicing
Agreement
and Cut-off Date:
February
1, 2007
|
Initial
Notional Amount of this Certificate:
$[_____________]
|
First
Distribution Date:
March
26, 2007
|
Initial
Certificate Principal Balance
of
this Certificate $[_________]
|
Master
Servicer:
Impac
Funding Corporation
|
Percentage
Interest of this
Certificate:
100%
|
Assumed
Final Distribution Date:
March
25, 2037
|
CUSIP:
[_________]
|
MORTGAGE
PASS-THROUGH CERTIFICATE
SERIES
2007-1
evidencing
percentage interest in the distributions allocable to the Class C Certificates
with respect to a Trust Fund consisting primarily of a pool of one- to
four-
family adjustable-rate first lien and fixed rate first and second lien
mortgage
loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund, and
does not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other or obligation secured by or payable
from
payments on the Certificates.
This
certifies that [___________________] is the registered owner of the Percentage
Interest evidenced by this Class C Certificate (obtained by dividing
the
Original Class C Certificate by the Original Class Certificate Principal
Balance) in certain distributions with respect to a Trust consisting
primarily
of the Mortgage Loans deposited by Impac Secured Assets Corp. (the “Company”).
The Trust was created pursuant to a Pooling and Servicing Agreement dated
as of
February 1, 2007 (the “Agreement”) among the Company, Impac Funding Corporation,
as master servicer (the “Master Servicer”) and Deutsche Bank National Trust
Company, as trustee (the “Trustee”). To the extent not defined herein, the
capitalized terms used herein have the meanings assigned in the Agreement.
This
Class C Certificate is issued under and is subject to the terms, provisions
and
conditions of the Agreement, to which Agreement the Holder of this Class
C
Certificate by virtue of the acceptance hereof assents and by which such
Holder
is bound.
B-3-3
Pursuant
to the terms of the Agreement, a distribution will be made on the 25th
day of
each month or, if such 25th day is not a Business Day, the Business Day
immediately following (the “Distribution Date”), commencing as described in the
Agreement, to the Person in whose name this Certificate is registered
at the
close of business on the last Business Day of the month immediately preceding
the month of such Distribution Date (the “Record Date”), from the Available
Distribution Amount in an amount equal to the product of the Percentage
Interest
evidenced by this Certificate and the amount (of interest, if any) required
to
be distributed to Holders of Class C Certificates on such Distribution
Date.
Distributions
on this Certificate will be made either by the Trustee or by a Paying
Agent
appointed by the Trustee either in immediately available funds (by wire
transfer
or otherwise) for the account of the Person entitled thereto if such
Person
shall have so notified the Trustee or such Paying Agent at least 5 Business
Days
prior to the related Record Date, or by check mailed to the address of
the
Person entitled thereto, as such name and address shall appear on the
Certificate Register.
Notwithstanding
the above, the final distribution on this Certificate will be made after
due
notice of the pendency of such distribution and only upon presentation
and
surrender of this Certificate at the office or agency appointed by the
Trustee
for that purpose in the City and State of New York.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
The
Certificates are limited in right of payment to certain collections and
recoveries respecting the Mortgage Loans, all as more specifically set
forth
herein and in the Agreement. In the event the Master Servicer advances
funds
with respect to any Mortgage Loan, such advance is reimbursable to the
Master
Servicer, to the extent provided in the Agreement, from related recoveries
on
such Mortgage Loan or from other cash that would have been distributable
to
Certificateholders.
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
B-3-4
No
transfer of a Certificate of this Class shall be made unless such transfer
is
made pursuant to an effective registration statement under the Act and
any
applicable state securities laws or is exempt from the registration requirements
under said Act and such laws. In the event that a transfer is to be made
in
reliance upon an exemption from the Act and such laws, in order to assure
compliance with the act and such laws, the Certificateholder desiring
to effect
such transfer and such Certificateholder’s prospective transferee shall each
certify to the Trustee and the Company in writing the facts surrounding
the
transfer. In the event that such a transfer is not to be made pursuant
to Rule
144A of the act, there shall be delivered to the Trustee and the Company
of an
Opinion of Counsel that such transfer may be made pursuant to an exemption
from
the Act, which Opinion of Counsel shall not be obtained at the expense
of the
Trustee, the Master Servicer or the Company; or there shall be delivered
to the
Trustee and the Company a transferor certificate by the transferor and
an
investment letter shall be executed by the transferee. The Holder hereof
desiring to effect such transfer shall, and does hereby agree to, indemnify
the
Trustee and the Company against any liability that may result if the
transfer is
not so exempt or is not made in accordance with such federal and state
laws.
No
transfer of this Certificate to a Plan subject to ERISA or Section 4975
of the
Code, any Person acting, directly or indirectly, on behalf of any such
Plan or
any person using Plan Assets to acquire this Certificate shall be made
except in
accordance with Section 5.02(c) of the Agreement.
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any such consent by the Holder of this
Certificate shall be conclusive and binding on such Holder and upon all
future
holders of this Certificate and of any Certificate issued upon the transfer
hereof or in exchange herefor or in lieu hereof whether or not notation
of such
consent is made upon the Certificate. The Agreement also permits the
amendment
thereof in certain circumstances with the consent of the Certificate
Insurer and
without the consent of the Holders of any of the Certificates and, in
certain
additional circumstances, without the consent of the Holders of certain
Classes
of Certificates.
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
B-3-5
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
B-3-6
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated:
February 22, 2007
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized Signatory
|
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class C Certificates referred to in the within-mentioned
Agreement.
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized Signatory
|
B-3-7
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
_____________________________________ (Please print or typewrite name
and
address including postal zip code of assignee) a Percentage Interest
evidenced
by the within Mortgage Pass-Through Certificate and hereby authorizes
the
transfer of registration of such interest to assignee on the Certificate
Register of the Trust Fund.
I
(We)
further direct the Certificate Registrar to issue a new Certificate of
a like
denomination and Class, to the above named assignee and deliver such
Certificate
to the following address:
Dated:
|
|
Signature
by or on behalf of assignor
|
|
Signature
Guaranteed
|
B-3-8
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds to
________________________________________________for the account of ______________
account
number ___________, or, if mailed by check, to________________ _____
Applicable
statements should be mailed to ______________________________________
______________________________________________________________________________
_________.
This
information is provided by __________________, the assignee named above,
or
____________________,
as its
agent.
X-0-0
XXXXXXX
X-0
FORM
OF
CLASS P CERTIFICATE
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986, AS AMENDED (THE “CODE”).
THIS
CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933,
AS AMENDED
(THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION
THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM
THE
REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS
OF
THE AGREEMENT REFERRED TO HEREIN.
NO
TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT
ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY
ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE CODE SHALL BE MADE
EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
B-4-1
Certificate
No. 1
|
|
Class
P
|
Aggregate
Initial Certificate Principal
Balance
of the Class P Certificates:
$100.00
|
Date
of Pooling and Servicing
Agreement
and Cut-off Date:
February
1, 2007
|
Initial
Certificate Principal Balance
of
this Certificate Denomination:
$100.00
|
First
Distribution Date
March
26, 2007
|
Percentage
Interest of this Certificate:
100%
|
Master
Servicer
Impac
Funding Corporation
|
CUSIP:
[_________]
|
Assumed
Final Distribution Date:
March
25, 2037
|
MORTGAGE
PASS-THROUGH CERTIFICATE
SERIES
2007-1
evidencing
a percentage interest in any distributions allocable to the Class P Certificates
with respect to the Trust Fund consisting primarily of a pool of one-to
four-family adjustable-rate first lien and fixed rate first and second
lien
mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund, and
does not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other obligation secured by or payable
from
payments on the Certificates.
B-4-2
This
certifies that Deutsche Bank National Trust Company on behalf of the
Impac NIM
Trust 2007-1 Noteholders is the registered owner of the Percentage Interest
evidenced by this Class P Certificate (obtained by dividing the Denomination
of
this Class P Certificate by the Original Class Certificate Principal
Balance) in
certain distributions with respect to a Trust Fund consisting primarily
of a
pool of one- to four-family adjustable-rate first lien and fixed rate
first and
second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac
Secured Assets Corp. (hereinafter called the “Company,” which term includes any
successor entity under the Agreement referred to below). The Trust Fund
was
created pursuant to a Pooling and Servicing Agreement dated as specified
above
(the “Agreement”) among the Company, the Master Servicer and Deutsche Bank
National Trust Company, as trustee (the “Trustee”), a summary of certain of the
pertinent provisions of which is set forth hereafter. To the extent not
defined
herein, the capitalized terms used herein have the meanings assigned
in the
Agreement. This Certificate is issued under and is subject to the terms,
provisions and conditions of the Agreement; to which Agreement the Holder
of
this Certificate by virtue of the acceptance hereof assents and by which
such
Holder is bound.
Pursuant
to the terms of the Agreement, a distribution will be made on the 25th
day of
each month or, if such 25th day is not a Business Day, the Business Day
immediately following (the “Distribution Date”), commencing as described in the
Agreement, to the Person in whose name this Certificate is registered
at the
close of business on the last Business Day of the month immediately preceding
the month of such Distribution Date (the “Record Date”), from the Available
Distribution Amount in an amount equal to the product of the Percentage
Interest
evidenced by this Certificate and the amount (of Prepayment Charges and
principal, if any) required to be distributed to Holders of Class P Certificates
on such Distribution Date.
Distributions
on this Certificate will be made either by the Trustee or by a Paying
Agent
appointed by the Trustee either in immediately available funds (by wire
transfer
or otherwise) for the account of the Person entitled thereto if such
Person
shall have so notified the Trustee or such Paying Agent at least 5 Business
Days
prior to the related Record Date, or by check mailed to the address of
the
Person entitled thereto, as such name and address shall appear on the
Certificate Register.
Notwithstanding
the above, the final distribution on this Certificate will be made after
due
notice of the pendency of such distribution and only upon presentation
and
surrender of this Certificate at the office or agency appointed by the
Trustee
for that purpose in the City and State of New York. The Initial Certificate
Principal Balance of this Certificate is set forth above. The Certificate
Principal Balance hereof will be reduced to the extent of the distributions
allocable to principal allocable hereto.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
B-4-3
The
Certificates are limited in right of payment to certain collections and
recoveries respecting the Mortgage Loans, all as more specifically set
forth
herein and in the Agreement. In the event the Master Servicer advances
funds
with respect to any Mortgage Loan, such advance is reimbursable to the
Master
Servicer, to the extent provided in the Agreement, from related recoveries
on
such Mortgage Loan or from other cash that would have been distributable
to
Certificateholders.
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
No
transfer of a Certificate of this Class shall be made unless such transfer
is
made pursuant to an effective registration statement under the Act and
any
applicable state securities laws or is exempt from the registration requirements
under said Act and such laws. In the event that a transfer is to be made
in
reliance upon an exemption from the Act and such laws, in order to assure
compliance with the Act and such laws, the Certificateholder desiring
to effect
such transfer and such Certificateholder's prospective transferee shall
each
certify to the Trustee and the Company in writing the facts surrounding
the
transfer. In the event that such a transfer is not to be made pursuant
to Rule
144A of the Act, there shall be delivered to the Trustee and the Company
of an
Opinion of Counsel that such transfer may be made pursuant to an exemption
from
the Act, which Opinion of Counsel shall not be obtained at the expense
of the
Trustee, the Master Servicer or the Company; or there shall be delivered
to the
Trustee and the Company a transferor certificate by the transferor and
an
investment letter shall be executed by the transferee. The Holder hereof
desiring to effect such transfer shall, and does hereby agree to, indemnify
the
Trustee and the Company against any liability that may result if the
transfer is
not so exempt or is not made in accordance with such federal and state
laws.
No
transfer of this Certificate to a Plan subject to ERISA or Section 4975
of the
Code, any Person acting, directly or indirectly, on behalf of any such
Plan or
any person using Plan Assets to acquire this Certificate shall be made
except in
accordance with Section 5.02(c) of the Agreement.
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in
the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any such consent by the Holder of this
Certificate shall be conclusive and binding on such Holder and upon all
future
holders of this Certificate and of any Certificate issued upon the transfer
hereof or in exchange herefor or in lieu hereof whether or not notation
of such
consent is made upon the Certificate. The Agreement also permits the
amendment
thereof in certain circumstances with the consent of the Certificate
Insurer and
without the consent of the Holders of any of the Certificates and, in
certain
additional circumstances, without the consent of the Holders of certain
Classes
of Certificates.
B-4-4
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
B-4-5
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated:
February 22, 2007
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized Signatory
|
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class P Certificates referred to in the within-mentioned
Agreement.
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized
Signatory
|
B-4-6
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s)
unto
(Please
print or typewrite name and address including postal zip code of
assignee)
the
Percentage Interest evidenced by the within Certificate and hereby authorizes
the transfer of registration of such Percentage Interest to assignee
on the
Certificate Register of the Trust.
I
(We)
further direct the Trustee to issue a new Certificate of a like denomination
and
Class, to the above named assignee and deliver such Certificate to the
following
address:
Dated:
Signature
by or on behalf of assignor
Signature
Guaranteed
B-4-7
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds to
________________________________________________for the account of ______________
account
number ___________, or, if mailed by check, to________________ _____
Applicable
statements should be mailed to ______________________________________
______________________________________________________________________________
_________.
This
information is provided by __________________, the assignee named above,
or
____________________,
as its
agent.
X-0-0
XXXXXXX
X-0
FORM
OF
CLASS R CERTIFICATE
THIS
CERTIFICATE MAY NOT BE HELD BY OR TRANSFERRED TO A NON-UNITED STATES
PERSON OR A
DISQUALIFIED ORGANIZATION (AS DEFINED BELOW).
SOLELY
FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “RESIDUAL
INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” AS THOSE TERMS ARE
DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE
CODE OF
1986 (THE “CODE”).
NO
TRANSFER OF THIS CERTIFICATE MAY BE MADE TO ANY PERSON, UNLESS THE TRANSFEREE
PROVIDES EITHER A CERTIFICATION PURSUANT TO SECTION 5.02(c) OF THE AGREEMENT
(AS
DEFINED BELOW) OR AN OPINION OF COUNSEL AS PROVIDED IN SECTION 5.02(c)
THAT THE
PURCHASE OF THIS CERTIFICATE IS PERMISSIBLE UNDER APPLICABLE LAW, WILL
NOT
CONSTITUTE OR RESULT IN A NON-EXEMPT PROHIBITED TRANSACTION UNDER SECTION
406 OF
THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR
SECTION 4975 OF THE CODE AND WILL NOT SUBJECT THE MASTER SERVICER, THE
COMPANY
OR THE TRUSTEE TO ANY OBLIGATION OR LIABILITY IN ADDITION TO THOSE UNDERTAKEN
IN
THE AGREEMENT.
THIS
CLASS R CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST
AND WILL
NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
B-5-1
ANY
RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE
ONLY IF
THE PROPOSED TRANSFEREE PROVIDES A TRANSFER AFFIDAVIT TO THE MASTER SERVICER
AND
THE TRUSTEE THAT (1) SUCH TRANSFEREE IS NOT (A) THE UNITED STATES, ANY
STATE OR
POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL
ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING,
(B) ANY
ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE
CODE)
WHICH IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS
SUCH
ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE,
(C) ANY
ORGANIZATION DESCRIBED IN SECTION 1381(a)(2)(C) OF THE CODE, (D) ANY
ELECTING
LARGE PARTNERSHIP UNDER SECTION 775(a) OF THE CODE (ANY SUCH PERSON DESCRIBED
IN
THE FOREGOING CLAUSES (A), (B) (C) OR (D) BEING HEREIN REFERRED TO AS
A
“DISQUALIFIED ORGANIZATION”) OR (E) AN AGENT OF A DISQUALIFIED ORGANIZATION, (2)
NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION
OF TAX,
(3) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING
TO THE
FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE AND (4) SUCH TRANSFEREE
IS A
UNITED STATES PERSON. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE
REGISTER OR ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE
TO A
DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION
OR A
NON-UNITED STATES PERSON, SUCH REGISTRATION SHALL BE DEEMED TO BE OF
NO LEGAL
FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE
A
CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED
TO, THE
RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE
BY
ACCEPTANCE OF THIS CERTIFICATE SHALL BE DEEMED TO HAVE CONSENTED TO THE
PROVISIONS OF THIS PARAGRAPH.
B-5-2
Certificate
No. 1
|
|
Class
R Senior
|
|
Date
of Pooling and Servicing
Agreement
and Cut-off Date: February 1, 2007
|
Percentage
Interest: 100%
|
First
Distribution Date: March 26, 2007
|
|
Master
Servicer:
Impac
Funding Corporation
|
|
Assumed
Final Distribution Date:
March
25, 2037
|
CUSIP:
[_________]
|
MORTGAGE
PASS-THROUGH CERTIFICATE,
SERIES
2007-1
evidencing
a percentage interest in any distributions allocable to the Class R Certificates
with respect to the Trust Fund consisting primarily of a pool of one-
to
four-family adjustable-rate first lien and fixed rate first and second
lien
mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This
Certificate is payable solely from the assets of the Trust Fund, and
does not
represent an obligation of or interest in Impac Secured Assets Corp.,
the Master
Servicer, the Trustee referred to below or any of their affiliates. Neither
this
Certificate nor the underlying Mortgage Loans are guaranteed or insured
by any
governmental agency or instrumentality or by Impac Secured Assets Corp.,
the
Master Servicer, the Trustee or any of their affiliates. None of the
Company,
the Master Servicer or any of their affiliates will have any obligation
with
respect to any certificate or other obligation secured by or payable
from
payments on the Certificates.
This
certifies that [_______________] is the registered owner of the Percentage
Interest evidenced by this Certificate stated above in certain distributions
with respect to a Trust Fund, consisting primarily of a pool of one-
to
four-family adjustable-rate first lien and fixed rate first and second
lien
mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets
Corp. (hereinafter called the “Company,” which term includes any successor
entity under the Agreement referred to below). The Trust Fund was created
pursuant to a Pooling and Servicing Agreement dated as specified above
(the
“Agreement”) among the Company, the Master Servicer and Deutsche Bank National
Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent
provisions of which is set forth hereafter. To the extent not defined
herein,
the capitalized terms used herein have the meanings assigned in the Agreement.
This Certificate is issued under and is subject to the terms, provisions
and
conditions of the Agreement, to which Agreement the Holder of this Certificate
by virtue of the acceptance hereof assents and by which such Holder is
bound.
B-5-3
This
Certificate does not have a principal balance or pass-through rate and
will be
entitled to distributions only to the Patent set forth in the Agreement.
In
addition, any distribution of the proceeds of any remaining assets of
the Trust
will be made only upon presentment and surrender of this Certificate
at the
office or agency maintained by the Trustee.
This
Certificate is one of a duly authorized issue of Certificates issued
in several
Classes designated as Mortgage Pass-Through Certificates of the Series
specified
hereon (herein collectively called the “Certificates”).
As
provided in the Agreement, withdrawals from the Custodial Account and/or
the
Certificate Account created for the benefit of Certificateholders may
be made by
the Master Servicer from time to time for purposes other than distributions
to
Certificateholders, such purposes including without limitation reimbursement
to
the Trustee, the Company and the Master Servicer of advances made, or
certain
expenses incurred, by either of them.
No
transfer of a Certificate of this Class shall be made unless such transfer
is
made pursuant to an effective registration statement under the Act and
any
applicable state securities laws or is exempt from the registration requirements
under said Act and such laws. In the event that a transfer is to be made
in
reliance upon an exemption from the Act and such laws, in order to assure
compliance with the Act and such laws, the Certificateholder desiring
to effect
such transfer and such Certificateholder's prospective transferee shall
each
certify to the Trustee and the Company in writing the facts surrounding
the
transfer. In the event that such a transfer is not to be made pursuant
to Rule
144A of the Act, there shall be delivered to the Trustee and the Company
of an
Opinion of Counsel that such transfer may be made pursuant to an exemption
from
the Act, which Opinion of Counsel shall not be obtained at the expense
of the
Trustee, the Master Servicer or the Company; or there shall be delivered
to the
Trustee and the Company a transferor certificate by the transferor and
an
investment letter shall be executed by the transferee. The Holder hereof
desiring to effect such transfer shall, and does hereby agree to, indemnify
the
Trustee and the Company against any liability that may result if the
transfer is
not so exempt or is not made in accordance with such federal and state
laws.
No
transfer of this Certificate to a Plan subject to ERISA or Section 4975
of the
Code, any Person acting, directly or indirectly, on behalf of any such
Plan or
any person using Plan Assets to acquire this Certificate shall be made
except in
accordance with Section 5.02(c) of the Agreement.
Each
Holder of this Certificate will be deemed to have agreed to be bound
by the
restrictions of the Agreement, including but not limited to the restrictions
that (i) each person holding or acquiring any Ownership Interest in this
Certificate must be a Permitted Transferee, (ii) no Ownership Interest,
in this
Certificate may be transferred without delivery to the Trustee of (a)
a transfer
affidavit of the proposed transferee and (b) a transfer certificate of
the
transferor, each of such documents to be in the form described in the
Agreement,
(iii) each person holding or acquiring any Ownership Interest in this
Certificate must agree to require a transfer affidavit and to deliver
a transfer
certificate to the Trustee as required pursuant to the Agreement, (iv)
each
person holding or acquiring an Ownership Interest in this Certificate
must agree
not to transfer an Ownership Interest in this Certificate if it has actual
knowledge that the proposed transferee is not a Permitted Transferee
and (v) any
attempted or purported transfer of any Ownership Interest in this Certificate
in
violation of such restrictions will be absolutely null and void and will
vest no
rights in the purported transferee. Pursuant to the Agreement, the Trustee
will
provide the Internal Revenue Service and any pertinent persons with the
information needed to compute the tax imposed under the applicable tax
laws on
transfers of residual interests to disqualified organizations, if any
person
other than a Permitted Transferee acquires an Ownership Interest on a
Class R
Certificate in violation of the restrictions mentioned above.
B-5-4
The
Agreement permits, with certain exceptions therein provided, the amendment
of
the Agreement and the modification of the rights and obligations of the
Company,
the Master Servicer and the Trustee and the rights of the Certificateholders
under the Agreement at any time by the Company, the Master Servicer and
the
Trustee with the consent of the Holders of Certificates evidencing in
the
aggregate not less than 66-2/3% of the Percentage Interests of each Class
of
Certificates affected thereby. Any such consent by the Holder of this
Certificate shall be conclusive and binding on such Holder and upon all
future
holders of this Certificate and of any Certificate issued upon the transfer
hereof or in exchange herefor or in lieu hereof whether or not notation
of such
consent is made upon the Certificate. The Agreement also permits the
amendment
thereof in certain circumstances with the consent of the Certificate
Insurer and
without the consent of the Holders of any of the Certificates and, in
certain
additional circumstances, without the consent of the Holders of certain
Classes
of Certificates.
As
provided in the Agreement and subject to certain limitations therein
set forth,
the transfer of this Certificate is registrable in the Certificate Register
upon
surrender of this Certificate for registration of transfer at the offices
or
agencies appointed by the Trustee, duly endorsed by, or accompanied by
an,
assignment in the form below or other written instrument of transfer
in form
satisfactory to the Trustee and the Certificate Registrar duly executed
by the
Holder hereof or such Holder's attorney duly authorized in writing, and
thereupon one or more new Certificates of authorized denominations evidencing
the same Class and aggregate Percentage Interest will be issued to the
designated transferee or transferees.
The
Certificates are issuable only as registered Certificates without coupons
in
Classes and in denominations specified in the Agreement. As provided
in the
Agreement and subject to certain limitations therein set forth, Certificates
are
exchangeable for new Certificates of authorized denominations evidencing
the
same Class and aggregate Percentage Interest, as requested by the Holder
surrendering the same.
No
service charge will be made for any such registration of transfer or
exchange,
but the Trustee may require payment of a sum sufficient to cover any
tax or
other governmental charge payable in connection therewith.
The
Company, the Master Servicer and the Trustee and any agent of the Company,
the
Master Servicer or the Trustee may treat the Person in whose name this
Certificate is registered as the owner hereof for all purposes, and neither
the
Company, the Master Servicer, the Trustee nor any such agent shall be
affected
by notice to the contrary.
B-5-5
This
Certificate shall be governed by and construed in accordance with the
laws of
the State of New York.
The
Mortgage Loans are subject to termination in whole, but not in part,
by the
Master Servicer, on or after the Distribution Date on which the aggregate
Stated
Principal Balance of the Mortgage Loans is less than or equal to 10%
of the
aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off
Date.
Unless
the certificate of authentication hereon has been executed by the Trustee,
by
manual signature, this Certificate shall not be entitled to any benefit
under
the Agreement or be valid for any purpose.
B-5-6
IN
WITNESS WHEREOF, the Trustee has caused this Certificate to be duly
executed.
Dated:
February 22, 2007
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized Signatory
|
CERTIFICATE
OF AUTHENTICATION
This
is
one of the Class R Certificates referred to in the within-mentioned
Agreement.
|
DEUTSCHE
BANK NATIONAL TRUST COMPANY,
as
Trustee
By:______________________________
Authorized Signatory
|
B-5-7
ASSIGNMENT
FOR
VALUE
RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
(Please
print or typewrite name and address including postal zip code of
assignee)
the
Percentage Interest evidenced by the within Certificate and hereby authorizes
the transfer of registration of such Percentage Interest to assignee on
the
Certificate Register of the Trust.
I
(We)
further direct the Trustee to issue a new Certificate of a like denomination
and
Class, to the above named assignee and deliver such Certificate to the
following
address:
Dated:
Signature
by or on behalf of assignor
Signature
Guaranteed
B-5-8
DISTRIBUTION
INSTRUCTIONS
The
assignee should include the following for purposes of distribution:
Distributions
shall be made, by wire transfer or otherwise, in immediately available
funds to
________________________________________________for the account of ______________
account
number ___________, or, if mailed by check, to________________ _____ Applicable
statements should be mailed to ______________________________________
______________________________________________________________________________
_________.
This
information is provided by __________________, the assignee named above,
or
____________________,
as its
agent.
B-5-9
EXHIBIT
C
FORM
OF
TRUSTEE'S INITIAL CERTIFICATION
February
22, 2007
Impac
Secured Assets Corp.
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
Impac
Funding Corporation
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
Re:
|
Pooling
and Servicing Agreement, dated as of February 1, 2007, among
Impac Secured
Assets Corp., Impac Funding Corporation and Deutsche Bank National
Trust
Company, relating to Mortgage Pass-Through Certificates, Series
2007-1
|
Ladies
and Gentlemen:
In
accordance with Section 2.02 of the above-captioned Pooling and Servicing
Agreement, the undersigned, as Trustee,
hereby
certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule
(other than any Mortgage Loan paid in full or listed on the attachment
hereto)
it has reviewed the Mortgage File and the Mortgage Loan Schedule and has
determined that: (i) all documents required to be included in the Mortgage
File
are in its possession; (ii) such documents have been reviewed by it and
appear
regular on their face and relate to such Mortgage Loan; and (iii) based
on
examination by it, and only as to such documents, the information set forth
in
items (iii) and (iv) of the definition or description of “Mortgage Loan
Schedule” is correct.
The
Trustee has made no independent examination of any documents contained
in each
Mortgage File beyond the review specifically required in the above-referenced
Pooling and Servicing Agreement. The Trustee makes no representation that
any
documents specified in clause (vi) of Section 2.01 should be included in
any
Mortgage File. The Trustee makes no representations as to and shall not
be
responsible to verify: (i) the validity, legality, sufficiency, enforceability,
due authorization, recordability or genuineness of any of the documents
contained in each Mortgage File of any of the Mortgage Loans identified
on the
Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness
or
suitability of any such Mortgage Loan, or (iii) the existence of any assumption,
modification, written assurance or substitution agreement with respect
to any
Mortgage File if no such documents appear in the Mortgage File delivered
to the
Trustee.
C-1
Capitalized
words and phrases used herein shall have the respective meanings assigned
to
them in the above-captioned Pooling and Servicing Agreement.
[_______________________________]
|
|
By:
________________________________
|
|
Name:
|
|
Title:
|
C-2
EXHIBIT
D
FORM
OF
TRUSTEE FINAL CERTIFICATION
______________,
20__
Impac
Secured Assets Corp.
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
Impac
Funding Corporation
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
Re:
|
Pooling
and Servicing Agreement, dated as of February 1, 2007, among
Impac
Secured
Assets Corp., Impac Funding Corporation and Deutsche Bank National
Trust
Company, relating to Mortgage Pass-Through
Certificates, Series 2007-1
|
Ladies
and Gentlemen:
In
accordance with Section 2.02 of the above-captioned Pooling and Servicing
Agreement, the undersigned, as Trustee, hereby certifies that as to each
Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage
Loan
paid in full or listed on the attachment hereto) it has received the documents
set forth in Section 2.01.
The
Trustee has made no independent examination of any documents contained
in each
Mortgage File beyond the review specifically required in the above-referenced
Pooling and Servicing Agreement. The Trustee makes no representation that
any
documents specified in clause (vi) of Section 2.01 should be included in
any
Mortgage File. The Trustee makes no representations as to and shall not
be
responsible to verify: (i) the validity, legality, sufficiency, enforceability,
due authorization, recordability or genuineness of any of the documents
contained in each Mortgage File of any of the Mortgage Loans identified
on the
Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness
or
suitability of any such Mortgage Loan or (iii) the existence of any assumption,
modification, written assurance or substitution agreement with respect
to any
Mortgage File if no such documents appear in the Mortgage File delivered
to the
Trustee.
D-1
Capitalized
words and phrases used herein shall have the respective meanings assigned
to
them in the above-captioned Pooling and Servicing Agreement.
[_________________________]
|
|
By: ________________________________
|
|
Name:
|
|
Title:
|
D-2
EXHIBIT
E
FORM
OF
REMITTANCE REPORT
(Provided
Upon Request)
E-1
EXHIBIT
F-1
REQUEST
FOR RELEASE
(for
Trustee)
Loan
Information
|
||
Name
of Mortgagor:
|
___________________________
|
|
Master
Servicer
|
||
Loan
No.:
|
___________________________
|
|
Trustee
|
||
Name:
|
___________________________
|
|
Address:
|
___________________________
|
|
___________________________
|
||
Trustee
|
||
Mortgage
File No.:
|
___________________________
|
F-1-1
Request
for Requesting Documents (check one):
1.
|
Mortgage
Loan Liquidated.
|
(The
Master Servicer hereby certifies that all proceeds of foreclosure, insurance
or
other liquidation have been finally received and deposited into the Custodial
Account to the extent required pursuant to the Pooling and Servicing
Agreement.)
2.
|
Mortgage
Loan in Foreclosure.
|
3.
|
Mortgage
Loan Repurchased Pursuant to Section 9.01 of the Pooling and
Servicing
Agreement.
|
4.
|
Mortgage
Loan Repurchased Pursuant to Article II of the Pooling and Servicing
Agreement.
|
(The
Master Servicer hereby certifies that the repurchase price has been deposited
into the Custodial Account pursuant to the Pooling and Servicing
Agreement.)
5.
|
Other
(explain).
|
_________________________________________________________________________
|
_________________________________________________________________________
|
_________________________________________________________________________
|
_________________________________________________________________________
|
_________________________________________________________________________
|
_________________________________________________________________________
|
F-1-2
The
undersigned Master Servicer hereby acknowledges that it has received from
the
Trustee for the Holders of Mortgage Pass-Through Certificates, Series 2007-1,
the documents referred to below (the “Documents”). All capitalized terms not
otherwise defined in this Request for Release shall have the meanings given
them
in the Pooling and Servicing Agreement, dated as of February 1, 2007 (the
“Pooling and Servicing Agreement”), among Impac Secured Assets Corp., Impac
Funding Corporation and the Trustee.
(
)
|
Promissory
Note dated _________________, 200_, in the original principal
sum of
$__________, made by __________________, payable to, or endorsed
to the
order of, the Trustee.
|
(
)
|
Mortgage
recorded on _________________________ as instrument no. ___________
in the
County Recorders Office of the County of ______________________,
State of
_____________________ in book/reel/docket of official records
at
page/image _______________.
|
(
)
|
Deed
of Trust recorded on ____________________ as instrument no._____________
in the County Recorder's Office of the County of ______________________,
State of _____________________in book/reel/docket __________________
of
official records at page/image
________________.
|
(
)
|
Assignment
of Mortgage or Deed of Trust to the Trustee, recorded on _______________
as instrument no. ______________ in the County Recorder's Office
of the
County of ________________, State of ___________________ in
book/reel/docket ____________ of official records at page/image
___________.
|
(
)
|
Other
documents, including any amendments, assignments or other assumptions
of
the Mortgage Note or Mortgage.
|
(
)
|
___________________________
|
(
)
|
___________________________
|
(
)
|
___________________________
|
(
)
|
___________________________
|
F-1-3
The
undersigned Master Servicer hereby acknowledges and agrees as
follows:
(1) The
Master Servicer shall hold and retain possession of the Documents in trust
for
the benefit of the Trustee, solely for the purposes provided in the
Agreement.
(2) The
Master Servicer shall not cause or knowingly permit the Documents to become
subject to, or encumbered by, any claim, liens, security interest, charges,
writs of attachment or other impositions nor shall the Master Servicer
assert or
seek to assert any claims or rights of setoff to or against the Documents
or any
proceeds thereof.
(3) The
Master Servicer shall return each and every Document previously requested
from
the Mortgage File to the Trustee when the need therefor no longer exists,
unless
the Mortgage Loan relating to the Documents has been liquidated and the
proceeds
thereof have been remitted to the Custodial Account and except as expressly
provided in the Agreement.
(4) The
Documents and any proceeds thereof, including any proceeds of proceeds,
coming
into the possession or control of the Master Servicer shall at all times
be
earmarked for the account of the Trustee, and the Master Servicer shall
keep the
Documents and any proceeds separate and distinct from all other property
in the
Master Servicer's possession, custody or control.
IMPAC
FUNDING CORPORATION
|
|
By:
___________________________
Title:
___________________________
|
Date:
_________________, 200_
F-1-4
EXHIBIT
F-2
REQUEST
FOR RELEASE
[Mortgage
Loans Paid in Full]
OFFICER’S
CERTIFICATE AND TRUST RECEIPT
MORTGAGE
PASS-THROUGH CERTIFICATES
SERIES
2007-1
_____________________________________
HEREBY CERTIFIES THAT HE/SHE IS AN OFFICER OF THE MASTER SERVICER, HOLDING
THE
OFFICE SET FORTH BENEATH HIS/HER SIGNATURE, AND HEREBY FURTHER CERTIFIES
AS
FOLLOWS:
WITH
RESPECT TO THE MORTGAGE LOANS, AS THE TERM IS DEFINED IN THE POOLING AND
SERVICING AGREEMENT DESCRIBED IN THE ATTACHED SCHEDULE:
ALL
PAYMENTS OF PRINCIPAL, PREMIUM (IF ANY), AND INTEREST HAVE BEEN
MADE.
LOAN
NUMBER: _____________________
|
BORROWER'S
NAME: ________________
|
COUNTY:
___________________________
|
F-2-1
WE
HEREBY
CERTIFY THAT ALL AMOUNTS RECEIVED IN CONNECTION WITH SUCH PAYMENTS, WHICH
ARE
REQUIRED TO BE DEPOSITED IN THE CUSTODIAL ACCOUNT PURSUANT TO SECTION 3.10
OF
THE POOLING AND SERVICING AGREEMENT, HAVE BEEN OR WILL BE CREDITED.
_________
____________
|
DATED:
_____________________
|
// VICE
PRESIDENT
// ASSISTANT
VICE PRESIDENT
F-2-2
EXHIBIT
G-1
FORM
OF
INVESTOR
REPRESENTATION LETTER
___________,
200__
Impac
Secured Assets Corp.
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
DB
Services Tennessee
000
Xxxxxxxxx Xxxx Xx.
Xxxxxxxxx,
XX 00000
Attn:
Transfer Unit
Re:
|
Impac
Secured Assets Corp.
|
Mortgage
Pass-Through Certificates Series 2007-1, Class [_] Certificates
Ladies
and Gentlemen:
______________
(the “Purchaser”) intends to purchase from ______________ (the “Seller”)
$_________ Initial Certificate Principal Balance of Mortgage Pass-Through
Certificates, Series 2007-1, Class _____ (the “Certificates”), issued pursuant
to the Pooling and Servicing Agreement, dated as of February 1, 2007 (the
“Pooling and Servicing Agreement”), among Impac Secured Assets Corp., as
depositor (the “Company”), Impac Funding Corporation, as master servicer, and
Deutsche Bank National Trust Company, as trustee (the “Trustee”). All terms used
herein and not otherwise defined shall have the meanings set forth in the
Pooling and Servicing Agreement. The Purchaser hereby certifies, represents
and
warrants to, and covenants with, the Company and the Trustee that:
1. The
Purchaser understands that (a) the Certificates have not been and will
not be
registered or qualified under the Securities Act of 1933, as amended (the
“Act”)
or any state securities law, (b) the Company is not required to so register
or
qualify the Certificates, (c) the Certificates may be resold only if registered
and qualified pursuant to the provisions of the Act or any state securities
law,
or if an exemption from such registration and qualification is available,
(d)
the Pooling and Servicing Agreement contains restrictions regarding the
transfer
of the Certificates and (e) the Certificates will bear a legend to the
foregoing
effect.
G-1-1
2. The
Purchaser is acquiring the Certificates for its own account for investment
only
and not with a view to or for sale in connection with any distribution
thereof
in any manner that would violate the Act or any applicable state securities
laws.
3. The
Purchaser is (a) a substantial, sophisticated institutional investor having
such
knowledge and experience in financial and business matters, and, in particular,
in such matters related to securities similar to the Certificates, such
that it
is capable of evaluating the merits and risks of investment in the Certificates,
(b) able to bear the economic risks of such an investment and (c) an “accredited
investor” within the meaning of Rule 501(a) (1)-(3) and (7) of Regulation D
promulgated pursuant to the Act.
4. The
Purchaser has been furnished with, and has had an opportunity to review
(a) a
copy of the Pooling and Servicing Agreement and (b) such other information
concerning the Certificates, the Mortgage Loans and the Company as has
been
requested by the Purchaser from the Company or the Seller and is relevant
to the
Purchaser's decision to purchase the Certificates. The Purchaser has had
any
questions arising from such review answered by the Company or the Seller
to the
satisfaction of the Purchaser.
5. The
Purchaser has not and will not nor has it authorized or will it authorize
any
person to (a) offer, pledge, sell, dispose of or otherwise transfer any
Certificate, any interest in any Certificate or any other similar security
to
any person in any manner, (b) solicit any offer to buy or to accept a pledge,
disposition of other transfer of any Certificate, any interest in any
Certificate or any other similar security from any person in any manner,
(c)
otherwise approach or negotiate with respect to any Certificate, any interest
in
any Certificate or any other similar security with any person in any manner,
(d)
make any general solicitation by means of general advertising or in any
other
manner or (e) take any other action, that (as to any of (a) through (e)
above)
would constitute a distribution of any Certificate under the Act, that
would
render the disposition of any Certificate a violation of Section 5 of the
Act or
any state securities law, or that would require registration or qualification
pursuant thereto. The Purchaser will not sell or otherwise transfer any
of the
Certificates, except in compliance with the provisions of the Pooling and
Servicing Agreement.
Very
truly yours,
_________________________
(Purchaser)
|
|
By:
_______________________
Name:
_____________________
Title:
______________________
|
G-1-2
EXHIBIT
G-2
FORM
OF
TRANSFEROR REPRESENTATION LETTER
______________,
200___
Impac
Secured Assets Corp.
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
DB
Services Tennessee
000
Xxxxxxxxx Xxxx Xx.
Xxxxxxxxx,
XX 00000
Attn:
Transfer Unit
Re:
|
Impac
Secured Assets Corp.
|
Mortgage
Pass-Through Certificates, Series 2007-1, Class [_]
Certificates
Ladies
and Gentlemen:
In
connection with the sale by ___________ (the “Seller”) to ________ (the
“Purchaser”) of $_________ Initial Certificate Principal Balance of Mortgage
Pass-Through Certificates, Series 2007-1, Class _____ (the “Certificates”),
issued pursuant to the Pooling and Servicing Agreement, dated as of February
1,
2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp.,
as depositor (the “Company”), Impac Funding Corporation, as master servicer, and
Deutsche Bank National Trust Company, as trustee (the “Trustee”). The Seller
hereby certifies, represents and warrants to, and covenants with, the Company
and the Trustee that:
Neither
the Seller nor anyone acting on its behalf has (a) offered, pledged, sold,
disposed of or otherwise transferred any Certificate, any interest in any
Certificate or any other similar security to any person in any manner,
(b) has
solicited any offer to buy or to accept a pledge, disposition or other
transfer
of any Certificate, any interest in any Certificate or any other similar
security from any person in any manner, (c) has otherwise approached or
negotiated with respect to any Certificate, any interest in any Certificate
or
any other similar security with any person in any manner, (d) has made
any
general solicitation by means of general advertising or in any other manner,
or
(e) has taken any other action, that (as to any of (a) through (e) above)
would
constitute a distribution of the Certificates under the Securities Act
of 1933
(the “Act”), that would render the disposition of any Certificate a violation of
Section 5 of the Act or any state securities law, or that would require
registration or qualification pursuant thereto. The Seller will not act
in any
manner set forth in the foregoing sentence with respect to any Certificate.
The
Seller has not and will not sell or otherwise transfer any of the Certificates,
except in compliance with the provisions of the Pooling and Servicing
Agreement.
G-2-1
Very
truly yours,
_________________________
(Seller)
|
|
By:
_______________________
Name:
_____________________
Title:
______________________
|
G-2-2
EXHIBIT
G-3
FORM
OF
RULE 144A INVESTMENT REPRESENTATION
Description
of Rule 144A Securities, including numbers:
Impac
Secured Assets Corp.
Mortgage
Pass-Through Certificates
Series
2007-1, Class ____, No. ____
The
undersigned seller, as registered holder (the “Transferor”), intends to transfer
the Rule 144A Securities described above to the undersigned buyer (the
“Buyer”).
1.
In
connection with such transfer and in accordance with the agreements pursuant
to
which the Rule 144A Securities were issued, the Transferor hereby certifies
the
following facts: Neither the Transferor nor anyone acting on its behalf
has
offered, transferred, pledged, sold or otherwise disposed of the Rule 144A
Securities, any interest in the Rule 144A Securities or any other similar
security to, or solicited any offer to buy or accept a transfer, pledge
or other
disposition of the Rule 144A Securities, or otherwise approached or negotiated
with respect to the Rule 144A Securities, any interest in the Rule 144A
Securities 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, which would constitute a distribution of the
Rule
144A Securities under the Securities Act of 1933, as amended (the “1933 Act”),
or which would render the disposition of the Rule 144A Securities a violation
of
Section 5 of the 1933 Act or require registration pursuant thereto, and
that the
Transferor has not offered the Rule 144A Securities to any person other
than the
Buyer or another “qualified institutional buyer” as defined in Rule 144A under
the 0000 Xxx.
2.
The
Buyer warrants and represents to, and covenants with, the Transferor, the
Trustee, the Master Servicer and the Depositor pursuant to Section 5.02
of the
Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and
Servicing Agreement”), among Impac Secured Assets Corp., as depositor (the
“Depositor”), Impac Funding Corporation, as master servicer (the “Master
Servicer”) and Deutsche Bank National Trust Company, as trustee (the “Trustee”),
as follows:
a.
The
Buyer understands that the Rule 144A Securities have not been registered
under
the 1933 Act or the securities laws of any state.
b.
The
Buyer considers itself a substantial, sophisticated institutional investor
having such knowledge and experience in financial and business matters
that it
is capable of evaluating the merits and risks of investment in the Rule
144A
Securities.
G-3-1
c.
The
Buyer has been furnished with all information regarding the Rule 144A Securities
that it has requested from the Transferor, the Trustee or the Master
Servicer.
d.
Neither the Buyer nor anyone acting on its behalf has offered, transferred,
pledged, sold or otherwise disposed of the Rule 144A Securities, any interest
in
the Rule 144A Securities or any other similar security to, or solicited
any
offer to buy or accept a transfer, pledge or other disposition of the Rule
144A
Securities, any interest in the Rule 144A Securities or any other similar
security from, or otherwise approached or negotiated with respect to the
Rule
144A Securities, any interest in the Rule 144A Securities 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 Rule 144A Securities under
the 1933
Act or that would render the disposition of the Rule 144A Securities a
violation
of Section 5 of the 1933 Act or require registration pursuant thereto,
nor will
it act, nor has it authorized or will it authorize any person to act, in
such
manner with respect to the Rule 144A Securities.
e.
The
Buyer is a “qualified institutional buyer” as that term is defined in Rule 144
under the 1933 Act and has completed either of the forms of certification
to
that effect attached hereto as Annex 1 or Annex 2. The Buyer is aware that
the
sale to it is being made in reliance on Rule 144A. The Buyer is acquiring
the
Rule 144A Securities for its own account or the account of other qualified
institutional buyers, understands that such Rule 144 Securities may be
resold,
pledged or transferred only (i) to a person reasonably believed to be a
qualified institutional buyer that purchases for its own account or for
the
account of a qualified institutional buyer to whom notice is given that
the
resale, pledge or transfer is being made in reliance on Rule 144A, or (ii)
pursuant to another exemption from registration under the 1933 Act.
3.
The
Buyer warrants and represents to, and covenants with, the Transferor, the
Master
Servicer and the Depositor that either (1) the Buyer is not an employee
benefit
plan within the meaning of Section 3(3) of the Employee Retirement Income
Security Act of 1974, as amended (“ERISA”) (“Plan”), or a plan within the
meaning of Section 4975(e)(1) of the Internal Revenue Code of 1986 (the
“Code”)
(also a “Plan”), and the Buyer is not directly or indirectly purchasing the Rule
144A Securities on behalf of, as investment manager of, as named fiduciary
of,
as trustee of, or with assets of a Plan, or (2) the Buyer has provided
the
Trustee with the opinion letter required by section 5.02(c) of the Pooling
and
Servicing Agreement.
4.
This
document may be executed in one or more counterparts and by the different
parties hereto on separate counterparts, each of which, when so executed,
shall
be deemed to be an original; such counterparts, together, shall constitute
one
and the same document.
G-3-2
IN
WITNESS WHEREOF, each of the parties has executed this document as of the
date
set forth below.
________________________________
Print
Name of Transferor
|
________________________________
Print
Name of Buyer
|
By:
________________________________
Name:
Title:
|
By:
________________________________
Name:
Title:
|
Taxpayer
Identification:
No.
________________________________
Date:
_______________________________
|
Taxpayer
Identification:
No.
________________________________
Date:________________________________
|
G-3-3
ANNEX
1 TO EXHIBIT G-3
QUALIFIED
INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
[For
Buyers Other Than Registered Investment Companies]
The
undersigned hereby certifies as follows in connection with the Rule 144A
Investment Representation to which this Certification is attached:
1.
As
indicated below, the undersigned is the President, Chief Financial Officer,
Senior Vice President or other executive officer of the Buyer.
2.
In
connection with purchases by the Buyer, the Buyer is a “qualified institutional
buyer” as that term is defined in Rule 144A under the Securities Act of 1933
(“Rule 144A”) because (i) the Buyer owned and/or invested on a discretionary
basis $____________________1
in
securities (except for the excluded securities referred to below) as of
the end
of the Buyer's most recent fiscal year (such amount being calculated in
accordance with Rule 144A) and (ii) the Buyer satisfies the criteria in
the
category marked below.
____
|
Corporation,
etc.
The Buyer is a corporation (other than a bank, savings and loan
association or similar institution), Massachusetts or similar
business
trust, partnership, or charitable organization described in Section
501(c)(3) of the Internal Revenue
Code.
|
____
|
Bank.
The Buyer (a) is a national bank or banking institution organized
under
the laws of any State, territory or the District of Columbia,
the business
of which is substantially confined to banking and is supervised
by the
State or territorial banking commission or similar official or
is a
foreign bank or equivalent institution, and (b) has an audited
net worth
of at least $25,000,000 as demonstrated in its latest annual
financial
statement, a copy of which is attached
hereto.
|
____
|
Savings
and Loan.
The Buyer (a) is a savings and loan association, building and
loan
association, cooperative bank, homestead association or similar
institution, which is supervised and examined by a State or Federal
authority having supervision over any such institutions or is
a foreign
savings and loan association or equivalent institution and (b)
has an
audited net worth of at least $25,000,000 as demonstrated in
its latest
annual financial statements.
|
_________________________
1
|
Buyer
must own and/or invest on a discretionary basis at least $100,000,000
in
securities unless Buyer is a dealer, and, in that case, Buyer
must own
and/or invest on a discretionary basis at least $10,000,000 in
securities.
|
G-3-4
____
|
Broker-dealer.
The Buyer is a dealer registered pursuant to Section 15 of the
Securities
Exchange Act of 1934.
|
____
|
Insurance
Company.
The Buyer is an insurance company whose primary and predominant
business
activity is the writing of insurance or the reinsuring of risks
underwritten by insurance companies and which is subject to supervision
by
the insurance commissioner or a similar official or agency of
a State,
territory or the District of
Columbia.
|
____
|
State
or Local Plan.
The Buyer is a plan established and maintained by a State, its
political
subdivisions, or any agency or instrumentality of the State or
its
political subdivisions, for the benefit of its
employees.
|
____
|
ERISA
Plan.
The Buyer is an employee benefit plan within the meaning of Title
I of the
Employee Retirement Income Security Act of
1974.
|
____
|
Investment
Adviser.
The Buyer is an investment adviser registered under the Investment
Advisers Act of 1940.
|
____
|
SBIC.
The Buyer is a Small Business Investment Company licensed by
the U.S.
Small Business Administration under Section 301(c) or (d) of
the Small
Business Investment Act of 1958.
|
____
|
Business
Development Company.
The Buyer is a business development company as defined in Section
202(a)(22) of the Investment Advisers Act of
1940.
|
____
|
Trust
Fund.
The Buyer is a trust fund whose trustee is a bank or trust company
and
whose participants are exclusively (a) plans established and
maintained by
a State, its political subdivisions, or any agency or instrumentality
of
the State or its political subdivisions, for the benefit of its
employees,
or (b) employee benefit plans within the meaning of Title I of
the
Employee Retirement Income Security Act of 1974, but is not a
trust fund
that includes as participants individual retirement accounts
or H.R. 10
plans.
|
3.
The
term “securities”
as
used
herein does
not include
(i)
securities of issuers that are affiliated with the Buyer, (ii) securities
that
are part of an unsold allotment to or subscription by the Buyer, if the
Buyer is
a dealer, (iii) bank deposit notes and certificates of deposit, (iv) loan
participations, (v) repurchase agreements, (vi) securities owned but subject
to
a repurchase agreement and (vii) currency, interest rate and commodity
swaps.
4.
For
purposes of determining the aggregate amount of securities owned and/or
invested
on a discretionary basis by the Buyer, the Buyer used the cost of such
securities to the Buyer and did not include any of the securities referred
to in
the preceding paragraph. Further, in determining such aggregate amount,
the
Buyer may have included securities owned by subsidiaries of the Buyer,
but only
if such subsidiaries are consolidated with the Buyer in its financial statements
prepared in accordance with generally accepted accounting principles and
if the
investments of such subsidiaries are managed under the Buyer's direction.
However, such securities were not included if the Buyer is a majority-owned,
consolidated subsidiary of another enterprise and the Buyer is not itself
a
reporting company under the Securities Exchange Act of 1934.
G-3-5
5.
The
Buyer acknowledges that it is familiar with Rule 144A and understands that
the
seller to it and other parties related to the Certificates are relying
and will
continue to rely on the statements made herein because one or more sales
to the
Buyer may be in reliance on Rule 144A.
___
|
___
|
Will
the Buyer be purchasing the Rule 144A
|
|
Yes
|
No
|
Securities
only for the Buyer's own account?
|
6.
If the
answer to the foregoing question is “no”, the Buyer agrees that, in connection
with any purchase of securities sold to the Buyer for the account of a
third
party (including any separate account) in reliance on Rule 144A, the Buyer
will
only purchase for the account of a third party that at the time is a “qualified
institutional buyer” within the meaning of Rule 144A. In addition, the Buyer
agrees that the Buyer will not purchase securities for a third party unless
the
Buyer has obtained a current representation letter from such third party
or
taken other appropriate steps contemplated by Rule 144A to conclude that
such
third party independently meets the definition of “qualified institutional
buyer” set forth in Rule 144A.
7.
The
Buyer will notify each of the parties to which this certification is made
of any
changes in the information and conclusions herein. Until such notice is
given,
the Buyer's purchase of Rule 144A Securities will constitute a reaffirmation
of
this certification as of the date of such purchase.
________________________________
Print
Name of Buyer
|
|
By:
________________________________
Name:
Title:
Date:
________________________________
|
G-3-6
ANNEX
2 TO EXHIBIT G-3
QUALIFIED
INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
[For
Buyers That Are Registered Investment Companies]
The
undersigned hereby certifies as follows in connection with the Rule 144A
Investment Representation to which this Certification is attached:
1. As
indicated below, the undersigned is the President, Chief Financial Officer
or
Senior Vice President of the Buyer or, if the Buyer is a “qualified
institutional buyer” as that term is defined in Rule 144A under the Securities
Act of 1933 (“Rule 144A”) because Buyer is part of a Family of Investment
Companies (as defined below), is such an officer of the Adviser.
2. In
connection with purchases by Buyer, the Buyer is a “qualified institutional
buyer” as defined in SEC Rule 144A because (i) the Buyer is an investment
company registered under the Investment Company Act of 1940, and (ii) as
marked
below, the Buyer alone, or the Buyer's Family of Investment Companies,
owned at
least $100,000,000 in securities (other than the excluded securities referred
to
below) as of the end of the Buyer's most recent fiscal year. For purposes
of
determining the amount of securities owned by the Buyer or the Buyer's
Family of
Investment Companies, the cost of such securities was used.
____
|
The
Buyer owned $_______________ in securities (other than the excluded
securities referred to below) as of the end of the Buyer's most
recent
fiscal year (such amount being calculated in accordance with
Rule
144A).
|
____
|
The
Buyer is part of a Family of Investment Companies which owned
in the
aggregate $____________ in securities (other than the excluded
securities
referred to below) as of the end of the Buyer's most recent fiscal
year
(such amount being calculated in accordance with Rule
144A).
|
3. The
term
“Family
of Investment Companies”
as
used
herein means two or more registered investment companies (or series thereof)
that have the same investment adviser or investment advisers that are affiliated
(by virtue of being majority owned subsidiaries of the same parent or because
one investment adviser is a majority owned subsidiary of the
other).
4. The
term
“securities”
as
used
herein does not include (i) securities of issuers that are affiliated with
the
Buyer or are part of the Buyer's Family of Investment Companies, (ii) bank
deposit notes and certificates of deposit, (iii) loan participations, (iv)
repurchase agreements, (v) securities owned but subject to a repurchase
agreement and (vi) currency, interest rate and commodity swaps.
G-3-7
5. The
Buyer
is familiar with Rule 144A and understands that each of the parties to
which
this certification is made are relying and will continue to rely on the
statements made herein because one or more sales to the Buyer will be in
reliance on Rule 144A. In addition, the Buyer will only purchase for the
Buyer's
own account.
6. The
undersigned will notify each of the parties to which this certification
is made
of any changes in the information and conclusions herein. Until such notice,
the
Buyer's purchase of Rule 144A Securities will constitute a reaffirmation
of this
certification by the undersigned as of the date of such purchase.
________________________________
Print
Name of Buyer
|
|
By:
________________________________
Name:
Title:
|
|
IF
AN ADVISER:
|
|
________________________________
Print
Name of Buyer
|
|
Date:
________________________________
|
G-3-8
EXHIBIT
G-4
FORM
OF
TRANSFEROR CERTIFICATE
______________,
200__
Impac
Secured Assets Corp.
00000
Xxxxxxxx Xxxx
Xxxxxx,
Xxxxxxxxxx 00000
DB
Services Tennessee
000
Xxxxxxxxx Xxxx Xx.
Xxxxxxxxx,
XX 00000
Attn:
Transfer Unit
Re:
|
Impac
Secured Assets Corp.
|
Mortgage
Pass-Through Certificates Series 2007-1, Class R Certificates
Ladies
and Gentlemen:
This
letter is delivered to you in connection with the sale by ____________
(the
“Seller”) to _______________ (the “Purchaser”) of a ____% Percentage Interest in
the Mortgage Pass-Through Certificates, Series 2007-1, Class R Certificates
(the
“Certificates”), issued pursuant to Section 5.02 of the Pooling and Servicing
Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”),
among Impac Secured Assets Corp., as depositor (the “Company”), Impac Funding
Corporation, as master servicer (the “Master Servicer”), and Deutsche Bank
National Trust Company, as trustee (the “Trustee”). All terms used herein and
not otherwise defined shall have the meaning set forth in the Pooling and
Servicing Agreement. The Seller hereby certifies, represents and warrants
to,
and covenants with, the Company and the Trustee that:
1. No
purpose of the Seller relating to the sale of the Certificates by the Seller
to
the Purchaser is or will be to impede the assessment or collection of any
tax.
2. The
Seller understands that the Purchaser has delivered to the Trustee and
the
Company a transfer affidavit and agreement in the form attached to the
Pooling
and Servicing Agreement as Exhibit G-5. The Seller does not know or believe
that
any representation contained therein is false.
3. The
Seller has at the time of the transfer conducted a reasonable investigation
of
the financial condition of the Purchaser as contemplated by Treasury Regulations
Section 1.860E-1(c)(4)(i) and, as a result of that investigation, the Seller
has
determined that the Purchaser has historically paid its debts as they have
become due and has found no significant evidence to indicate that the Purchaser
will not continue to pay its debts as they become due in the future. The
Seller
understands that the transfer of the Certificates may not be respected
for
United States income tax purposes (and the Seller may continue to be liable
for
United States income taxes associated therewith) unless the Seller has
conducted
such an investigation.
G-4-1
4. The
Seller has no actual knowledge that the proposed Transferee is not a Permitted
Transferee.
Very
truly yours,
________________________________
(Seller)
|
|
By:
________________________________
Name________________________________
Title:
________________________________
|
G-4-2
EXHIBIT
G-5
FORM
OF
TRANSFER AFFIDAVIT AND AGREEMENT
STATE
OF
|
)
|
:ss.
|
|
COUNTY
OF
|
)
|
___________________,
being first duly sworn, deposes, represents and warrants:
1. That
he/she is [Title of Officer] of [Name of Owner], a [savings institution]
[corporation] duly organized and existing under the laws of [the State
of
__________] [the United States], (the “Investor”), (record or beneficial owner
of the Class R Certificates (the “Certificates”) on behalf of which he/she makes
this affidavit and agreement). This Class R Certificates were issued pursuant
to
the Pooling and Servicing Agreement, dated as of February 1, 2007 (the
“Agreement”), among Impac Secured Assets Corp., as depositor (the “Depositor”),
Impac Funding Corporation, as master servicer (the “Master Servicer”), and
Deutsche Bank National Trust Company, as trustee (the “Trustee”).
1. The
Investor is, as of the date hereof, and will be, as of the date of the
Transfer,
a Permitted Transferee. The Investor is not acquiring its Ownership Interest
in
the Certificates for the account of a Person other than a Permitted Transferee.
2. The
Investor has been advised and understands that (i) a tax will be imposed on
Transfers of the Certificates to Persons that are not Permitted Transferees;
(ii) such tax will be imposed on the Transferor, or, if such Transfer is
through an agent (which includes a broker, nominee or middleman) for a
Person
that is not a Permitted Transferee, on the agent; and (iii) the Person
otherwise liable for the tax shall be relieved of liability for the tax
if a
subsequent transferee furnishes to such Person an affidavit that such subsequent
transferee is a Permitted Transferee, and at the time of Transfer, such
Person
does not have actual knowledge that the affidavit is false.
3. The
Investor has been advised and understands that a tax will be imposed on
a
“pass-through entity” holding the Certificates if at any time during the taxable
year of the pass-through entity a Person that is not a Permitted Transferee
is
the record holder of an interest in such entity. The Investor understands
that
such tax will not be imposed for any period with respect to which the record
holder furnishes to the pass-through entity an affidavit that such record
holder
is a Permitted Transferee and the pass-through entity does not have actual
knowledge that such affidavit is false. (For this purpose, a “pass-through
entity” includes a regulated investment company, a real estate investment trust
or common trust fund, a partnership, trust or estate, and certain cooperatives
and, except as may be provided in Treasury regulations, Persons holding
interests in pass-through entities as a nominee for another
Person.)
G-5-1
4. The
Investor has reviewed the provisions of Section 5.02(e) of the Agreement
and
understands the legal consequences of the acquisition of an Ownership Interest
in the Certificates, including, without limitation, the restrictions on
subsequent Transfers and the provisions regarding voiding any prohibited
Transfers and mandatory sales. The Investor expressly agrees to be bound
by, and
to abide by, such provisions of the Agreement and the restrictions noted
on the
face of the Certificates. The Investor understands and agrees that any
breach of
any of the representations included herein shall render the Transfer of
the
Certificates to the Investor contemplated hereby null and void. The Investor
consents to any amendment of the Agreement that shall be deemed necessary
by the
Depositor (upon advice of nationally recognized counsel) to constitute
a
reasonable arrangement to ensure that the Certificate will not be owned
directly
or indirectly by a Person other than a Permitted Transferee.
5. The
Investor agrees not to Transfer the Certificates, or cause the Transfer
of the
Certificates by a Person for whom the Investor is acting as nominee, trustee
or
agent, in each case unless (i) it has received an affidavit in substantially
the
same form as this affidavit containing these same representations and covenants
from the subsequent transferee. In connection with any such Transfer by
the
Investor, the Investor agrees to deliver to the Trustee a certificate
substantially in the form set forth as Exhibit G-4 to the Agreement to the
effect that the Investor has no actual knowledge that the Person to which
the
Transfer is to be made is not a Permitted Transferee.
6. The
Investor has historically paid its debts as they have come due, intends
to pay
its debts as they come due in the future, and understands that the taxes
associated with holder an Ownership Interest in the Certificates may exceed
the
cash flow with respect thereto in some or all periods and intends to pay
such
taxes as they become due. The Investor does not have the intention, and
no
purpose of the Transfer of the Certificates to the Investor is, to impede
the
assessment or collection of any tax legally required to be paid with respect
to
the Certificates.
7. The
Investor’s U.S. taxpayer identification number is [_____________].
8. The
Investor is a United States Person.
9. The
Investor is aware that the Certificates may be a “noneconomic residual interest”
within the meaning of Treasury regulations promulgated under Section 860E
of the
Code and that the transferor of a noneconomic residual interest will remain
liable for any taxes due with respect to the income on such residual interest,
unless no significant purpose of the transfer was to impede the assessment
or
collection of tax.
10. The
Investor will not cause income from the Certificates to be attributable
to a
foreign permanent establishment or fixed base, within the meaning of an
applicable income tax treaty, of the Investor or any other United States
Person.
11. Check
one
of the following:
o
The
Transfer of
the Certificates complies with U.S. Treasury Regulation Sections 1.860E-1(c)(7)
and (8) and, accordingly:
G-5-2
(i) the
present value of the anticipated tax liabilities associated with holding
the
Certificates does not exceed the sum of:
(a)
|
the
present value of any consideration given to the Investor to acquire
such
Certificates;
|
(b)
|
the
present value of the expected future distributions on such Certificates;
and
|
(c)
|
the
present value of the anticipated tax savings associated with
holding such
Certificates as the related REMIC generates losses;
and
|
(ii) the
Transfer of the Certificates will not result in such Certificates being
held,
directly or indirectly, by a foreign permanent establishment or fixed base,
within the meaning of an applicable income tax treaty, of the Investor
or any
other United States Person.
For
purposes of the calculation in clause (i) above, (x) the Investor is assumed
to
pay tax at the highest rate currently specified in Section 11(b)(1) of
the Code
(but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of
the highest rate specified in Section 11(b)(1) of the Code if the Investor
has
been subject to the alternative minimum tax under Section 55 of the Code
in the
preceding two years and will compute its taxable income in the current
taxable
year using the alternative minimum tax rate) and (y) present values are
computed
using a discount rate equal to the short-term Federal rate prescribed by
Section
1274(d) of the Code for the month of the transfer and the compounding period
used by the Investor.
o
The
Transfer of the Certificates
complies with U.S. Treasury Regulation Sections 1.860E-1(c)(5) and (6)
and,
accordingly:
(i)
|
the
Investor is an “eligible corporation,” as defined in U.S. Treasury
Regulation Section 1.860E-1(c)(6)(i), as to which income from
the
Certificates will only be taxed in the United
States;
|
(ii)
|
at
the time of the Transfer, and at the close of the Investor’s two fiscal
years preceding the fiscal year of the transfer, the Investor
had gross
assets for financial reporting purposes (excluding any obligation
of a
“related person” to the Investor within the meaning of U.S. Treasury
Regulation Section 1.860E-1(c)(6)(ii) and any other asset the
principal
purpose of which is to permit the Investor to satisfy the condition
of
this clause (ii)) in excess of $100 million and net assets in
excess of
$10 million;
|
(iii)
|
the
Investor will transfer the Certificates only to another “eligible
corporation,” as defined in U.S. Treasury Regulation Section
1.860E-1(c)(6)(i), in a transaction in which the requirements
of
U.S. Treasury Regulation Sections 1.860E-1(c)(4)(i), (ii) and (iii)
and -1(c)(5) are satisfied and, accordingly, the subsequent transferee
provides a similar affidavit with this box checked;
and
|
G-5-3
(iv)
|
the
Investor determined the consideration paid to it to acquire the
Certificates based on reasonable market assumptions (including,
but not
limited to, borrowing and investment rates, prepayment and loss
assumptions, expense and reinvestment assumptions, tax rates
and other
factors specific to the Investor) that it has determined in good
faith and
has concluded that such consideration, together with other assets
of the
Investor, will be sufficient to cover the taxes associated with
the
Certificates.
|
o
None
of the above.
11. (a)
The
Certificates (i) are not being acquired by, and will not be transferred
to, any
employee benefit plan within the meaning of section 3(3) of the Employee
Retirement Income Security Act of 1974, as amended (“ERISA”), or other
retirement arrangement, including individual retirement accounts and annuities,
Xxxxx plans and bank collective investment funds and insurance company
general
or separate accounts in which such plans, accounts or arrangements are
invested,
that is subject to ERISA or Section 4975 of the Code (any of the foregoing,
a
“Plan”), (ii) are not being acquired with “plan assets” of a Plan within the
meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R. § 2510.3-101 or
otherwise under ERISA, and (iii) will not be transferred to any entity
that is
deemed to be investing in plan assets within the meaning of the DOL regulation,
29 C.F.R. § 2510.3-101 or otherwise under ERISA; or
(b)
The
Investor will provide the Trustee with an opinion of counsel, as specified
in
Section 5.02(c) of the Agreement, acceptable to and in form and substance
satisfactory to the Trustee to the effect that the purchase of Certificates
is
permissible under applicable law, will not constitute or result in any
non-exempt prohibited transaction under ERISA or Section 4975 of the Code
and
will not subject the Trustee, the Depositor or the Master Servicer to any
obligation or liability (including obligations or liabilities under ERISA
or
Section 4975 of the Code) in addition to those undertaken in the
Agreement.
In
addition, the Investor hereby certifies, represents and warrants to, and
covenants with, the Depositor, the Trustee and the Master Servicer that
the
Investor will not transfer such Certificates to any Plan or person unless
either
such Plan or person meets the requirements set forth in either (a) or (b)
above.
G-5-4
IN
WITNESS WHEREOF, the Investor has caused this instrument to be executed
on its
behalf, by its [Title of Officer] and its corporate seal to be hereunto
attached, attested by its [Assistant] Secretary, this ______ day of
_____________, _____.
________________________________
[NAME
OF INVESTOR]
By:
________________________________
[Name
of Officer]
[Title
of Officer]
|
|
[Corporate
Seal]
ATTEST:
________________________________
[Assistant]
Secretary
|
X-0-0
XXXX
XX XXXXXXXXXX XXXXXXXXX
XXXXX
XX XXX XXXX
|
)
|
|
)
|
ss.:
|
|
COUNTY
OF NEW YORK
|
)
|
The
undersigned is the [Title of Officer] of [Name of Transferor] (the “Owner”), the
proposed transferor of an Ownership Interest in the Impac Secured Assets
Corp.,
Mortgage pass-through Certificates, Series 2007-1, Class [R-1][R-2][R-3]
Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing
Agreement (the “Agreement”) relating to the Certificate, dated as of [ ], 2007,
among [ ], as depositor (the “Depositor”), [ ], as master servicer (“the Master
Servicer”) and [ ], as trustee (the “Trustee”), and makes this affidavit on
behalf of the Owner for the benefit of the Depositor and the Trustee.
Capitalized terms used, but not defined herein, shall have the meanings
ascribed
to such terms in the Agreement.
1.
The
Owner
is not transferring the Certificate to impede the assessment or collection
of
any tax.
2.
The
Owner
has no actual knowledge that the proposed Transferee of the Certificate:
(i) has
insufficient assets to pay any taxes that would be owed by such Transferee
as
Holder of the Certificate; (ii) may become insolvent or subject to a bankruptcy
proceeding for so long as the Certificate remains outstanding; and (iii)
is not
a Permitted Transferee.
3.
The
Owner
understands that the proposed Transferee has delivered to the Trustee a
transfer
affidavit and agreement in the form attached to the Pooling and Servicing
Agreement as Exhibit F-2. The Owner does not know or believe that any
representation contained therein is false.
4.
At
the
time of transfer, the Owner has conducted a reasonable investigation of
the
financial condition of the proposed Transferee as contemplated by Treasury
Regulation Section 1.860E-1(c)(4)(i) and, as a result of that investigation,
the
Owner has determined that the proposed Transferee has historically paid
its
debts as they became due and has found no significant evidence to indicate
that
the proposed Transferee will not continue to pay its debts as they become
due in
the future. The Owner understands that the transfer of the Certificate
may not
be respected for U.S. federal income tax purposes (and the Owner may continue
to
be liable for U.S. federal income taxes associated therewith) unless the
Owner
has conducted such an investigation.
G-5-6
IN
WITNESS WHEREOF, the Investor has caused this instrument to be executed
on its
behalf, pursuant to authority of its Board of Directors, by its [Title
of
Officer] this ____ day of _________, 20__.
[NAME
OF OWNER]
|
||||||||||||
By:
|
||||||||||||
Name:
|
[Name
of Officer]
|
|||||||||||
Title:
|
[Title
of Officer]
|
|||||||||||
Personally
appeared before me the above-named [Name of Officer], known or proved to
me to
be the same person who executed the foregoing instrument and to be the
[Title of
Officer] of the Owner, and acknowledged to me that he/she executed the
same as
his/her free act and deed and the free act and deed of the Owner.
Subscribed
and sworn before me this ___ day of _________, 20___.
NOTARY
PUBLIC
COUNTY
OF
STATE
OF
My
commission expires the ___ day of ___________________, 20___.
G-5-7
EXHIBIT
H
MORTGAGE
LOAN SCHEDULE
AP_NUM PROPERTY_TYPE Unit_Num INTENT PURPOSE_DESC CASH_OUT INTEREST_RATE CURR_INT_RATE LOAN_AMOUNT CURR_BALANCE FIRST_PAY_DATE MATURITY_DATE CURR_MONTHLY_PI TERM LTV STATE PD_THRU_DATE Balloon APPRAISAL FIRST_SECOND MARGIN MONTHLY_P_I BORR_LAST_NAME BORR_FIRST_NAME ADDRESS CITY ZIP_CODE CLOSED_DATE DOC_TYPE LOAN_PROGRAM MICo MICvg SALES_PRICE OTHER_FIN SUBORD_LIEN CLTV PRI_CREDIT_SCORE DEBT_RATIO PREPAY_OPTION SimpleInterest FirstAdjDt LIFE_CAP InitialCap BaseCap LIFE_FLOOR 1103456431 SFR 1 OO REFI Y 13.375 13.375 68000 67956.68 12/1/2006 11/1/2021 772.2 180 20 AZ 2/1/2007 Y 340000 2 0 772.2 85027 11/17/2006 2 TB2630_BALLOON 0 0 0 100 624 44.68 3YR 0 0 0 0 1103583987 HI-RISE 1 NOO PURCHASE N 7.75 7.75 145500 145500 1/1/2007 12/1/2036 939.69 360 75 FL 2/1/2007 N 194000 1 3 939.69 33317 11/22/2006 2 PA1605EI_ARM-INTONLY 0 194000 38800 95 657 45 1YR 12/1/2011 6 3 1 3 1103583988 HI-RISE 1 NOO PURCHASE N 14.25 14.25 38800 38786.58 1/1/2007 12/1/2021 467.42 180 20 FL 2/1/2007 Y 194000 2 0 467.42 33317 11/22/2006 2 TB1630_BALLOON 0 194000 0 95 657 45 1YR 0 0 0 0 1103589683 CONDO 1 NOO PURCHASE N 12.03 12.03 51247 50941.97 12/1/2006 11/1/2021 528.32 180 25 FL 2/1/2007 Y 205000 2 0 528.32 33323 11/1/2006 1 TB0630_BALLOON 0 204990 0 95 744 45 NO-PREPAY 0 0 0 0 1103597944 SFR 1 NOO PURCHASE N 13.75 13.75 25980 25954.35 10/1/2006 9/1/2021 302.7 180 20 NC 2/1/2007 Y 130000 2 0 302.7 28215 11/7/2006 2 TB1630_BALLOON 0 129900 0 95 669 44.86 NO-PREPAY 0 0 0 0 1103598702 SFR 1 OO PURCHASE N 6.625 6.625 285523 285504.15 12/1/2006 11/1/2036 1576.33 360 80 CA 2/1/2007 N 357000 1 3 1576.33 92585 11/22/2006 2 PA1605EI_ARM-INTONLY 0 356904 35690 90 655 43 NO-PREPAY 11/1/2011 6 3 1 3 1103598737 SFR 1 OO PURCHASE N 12.375 12.375 35690 35415.15 12/1/2006 11/1/2021 377.45 180 10 CA 2/1/2007 Y 357000 2 0 377.45 92585 11/28/2006 2 TB1630_BALLOON 0 356904 0 90 655 43.23 NO-PREPAY 0 0 0 0 1103600016 SFR 1 OO REFI N 6.25 6.25 296000 294867.77 11/1/2006 10/1/2036 1822.52 360 73.82 FL 2/1/2007 N 401000 1 3 1822.52 34476 11/28/2006 8 SA1603E_ARM 0 0 0 73.82 731 35 NO-PREPAY 10/1/2009 6 3 1 3 1103601089 SFR 1 OO PURCHASE N 7.375 7.375 296000 296000 1/1/2007 12/1/2036 1819.17 360 80 CA 2/1/2007 N 370000 1 3 1819.17 92582 12/8/2006 2 PA0605EI_ARM-INTONLY 0 370000 74000 100 690 41.76 1YR 12/1/2011 6 3 1 3 1103601507 SFR 1 NOO PURCHASE N 13.5 13.5 58900 58838.5 10/1/2006 9/1/2021 674.65 180 15 NY 2/1/2007 Y 413000 2 0 674.65 11704 11/10/2006 2 TB0630_BALLOON 0 392850 0 94.99 713 33.7 NO-PREPAY 0 0 0 0 1103603801 D-PUDS 1 OO REFI Y 13.75 13.75 100000 99961.22 1/1/2007 12/1/2021 1165.11 180 20 VA 2/1/2007 Y 500000 2 0 1165.11 23227 11/29/2006 2 TB2630_BALLOON 0 0 0 100 633 29.5 NO-PREPAY 0 0 0 0 1103603949 SFR 1 OO PURCHASE N 11.875 11.875 115000 114897.51 12/1/2006 11/1/2021 1171.85 180 20 CA 2/1/2007 Y 575000 2 0 1171.85 94954 11/2/2006 2 TB1630_BALLOON 0 575000 0 100 668 41.2 1YR 0 0 0 0 0000000000 CONDO 1 NOO PURCHASE N 7.125 7.125 116830 116830 1/1/2007 12/1/2036 693.68 360 70 FL 2/1/2007 N 173000 1 3 693.68 33810 12/26/2006 2 PA0605EI_ARM-INTONLY 0 166900 41725 95 784 37.53 1YR 12/1/2011 6 3 1 3 1103604756 SFR 1 OO REFI Y 11.875 11.875 65000 64942.07 12/1/2006 11/1/2021 662.35 180 7.93 CA 2/1/2007 Y 820000 2 0 662.35 90041 11/2/2006 2 TB1630_BALLOON 0 0 0 87.93 643 35.49 2YR 0 0 0 0 1103605051 CONDO 1 NOO PURCHASE N 13.725 13.725 86400 86314.26 10/1/2006 9/1/2021 1004.96 180 20 FL 2/1/2007 Y 432000 2 0 1004.96 33131 11/2/2006 2 TB1630_BALLOON 0 432000 0 95 661 38.15 NO-PREPAY 0 0 0 0 1103605109 SFR 1 OO REFI Y 10.99 10.99 55500 55500 11/1/2006 10/1/2021 508.29 180 10 CA 2/1/2007 Y 555000 2 0 508.29 94565 10/13/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 670 38.54 1YR 0 0 0 0 1103606245 SFR 1 OO REFI Y 11.9 11.9 49000 48939.53 11/1/2006 10/1/2021 500.25 180 11.87 CA 2/1/2007 Y 413000 2 0 500.25 92504 10/20/2006 2 TB1630_BALLOON 0 0 0 89.35 679 37.76 NO-PREPAY 0 0 0 0 1103606554 SFR 1 OO REFI Y 6.25 6.25 385000 384950 1/1/2007 12/1/2036 2005.21 360 74.76 CA 2/1/2007 N 515000 1 3 2005.21 92114 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.76 725 34.75 3YR 12/1/2011 6 3 1 3 1103606577 SFR 1 OO PURCHASE N 10.5 10.5 61000 60901.76 11/1/2006 10/1/2021 557.99 180 10 CA 2/1/2007 Y 685000 2 0 557.99 90723 10/19/2006 2 TB1630_BALLOON 0 610000 0 90 652 4.03 3YR 0 0 0 0 1103606837 D-PUDS 1 OO REFI Y 7.375 7.375 2000000 2000000 1/1/2007 12/1/2036 12291.67 360 67.8 CA 2/1/2007 N 2950000 1 3 12291.67 91504 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 212500 75 657 28.75 1YR 12/1/2011 6 3 1 3 1103607071 SFR 1 NOO PURCHASE N 13 13 50200 50127.62 11/1/2006 10/1/2021 555.31 180 24.99 TX 2/1/2007 Y 200890 2 0 555.31 76086 11/14/2006 2 TB1630_BALLOON 0 200890 0 94.98 677 23.05 NO-PREPAY 0 0 0 0 1103608139 SFR 1 OO PURCHASE N 6.875 6.875 286405 286405 10/1/2006 9/1/2036 1640.86 360 80 CA 2/1/2007 N 358500 1 3.5 1640.86 92394 12/1/2006 2 PA2605EI_ARM-INTONLY 0 358006 71600 100 636 41.59 3YR 9/1/2011 6 3 1 3.5 0000000000 2-4FAMILY 2 OO PURCHASE N 12.35 12.35 130000 129860.24 11/1/2006 10/1/2021 1372.32 180 20 CA 2/1/2007 Y 650000 2 0 1372.32 94601 11/1/2006 2 TB2630_BALLOON 0 650000 0 100 622 43.46 3YR 0 0 0 0 1103608814 SFR 1 OO REFI Y 11.875 11.875 48000 47942.68 11/1/2006 10/1/2021 489.12 180 10 CA 2/1/2007 Y 480000 2 0 489.12 92505 10/25/2006 2 TB1630_BALLOON 0 0 0 90 651 38.77 3YR 0 0 0 0 1103608887 D-PUDS 1 OO PURCHASE N 11.5 11.5 49250 48883.97 11/1/2006 10/1/2021 487.72 180 5 FL 2/1/2007 Y 1100000 2 0 487.72 33076 10/23/2006 2 TB1630_BALLOON 0 985655 0 80 647 39.55 3YR 0 0 0 0 1103609668 PUD 1 OO PURCHASE N 7.875 7.875 364000 363747.86 11/1/2006 10/1/2036 2388.75 360 80 CA 2/1/2007 N 455000 1 3 2388.75 92173 12/6/2006 8 SA1605EI_ARM-INTONLY 0 455000 91000 100 694 0 1YR 10/1/2011 6 3 1 3 1103610210 SFR 1 OO REFI Y 12.6 12.6 30550 30518.93 11/1/2006 10/1/2021 328.42 180 13 CA 2/1/2007 Y 235000 2 0 328.42 92227 11/13/2006 2 TB1630_BALLOON 0 0 0 88 650 40.66 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX XXXXXXXX N 13.65 13.65 37980 37957.25 12/1/2006 11/1/2021 439.52 180 20 FL 2/1/2007 Y 190000 2 0 439.52 33063 11/2/2006 2 TB1630_BALLOON 0 189900 0 95 670 31.05 1YR 0 0 0 0 1103610614 SFR 1 OO REFI Y 12.525 12.525 100000 99922.85 12/1/2006 11/1/2021 1069.2 180 15.63 CA 2/1/2007 Y 640000 2 0 1069.2 92021 11/3/2006 2 TB2630_BALLOON 0 0 0 93.75 622 49.33 3YR 0 0 0 0 1103610990 CONDO 1 OO REFI Y 12.75 12.75 37300 37263.31 11/1/2006 10/1/2021 405.34 180 10 CA 2/1/2007 Y 373000 2 0 405.34 92630 10/30/2006 2 TB1630_BALLOON 0 0 0 90 641 35.19 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 11.375 11.375 23100 23077.01 12/1/2006 11/1/2021 226.56 180 10 AZ 2/1/2007 Y 231000 2 0 226.56 85019 11/16/2006 2 TB1630_BALLOON 0 0 0 90 641 40 3YR 0 0 0 0 1103611297 CONDO 1 OO PURCHASE N 12.5 12.5 20000 19979.21 11/1/2006 10/1/2021 213.45 180 10.37 FL 2/1/2007 Y 193000 2 0 213.45 33193 11/1/2006 2 TB1630_BALLOON 0 193000 0 90 656 39.79 3YR 0 0 0 0 1103611298 SFR 1 NOO PURCHASE N 11.15 11.15 33000 32953.82 11/1/2006 10/1/2021 318.01 180 15 WI 2/1/2007 Y 220000 2 0 318.01 54636 10/27/2006 1 TB0630_BALLOON 0 220000 0 90 690 48.85 NO-PREPAY 0 0 0 0 1103611606 SFR 1 OO REFI Y 6.625 6.625 507000 507000 12/1/2006 11/1/2036 2799.06 360 68.61 CA 2/1/2007 N 739000 1 3 2799.06 92626 11/30/2006 1 PA1605EI_ARM-INTONLY 0 0 0 68.61 656 54.39 1YR 11/1/2011 6 3 1 3 1103612103 2-4FAMILY 2 NOO REFI Y 7.75 7.75 175000 175000 1/1/2007 12/1/2036 1130.21 360 70 CO 2/1/2007 N 250000 1 3 1130.21 80033 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 62500 95 666 44.37 NO-PREPAY 12/1/2011 6 3 1 7.75 0000000000 SFR 1 OO PURCHASE N 12.5 12.5 76400 76320.58 11/1/2006 10/1/2021 815.38 180 19.99 CA 2/1/2007 Y 383000 2 0 815.38 92582 11/2/2006 2 TB1630_BALLOON 0 382285 0 99.98 644 42.41 1YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 7.375 7.375 203000 203000 12/1/2006 11/1/2036 1247.6 360 70 AL 2/1/2007 N 290000 1 3 1247.6 35209 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 72500 95 693 49.02 NO-PREPAY 11/1/2011 6 3 1 3 1103612939 SFR 1 NOO REFI Y 13.25 13.25 72500 72420.96 12/1/2006 11/1/2021 816.19 180 25 AL 2/1/2007 Y 290000 2 0 816.19 35209 12/14/2006 2 TB0630_BALLOON 0 0 0 95 693 49.02 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 11.85 11.85 69750 69687.47 12/1/2006 11/1/2021 709.42 180 30 CA 2/1/2007 Y 235000 2 0 709.42 93274 11/28/2006 2 TB1630_BALLOON 0 232500 0 100 642 41.01 3YR 0 0 0 0 1103613313 SFR 1 OO REFI Y 12.75 12.75 94600 94530.62 12/1/2006 11/1/2021 1028.01 180 20 CA 2/1/2007 Y 473000 2 0 1028.01 90262 11/15/2006 2 TB2630_BALLOON 0 0 0 100 631 48.32 3YR 0 0 0 0 1103613522 SFR 1 OO PURCHASE N 11.225 11.225 86400 86281.03 11/1/2006 10/1/2021 837.53 180 20 CA 2/1/2007 Y 432000 2 0 837.53 92027 11/2/2006 2 TB1630_BALLOON 0 432000 0 100 677 39.13 3YR 0 0 0 0 1103613808 D-PUDS 1 OO REFI N 11.5 11.5 30000 29952.28 11/1/2006 10/1/2021 297.09 180 4.8 CA 2/1/2007 Y 625000 2 0 297.09 95742 10/30/2006 2 TB1630_BALLOON 0 0 0 84.8 653 38.25 3YR 0 0 0 0 1103613866 CONDO 1 NOO REFI N 14.075 14.075 28400 28384.58 12/1/2006 11/1/2021 338.19 180 17.22 AZ 2/1/2007 Y 165000 2 0 338.19 85029 11/2/2006 2 TB1630_BALLOON 0 0 0 87.22 660 25.86 1YR 0 0 0 0 1103613902 SFR 1 NOO REFI Y 8 8 226800 226800 1/1/2007 12/1/2036 1512 360 70 CA 2/1/2007 N 324000 1 3 1512 95301 12/7/2006 2 PA1605EI_ARM-INTONLY 0 0 81000 95 655 49.47 NO-PREPAY 12/1/2011 6 3 1 8 1103613903 SFR 1 NOO REFI Y 14.375 14.375 81000 80972.78 1/1/2007 12/1/2021 983.84 180 25 CA 2/1/2007 Y 324000 2 0 983.84 95301 12/7/2006 2 TB1630_BALLOON 0 0 0 95 655 49.47 NO-PREPAY 0 0 0 0 1103614092 SFR 1 NOO PURCHASE N 7 7 111755 111755 11/1/2006 10/1/2036 651.9 360 70 MN 2/1/2007 N 172500 1 3 651.9 55104 1/4/2007 2 PA0630EI_ARM-INTONLY 0 159650 39912 95 781 39.81 NO-PREPAY 4/1/2007 6 1 1 7 1103614240 CONDO 1 OO PURCHASE N 12.85 12.85 61900 61855.6 12/1/2006 11/1/2036 677.49 360 10 FL 2/1/2007 N 650000 2 0 677.49 33141 11/7/2006 1 TF2630_FIXEDRATE 0 619000 0 90 632 35.23 1YR 0 0 0 0 0000000000 CONDO 1 OO REFI N 7.125 7.125 405600 405600 11/1/2006 10/1/2036 2408.25 360 80 CA 2/1/2007 N 507000 1 3 2408.25 92688 12/1/2006 2 PA1605EI_ARM-INTONLY 0 0 101400 100 644 49.87 3YR 10/1/2011 6 3 1 3 1103614274 CONDO 1 OO PURCHASE N 12.475 12.475 51680 51625.96 11/1/2006 10/1/2021 550.56 180 20 FL 2/1/2007 Y 278000 2 0 550.56 33076 11/6/2006 2 TB1630_BALLOON 0 258400 0 100 653 37.37 3YR 0 0 0 0 1103615431 D-PUDS 1 2ND PURCHASE N 13.75 13.75 70000 70000 12/1/2006 11/1/2036 802.08 360 20 NV 2/1/2007 N 350000 2 0 802.08 89141 11/13/2006 2 TF1630I_FIX-INTONLY 0 350000 0 95 654 33.98 NO-PREPAY 0 0 0 0 1103615597 D-PUDS 1 OO REFI Y 7.25 7.25 210750 210750 12/1/2006 11/1/2036 1273.28 360 75 FL 2/1/2007 N 281000 1 3 1273.28 32225 11/20/2006 2 PA1605EI_ARM-INTONLY 0 0 56200 95 640 46.44 3YR 11/1/2011 6 3 1 3 1103615705 CONDO 1 OO PURCHASE N 12.5 12.5 69000 68946.47 12/1/2006 11/1/2021 736.41 180 20 CA 2/1/2007 Y 345000 2 0 736.41 92026 11/6/2006 2 TB2630_BALLOON 0 349000 0 100 627 47.49 3YR 0 0 0 0 1103615848 SFR 1 OO REFI Y 11.95 11.95 40000 39952.99 11/1/2006 10/1/2021 409.91 180 7.21 CA 2/1/2007 Y 555000 2 0 409.91 91010 10/20/2006 2 TB1630_BALLOON 0 0 0 87.21 649 39.74 3YR 0 0 0 0 1103615884 SFR 1 OO PURCHASE N 13.875 13.875 60039 59981.44 10/1/2006 9/1/2021 705.45 180 20 NY 2/1/2007 Y 320000 2 0 705.45 11726 10/30/2006 2 TB2630_BALLOON 0 300195 0 100 639 48.92 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX XXXXXXXX N 13.25 13.25 35725 35693.62 11/1/2006 10/1/2021 402.18 180 25 FL 2/1/2007 Y 146000 2 0 402.18 33810 11/21/2006 2 TB0630_BALLOON 0 142900 0 95 755 26 1YR 0 0 0 0 1103616014 2-4FAMILY 2 OO PURCHASE N 11.99 11.99 126000 125853.3 11/1/2006 10/1/2021 1295.08 180 23.21 CA 2/1/2007 Y 560000 2 0 1295.08 92025 11/17/2006 2 TB1630_BALLOON 0 543000 0 100 663 35.19 NO-PREPAY 0 0 0 0 1103616325 D-PUDS 1 OO REFI N 12.25 12.25 35500 35499.4 11/1/2006 10/1/2036 362.39 360 9.95 AZ 2/1/2007 N 357000 2 0 362.39 85323 10/20/2006 2 TF1630I_FIX-INTONLY 0 0 0 89.5 647 38.28 3YR 0 0 0 0 1103616560 SFR 1 NOO REFI Y 12.675 12.675 45000 44966.42 12/1/2006 11/1/2021 486.39 180 25 CA 2/1/2007 Y 180000 2 0 486.39 93274 11/9/2006 2 TB1630_BALLOON 0 0 0 95 660 25.68 3YR 0 0 0 0 1103616594 SFR 1 OO PURCHASE N 7.25 7.25 444000 444000 1/1/2007 12/1/2036 2682.5 360 80 CA 2/1/2007 N 555000 1 3.5 2682.5 91335 12/5/2006 2 PA2605EI_ARM-INTONLY 0 555000 111000 100 636 44.22 3YR 12/1/2011 6 3 1 3.5 1103616602 SFR 1 OO PURCHASE N 12.5 12.5 111000 110942.88 1/1/2007 12/1/2021 1184.66 180 20 CA 2/1/2007 Y 555000 2 0 1184.66 91335 12/5/2006 2 TB2630_BALLOON 0 555000 0 100 636 44.22 3YR 0 0 0 0 1103616655 SFR 1 NOO PURCHASE N 13.375 13.375 20070 20057.22 12/1/2006 11/1/2021 227.91 180 18 PA 2/1/2007 Y 112000 2 0 227.91 18102 11/6/2006 2 TB0630_BALLOON 0 111500 0 95 708 47.89 NO-PREPAY 0 0 0 0 1103616851 CONDO 1 OO REFI Y 13 13 36150 36124.95 12/1/2006 11/1/2021 399.89 180 15 MD 2/1/2007 Y 241000 2 0 399.89 20746 11/13/2006 2 TB1630_BALLOON 0 0 0 90 648 26.6 NO-PREPAY 0 0 0 0 1103616911 D-PUDS 1 OO REFI N 11.675 11.675 36000 35936.82 11/1/2006 10/1/2021 361.32 180 10 CA 2/1/2007 Y 360000 2 0 361.32 93561 10/27/2006 2 TB1630_BALLOON 0 0 0 90 653 36.68 3YR 0 0 0 0 1103616945 CONDO 1 OO REFI Y 12.85 12.85 28000 27973.06 11/1/2006 10/1/2021 306.46 180 9.34 CA 2/1/2007 Y 300000 2 0 306.46 90723 10/20/2006 2 TB1630_BALLOON 0 0 0 84 643 37.09 3YR 0 0 0 0 1103617093 SFR 1 NOO PURCHASE N 11.875 11.875 55700 55633.5 11/1/2006 10/1/2021 567.58 180 15 CA 2/1/2007 Y 388000 2 0 567.58 92582 11/2/2006 2 TB0630_BALLOON 0 371571 0 89.99 718 30.57 1YR 0 0 0 0 1103617108 D-PUDS 1 OO REFI Y 12.5 12.5 38000 38000 11/1/2006 10/1/2021 395.83 180 10 FL 2/1/2007 Y 380000 2 0 395.83 33015 10/24/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 661 18.81 1YR 0 0 0 0 1103617296 SFR 1 OO REFI Y 12.35 12.35 72000 71922.59 11/1/2006 10/1/2021 760.06 180 20 CA 2/1/2007 Y 360000 2 0 760.06 92392 11/17/2006 2 TB1630_BALLOON 0 0 0 100 655 43 3YR 0 0 0 0 0000000000 SFR 1 OO REFI N 12.2 12.2 49500 48996.75 12/1/2006 11/1/2021 503.25 180 9.9 CA 2/1/2007 Y 500000 2 0 503.25 92591 11/14/2006 1 TB2630I_BALLOON-INTONLY 0 0 0 89.9 626 39.99 2YR 0 0 0 0 1103617361 D-PUDS 1 OO REFI Y 11.875 11.875 56200 56149.91 12/1/2006 11/1/2021 572.68 180 20 FL 2/1/2007 Y 281000 2 0 572.68 32225 11/20/2006 2 TB1630_BALLOON 0 0 0 95 640 46.44 3YR 0 0 0 0 1103617417 SFR 1 OO REFI Y 11.125 11.125 98500 98361.4 11/1/2006 10/1/2021 947.35 180 10 CA 2/1/2007 Y 985000 2 0 947.35 91739 10/20/2006 2 TB1630_BALLOON 0 0 0 85 672 36.75 3YR 0 0 0 0 0000000000 CONDO 1 2ND PURCHASE N 13.29 13.29 40350 40323.78 12/1/2006 11/1/2021 455.52 180 25 FL 2/1/2007 Y 176000 2 0 455.52 32822 11/6/2006 2 TB1630_BALLOON 0 161400 0 95 675 45 NO-PREPAY 0 0 0 0 1103617470 SFR 1 NOO REFI Y 12.95 12.95 108000 107924.25 12/1/2006 11/1/2021 1190.48 180 20 CA 2/1/2007 Y 540000 2 0 1190.48 94531 11/13/2006 2 TB1630_BALLOON 0 0 0 95 672 41.98 3YR 0 0 0 0 0000000000 SFR 1 2ND REFI Y 10.875 10.875 111250 111084.69 11/1/2006 10/1/2021 1048.97 180 25 AZ 2/1/2007 Y 445000 2 0 1048.97 85259 10/30/2006 2 TB0630_BALLOON 0 0 0 95 701 49.95 1YR 0 0 0 0 1103617752 D-PUDS 1 OO PURCHASE N 12.7 12.7 155598 155482.57 12/1/2006 11/1/2021 1684.82 180 20 CA 2/1/2007 Y 778000 2 0 1684.82 91350 11/2/2006 2 TB2630_BALLOON 0 777990 0 100 628 47.73 1YR 0 0 0 0 1103618392 CONDO 1 OO PURCHASE N 7.25 7.25 332000 332000 10/1/2006 9/1/2036 2005.83 360 80 NJ 2/1/2007 N 415000 1 2.25 2005.83 07438 10/31/2006 1 XA0605DI_ARM-INTONLY 0 415000 83000 100 688 55 NO-PREPAY 9/1/2011 5 5 2 2.25 1103618752 SFR 1 OO REFI Y 11.25 11.25 55700 55555.31 12/1/2006 11/1/2021 540.99 180 10 CA 2/1/2007 Y 557000 2 0 540.99 92801 10/18/2006 2 TB1630_BALLOON 0 0 0 90 676 37.97 3YR 0 0 0 0 1103618857 D-PUDS 1 NOO PURCHASE N 13 13 153000 152857.75 11/1/2006 10/1/2021 1692.49 180 21.55 FL 2/1/2007 Y 725000 2 0 1692.49 32836 11/3/2006 2 TB0630_BALLOON 0 710000 0 91.55 681 46.92 2YR 0 0 0 0 1103618970 CONDO 1 OO PURCHASE N 12.25 12.25 47000 46961.45 12/1/2006 11/1/2021 492.51 180 19.97 CA 2/1/2007 Y 255000 2 0 492.51 92551 10/31/2006 2 TB2630_BALLOON 0 235356 0 99.96 623 48.62 3YR 0 0 0 0 1103619005 SFR 1 NOO REFI N 12.875 12.875 24150 24132.78 12/1/2006 11/1/2021 264.79 180 15 UT 2/1/2007 Y 161000 2 0 264.79 84405 10/31/2006 1 TB0630_BALLOON 0 0 0 90 741 38 NO-PREPAY 0 0 0 0 1103619443 SFR 1 NOO REFI Y 13.175 13.175 59800 59760.12 12/1/2006 11/1/2021 669.7 180 20 CA 2/1/2007 Y 299000 2 0 669.7 95219 11/2/2006 2 TB1630_BALLOON 0 0 0 90 655 40.54 3YR 0 0 0 0 1103619475 SFR 1 OO PURCHASE N 6.75 6.75 288000 288000 1/1/2007 12/1/2036 1620 360 80 CA 2/1/2007 N 375000 1 3 1620 92308 12/8/2006 8 SA0605EI_ARM-INTONLY 0 360000 72000 100 731 0 1YR 12/1/2011 6 3 1 3 1103619548 D-PUDS 1 NOO PURCHASE N 12.8 12.8 27000 26980.41 12/1/2006 11/1/2021 294.46 180 10 FL 2/1/2007 Y 270000 2 0 294.46 33321 11/2/2006 2 TB1630_BALLOON 0 270000 0 90 656 33.55 2YR 0 0 0 0 1103619600 PUD 1 NOO PURCHASE N 14.475 14.475 24000 23988.09 12/1/2006 11/1/2021 293.42 180 20 MN 2/1/2007 Y 148000 2 0 293.42 55387 11/22/2006 2 TB1630_BALLOON 0 120003 0 95 671 34.12 NO-PREPAY 0 0 0 0 1103619615 SFR 1 OO PURCHASE N 12.475 12.475 38400 38368.17 12/1/2006 11/1/2021 409.09 180 20 AZ 2/1/2007 Y 224000 2 0 409.09 86323 11/2/2006 2 TB2630_BALLOON 0 192000 0 100 623 37.14 3YR 0 0 0 0 1103619725 SFR 1 OO PURCHASE N 12.85 12.85 237500 237329.65 12/1/2006 11/1/2021 2599.41 180 25 CA 2/1/2007 Y 950000 2 0 2599.41 92020 11/9/2006 2 TB2630_BALLOON 0 950000 0 100 635 48.96 3YR 0 0 0 0 1103619744 SFR 1 OO REFI Y 11.6 11.6 61500 61441.75 12/1/2006 11/1/2021 613.73 180 10 CA 2/1/2007 Y 615000 2 0 613.73 92804 11/2/2006 2 TB1630_BALLOON 0 0 0 90 661 37.97 3YR 0 0 0 0 1103619793 SFR 1 NOO PURCHASE N 12.25 12.25 43200 43164.57 12/1/2006 11/1/2021 452.69 180 20 FL 2/1/2007 Y 228000 2 0 452.69 34420 11/16/2006 2 TB0630_BALLOON 0 216085 0 94.99 713 38.48 1YR 0 0 0 0 1103619816 CONDO 1 NOO PURCHASE N 12.125 12.125 31350 31323.57 12/1/2006 11/1/2021 325.49 180 25 FL 2/1/2007 Y 128000 2 0 325.49 32822 10/20/2006 1 TB0630_BALLOON 0 125400 0 95 736 45 NO-PREPAY 0 0 0 0 1103619893 SFR 1 NOO REFI Y 13.5 13.5 38600 38576.09 12/1/2006 11/1/2021 442.13 180 20 CA 2/1/2007 Y 193000 2 0 442.13 93308 11/16/2006 2 TB1630_BALLOON 0 0 0 95 669 43.45 1YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 12.55 12.55 25001 24981.81 12/1/2006 11/1/2021 267.8 180 17.86 IL 2/1/2007 Y 140000 2 0 267.8 61108 12/1/2006 2 TB2630_BALLOON 0 0 0 90 625 44.75 NO-PREPAY 0 0 0 0 1103619962 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 511120 511119.98 2/1/2007 1/1/2037 3300.98 360 80 CA 2/1/2007 N 639000 1 3 3300.98 92374 12/20/2006 2 PA1605EI_ARM-INTONLY 0 638900 127780 100 677 47.94 NO-PREPAY 1/1/2012 6 3 1 3 1103620131 SFR 1 OO REFI Y 9.875 9.875 215000 214537.51 11/1/2006 10/1/2021 1866.95 180 25 CA 2/1/2007 Y 860000 2 0 1866.95 92882 10/18/2006 1 TB0630_BALLOON 0 0 0 95 682 40.94 3YR 0 0 0 0 1103620139 2-4FAMILY 4 OO PURCHASE N 9.375 9.375 168000 167743.49 12/1/2006 11/1/2036 1397.34 360 80 NH 2/1/2007 N 210000 1 3 1397.34 03263 12/22/2006 2 PA1605E_ARM 0 210000 42000 100 644 48.79 NO-PREPAY 11/1/2011 6 3 1 3 1103620148 SFR 1 NOO REFI Y 5.875 5.875 324000 323004.15 12/1/2006 11/1/2036 1916.58 360 56.35 CA 2/1/2007 N 575000 1 0 1916.58 94044 12/20/2006 17 PF0630_FIXEDRATE 0 0 0 56.35 738 51.95 3YR 0 0 0 0 1103620162 D-PUDS 1 OO PURCHASE N 6.75 6.75 472500 472500 12/1/2006 11/1/2036 2657.81 360 75 CA 2/1/2007 N 630000 1 3 2657.81 92691 12/5/2006 2 PA0605EI_ARM-INTONLY 0 630000 157500 100 746 48.76 3YR 11/1/2011 6 3 1 3 1103620213 SFR 1 NOO REFI Y 12.6 12.6 27750 27728.95 12/1/2006 11/1/2021 298.32 180 15 CO 2/1/2007 Y 185000 2 0 298.32 80226 10/31/2006 2 TB0630_BALLOON 0 0 0 90 701 38.19 NO-PREPAY 0 0 0 0 1103620452 SFR 1 OO REFI Y 13 13 29000 28993.37 11/1/2006 10/1/2021 314.17 180 10 NV 2/1/2007 Y 290000 2 0 314.17 89081 10/30/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 654 39.58 3YR 0 0 0 0 1103620463 PUD 1 NOO REFI Y 6.875 6.875 200000 199322.09 11/1/2006 10/1/2036 1313.86 360 54 NC 2/1/2007 N 370370 1 0 1313.86 27516 10/30/2006 2 PF0630_FIXEDRATE 0 0 0 54 765 29.17 NO-PREPAY 0 0 0 0 1103620555 SFR 1 NOO REFI Y 8.375 8.375 59200 59051.28 11/1/2006 10/1/2036 449.96 360 80 MD 2/1/2007 N 74000 1 0 449.96 21223 10/30/2006 2 PF0630_FIXEDRATE 0 0 0 80 755 21.45 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 8 8 115735 115341.53 10/1/2006 9/1/2036 849.22 360 80 NC 2/1/2007 N 144669 1 0 849.22 27560 12/22/2006 2 PF0630_FIXEDRATE 0 144669 0 80 786 29.66 NO-PREPAY 0 0 0 0 1103620877 SFR 1 OO PURCHASE N 7.375 7.375 156000 148675.57 11/1/2006 10/1/2036 1077.45 360 80 PA 2/1/2007 N 195000 1 0 1077.45 19611 12/6/2006 12 SF1630_FIXEDRATE 0 195000 29250 95 709 0 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.75 6.75 275000 273802.78 10/1/2006 9/1/2036 1783.64 360 79.72 CA 2/1/2007 N 345000 1 0 1783.64 95632 12/6/2006 2 PF0630_FIXEDRATE 0 0 0 79.72 781 39.636 NO-PREPAY 0 0 0 0 1103621173 SFR 1 NOO REFI Y 8.375 8.375 42000 41999.55 11/1/2006 10/1/2036 293.13 360 80 MD 2/1/2007 N 52500 1 0 293.13 21223 11/22/2006 2 BF0230I_FIX-INTONLY 0 0 0 80 713 12.18 NO-PREPAY 0 0 0 0 1103621188 SFR 1 OO PURCHASE N 7.125 7.125 55920 55920 10/1/2006 9/1/2036 332.03 360 80 LA 2/1/2007 N 69900 1 0 332.03 70544 12/6/2006 1 PF1630I_FIX-INTONLY 0 69900 13980 100 654 44.409 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI N 7.5 7.5 63600 63600 10/1/2006 9/1/2036 397.5 360 80 PA 2/1/2007 N 79500 1 0 397.5 15204 12/6/2006 16 PF1630I_FIX-INTONLY 0 0 0 80 665 49.772 NO-PREPAY 0 0 0 0 0000000000 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 86000 86000 11/1/2006 10/1/2036 519.58 360 80 NC 2/1/2007 N 107500 1 0 519.58 28412 10/30/2006 2 PF0630I_FIX-INTONLY 0 107500 0 80 745 48.85 NO-PREPAY 0 0 0 0 1103621922 SFR 1 OO PURCHASE N 7.875 7.875 347200 347200 10/1/2006 9/1/2036 2278.5 360 80 NV 2/1/2007 N 434000 1 0 2278.5 89061 12/22/2006 2 PF2630I_FIX-INTONLY 0 434000 86800 100 638 38.97 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 11.6 11.6 57000 56946.02 12/1/2006 11/1/2021 568.82 180 15 CA 2/1/2007 Y 400000 2 0 568.82 91744 11/14/2006 2 TB0630_BALLOON 0 380000 0 95 787 41.51 5YR 0 0 0 0 1103622128 SFR 1 OO REFI Y 13.225 13.225 60000 59960.45 12/1/2006 11/1/2021 674.29 180 30 MD 2/1/2007 Y 200000 2 0 674.29 21221 11/9/2006 2 TB2630_BALLOON 0 0 0 100 625 40.14 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 12.625 12.625 75000 74924.19 11/1/2006 10/1/2021 807.72 180 20 CA 2/1/2007 Y 399000 2 0 807.72 92583 11/2/2006 2 TB2630_BALLOON 0 375000 0 100 624 37.76 3YR 0 0 0 0 1103622192 SFR 1 OO REFI Y 12 12 44000 43961.85 12/1/2006 11/1/2021 452.59 180 9.17 CA 2/1/2007 Y 480000 2 0 452.59 92562 11/15/2006 2 TB1630_BALLOON 0 0 0 89.17 646 39.8 NO-PREPAY 0 0 0 0 1103622203 SFR 1 NOO PURCHASE N 9.25 9.25 118000 118000 1/1/2007 12/1/2036 909.58 360 80 WA 2/1/2007 N 148000 1 2.5 909.58 98370 12/29/2006 2 PA0605EI_ARM-INTONLY 0 147500 22125 95 681 32.22 NO-PREPAY 12/1/2011 6 3 1 2.5 1103622220 SFR 1 NOO PURCHASE N 13.6 13.6 22125 22116.13 1/1/2007 12/1/2021 255.16 180 15 WA 2/1/2007 Y 148000 2 0 255.16 98370 12/29/2006 2 TB0630_BALLOON 0 147500 0 95 681 48 NO-PREPAY 0 0 0 0 1103622272 SFR 1 NOO PURCHASE N 12.125 12.125 41300 41265.16 12/1/2006 11/1/2021 428.8 180 15 FL 2/1/2007 Y 276000 2 0 428.8 33972 11/10/2006 2 TB0630_BALLOON 0 275400 0 89.64 704 36.19 1YR 0 0 0 0 1103622302 SFR 1 OO REFI Y 12.25 12.25 62200 62131.64 11/1/2006 10/1/2021 651.79 180 10 NV 2/1/2007 Y 622000 2 0 651.79 89502 10/24/2006 2 TB1630_BALLOON 0 0 0 90 668 37.28 3YR 0 0 0 0 1103622305 TOWNHOUSE 1 NOO PURCHASE N 12 12 35800 35768.97 12/1/2006 11/1/2021 368.24 180 20 MS 2/1/2007 Y 189900 2 0 368.24 39507 10/30/2006 2 TB0630_BALLOON 0 179000 0 90 786 38.16 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 13.55 13.55 84000 83938.82 12/1/2006 11/1/2021 965.46 180 30 NJ 2/1/2007 Y 285000 2 0 965.46 07030 11/2/2006 2 TB2630_BALLOON 0 280000 0 100 635 45.69 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 11.975 11.975 44500 44474.26 1/1/2007 12/1/2021 456.88 180 10 CA 2/1/2007 Y 455000 2 0 456.88 90731 11/27/2006 2 TB0630_BALLOON 0 445000 0 90 712 42.45 1YR 0 0 0 0 1103622448 SFR 1 NOO REFI Y 8.375 8.375 147000 147000 12/1/2006 11/1/2036 1025.94 360 70 CO 2/1/2007 N 210000 1 3 1025.94 80234 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 52500 95 669 42.48 NO-PREPAY 11/1/2011 6 3 1 8.375 0000000000 SFR 1 NOO REFI Y 13.85 13.85 52500 52469.98 12/1/2006 11/1/2021 615.83 180 25 CO 2/1/2007 Y 210000 2 0 615.83 80234 12/21/2006 2 TB1630_BALLOON 0 0 0 95 669 42.48 NO-PREPAY 0 0 0 0 1103622512 SFR 1 NOO PURCHASE N 12.475 12.475 37700 37670.57 12/1/2006 11/1/2021 401.63 180 25 VA 2/1/2007 Y 160000 2 0 401.63 24015 11/2/2006 2 TB0630_BALLOON 0 150800 0 95 681 35.86 NO-PREPAY 0 0 0 0 1103622529 SFR 1 OO REFI Y 6.75 6.75 400000 399506.95 12/1/2006 11/1/2036 2413.43 360 59.71 CA 2/1/2007 Y 670000 1 3 2413.43 92024 11/30/2006 2 PL3605E_ARM-BALLOON 0 0 0 59.71 609 44.61 2YR 11/1/2011 6 3 1 3 1103622567 SFR 1 OO PURCHASE N 11.25 11.25 33500 33389.09 12/1/2006 11/1/2021 325.37 180 10 FL 2/1/2007 Y 350000 2 0 325.37 33319 10/23/2006 2 TB1630_BALLOON 0 335000 0 90 668 39.92 3YR 0 0 0 0 1103622604 2-4FAMILY 3 OO PURCHASE N 12.6 12.6 141000 140817.26 12/1/2006 11/1/2021 1515.78 180 20 CA 2/1/2007 Y 705000 2 0 1515.78 90602 11/10/2006 2 TB1630_BALLOON 0 705000 0 100 672 48.39 3YR 0 0 0 0 1103622620 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 107143 106875.58 12/1/2006 11/1/2036 749.16 360 75.01 VA 2/1/2007 N 168000 1 3 749.16 23502 11/28/2006 2 PA0605E_ARM 0 142857 28571 95 683 41.84 3YR 11/1/2011 6 3 1 7.5 0000000000 2-4FAMILY 2 NOO PURCHASE N 12.3 12.3 28571 28534.43 12/1/2006 11/1/2021 300.5 180 20 VA 2/1/2007 Y 168000 2 0 300.5 23502 11/28/2006 2 TB0630_BALLOON 0 142857 0 95 683 41.84 3YR 0 0 0 0 1103622633 CONDO 1 NOO REFI Y 12.75 12.75 40000 39970.65 12/1/2006 11/1/2021 434.68 180 20 FL 2/1/2007 Y 200000 2 0 434.68 33012 11/9/2006 2 TB0630_BALLOON 0 0 0 95 709 48.44 1YR 0 0 0 0 1103622810 CONDO 1 2ND PURCHASE N 13.525 13.525 52500 52467.66 12/1/2006 11/1/2021 602.38 180 25 FL 2/1/2007 Y 210000 2 0 602.38 34741 11/2/2006 2 TB2630_BALLOON 0 210000 0 95 637 41.87 3YR 0 0 0 0 1103622858 SFR 1 NOO REFI N 6.5 6.5 112000 111796.95 1/1/2007 12/1/2036 707.92 360 67.88 CA 2/1/2007 N 165000 1 0 707.92 92243 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 67.88 688 34.45 2YR 0 0 0 0 1103622866 SFR 1 NOO PURCHASE N 12.99 12.99 27500 27426.3 11/16/2006 10/16/2026 321.99 240 25 SC 1/16/2007 N 110000 2 0 321.99 29642 11/9/2006 2 TF0620_FIXEDRATE 0 110000 0 95 689 38.35 NO-PREPAY 0 0 0 0 1103622877 D-PUDS 1 OO REFI Y 12.5 12.5 30600 30576.27 12/1/2006 11/1/2036 326.58 360 10 AZ 2/1/2007 N 306000 2 0 326.58 85323 11/1/2006 2 TF1630_FIXEDRATE 0 0 0 90 653 39.45 NO-PREPAY 0 0 0 0 1103622927 SFR 1 NOO PURCHASE N 7.625 7.625 252000 252000 12/1/2006 11/1/2036 1601.25 360 80 CA 2/1/2007 N 385000 1 3 1601.25 90706 11/21/2006 2 PA0605EI_ARM-INTONLY 0 315000 47250 95 756 26.65 NO-PREPAY 11/1/2011 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 12.25 12.25 47250 47211.24 12/1/2006 11/1/2021 495.13 180 15 CA 2/1/2007 Y 385000 2 0 495.13 90706 11/10/2006 2 TB0630_BALLOON 0 315000 0 95 756 23 NO-PREPAY 0 0 0 0 1103623038 SFR 1 OO REFI Y 12.5 12.5 57500 56871.56 12/1/2006 11/1/2021 613.67 180 10 CA 2/1/2007 Y 575000 2 0 613.67 91331 10/30/2006 2 TB1630_BALLOON 0 0 0 90 652 39.27 3YR 0 0 0 0 1103623102 2-4FAMILY 2 NOO PURCHASE N 13.8 13.8 37500 37416 12/1/2006 11/1/2021 438.4 180 25 FL 2/1/2007 Y 150600 2 0 438.4 34476 11/8/2006 2 TB1630_BALLOON 0 150000 0 95 677 29.31 1YR 0 0 0 0 1103623219 D-PUDS 1 OO PURCHASE N 13.275 13.275 79380 79328.25 12/1/2006 11/1/2021 895.2 180 20 MO 2/1/2007 Y 405000 2 0 895.2 64139 11/9/2006 2 TB2630_BALLOON 0 396900 0 100 630 44.78 NO-PREPAY 0 0 0 0 1103623222 SFR 1 OO PURCHASE N 12.25 12.25 111800 111708.29 12/1/2006 11/1/2021 1171.55 180 20 WA 2/1/2007 Y 560000 2 0 1171.55 98126 11/2/2006 2 TB1630_BALLOON 0 559000 0 100 660 45.13 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XX XXXXXXXX N 12.875 12.875 117000 116916.56 12/1/2006 11/1/2021 1282.83 180 20 AZ 2/1/2007 Y 595000 2 0 1282.83 85255 11/7/2006 2 TB1630_BALLOON 0 585000 0 100 650 38.41 NO-PREPAY 0 0 0 0 1103623297 SFR 1 OO PURCHASE N 11.875 11.875 61000 60945.64 12/1/2006 11/1/2021 621.59 180 20 FL 2/1/2007 Y 305000 2 0 621.59 33024 11/3/2006 2 TB1630_BALLOON 0 305000 0 100 670 39.74 2YR 0 0 0 0 1103623305 SFR 1 OO REFI N 5.75 5.75 516000 513532.59 12/1/2006 11/1/2036 3011.24 360 77.25 TN 2/1/2007 N 668000 1 0 3011.24 37205 12/1/2006 1 PF0630_FIXEDRATE 0 0 0 77.25 788 21.77 5YR 0 0 0 0 1103623336 SFR 1 NOO PURCHASE N 6.875 6.875 127400 127400 2/1/2007 1/1/2037 729.9 360 74.99 MS 2/1/2007 N 170000 1 3 729.9 39503 12/29/2006 2 PA0605EI_ARM-INTONLY 0 169900 25400 89.94 709 36.98 NO-PREPAY 1/1/2012 6 3 1 3 1103623600 PUD 1 NOO REFI Y 12.99 12.99 165500 165384.97 12/1/2006 11/1/2021 1829.47 180 25 MD 2/1/2007 Y 662000 2 0 1829.47 21704 11/2/2006 2 TB0630_BALLOON 0 0 0 95 692 45.35 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XXX PURCHASE N 11.35 11.35 106250 106143.73 12/1/2006 11/1/2021 1040.04 180 25 CA 2/1/2007 Y 440000 2 0 1040.04 95425 10/27/2006 2 TB0630_BALLOON 0 425000 0 95 748 43.79 3YR 0 0 0 0 1103623674 SFR 1 OO REFI Y 12.625 12.625 183700 183561.42 12/1/2006 11/1/2021 1978.39 180 24.34 CA 2/1/2007 Y 755000 2 0 1978.39 95124 11/10/2006 2 TB2630_BALLOON 0 0 0 99.34 630 42.96 3YR 0 0 0 0 1103623692 CONDO 1 NOO PURCHASE N 12.5 12.5 41725 41703.54 1/1/2007 12/1/2021 445.31 180 25 FL 2/1/2007 Y 173000 2 0 445.31 33810 12/26/2006 2 TB0630_BALLOON 0 166900 0 95 798 44 1YR 0 0 0 0 1103623733 D-PUDS 1 OO PURCHASE N 6.625 6.625 253000 253000 1/1/2007 12/1/2036 1396.77 360 74.99 AZ 2/1/2007 N 345000 1 3 1396.77 85323 12/15/2006 2 PA0605EI_ARM-INTONLY 0 337389 84300 99.98 684 45.57 3YR 12/1/2011 6 3 1 3 1103623771 CONDO 1 NOO REFI N 5.75 5.75 227000 227000 1/1/2007 12/1/2036 1087.71 360 67.77 CA 2/1/2007 N 335000 1 3 1087.71 91941 11/30/2006 2 PA0603EI_ARM-INTONLY 0 0 74000 89.86 759 35.49 3YR 12/1/2009 6 3 1 3 1103623807 D-PUDS 1 NOO PURCHASE N 12.99 12.99 68750 68702.21 12/1/2006 11/1/2021 759.98 180 25 AZ 2/1/2007 Y 276000 2 0 759.98 85323 11/9/2006 2 TB1630_BALLOON 0 275000 0 95 665 38.24 3YR 0 0 0 0 1103623883 SFR 1 OO REFI N 5.875 5.875 580000 580000 12/1/2006 11/1/2036 2839.58 360 68.24 CA 2/1/2007 N 850000 1 0 2839.58 94531 11/17/2006 1 PF0630I_FIX-INTONLY 0 0 0 68.24 778 36.83 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 12.975 12.975 35000 34983.81 1/1/2007 12/1/2021 386.49 180 20 FL 2/1/2007 Y 175000 2 0 386.49 33313 11/16/2006 2 TB2630_BALLOON 0 175000 0 100 636 40.59 3YR 0 0 0 0 1103623896 SFR 1 OO PURCHASE N 5.99 5.99 446900 446006.29 1/1/2007 12/1/2036 2676.52 360 80 CA 2/1/2007 N 565000 1 3 2676.52 92374 11/30/2006 2 PA1605E_ARM 0 558664 55800 89.99 678 45.1 1YR 12/1/2011 6 3 1 3 0000000000 SFR 1 OO REFI Y 12 12 20000 20000 12/1/2006 11/1/2021 200 180 8 CA 2/1/2007 Y 250000 2 0 200 93555 10/27/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 88 679 36.16 3YR 0 0 0 0 1103623958 SFR 1 OO PURCHASE N 7.125 7.125 304000 304000 12/1/2006 11/1/2036 1805 360 80 CA 2/1/2007 N 390000 1 3.5 1805 92407 11/27/2006 2 PA1605EI_ARM-INTONLY 0 380000 76000 100 652 43.23 3YR 11/1/2011 6 3 1 3.5 0000000000 D-PUDS 1 OO REFI N 6.375 6.375 468000 468000 1/1/2007 12/1/2036 2486.25 360 74.65 CA 2/1/2007 N 627000 1 3 2486.25 91915 11/30/2006 7 SA1607EI_ARM-INTONLY 0 0 90000 89 687 0 NO-PREPAY 12/1/2013 6 3 1 3 1103624006 D-PUDS 1 OO REFI Y 5.75 5.75 705000 705000 12/1/2006 11/1/2036 3378.13 360 60 CA 2/1/2007 N 1175000 1 0 3378.13 92833 11/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 60 777 40 3YR 0 0 0 0 1103624018 SFR 1 OO REFI Y 5.75 5.75 500000 500000 1/1/2007 12/1/2036 2395.83 360 58.83 CA 2/1/2007 N 850000 1 3.25 2395.83 92110 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 0 58.83 684 42.24 2YR 12/1/2011 6 3 1 3.25 0000000000 D-PUDS 1 OO PURCHASE N 7.125 7.125 664150 664150 1/1/2007 12/1/2036 3943.39 360 80 CA 2/1/2007 N 831000 1 3 3943.39 92009 12/22/2006 2 PA0605EI_ARM-INTONLY 0 830233 166000 99.99 693 47.77 1YR 12/1/2011 6 3 1 3 1103624034 SFR 1 OO PURCHASE N 12.975 12.975 57000 56960.25 12/1/2006 11/1/2021 629.42 180 20 FL 2/1/2007 Y 310000 2 0 629.42 33063 11/1/2006 2 TB2630_BALLOON 0 285000 0 100 622 42 3YR 0 0 0 0 1103624055 D-PUDS 1 NOO PURCHASE N 7.5 7.5 284000 284000 12/1/2006 11/1/2036 1775 360 80 CA 2/1/2007 N 355000 1 3 1775 91384 1/3/2007 2 PA0605EI_ARM-INTONLY 0 355000 53250 95 706 40.42 3YR 11/1/2011 6 3 1 3 1103624115 SFR 1 OO PURCHASE N 11.99 11.99 100000 99913.12 12/1/2006 11/1/2021 1027.84 180 25 CA 2/1/2007 Y 400000 2 0 1027.84 91010 11/17/2006 2 TB1630_BALLOON 0 400000 0 100 649 43.3 3YR 0 0 0 0 1103624200 CONDO 1 NOO PURCHASE N 14 14 41250 41227.2 12/1/2006 11/1/2021 488.76 180 15 FL 2/1/2007 Y 275000 2 0 488.76 33183 11/15/2006 2 TB1630_BALLOON 0 275000 0 90 676 28.62 1YR 0 0 0 0 1103624250 SFR 1 NOO PURCHASE N 11.675 11.675 52500 52451.08 12/1/2006 11/1/2021 526.93 180 25 MD 2/1/2007 Y 230000 2 0 526.93 21207 11/9/2006 2 TB0630_BALLOON 0 210000 0 95 690 32.22 NO-PREPAY 0 0 0 0 1103624323 SFR 1 OO REFI Y 12.5 12.5 90000 89930.16 12/1/2006 11/1/2021 960.54 180 30 CA 2/1/2007 Y 300000 2 0 960.54 93560 11/16/2006 2 TB2630_BALLOON 0 0 0 100 638 41.79 3YR 0 0 0 0 1103624327 SFR 1 OO REFI Y 12.9 12.9 89000 88936.87 12/1/2006 11/1/2021 977.57 180 20 FL 2/1/2007 Y 445000 2 0 977.57 33196 11/10/2006 2 TB2630_BALLOON 0 0 0 95 631 42.46 NO-PREPAY 0 0 0 0 1103624329 SFR 1 OO PURCHASE N 13.5 13.5 87980 87925.53 12/1/2006 11/1/2021 1007.73 180 20 NJ 2/1/2007 Y 440000 2 0 1007.73 08721 11/6/2006 2 TB1630_BALLOON 0 439900 0 100 640 49.77 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 13.575 13.575 22200 22186.5 12/1/2006 11/1/2021 255.59 180 15 FL 2/1/2007 Y 148000 2 0 255.59 32211 11/10/2006 2 TB1630_BALLOON 0 148000 0 95 648 29.78 3YR 0 0 0 0 1103624624 SFR 1 OO REFI N 5.625 5.625 567200 567200 1/1/2007 12/1/2036 2658.75 360 79.89 CA 2/1/2007 N 710000 1 3 2658.75 91304 12/20/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.89 732 0 NO-PREPAY 12/1/2011 6 3 1 3 1103624640 SFR 1 OO REFI Y 6.99 6.99 451000 451000 1/1/2007 12/1/2036 2627.08 360 79.97 CA 2/1/2007 N 564000 1 3 2627.08 91765 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.97 641 46.68 1YR 12/1/2011 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 6.625 6.625 1495000 1495000 12/1/2006 11/1/2036 8253.65 360 65 CA 2/1/2007 N 2300000 1 3 8253.65 91789 12/14/2006 2 PA0605EI_ARM-INTONLY 0 2600000 225000 74.79 742 35.19 3YR 11/1/2011 6 3 1 3 1103624683 SFR 1 NOO REFI Y 13.3 13.3 63000 62492.49 12/1/2006 11/1/2021 711.71 180 20 CA 2/1/2007 Y 315000 2 0 711.71 92240 10/30/2006 2 TB1630_BALLOON 0 0 0 90 644 28.99 3YR 0 0 0 0 1103624697 SFR 1 OO PURCHASE N 11.975 11.975 117600 117497.46 12/1/2006 11/1/2021 1207.39 180 20 CA 2/1/2007 Y 590000 2 0 1207.39 91792 11/8/2006 2 TB1630_BALLOON 0 588000 0 100 654 40.86 3YR 0 0 0 0 1103624732 SFR 1 NOO PURCHASE N 6.875 6.875 183750 183750 12/1/2006 11/1/2036 1052.73 360 70 MN 2/1/2007 N 270000 1 3 1052.73 55398 11/28/2006 2 PA1605EI_ARM-INTONLY 0 262500 65625 95 656 41.39 3YR 11/1/2011 6 3 1 6.875 1103624739 CONDO 1 NOO PURCHASE N 6.5 6.5 243600 243600 12/1/2006 11/1/2036 1319.5 360 70 MN 2/1/2007 N 348000 1 3 1319.5 55330 11/28/2006 2 PA0605EI_ARM-INTONLY 0 348000 87000 95 686 40.72 3YR 11/1/2011 6 3 1 6.5 1103624740 CONDO 1 NOO PURCHASE N 13.1 13.1 87000 86941.01 12/1/2006 11/1/2021 969.2 180 25 MN 2/1/2007 Y 348000 2 0 969.2 55330 11/28/2006 2 TB0630_BALLOON 0 348000 0 95 686 40.72 NO-PREPAY 0 0 0 0 1103624792 SFR 1 OO REFI N 6.5 6.5 543750 543724.17 12/1/2006 11/1/2036 2945.31 360 75 CA 2/1/2007 N 725000 1 2.25 2945.31 94015 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 143000 94.73 685 42.19 NO-PREPAY 11/1/2011 6 3 1 2.25 1103624821 SFR 1 OO PURCHASE N 5.875 5.875 416000 416000 1/1/2007 12/1/2036 2036.67 360 80 CA 2/1/2007 N 520000 1 3 2036.67 90043 11/20/2006 1 PA1605EI_ARM-INTONLY 0 520000 104000 100 673 37.19 3YR 12/1/2011 6 3 1 3 1103624899 SFR 1 OO REFI Y 12.525 12.525 27000 26931.22 12/1/2006 11/1/2021 288.68 180 4.91 CA 2/1/2007 Y 550000 2 0 288.68 90604 11/17/2006 2 TB2630_BALLOON 0 0 0 84.91 635 44.49 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.875 6.875 359920 359920 1/1/2007 12/1/2036 2062.04 360 80 CA 2/1/2007 N 500000 1 3 2062.04 91722 12/14/2006 2 PA1605EI_ARM-INTONLY 0 449900 89980 100 674 43.65 2YR 12/1/2011 6 3 1 3 1103624910 SFR 1 OO PURCHASE N 11.875 11.875 89980 89926.8 1/1/2007 12/1/2021 916.9 180 20 CA 2/1/2007 Y 500000 2 0 916.9 91722 12/14/2006 2 TB1630_BALLOON 0 449900 0 100 674 43.65 2YR 0 0 0 0 1103625029 SFR 1 NOO REFI N 6.375 6.375 409500 409500 1/1/2007 12/1/2036 2175.47 360 70 CA 2/1/2007 N 585000 1 2.5 2175.47 92563 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 146250 95 688 24 1YR 12/1/2011 6 3 1 2.5 1103625032 SFR 1 NOO REFI Y 12.925 12.925 146250 146181.6 1/1/2007 12/1/2021 1609.25 180 25 CA 2/1/2007 Y 585000 2 0 1609.25 92563 11/27/2006 2 TB0630_BALLOON 0 0 0 95 688 24.35 1YR 0 0 0 0 1103625121 SFR 1 OO REFI Y 12.125 12.125 106250 106160.42 12/1/2006 11/1/2021 1103.13 180 25 CA 2/1/2007 Y 425000 2 0 1103.13 92571 11/6/2006 2 TB1630_BALLOON 0 0 0 100 664 44.23 1YR 0 0 0 0 1103625144 SFR 1 OO PURCHASE N 12.5 12.5 68000 67872.97 12/1/2006 11/1/2021 725.74 180 20 CA 2/1/2007 Y 364500 2 0 725.74 92582 11/17/2006 2 TB1630_BALLOON 0 340000 0 100 662 45.86 1YR 0 0 0 0 1103625158 CONDO 1 OO PURCHASE N 7.875 7.875 311200 311200 12/1/2006 11/1/2036 2042.25 360 80 CA 2/1/2007 N 389000 1 3 2042.25 92109 11/30/2006 2 PA1605EI_ARM-INTONLY 0 389000 77800 100 670 49.04 3YR 11/1/2011 6 3 1 3 1103625159 CONDO 1 OO PURCHASE N 12.625 12.625 77800 77741.31 12/1/2006 11/1/2021 837.88 180 20 CA 2/1/2007 Y 389000 2 0 837.88 92109 11/30/2006 2 TB1630_BALLOON 0 389000 0 100 670 49.04 NO-PREPAY 0 0 0 0 1103625169 SFR 1 OO PURCHASE N 12.125 12.125 83800 83728.38 12/1/2006 11/1/2021 870.05 180 20 CA 2/1/2007 Y 445000 2 0 870.05 92582 11/17/2006 2 TB1630_BALLOON 0 419000 0 100 667 42.42 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XXX XXXXXXXX N 6.5 6.5 210000 210000 12/1/2006 11/1/2036 1137.5 360 75 MS 2/1/2007 N 280000 1 3 1137.5 39507 11/21/2006 2 PA0605EI_ARM-INTONLY 0 280000 56000 95 704 35.73 NO-PREPAY 11/1/2011 6 3 1 3 1103625175 2-4FAMILY 2 NOO PURCHASE N 12.75 12.75 56000 55958.92 12/1/2006 11/1/2021 608.55 180 20 MS 2/1/2007 Y 280000 2 0 608.55 39507 11/21/2006 2 TB0630_BALLOON 0 280000 0 95 704 35.73 NO-PREPAY 0 0 0 0 1103625259 2-4FAMILY 2 NOO PURCHASE N 12.25 12.25 27900 27877.13 12/1/2006 11/1/2021 292.36 180 10 MS 2/1/2007 Y 280000 2 0 292.36 39507 11/10/2006 2 TB0630_BALLOON 0 279000 0 84.99 732 48.98 NO-PREPAY 0 0 0 0 1103625280 SFR 1 OO PURCHASE N 7.875 7.875 336000 336000 1/1/2007 12/1/2036 2205 360 80 NJ 2/1/2007 N 430000 1 3 2205 07110 11/28/2006 2 PA1605EI_ARM-INTONLY 0 420000 84000 100 646 44.38 NO-PREPAY 12/1/2011 6 3 1 3 1103625295 SFR 1 OO PURCHASE N 11.725 11.725 43000 42960.4 12/1/2006 11/1/2021 433.22 180 20 CA 2/1/2007 Y 220000 2 0 433.22 93307 11/7/2006 2 TB1630_BALLOON 0 215000 0 100 667 35.49 2YR 0 0 0 0 1103625326 SFR 1 OO REFI N 5.5 5.5 505000 505000 12/1/2006 11/1/2036 2314.58 360 70.63 CA 2/1/2007 N 715000 1 3 2314.58 94536 12/7/2006 1 PA0603EI_ARM-INTONLY 0 0 0 70.63 816 42.99 NO-PREPAY 11/1/2009 6 3 1 3 1103625342 2-4FAMILY 4 OO PURCHASE N 12.35 12.35 249000 248800.28 12/1/2006 11/1/2021 2628.52 180 30 CA 2/1/2007 Y 835000 2 0 2628.52 90302 11/13/2006 2 TB1630_BALLOON 0 830000 0 100 661 40.15 3YR 0 0 0 0 1103625621 D-PUDS 1 OO REFI N 5.875 5.875 555000 555000 1/1/2007 12/1/2036 2717.19 360 39.65 CA 2/1/2007 N 1400000 1 3 2717.19 92679 12/26/2006 1 PA0603EI_ARM-INTONLY 0 0 0 39.65 780 52.13 NO-PREPAY 12/1/2009 6 3 1 3 0000000000 SFR 1 OO REFI Y 5.5 5.5 102000 100855.79 12/1/2006 11/1/2021 833.43 180 69.87 IN 2/1/2007 N 146000 1 0 833.43 46524 12/14/2006 17 PF0615_FIXEDRATE 0 0 0 69.87 735 22.53 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 7.375 7.375 200000 199847.82 2/1/2007 1/1/2037 1381.35 360 67.34 CA 2/1/2007 N 297000 1 3 1381.35 92392 1/3/2007 1 PA3605E_ARM 0 0 0 67.34 607 44 1YR 1/1/2012 6 3 1 3 1103625686 D-PUDS 1 OO REFI N 5.75 5.75 532000 530886.46 1/1/2007 12/1/2036 3104.61 360 39.86 CA 2/1/2007 N 1335000 1 3 3104.61 95138 12/8/2006 1 PA0605E_ARM 0 0 0 39.86 785 41.07 NO-PREPAY 12/1/2011 6 3 1 3 1103625693 SFR 1 OO REFI N 11.65 11.65 47500 47455.52 12/1/2006 11/1/2021 475.83 180 10 CA 2/1/2007 Y 475000 2 0 475.83 92139 11/8/2006 2 TB1630_BALLOON 0 0 0 90 678 39.75 3YR 0 0 0 0 1103625712 SFR 1 OO PURCHASE N 11.875 11.875 81200 81127.63 12/1/2006 11/1/2021 827.43 180 20 CA 2/1/2007 Y 406000 2 0 827.43 92582 11/20/2006 2 TB1630_BALLOON 0 406000 0 100 663 40.81 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI Y 12.75 12.75 63000 63000 12/1/2006 11/1/2021 669.38 180 15 CA 2/1/2007 Y 420000 2 0 669.38 94806 11/14/2006 2 TB0630I_BALLOON-INTONLY 0 0 0 95 712 28.67 1YR 0 0 0 0 1103625789 TOWNHOUSE 1 NOO PURCHASE N 12.475 12.475 45000 44964.87 12/1/2006 11/1/2021 479.4 180 25 DC 2/1/2007 Y 206000 2 0 479.4 20010 11/16/2006 1 TB1630_BALLOON 0 180000 0 95 663 27.88 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 12.525 12.525 90000 89930.57 12/1/2006 11/1/2021 962.28 180 25 MD 2/1/2007 Y 360000 2 0 962.28 20866 11/28/2006 2 TB1630_BALLOON 0 360000 0 95 660 44.38 NO-PREPAY 0 0 0 0 1103625825 SFR 1 NOO PURCHASE N 7.375 7.375 140600 140600 1/1/2007 12/1/2036 864.1 360 69.99 TX 2/1/2007 N 204500 1 3 864.1 76087 12/19/2006 2 PA0603EI_ARM-INTONLY 0 200890 50200 94.98 778 26.21 NO-PREPAY 12/1/2009 6 3 1 3 1103625837 2-4FAMILY 2 NOO PURCHASE N 7.63 7.63 147000 147000 1/1/2007 12/1/2036 934.68 360 70 NJ 2/1/2007 N 210000 1 6.63 934.68 08618 11/28/2006 2 PA1605EI_ARM-INTONLY 0 210000 52500 95 667 49.84 NO-PREPAY 12/1/2011 6 3 1 7.63 1103625842 CONDO 1 NOO REFI Y 12.75 12.75 38000 37972.1 12/1/2006 11/1/2021 412.95 180 25 MN 2/1/2007 Y 152000 2 0 412.95 55316 11/16/2006 2 TB0630_BALLOON 0 0 0 95 699 42.07 NO-PREPAY 0 0 0 0 1103625845 2-4FAMILY 2 NOO PURCHASE N 13.44 13.44 52500 52478.14 1/1/2007 12/1/2021 598.87 180 25 NJ 2/1/2007 Y 210000 2 0 598.87 08618 12/7/2006 2 TB1630_BALLOON 0 210000 0 95 667 49.84 NO-PREPAY 0 0 0 0 1103625864 2-4FAMILY 4 OO PURCHASE N 8.125 8.125 472000 472000 12/1/2006 11/1/2036 3195.83 360 80 CA 2/1/2007 N 590000 1 3 3195.83 92410 11/28/2006 2 PA0605EI_ARM-INTONLY 0 590000 118000 100 693 44.21 1YR 11/1/2011 6 3 1 3 1103625937 SFR 1 OO PURCHASE N 13.375 13.375 43000 42939.72 11/1/2006 10/1/2021 488.3 180 20 FL 2/1/2007 Y 227000 2 0 488.3 34952 11/15/2006 2 TB2630_BALLOON 0 215000 0 100 629 46.5 NO-PREPAY 0 0 0 0 1103625938 SFR 1 NOO PURCHASE N 13.625 13.625 47950 47911.28 11/1/2006 10/1/2036 553.94 360 20.01 NJ 2/1/2007 N 275000 2 0 553.94 07734 11/1/2006 2 UF0330_FIXEDRATE 0 239700 0 100 782 41.53 NO-PREPAY 0 0 0 0 1103625958 D-PUDS 1 OO REFI Y 6.125 6.125 592000 590846.3 1/1/2007 12/1/2036 3597.05 360 43.86 CA 2/1/2007 N 1350000 1 2.75 3597.05 91377 12/18/2006 1 PA0607E_ARM 0 0 0 43.86 770 37.09 NO-PREPAY 12/1/2013 6 3 1 2.75 1103625995 SFR 1 OO PURCHASE N 6.625 6.625 356000 356000 1/1/2007 12/1/2036 1965.42 360 80 CA 2/1/2007 N 445000 1 3 1965.42 91790 12/29/2006 2 PA0605EI_ARM-INTONLY 0 445000 89000 100 816 46.33 2YR 12/1/2011 6 3 1 3 1103625997 X-XXXX 0 XX XXXXXXXX X 0 0 000000 239924.81 1/1/2007 12/1/2036 1200 360 80 CA 2/1/2007 N 310000 1 3 1200 91730 11/28/2006 2 PA2605EI_ARM-INTONLY 0 300000 60000 100 643 40.42 NO-PREPAY 12/1/2011 6 3 1 3 1103626019 SFR 1 NOO PURCHASE N 12.625 12.625 50200 50159.88 1/1/2007 12/1/2021 540.64 180 24.99 TX 2/1/2007 Y 204500 2 0 540.64 76087 12/19/2006 2 TB0630_BALLOON 0 200890 0 94.98 778 26.21 NO-PREPAY 0 0 0 0 1103626046 XX-XXXX 0 0XX XXXXXXXX N 6.5 6.5 367400 367400 1/1/2007 12/1/2036 1990.08 360 70 FL 2/1/2007 N 538500 1 3 1990.08 32507 11/30/2006 2 PA0605EI_ARM-INTONLY 0 524865 104900 89.99 714 36.82 3YR 12/1/2011 6 3 1 3 1103626113 SFR 1 OO REFI N 7.375 7.375 721600 721600 12/1/2006 11/1/2036 4434.83 360 80 CA 2/1/2007 N 902000 1 3 4434.83 94534 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 135300 95 653 41.67 3YR 11/1/2011 6 3 1 3 1103626114 SFR 1 OO REFI N 12.125 12.125 135300 135185.88 12/1/2006 11/1/2021 1404.75 180 15 CA 2/1/2007 Y 902000 2 0 1404.75 94534 12/11/2006 2 TB1630_BALLOON 0 0 0 95 653 41.67 NO-PREPAY 0 0 0 0 1103626160 SFR 1 OO REFI Y 11.575 11.575 161000 160846.7 12/1/2006 11/1/2021 1603.59 180 20 CA 2/1/2007 Y 805000 2 0 1603.59 92867 11/15/2006 2 TB1630_BALLOON 0 0 0 95 642 44.85 3YR 0 0 0 0 1103626279 SFR 1 NOO REFI N 6.25 6.25 126000 126000 1/1/2007 12/1/2036 656.25 360 54.79 FL 2/1/2007 N 230000 1 3 656.25 34608 12/12/2006 1 PA0605EI_ARM-INTONLY 0 0 0 54.79 746 32.1 2YR 12/1/2011 6 3 1 3 1103626343 SFR 1 NOO PURCHASE N 6.5 6.5 247500 247500 2/1/2007 1/1/2037 1340.63 360 75 CA 2/1/2007 N 332000 1 2.75 1340.63 92105 12/22/2006 2 PA0605EI_ARM-INTONLY 0 330000 66000 95 745 49.39 3YR 1/1/2012 6 3 1 2.75 1103626369 SFR 1 OO PURCHASE N 12.125 12.125 85800 85727.66 12/1/2006 11/1/2021 890.81 180 20 CA 2/1/2007 Y 429000 2 0 890.81 91010 11/10/2006 2 TB1630_BALLOON 0 429000 0 100 643 37.83 3YR 0 0 0 0 0000000000 CONDO 1 OO PURCHASE N 8.125 8.125 295200 295200 11/1/2006 10/1/2036 1998.75 360 80 CA 2/1/2007 N 369000 1 2.75 1998.75 90723 12/1/2006 2 PA2605EI_ARM-INTONLY 0 369000 73800 100 635 29.67 3YR 10/1/2011 6 3 1 8.125 1103626397 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 529200 529200 11/1/2006 10/1/2036 3417.75 360 80 CA 2/1/2007 N 662000 1 2.75 3417.75 90037 12/1/2006 17 PA0605EI_ARM-INTONLY 0 661500 132300 100 731 49.76 3YR 10/1/2011 6 3 1 7.75 1103626399 SFR 1 OO REFI Y 9.875 9.875 464000 464000 11/1/2006 10/1/2036 3818.33 360 80 CA 2/1/2007 N 580000 1 7 3818.33 90650 12/1/2006 2 BA3202EI_ARM-INTONLY 0 0 0 80 613 43.43 2YR 10/1/2008 6 3 1 9.875 1103626400 SFR 1 NOO PURCHASE N 8.125 8.125 284000 284000 11/1/2006 10/1/2036 1922.92 360 80 CA 2/1/2007 N 355000 1 2.75 1922.92 92503 12/1/2006 8 SA0605EI_ARM-INTONLY 0 355000 53250 95 729 0 3YR 10/1/2011 6 3 1 8.125 0000000000 SFR 1 OO PURCHASE N 7.5 7.5 412000 412000 11/1/2006 10/1/2036 2575 360 80 CA 2/1/2007 N 515000 1 2.75 2575 90606 12/1/2006 8 SA0605EI_ARM-INTONLY 0 515000 103000 100 682 0 1YR 10/1/2011 6 3 1 7.5 1103626428 SFR 1 OO PURCHASE N 7.375 7.375 480000 480000 11/1/2006 10/1/2036 2950 360 80 CA 2/1/2007 N 600000 1 2.75 2950 90680 12/1/2006 2 PA2605EI_ARM-INTONLY 0 600000 115000 99.17 631 48.72 3YR 10/1/2011 6 3 1 7.375 1103626436 PUD 1 OO PURCHASE N 6.75 6.75 216000 216000 11/1/2006 10/1/2036 1215 360 80 AZ 2/1/2007 N 270000 1 2.75 1215 85757 12/1/2006 17 PA2605EI_ARM-INTONLY 0 270000 0 80 636 42.38 NO-PREPAY 10/1/2011 6 3 1 2.75 1103626530 SFR 1 OO PURCHASE N 6.625 6.625 366000 366000 12/1/2006 11/1/2036 2020.63 360 75 CA 2/1/2007 N 524000 1 3 2020.63 92069 11/20/2006 2 PA1605EI_ARM-INTONLY 0 488000 122000 100 661 47.79 2YR 11/1/2011 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 11.75 11.75 122000 121888.22 12/1/2006 11/1/2021 1231.48 180 25 CA 2/1/2007 Y 524000 2 0 1231.48 92069 11/20/2006 2 TB1630_BALLOON 0 488000 0 100 661 47.79 2YR 0 0 0 0 1103626582 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 268800 268300 1/1/2007 12/1/2036 1624 360 70 NJ 2/1/2007 N 384000 1 6.25 1624 07601 12/21/2006 2 PA0605EI_ARM-INTONLY 0 384000 96000 95 787 22.76 NO-PREPAY 12/1/2011 6 3 1 7.25 1103626583 2-4FAMILY 2 NOO PURCHASE N 12.5 12.5 96000 94950.6 1/1/2007 12/1/2021 1024.57 180 25 NJ 2/1/2007 Y 384000 2 0 1024.57 07601 12/21/2006 2 TB0630_BALLOON 0 384000 0 95 787 22.76 NO-PREPAY 0 0 0 0 1103626597 SFR 1 NOO REFI Y 7.75 7.75 151000 151000 1/1/2007 12/1/2036 975.21 360 79.48 NJ 2/1/2007 N 190000 1 3 975.21 08753 11/30/2006 1 PA0605EI_ARM-INTONLY 0 0 20000 90 716 48.42 NO-PREPAY 12/1/2011 6 3 1 3 1103626604 SFR 1 OO PURCHASE N 12.1 12.1 71000 70939.81 12/1/2006 11/1/2021 735.78 180 25 NV 2/1/2007 Y 284000 2 0 735.78 89104 11/20/2006 2 TB1630_BALLOON 0 284000 0 100 650 42.11 3YR 0 0 0 0 1103626621 CONDO 1 NOO PURCHASE N 14 14 34500 34480.94 12/1/2006 11/1/2021 408.78 180 15 NJ 2/1/2007 Y 244000 2 0 408.78 08054 11/7/2006 2 TB1630_BALLOON 0 230000 0 95 662 31.88 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XX XXXXXXXX N 10.99 10.99 89450 89353.21 12/1/2006 11/1/2021 851.18 180 10.01 FL 2/1/2007 Y 895000 2 0 851.18 33157 11/3/2006 2 TB1630_BALLOON 0 894450 0 90.05 666 29.3 3YR 0 0 0 0 1103626647 SFR 1 OO REFI Y 12.75 12.75 48400 48364.5 12/1/2006 11/1/2021 525.96 180 20 NV 2/1/2007 Y 242000 2 0 525.96 89107 11/17/2006 2 TB2630_BALLOON 0 0 0 90 628 48.71 3YR 0 0 0 0 1103626676 SFR 1 OO PURCHASE N 12.875 12.875 84000 83960.27 1/1/2007 12/1/2021 921.01 180 20 NJ 2/1/2007 Y 430000 2 0 921.01 07110 11/28/2006 2 TB1630_BALLOON 0 420000 0 100 646 44.38 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI N 6.875 6.875 126750 126750 2/1/2007 1/1/2037 726.17 360 75 CA 2/1/2007 N 169000 1 3 726.17 93728 12/29/2006 8 SA0605EI_ARM-INTONLY 0 0 25350 90 747 0 1YR 1/1/2012 6 3 1 3 1103626750 SFR 1 NOO REFI Y 13 13 178000 177876.55 12/1/2006 11/1/2021 1969.04 180 20 HI 2/1/2007 Y 890000 2 0 1969.04 96753 11/10/2006 2 TB0630_BALLOON 0 0 0 90 681 12 NO-PREPAY 0 0 0 0 1103626965 SFR 1 NOO REFI N 6.5 6.5 219000 219000 1/1/2007 12/1/2036 1186.25 360 73 CA 2/1/2007 N 300000 1 3 1186.25 92404 11/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 73 623 47.61 2YR 12/1/2011 6 3 1 3 1103626981 SFR 1 NOO PURCHASE N 7.25 7.25 236000 236000 1/1/2007 12/1/2036 1425.83 360 80 CA 2/1/2007 N 300000 1 3 1425.83 92405 12/8/2006 2 PA0605EI_ARM-INTONLY 0 295000 44250 95 681 45.61 3YR 12/1/2011 6 3 1 3 1103626983 SFR 1 NOO PURCHASE N 11.9 11.9 44250 44223.97 1/1/2007 12/1/2021 451.76 180 15 CA 2/1/2007 Y 300000 2 0 451.76 92405 12/8/2006 2 TB0630_BALLOON 0 295000 0 95 681 45.61 3YR 0 0 0 0 1103626998 D-PUDS 1 OO REFI N 13.125 13.125 37500 37474.73 12/1/2006 11/1/2021 418.49 180 10 FL 2/1/2007 Y 375000 2 0 418.49 33534 11/9/2006 2 TB1630_BALLOON 0 0 0 90 653 36.17 NO-PREPAY 0 0 0 0 1103627010 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 210000 210000 1/1/2007 12/1/2036 1290.63 360 70 NJ 2/1/2007 N 300000 1 3 1290.63 07050 12/7/2006 2 PA0605EI_ARM-INTONLY 0 300000 75000 95 729 49.48 NO-PREPAY 12/1/2011 6 3 1 7.375 1103627013 SFR 1 OO REFI N 11.5 11.5 77500 77424.45 12/1/2006 11/1/2021 767.48 180 10 MN 2/1/2007 Y 775000 2 0 767.48 55129 11/3/2006 2 TB1630_BALLOON 0 0 0 90 670 37.62 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI Y 11.6 11.6 70000 69830.81 12/1/2006 11/1/2021 698.55 180 25 FL 2/1/2007 Y 280000 2 0 698.55 33024 11/9/2006 2 TB0630_BALLOON 0 0 0 95 724 49.17 3YR 0 0 0 0 1103627019 SFR 1 OO PURCHASE N 5.5 5.5 175000 174600 1/1/2007 12/1/2036 802.08 360 46.67 CA 2/1/2007 N 399000 1 0 802.08 92582 12/22/2006 15 SF1630I_FIX-INTONLY 0 375000 0 46.67 673 0 1YR 0 0 0 0 1103627090 SFR 1 OO PURCHASE N 6.375 6.375 540000 537847.44 1/1/2007 12/1/2036 3368.9 360 72 FL 2/1/2007 N 755000 1 0 3368.9 33157 12/14/2006 2 PF0630_FIXEDRATE 0 750000 0 72 680 29.39 NO-PREPAY 0 0 0 0 1103627120 CONDO 1 NOO PURCHASE N 6 6 91000 91000 12/1/2006 11/1/2036 455 360 70 MO 2/1/2007 N 137000 1 3 455 63366 11/21/2006 2 PA0603EI_ARM-INTONLY 0 130000 0 70 746 43.11 3YR 11/1/2009 6 3 1 3 1103627219 HI-RISE 1 OO REFI N 5.75 5.75 527000 525896.92 1/1/2007 12/1/2036 3075.43 360 74.76 IL 2/1/2007 N 705000 1 3 3075.43 60605 12/22/2006 2 PA0605E_ARM 0 0 0 74.76 720 44.66 1YR 12/1/2011 6 3 1 3 1103627291 HI-RISE 1 OO PURCHASE N 6.75 6.75 975000 975000 1/1/2007 12/1/2036 5484.38 360 65 AL 2/1/2007 N 1600000 1 3 5484.38 36542 12/5/2006 1 PA0605EI_ARM-INTONLY 0 1500000 375000 90 680 44.69 NO-PREPAY 12/1/2011 6 3 1 3 1103627352 SFR 1 NOO REFI Y 8.25 8.25 58800 58356.17 11/1/2006 10/1/2036 441.74 360 78.4 MI 2/1/2007 N 75000 1 0 441.74 48235 12/6/2006 8 XF1630_FIXEDRATE 0 0 0 78.4 699 0 NO-PREPAY 0 0 0 0 1103627353 SFR 1 NOO REFI Y 7.75 7.75 59200 59031.22 11/1/2006 10/1/2036 424.12 360 80 MO 2/1/2007 N 74000 1 0 424.12 63136 12/6/2006 1 XF1630_FIXEDRATE 0 0 0 80 642 47.41 NO-PREPAY 0 0 0 0 1103627354 SFR 1 NOO REFI Y 7.75 7.75 59200 59031.22 11/1/2006 10/1/2036 424.12 360 80 MI 2/1/2007 N 74000 1 0 424.12 48223 12/6/2006 1 XF1630_FIXEDRATE 0 0 0 80 675 18.198 NO-PREPAY 0 0 0 0 1103627375 SFR 1 NOO PURCHASE N 8.125 8.125 64500 64329.52 11/1/2006 10/1/2036 478.91 360 75 MD 2/1/2007 N 112000 1 0 478.91 21224 12/6/2006 12 XF1630_FIXEDRATE 0 86000 12900 90 784 0 NO-PREPAY 0 0 0 0 1103627385 SFR 1 NOO REFI Y 8.25 8.25 68800 68622.7 11/1/2006 10/1/2036 516.87 360 80 SC 2/1/2007 N 86000 1 0 516.87 29341 12/6/2006 8 XF2630_FIXEDRATE 0 0 0 80 642 0 NO-PREPAY 0 0 0 0 1103627405 SFR 1 NOO REFI N 7.75 7.75 77830 77608.15 11/1/2006 10/1/2036 557.58 360 76.31 TX 2/1/2007 N 102000 1 0 557.58 75146 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 76.31 729 31.84 NO-PREPAY 0 0 0 0 1103627467 SFR 1 NOO REFI N 7.5 7.5 102400 102093.15 11/1/2006 10/1/2036 716 360 80 TX 2/1/2007 N 128000 1 0 716 77088 12/6/2006 1 PF1630_FIXEDRATE 0 0 12800 90 680 37.838 NO-PREPAY 0 0 0 0 1103627469 SFR 1 OO REFI Y 8.875 8.875 103200 101865.85 11/1/2006 10/1/2036 821.11 360 79.39 SC 2/1/2007 N 130000 1 0 821.11 29801 12/6/2006 8 SF3630_FIXEDRATE 0 0 0 79.39 619 0 NO-PREPAY 0 0 0 0 1103627472 SFR 1 NOO REFI N 6.75 6.75 103900 103539.16 11/1/2006 10/1/2036 673.89 360 79.99 ND 2/1/2007 N 129900 1 0 673.89 58201 12/6/2006 1 PF0630_FIXEDRATE 0 0 0 79.99 685 36.247 NO-PREPAY 0 0 0 0 1103627491 SFR 1 OO PURCHASE N 7.625 7.625 111920 111592.89 11/1/2006 10/1/2036 792.16 360 80 NY 2/1/2007 N 144000 1 0 792.16 13606 12/6/2006 2 PF0630_FIXEDRATE 0 139900 27980 100 701 44.616 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 8.125 8.125 120000 119682.79 11/1/2006 10/1/2036 891 360 80 IL 2/1/2007 N 150000 1 0 891 60636 12/6/2006 17 PF2630_FIXEDRATE 0 0 0 80 626 36.53 NO-PREPAY 0 0 0 0 1103627541 SFR 1 OO PURCHASE N 7.375 7.375 132000 131594.52 11/1/2006 10/1/2036 911.69 360 80 GA 2/1/2007 N 165000 1 0 911.69 30019 12/6/2006 2 PF1630_FIXEDRATE 0 165000 33000 100 659 18.851 NO-PREPAY 0 0 0 0 1103627567 SFR 1 NOO REFI Y 8.25 8.25 148000 147618.61 11/1/2006 10/1/2036 1111.87 360 80 IL 2/1/2007 N 185000 1 0 1111.87 60623 12/6/2006 8 SF2630_FIXEDRATE 0 0 0 80 679 0 NO-PREPAY 0 0 0 0 1103627633 SFR 1 OO REFI Y 6.875 6.875 182000 181538.66 12/1/2006 11/1/2036 1195.61 360 64.2 FL 2/1/2007 N 283500 1 0 1195.61 32807 11/27/2006 2 PF1630_FIXEDRATE 0 0 0 64.2 673 39.478 3YR 0 0 0 0 0000000000 2-4FAMILY 2 NOO REFI N 7.875 7.875 200000 199384.37 11/1/2006 10/1/2036 1450.14 360 80 NH 2/1/2007 N 250000 1 0 1450.14 03103 11/7/2006 2 PF1630_FIXEDRATE 0 0 0 80 661 29.49 NO-PREPAY 0 0 0 0 1103627697 SFR 1 OO REFI Y 7 7 228000 227245.87 11/1/2006 10/1/2036 1516.89 360 80 CA 2/1/2007 N 285000 1 0 1516.89 95945 12/6/2006 2 PF1630_FIXEDRATE 0 0 28500 90 650 34.184 NO-PREPAY 0 0 0 0 1103627716 SFR 1 OO REFI N 6.875 6.875 238000 234396.71 10/1/2006 9/1/2036 1563.49 360 63.64 FL 2/1/2007 N 374000 1 0 1563.49 33993 12/22/2006 8 SF1630_FIXEDRATE 0 0 0 63.64 776 0 NO-PREPAY 0 0 0 0 1103627743 SFR 1 OO REFI N 7.125 7.125 256000 255148.49 11/1/2006 10/1/2036 1724.72 360 79.51 MA 2/1/2007 N 322000 1 0 1724.72 02571 11/7/2006 2 PF1630_FIXEDRATE 0 0 32000 89.45 656 44.429 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 7.25 7.25 300000 299055.36 11/1/2006 10/1/2036 2046.53 360 40 NJ 2/1/2007 N 750000 1 0 2046.53 08701 12/22/2006 2 PF2630_FIXEDRATE 0 0 0 40 633 45.61 NO-PREPAY 0 0 0 0 1103627841 2-4FAMILY 3 NOO PURCHASE N 7.25 7.25 441000 439611.39 11/1/2006 10/1/2036 3008.4 360 70 IL 2/1/2007 N 670000 1 0 3008.4 60647 12/22/2006 1 PF0630_FIXEDRATE 0 630000 0 70 700 20.84 NO-PREPAY 0 0 0 0 1103627853 SFR 1 NOO REFI Y 8 8 60000 60000 11/1/2006 10/1/2036 400 360 75 FL 2/1/2007 N 80000 1 0 400 32209 12/22/2006 2 XF1630I_FIX-INTONLY 0 0 0 75 650 44.161 3YR 0 0 0 0 1103627897 SFR 1 NOO REFI Y 7.75 7.75 92000 92000 11/1/2006 10/1/2036 594.17 360 80 TX 2/1/2007 N 115000 1 0 594.17 75006 12/6/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 772 29.624 NO-PREPAY 0 0 0 0 1103627898 SFR 1 NOO REFI Y 7.375 7.375 94000 93997.13 11/1/2006 10/1/2036 577.7 360 80 MD 2/1/2007 N 117500 1 0 577.7 21218 12/6/2006 17 PF0630I_FIX-INTONLY 0 0 0 80 713 12.724 NO-PREPAY 0 0 0 0 1103627907 SFR 1 OO PURCHASE N 6.875 6.875 95160 95160 11/1/2006 10/1/2036 545.19 360 80 VA 2/1/2007 N 120000 1 0 545.19 23223 12/6/2006 1 PF1630I_FIX-INTONLY 0 118950 23790 100 660 39.8 3YR 0 0 0 0 1103628034 CONDO 1 NOO REFI N 7.375 7.375 146000 146000 11/1/2006 10/1/2036 897.29 360 78.92 DC 2/1/2007 N 185000 1 0 897.29 20020 12/6/2006 1 PF1630I_FIX-INTONLY 0 0 0 78.92 652 42.96 NO-PREPAY 0 0 0 0 1103628036 SFR 1 OO REFI Y 7.625 7.625 147200 147200 11/1/2006 10/1/2036 935.33 360 80 GA 2/1/2007 N 184000 1 0 935.33 30045 12/6/2006 1 PF2630I_FIX-INTONLY 0 0 36800 100 633 32.071 NO-PREPAY 0 0 0 0 1103628059 CONDO 1 OO REFI Y 7.375 7.375 156000 156000 12/1/2006 11/1/2036 958.75 360 80 FL 2/1/2007 N 195000 1 0 958.75 33174 12/6/2006 17 PF0630I_FIX-INTONLY 0 0 19500 90 701 30.329 NO-PREPAY 0 0 0 0 1103628090 SFR 1 OO REFI N 6.875 6.875 168000 168000 11/1/2006 10/1/2036 962.5 360 80 MN 2/1/2007 N 210000 1 0 962.5 55350 12/6/2006 8 SF2630I_FIX-INTONLY 0 0 42000 100 662 0 3YR 0 0 0 0 1103628173 SFR 1 OO REFI Y 7.75 7.75 200000 200000 11/1/2006 10/1/2036 1291.67 360 80 CT 2/1/2007 N 250000 1 0 1291.67 06516 12/6/2006 2 PF1630I_FIX-INTONLY 0 0 50000 100 650 29.774 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI Y 7.5 7.5 200000 200000 11/1/2006 10/1/2036 1250 360 80 IL 2/1/2007 N 250000 1 0 1250 60026 12/6/2006 12 XF2630I_FIX-INTONLY 0 0 0 80 658 0 NO-PREPAY 0 0 0 0 1103628184 SFR 1 NOO REFI Y 7.25 7.25 201600 201600 11/1/2006 10/1/2036 1218 360 80 FL 2/1/2007 N 252000 1 0 1218 33936 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 713 23.896 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.75 6.75 212000 212000 11/1/2006 10/1/2036 1192.5 360 80 IL 2/1/2007 N 265000 1 0 1192.5 60629 12/6/2006 2 PF0630I_FIX-INTONLY 0 265000 53000 100 707 40.76 NO-PREPAY 0 0 0 0 1103628216 SFR 1 OO PURCHASE N 7 7 216000 216000 12/1/2006 11/1/2036 1260 360 80 NV 2/1/2007 N 270000 1 0 1260 89506 12/6/2006 1 PF2630I_FIX-INTONLY 0 270000 40500 95 638 41.85 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX REFI Y 7.25 7.25 240000 240000 11/1/2006 10/1/2036 1450 360 80 MD 2/1/2007 N 300000 1 0 1450 21144 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 722 48.77 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 7.5 7.5 255200 255200 11/1/2006 10/1/2036 1595 360 80 GA 2/1/2007 N 325500 1 0 1595 31220 12/6/2006 8 SF1630I_FIX-INTONLY 0 319000 47850 95 708 0 NO-PREPAY 0 0 0 0 1103628320 PUD 1 2ND PURCHASE N 7.625 7.625 257900 257900 11/1/2006 10/1/2036 1638.74 360 80 FL 2/1/2007 N 345000 1 0 1638.74 33897 12/6/2006 12 XF1630I_FIX-INTONLY 0 322375 48356 95 787 0 NO-PREPAY 0 0 0 0 1103628435 SFR 1 NOO PURCHASE N 6.875 6.875 326800 326800 11/1/2006 10/1/2036 1872.29 360 80 WA 2/1/2007 N 425000 1 0 1872.29 98117 12/22/2006 2 PF0630I_FIX-INTONLY 0 408500 0 80 689 24.63 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 7.5 7.5 347160 347160 11/1/2006 10/1/2036 2169.75 360 80 WA 2/1/2007 N 434000 1 0 2169.75 98092 12/22/2006 2 PF1630I_FIX-INTONLY 0 433950 86790 100 677 40.442 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XXX XXXXXXXX N 7.5 7.5 352000 352000 11/1/2006 10/1/2036 2200 360 80 OR 2/1/2007 N 447500 1 0 2200 97132 12/6/2006 8 SF1630I_FIX-INTONLY 0 440000 0 80 688 0 NO-PREPAY 0 0 0 0 1103628499 SFR 1 NOO REFI Y 7.5 7.5 400000 400000 11/1/2006 10/1/2036 2500 360 63.5 CA 2/1/2007 N 630000 1 0 2500 91745 12/6/2006 8 SF1630I_FIX-INTONLY 0 0 0 63.5 727 0 NO-PREPAY 0 0 0 0 1103628532 SFR 1 OO REFI N 7.75 7.75 736000 736000 11/1/2006 10/1/2036 4753.33 360 79.57 CA 2/1/2007 N 925000 1 0 4753.33 94110 12/6/2006 2 PF2630I_FIX-INTONLY 0 0 92000 89.52 626 40.071 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 13.5 13.5 35640 35621.8 1/1/2007 12/1/2021 408.23 180 20 CO 2/1/2007 Y 181000 2 0 408.23 80013 11/20/2006 2 TB1630_BALLOON 0 178200 0 95 677 40.59 NO-PREPAY 0 0 0 0 1103628592 SFR 1 OO REFI Y 11.5 11.5 45000 44713.95 12/1/2006 11/1/2021 525.69 180 20 WA 2/1/2007 N 225000 2 0 525.69 99206 11/29/2006 2 TF1615_FIXEDRATE 0 0 0 100 665 35.78 NO-PREPAY 0 0 0 0 1103628629 SFR 1 OO REFI Y 6 6 400000 399201.61 1/1/2007 12/1/2036 2398.2 360 54.06 CA 2/1/2007 N 740000 1 0 2398.2 94044 12/18/2006 1 PF0630_FIXEDRATE 0 0 0 54.06 699 43.3 3YR 0 0 0 0 1103628658 D-PUDS 1 OO PURCHASE N 12.625 12.625 153000 153000 12/1/2006 11/1/2021 1609.69 180 20 CA 2/1/2007 Y 765000 2 0 1609.69 92154 11/16/2006 2 TB1630I_BALLOON-INTONLY 0 765000 0 100 654 40 2YR 0 0 0 0 1103628662 SFR 1 OO PURCHASE N 12.375 12.375 139250 139138.94 12/1/2006 11/1/2021 1472.66 180 25 CA 2/1/2007 Y 560000 2 0 1472.66 92173 11/15/2006 2 TB1630_BALLOON 0 557000 0 100 658 38.08 2YR 0 0 0 0 1103628665 SFR 1 OO PURCHASE N 11.475 11.475 85000 84917.26 12/1/2006 11/1/2021 840.13 180 20 CA 2/1/2007 Y 425000 2 0 840.13 92376 11/16/2006 2 TB1630_BALLOON 0 425000 0 100 666 47.92 3YR 0 0 0 0 1103628766 SFR 1 OO REFI Y 11.625 11.625 25500 25475.98 12/1/2006 11/1/2021 254.96 180 10 CA 2/1/2007 Y 255000 2 0 254.96 95205 11/8/2006 2 TB1630_BALLOON 0 0 0 90 672 40 1YR 0 0 0 0 1103628787 CONDO 1 OO REFI Y 6.625 6.625 192000 192000 11/1/2006 10/1/2036 1060 360 80 IL 2/1/2007 N 240000 1 5 1060 60118 11/17/2006 1 PA2603EI_ARM-INTONLY 0 0 48000 100 620 45.01 NO-PREPAY 10/1/2009 6 2 2 6.625 1103628810 PUD 1 OO PURCHASE N 8.125 8.125 199108 199108 11/1/2006 10/1/2036 1348.13 360 80 AZ 2/1/2007 N 260000 1 2.25 1348.13 85339 11/29/2006 15 BA1205EI_ARM-INTONLY 0 248886 49778 100 646 0 NO-PREPAY 10/1/2011 5.005 5 1 2.25 1103628873 SFR 1 NOO REFI Y 9.25 9.25 209600 209474.38 12/1/2006 11/1/2036 1657.22 360 80 CA 2/1/2007 Y 262000 1 4.5 1657.22 93654 11/27/2006 2 PL3605E_ARM-BALLOON 0 0 0 80 616 39.64 3YR 11/1/2011 6 3 1 4.5 1103628924 SFR 1 OO REFI Y 5.875 5.875 165000 165000 1/1/2007 12/1/2036 807.81 360 23.41 CA 2/1/2007 N 705000 1 3 807.81 92530 12/15/2006 1 PA0607EI_ARM-INTONLY 0 0 0 23.41 722 40.49 3YR 12/1/2013 6 3 1 3 1103628930 SFR 1 OO REFI N 6.25 6.25 464000 464000 1/1/2007 12/1/2036 2416.67 360 80 CA 2/1/2007 N 580000 1 3 2416.67 94590 12/12/2006 1 PA1607EI_ARM-INTONLY 0 0 87000 95 651 41 3YR 12/1/2013 6.25 3 1 3 1103628996 SFR 1 OO PURCHASE N 12.475 12.475 166500 166370.13 12/1/2006 11/1/2021 1773.75 180 30 FL 2/1/2007 Y 555000 2 0 1773.75 33904 11/16/2006 2 TB1630_BALLOON 0 555000 0 100 656 43.83 2YR 0 0 0 0 1103629015 SFR 1 NOO PURCHASE N 11.875 11.875 66000 65980.59 2/1/2007 1/1/2022 672.54 180 20 CA 2/1/2007 Y 332000 2 0 672.54 92105 12/22/2006 2 TB0630_BALLOON 0 330000 0 95 745 49.39 3YR 0 0 0 0 1103629099 CONDO 1 NOO PURCHASE N 13.83 13.83 44850 44832.92 1/1/2007 12/1/2021 525.39 180 19.98 FL 2/1/2007 Y 238000 2 0 525.39 33176 11/20/2006 2 TB1630_BALLOON 0 224490 0 89.92 677 47 1YR 0 0 0 0 1103629150 CONDO 1 OO REFI Y 11.99 11.99 40300 40264.98 12/1/2006 11/1/2021 414.22 180 10 CA 2/1/2007 Y 403000 2 0 414.22 95121 11/10/2006 2 TB1630_BALLOON 0 0 0 90 641 39.55 3YR 0 0 0 0 1103629156 2-4FAMILY 2 NOO REFI Y 8.25 8.25 176000 176000 2/1/2007 1/1/2037 1210 360 80 CA 2/1/2007 N 220000 1 3 1210 92301 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 672 47 2YR 1/1/2012 6 3 1 3 1103629182 SFR 1 OO PURCHASE N 8 8 328000 328000 12/1/2006 11/1/2036 2186.67 360 80 CA 2/1/2007 N 410000 1 2.75 2186.67 90040 12/15/2006 2 PA2605EI_ARM-INTONLY 0 410000 82000 100 634 43.65 1YR 11/1/2011 6 3 1 8 1103629183 SFR 1 OO PURCHASE N 6.75 6.75 378400 378400 12/1/2006 11/1/2036 2128.5 360 80 CA 2/1/2007 N 480000 1 2.75 2128.5 91746 12/15/2006 8 SA1605EI_ARM-INTONLY 0 473000 94600 100 709 0 3YR 11/1/2011 6 3 1 6.75 1103629184 SFR 1 OO REFI Y 7.5 7.5 464000 463498.44 12/1/2006 11/1/2036 2900 360 80 CA 2/1/2007 N 580000 1 2.75 2900 90660 11/30/2006 2 PA3605EI_ARM-INTONLY 0 0 0 80 615 35.2 3YR 11/1/2011 6 3 1 7.5 1103629187 2-4FAMILY 3 OO PURCHASE N 8.5 8.5 492000 492000 12/1/2006 11/1/2036 3485 360 80 CA 2/1/2007 N 620000 1 2.75 3485 90255 12/15/2006 8 SA1605EI_ARM-INTONLY 0 615000 123000 100 688 0 1YR 11/1/2011 6 3 1 8.5 1103629191 CONDO 1 NOO PURCHASE N 7.875 7.875 184000 184000 12/1/2006 11/1/2036 1207.5 360 80 CA 2/1/2007 N 275000 1 2.75 1207.5 91402 12/15/2006 8 SA1605EI_ARM-INTONLY 0 230000 23000 90 745 0 NO-PREPAY 11/1/2011 6 3 1 7.875 1103629194 SFR 1 OO REFI Y 7.125 7.125 280000 280000 12/1/2006 11/1/2036 1662.5 360 80 CA 2/1/2007 N 350000 1 2.75 1662.5 90061 12/15/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 627 31.35 3YR 11/1/2011 6 3 1 7.125 1103629195 CONDO 1 OO PURCHASE N 7.625 7.625 310000 310000 12/1/2006 11/1/2036 1969.79 360 80 CA 2/1/2007 N 388000 1 2.75 1969.79 91335 12/15/2006 2 PA1605EI_ARM-INTONLY 0 387500 77500 100 660 27.12 NO-PREPAY 11/1/2011 6 3 1 7.13 0000000000 SFR 1 OO PURCHASE N 6.5 6.5 319200 319200 12/1/2006 11/1/2036 1729 360 80 CA 2/1/2007 N 400000 1 2.75 1729 90022 11/30/2006 2 PA0605EI_ARM-INTONLY 0 399000 79800 100 704 41.52 3YR 11/1/2011 6 3 1 6 1103629199 SFR 1 OO REFI N 5.875 5.875 348000 348000 12/1/2006 11/1/2036 1703.75 360 80 CA 2/1/2007 N 435000 1 2.75 1703.75 91764 11/30/2006 2 PA2605EI_ARM-INTONLY 0 0 32700 87.52 627 43.88 3YR 11/1/2011 6 3 1 5.875 1103629202 SFR 1 OO REFI Y 8.625 8.625 404000 404000 12/1/2006 11/1/2036 2903.75 360 80 CA 2/1/2007 N 505000 1 2.75 2903.75 92129 12/15/2006 8 SA2605EI_ARM-INTONLY 0 0 101000 100 645 0 1YR 11/1/2011 6 3 1 8.625 1103629209 2-4FAMILY 4 OO PURCHASE N 8.375 8.375 728000 728000 12/1/2006 11/1/2036 5080.83 360 80 CA 2/1/2007 N 910000 1 2.75 5080.83 90006 12/15/2006 2 PA0605EI_ARM-INTONLY 0 910000 182000 100 746 45.85 1YR 11/1/2011 6 3 1 8.375 1103629210 2-4FAMILY 4 OO PURCHASE N 8.875 8.875 880000 880000 12/1/2006 11/1/2036 6508.33 360 80 CA 2/1/2007 N 1100000 1 2.75 6508.33 95008 12/15/2006 2 PA0605EI_ARM-INTONLY 0 1100000 220000 100 760 39.86 3YR 11/1/2011 6 3 1 8.875 1103629215 SFR 1 OO REFI Y 6.25 6.25 360000 359990 12/1/2006 11/1/2036 1875 360 80 CA 2/1/2007 N 450000 1 2.75 1875 90805 11/30/2006 1 PA1605EI_ARM-INTONLY 0 0 0 80 641 42.25 3YR 11/1/2011 6 3 1 2.75 1103629216 CONDO 1 OO REFI Y 6.125 6.125 372000 370909.77 12/1/2006 11/1/2036 2260.31 360 74.4 CA 2/1/2007 N 500000 1 3.25 2260.31 91205 12/15/2006 2 PA0607E_ARM 0 0 0 74.4 743 29.65 3YR 11/1/2013 6 5 1 6.125 1103629217 PUD 1 OO PURCHASE N 8.125 8.125 460000 459999.58 11/1/2006 10/1/2036 3114.58 360 80 CA 2/1/2007 N 580000 1 2.75 3114.58 91710 12/15/2006 2 PA0605EI_ARM-INTONLY 0 575000 115000 100 722 40.9 3YR 10/1/2011 6 3 1 8.125 1103629243 SFR 1 OO PURCHASE N 12.75 12.75 57000 56958.18 12/1/2006 11/1/2021 619.42 180 20 CA 2/1/2007 Y 285000 2 0 619.42 92320 11/14/2006 2 TB1630_BALLOON 0 285000 0 100 676 44.83 NO-PREPAY 0 0 0 0 1103629247 PUD 1 2ND PURCHASE N 9.975 9.975 253650 252846.82 10/1/2006 9/1/2036 2221.28 360 95 NV 2/1/2007 N 285000 1 5.975 2221.28 89148 12/7/2006 8 BA2402E_ARM 30 267000 0 95 630 0 2YR 9/1/2008 6 3 1 5.975 1103629251 PUD 1 OO REFI Y 7.925 7.925 256000 254411.8 10/1/2006 9/1/2036 1865.07 360 91.43 VA 2/1/2007 N 280000 1 4.175 1865.07 23831 11/30/2006 2 BA1402E_ARM 30 0 0 91.43 667 46.4 2YR 9/1/2008 6 3 1 4.175 1103629268 SFR 1 OO REFI N 6.25 6.25 112000 111786.91 1/1/2007 12/1/2036 689.6 360 70 AZ 2/1/2007 N 160000 1 3 689.6 85602 11/28/2006 17 PA1603E_ARM 0 0 0 70 646 38.26 3YR 12/1/2009 6 3 1 3 1103629317 SFR 1 OO PURCHASE N 7.5 7.5 388800 388800 1/1/2007 12/1/2036 2430 360 80 CA 2/1/2007 N 490000 1 3 2430 90660 11/30/2006 2 PA1605EI_ARM-INTONLY 0 486000 97200 100 658 44.62 1YR 12/1/2011 6 3 1 3 1103629321 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 611250 610316.92 1/1/2007 12/1/2036 4221.75 360 75 CA 2/1/2007 N 815000 1 0 4221.75 95460 12/21/2006 2 PF0630_FIXEDRATE 0 815000 81500 85 714 43.97 NO-PREPAY 0 0 0 0 1103629407 SFR 1 OO REFI Y 6.5 6.5 104000 102636.4 1/1/2007 12/1/2036 657.35 360 63.04 FL 2/1/2007 N 165000 1 0 657.35 34472 12/15/2006 17 PF1630_FIXEDRATE 0 0 60734 99.84 646 29.88 3YR 0 0 0 0 1103629430 SFR 1 OO PURCHASE N 6.75 6.75 592000 592000 1/1/2007 12/1/2036 3330 360 80 CA 2/1/2007 N 803000 1 3 3330 92708 11/28/2006 8 SA0605EI_ARM-INTONLY 0 740000 148000 100 688 0 2YR 12/1/2011 6 3 1 3 1103629473 SFR 1 OO REFI N 6.375 6.375 443000 443000 1/1/2007 12/1/2036 2353.44 360 79.11 CA 2/1/2007 N 560000 1 3 2353.44 94578 12/8/2006 2 PA2605EI_ARM-INTONLY 0 0 0 79.11 623 36.32 3YR 12/1/2011 6 3 1 3 1103629529 D-PUDS 1 OO REFI Y 6.625 6.625 542500 542500 1/1/2007 12/1/2036 2995.05 360 70 AZ 2/1/2007 N 775000 1 3 2995.05 85045 11/22/2006 2 PA2605EI_ARM-INTONLY 0 0 193750 95 623 42.81 NO-PREPAY 12/1/2011 6 3 1 3 1103629531 D-PUDS 1 OO REFI Y 13.075 13.075 193750 193750 1/1/2007 12/1/2021 2111.07 180 25 AZ 2/1/2007 Y 775000 2 0 2111.07 85045 11/22/2006 2 TB2630I_BALLOON-INTONLY 0 0 0 95 623 42.81 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XX XXXXXXXX N 6.625 6.625 480000 479592.78 1/1/2007 12/1/2036 2853.05 360 80 CA 2/1/2007 Y 620000 1 3 2853.05 92028 12/13/2006 2 PL1605E_ARM-BALLOON 0 600000 0 80 676 41.58 3YR 12/1/2011 6 3 1 3 1103629603 SFR 1 OO REFI Y 5.875 5.875 189000 188613.65 1/1/2007 12/1/2036 1118.01 360 60.97 MA 2/1/2007 N 310000 1 3 1118.01 20659 1/2/2007 1 PA2605E_ARM 0 0 0 60.97 624 42 3YR 12/1/2011 6 3 1 3 1103629625 D-PUDS 1 OO PURCHASE N 5.875 5.875 305100 305100 2/1/2007 1/1/2037 1493.72 360 79.98 CA 2/1/2007 N 384000 1 3 1493.72 92395 12/21/2006 2 PA2605EI_ARM-INTONLY 0 381485 76350 100 633 45.2 3YR 1/1/2012 6 3 1 3 1103629696 CONDO 1 NOO REFI N 7.375 7.375 125800 125800 1/1/2007 12/1/2036 773.15 360 79.63 UT 2/1/2007 N 158000 1 3 773.15 84084 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 79.63 691 0 NO-PREPAY 12/1/2011 6 3 1 3 1103629714 SFR 1 NOO PURCHASE N 6.375 6.375 559500 559444.54 1/1/2007 12/1/2036 2972.34 360 75 CA 2/1/2007 N 747000 1 3 2972.34 95632 11/30/2006 2 PA0605EI_ARM-INTONLY 0 746025 111900 90 705 49.88 2YR 12/1/2011 6 3 1 3 1103629768 CONDO 1 NOO PURCHASE N 12.78 12.78 50997 50972.37 1/1/2007 12/1/2021 555.37 180 25 FL 2/1/2007 Y 204000 2 0 555.37 33409 11/22/2006 2 TB0630_BALLOON 0 203990 0 95 752 45 NO-PREPAY 0 0 0 0 1103629843 SFR 1 2ND REFI N 6.375 6.375 250000 249911.18 12/1/2006 11/1/2036 1328.13 360 74.41 NV 2/1/2007 N 336000 1 3 1328.13 89147 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.41 720 38.21 2YR 11/1/2011 6 3 1 3 1103629852 SFR 1 NOO REFI Y 5.375 5.375 600000 600000 12/1/2006 11/1/2036 2687.5 360 28.24 CA 2/1/2007 N 2125000 1 3.5 2687.5 92067 12/5/2006 1 PA0605EI_ARM-INTONLY 0 0 0 28.24 758 8.84 3YR 11/1/2011 6 3 1 3.5 1103629866 SFR 1 2ND PURCHASE N 14.325 14.325 27150 27150 12/1/2006 11/1/2036 324.1 360 15 NM 2/1/2007 N 184500 2 0 324.1 87114 11/10/2006 2 TF2630I_FIX-INTONLY 0 181000 0 95 629 39.04 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI N 6.75 6.75 280000 280000 1/1/2007 12/1/2036 1575 360 61.95 CA 2/1/2007 N 452000 1 0 1575 90222 12/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.95 700 45.98 2YR 0 0 0 0 1103629925 SFR 1 OO REFI Y 12.99 12.99 46800 46778.42 1/1/2007 12/1/2021 517.34 180 24.96 DE 2/1/2007 Y 187500 2 0 517.34 19904 12/7/2006 2 TB1630_BALLOON 0 0 0 99.9 654 44.14 NO-PREPAY 0 0 0 0 1103629946 SFR 1 OO PURCHASE N 11.875 11.875 55800 55767.02 1/1/2007 12/1/2021 568.6 180 9.99 CA 2/1/2007 Y 565000 2 0 568.6 92374 11/30/2006 2 TB1630_BALLOON 0 558664 0 89.99 678 45.1 6MO 0 0 0 0 0000000000 SFR 1 OO REFI Y 11.875 11.875 33800 33769.88 12/1/2006 11/1/2021 344.42 180 20 FL 2/1/2007 Y 169000 2 0 344.42 34668 11/16/2006 2 TB1630_BALLOON 0 0 0 95 678 49.49 2YR 0 0 0 0 1103630032 2-4FAMILY 4 NOO REFI N 7.5 7.5 532000 531439.85 12/1/2006 11/1/2036 3325 360 70 CA 2/1/2007 N 760000 1 3 3325 90262 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 53000 76.98 734 34.46 2YR 11/1/2011 6 3 1 3 1103630058 SFR 1 NOO PURCHASE N 7.875 7.875 164000 163773.54 1/1/2007 12/1/2036 1189.11 360 80 CA 2/1/2007 N 205000 1 3 1189.11 95966 11/21/2006 2 PA1605E_ARM 0 205000 30750 95 675 40.02 3YR 12/1/2011 6 3 1 3 1103630059 SFR 1 NOO PURCHASE N 12.25 12.25 30750 30733.27 1/1/2007 12/1/2021 322.23 180 15 CA 2/1/2007 Y 205000 2 0 322.23 95966 11/21/2006 2 TB1630_BALLOON 0 205000 0 95 675 40.02 3YR 0 0 0 0 1103630062 CONDO 1 NOO PURCHASE N 7.875 7.875 252000 252000 1/1/2007 12/1/2036 1653.75 360 80 CA 2/1/2007 N 315000 1 3 1653.75 95835 12/5/2006 2 PA0605EI_ARM-INTONLY 0 315000 47250 95 687 25.27 3YR 12/1/2011 6 3 1 3 1103630063 SFR 1 NOO PURCHASE N 12.375 12.375 47250 47225.01 1/1/2007 12/1/2021 499.7 180 15 CA 2/1/2007 Y 315000 2 0 499.7 95835 12/7/2006 2 TB0630_BALLOON 0 315000 0 95 687 25.27 3YR 0 0 0 0 1103630085 D-PUDS 1 2ND REFI Y 6.625 6.625 234500 234500 1/1/2007 12/1/2036 1294.64 360 70 NV 2/1/2007 N 335000 1 3 1294.64 89139 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 50250 85 699 30.48 3YR 12/1/2011 6 3 1 6.625 1103630155 SFR 1 NOO REFI Y 12.625 12.625 109500 109445.21 1/1/2007 12/1/2021 1179.28 180 15 CA 2/1/2007 Y 730000 2 0 1179.28 92504 11/30/2006 2 TB0630_BALLOON 0 0 0 90 700 38.29 NO-PREPAY 0 0 0 0 1103630161 2-4FAMILY 2 NOO REFI Y 7.75 7.75 665000 665000 1/1/2007 12/1/2036 4294.79 360 68.21 CA 2/1/2007 N 975000 1 3.5 4294.79 92629 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.21 706 43.98 1YR 12/1/2011 6 3 1 3.5 1103630260 D-PUDS 1 NOO PURCHASE N 13.125 13.125 121500 121445.68 1/1/2007 12/1/2036 1355.92 360 90 TX 2/1/2007 N 135000 1 0 1355.92 76140 12/27/2006 2 PF2430_FIXEDRATE 25 135000 0 90 633 34.48 NO-PREPAY 0 0 0 0 1103630318 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 239200 239200 2/1/2007 1/1/2037 1295.67 360 80 CA 2/1/2007 N 375000 1 5.5 1295.67 92405 12/29/2006 2 PA0605EI_ARM-INTONLY 0 299000 59800 100 769 35.63 NO-PREPAY 1/1/2012 6 3 1 5.5 1103630324 SFR 1 OO REFI Y 11.875 11.875 60000 59946.53 12/1/2006 11/1/2021 611.4 180 10 CA 2/1/2007 Y 600000 2 0 611.4 94565 11/10/2006 2 TB1630_BALLOON 0 0 0 90 671 40.57 1YR 0 0 0 0 1103630326 SFR 1 NOO PURCHASE N 6.25 6.25 493500 493500 1/1/2007 12/1/2036 2570.31 360 70 CA 2/1/2007 N 705000 1 3 2570.31 90056 11/30/2006 2 PA0605EI_ARM-INTONLY 0 705000 176250 95 682 43.95 3YR 12/1/2011 6 3 1 3 1103630331 SFR 1 NOO PURCHASE N 11.625 11.625 176250 176139.87 1/1/2007 12/1/2021 1762.22 180 25 CA 2/1/2007 Y 705000 2 0 1762.22 90056 11/30/2006 2 TB0630_BALLOON 0 705000 0 95 682 43.95 3YR 0 0 0 0 1103630375 CONDO 1 OO PURCHASE N 7 7 663200 663200 1/1/2007 12/1/2036 3868.67 360 80 CA 2/1/2007 N 829000 1 3 3868.67 91381 11/27/2006 2 PA0605EI_ARM-INTONLY 0 829000 165800 100 697 40.58 3YR 12/1/2011 6 3 1 3 1103630429 D-PUDS 1 NOO REFI Y 7.625 7.625 258750 258750 1/1/2007 12/1/2036 1644.14 360 75 FL 2/1/2007 N 345000 1 3 1644.14 34746 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 34500 85 640 38.27 3YR 12/1/2011 6 3 1 3 1103630433 D-PUDS 1 NOO REFI Y 13.25 13.25 34500 34485.02 1/1/2007 12/1/2021 388.39 180 10 FL 2/1/2007 Y 345000 2 0 388.39 34746 12/1/2006 2 TB1630_BALLOON 0 0 0 85 640 38.27 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 12.85 12.85 66750 66718.25 1/1/2007 12/1/2036 730.57 360 15 CA 2/1/2007 N 445000 2 0 730.57 95112 11/28/2006 2 TF0630_FIXEDRATE 0 0 0 95 708 40.62 NO-PREPAY 0 0 0 0 1103630571 SFR 1 NOO REFI Y 11.85 11.85 25200 25177.4 12/1/2006 11/1/2021 256.31 180 10 NV 2/1/2007 Y 252000 2 0 256.31 89110 11/28/2006 2 TB0630_BALLOON 0 0 0 80 747 39.81 2YR 0 0 0 0 1103630597 SFR 1 NOO PURCHASE N 12.375 12.375 52500 52458.13 12/1/2006 11/1/2021 555.22 180 15 CA 2/1/2007 Y 377000 2 0 555.22 95363 11/9/2006 1 TB0630_BALLOON 0 350000 0 95 691 39.81 NO-PREPAY 0 0 0 0 1103630680 2-4FAMILY 2 OO REFI N 6.375 6.375 230000 229357.53 12/1/2006 11/1/2036 1434.9 360 69.7 NJ 2/1/2007 N 330000 1 0 1434.9 07060 12/6/2006 17 PF0630_FIXEDRATE 0 0 0 69.7 688 35.0562 NO-PREPAY 0 0 0 0 1103630686 SFR 1 OO REFI N 6.75 6.75 465000 463792.17 12/1/2006 11/1/2036 3015.98 360 58.13 NY 2/1/2007 N 800000 1 0 3015.98 11021 12/6/2006 17 PF1630_FIXEDRATE 0 0 0 58.13 656 35.4919 1YR 0 0 0 0 1103630694 SFR 1 OO PURCHASE N 7.125 7.125 168000 167320.22 10/1/2006 9/1/2036 1131.85 360 80 NH 2/1/2007 N 225000 1 0 1131.85 03079 12/6/2006 2 PF0630_FIXEDRATE 0 210000 21000 90 720 40.2161 NO-PREPAY 0 0 0 0 1103630703 2-4FAMILY 3 NOO PURCHASE N 9.375 9.375 488000 488000 9/1/2006 8/1/2036 3812.5 360 80 NY 2/1/2007 N 610000 1 0 3812.5 11207 12/6/2006 12 XF1630I_FIX-INTONLY 0 610000 0 80 654 0 1YR 0 0 0 0 1103630706 SFR 1 OO REFI N 7.25 7.25 163000 162356.47 10/1/2006 9/1/2036 1111.95 360 53.8 FL 2/1/2007 N 303000 1 0 1111.95 33177 12/6/2006 12 XF2630_FIXEDRATE 0 0 0 53.8 647 0 3YR 0 0 0 0 1103630718 2-4FAMILY 2 OO REFI N 7.75 7.75 315000 314328.7 12/1/2006 11/1/2036 2256.7 360 75 MA 2/1/2007 N 420000 1 0 2256.7 01752 12/6/2006 8 SF0630_FIXEDRATE 0 0 0 75 681 0 NO-PREPAY 0 0 0 0 1103630733 SFR 1 OO REFI N 6.5 6.5 100000 99727.32 12/1/2006 11/1/2036 632.07 360 60.98 FL 2/1/2007 N 164000 1 0 632.07 32808 12/6/2006 12 XF1630_FIXEDRATE 0 0 0 60.98 651 0 1YR 0 0 0 0 1103630745 CONDO 1 OO PURCHASE N 7.5 7.5 168000 168000 12/1/2006 11/1/2036 1050 360 80 MA 2/1/2007 N 210000 1 0 1050 01826 12/6/2006 8 SF0630I_FIX-INTONLY 0 210000 42000 100 719 0 NO-PREPAY 0 0 0 0 1103630778 SFR 1 OO REFI Y 7.15 7.15 355000 355000 1/1/2007 12/1/2036 2115.21 360 73.2 CA 2/1/2007 N 485000 1 3 2115.21 90650 12/14/2006 8 SA1605EI_ARM-INTONLY 0 0 0 73.2 644 0 3YR 12/1/2011 6 3 1 3 1103630819 SFR 1 NOO PURCHASE N 7.125 7.125 180000 179711.27 1/1/2007 12/1/2036 1212.69 360 80 MD 2/1/2007 N 245000 1 3 1212.69 20748 12/1/2006 8 SA0605E_ARM 0 225000 0 80 724 0 3YR 12/1/2011 6 3 1 3 1103630825 PUD 1 NOO PURCHASE N 11.725 11.725 57500 57447.02 12/1/2006 11/1/2021 579.31 180 25 MD 2/1/2007 Y 234000 2 0 579.31 20602 11/28/2006 2 TB0630_BALLOON 0 230000 0 95 743 43.59 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 7.625 7.625 258300 258300 1/1/2007 12/1/2036 1641.28 360 70 VA 2/1/2007 N 369000 1 3 1641.28 20176 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 92250 95 747 47.38 2YR 12/1/2011 6 3 1 7.625 1103630838 PUD 1 NOO REFI Y 12.225 12.225 92250 92199.52 1/1/2007 12/1/2021 964.91 180 25 VA 2/1/2007 Y 369000 2 0 964.91 20176 12/21/2006 2 TB0630_BALLOON 0 0 0 95 747 47.38 2YR 0 0 0 0 1103630847 CONDO 1 OO REFI N 7.99 7.99 152000 151952.77 1/1/2007 12/1/2036 1012.07 360 80 MD 2/1/2007 N 190000 1 3 1012.07 21060 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 38000 100 678 43 1YR 12/1/2011 5 3 1 3 1103630896 D-PUDS 1 OO REFI N 12.75 12.75 28500 28479.09 12/1/2006 11/1/2021 309.71 180 10 FL 2/1/2007 Y 285000 2 0 309.71 34746 11/10/2006 2 TB1630_BALLOON 0 0 0 90 641 44.45 1YR 0 0 0 0 1103630929 SFR 1 OO PURCHASE N 6.875 6.875 236000 236000 1/1/2007 12/1/2036 1352.08 360 80 CA 2/1/2007 N 315000 1 3 1352.08 92223 11/28/2006 2 PA1605EI_ARM-INTONLY 0 295000 59000 100 653 46.62 3YR 12/1/2011 6 3 1 3 1103630936 SFR 1 NOO REFI Y 6.25 6.25 235000 234552.88 1/1/2007 12/1/2036 1446.94 360 78.34 CA 2/1/2007 N 300000 1 0 1446.94 93312 12/19/2006 1 PF0630_FIXEDRATE 0 0 0 78.34 730 45.07 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 7.625 7.625 105000 104847.51 12/17/2006 11/17/2036 743.19 360 75 NC 1/17/2007 N 140000 1 0 743.19 27545 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 715 19.28 NO-PREPAY 0 0 0 0 1103631031 SFR 1 OO REFI Y 5.875 5.875 180000 179812.54 1/1/2007 12/1/2036 974.75 360 46.76 CA 2/1/2007 Y 385000 1 2.5 974.75 92114 12/6/2006 1 PL1603E_ARM-BALLOON 0 0 0 46.76 671 44.05 1YR 12/1/2009 6 3 1 2.875 1103631039 SFR 1 NOO REFI N 8 8 163000 163000 1/1/2007 12/1/2036 1086.67 360 79.52 AZ 2/1/2007 N 205000 1 3 1086.67 85019 11/28/2006 2 PA2605EI_ARM-INTONLY 0 0 0 79.52 624 33.13 1YR 12/1/2011 6 3 1 3 1103631071 SFR 1 OO PURCHASE N 5.75 5.75 620000 618048.72 12/1/2006 11/1/2036 3618.15 360 79.75 CA 2/1/2007 N 780000 1 0 3618.15 94553 12/20/2006 1 PF0630_FIXEDRATE 0 777500 0 79.75 786 48.77 3YR 0 0 0 0 1103631139 CONDO 1 OO REFI Y 6.5 6.5 295000 294888.88 12/1/2006 11/1/2036 1597.92 360 79.73 CA 2/1/2007 N 370000 1 2.25 1597.92 91316 11/27/2006 2 PA0607EI_ARM-INTONLY 0 0 0 79.73 773 33.59 NO-PREPAY 11/1/2013 6 6 2 2.25 1103631162 CONDO 1 NOO PURCHASE N 13.625 13.625 105591 104978.9 12/1/2006 11/1/2021 1379.7 180 20.47 NY 2/1/2007 N 530000 2 0 1379.7 11561 11/10/2006 2 TF1615_FIXEDRATE 0 515957 0 95.47 661 27.91 NO-PREPAY 0 0 0 0 1103631166 SFR 1 NOO PURCHASE N 14.5 14.5 50900 50874.92 12/1/2006 11/1/2021 623.3 180 20 NJ 2/1/2007 Y 360000 2 0 623.3 08882 11/29/2006 17 UB0330_BALLOON 0 254500 0 100 731 34.72 NO-PREPAY 0 0 0 0 1103631175 HI-RISE 1 2ND PURCHASE N 6.75 6.75 334400 334400 2/1/2007 1/1/2037 1881 360 79.98 FL 2/1/2007 N 418110 1 3 1881 32507 12/22/2006 17 PA0605EI_ARM-INTONLY 0 418110 0 79.98 791 49.93 1YR 1/1/2012 6 3 1 3 1103631208 SFR 1 OO PURCHASE N 6.125 6.125 464800 464800 1/1/2007 12/1/2036 2372.42 360 80 WA 2/1/2007 N 585000 1 3 2372.42 98052 12/21/2006 1 PA0605EI_ARM-INTONLY 0 581000 116200 100 687 36.17 NO-PREPAY 12/1/2011 6 3 1 3 1103631217 2-4FAMILY 2 NOO REFI Y 6.375 6.375 375000 375000 1/1/2007 12/1/2036 1992.19 360 68.19 CA 2/1/2007 N 550000 1 3 1992.19 94601 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.19 707 29 2YR 12/1/2011 6 3 1 3 1103631230 SFR 1 OO REFI Y 6 6 440000 439967.26 1/1/2007 12/1/2036 2200 360 79.28 CA 2/1/2007 N 555000 1 5.375 2200 90638 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.28 721 0 3YR 12/1/2011 6 3 1 5.375 1103631253 2-4FAMILY 3 NOO REFI N 7.875 7.875 650000 650000 12/1/2006 11/1/2036 4265.63 360 66.33 CA 2/1/2007 N 980000 1 2.75 4265.63 92626 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 134000 80 704 41.63 NO-PREPAY 11/1/2011 6 3 1 2.75 1103631255 SFR 1 OO REFI N 7 7 548000 548000 12/1/2006 11/1/2036 3196.67 360 80 CA 2/1/2007 N 685000 1 2.25 3196.67 94109 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 99942 94.59 651 36.97 NO-PREPAY 11/1/2011 6 6 2 2.25 0000000000 CONDO 1 OO PURCHASE N 6.125 6.125 304800 304800 12/1/2006 11/1/2036 1555.75 360 80 CA 2/1/2007 N 385000 1 2.25 1555.75 94901 11/20/2006 2 PA0605EI_ARM-INTONLY 0 381000 76200 100 687 44.14 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631271 SFR 1 OO PURCHASE N 6.5 6.5 310400 310400 12/1/2006 11/1/2036 1681.33 360 80 CA 2/1/2007 N 400000 1 2.25 1681.33 95462 11/20/2006 2 PA0605EI_ARM-INTONLY 0 388000 77600 100 686 40.45 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631273 2-4FAMILY 3 NOO REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 51.29 CA 2/1/2007 N 1950000 1 2.25 5520.83 94115 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 51.29 746 26.11 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631274 SFR 1 OO REFI Y 6.375 6.375 608000 608000 12/1/2006 11/1/2036 3230 360 77.95 CA 2/1/2007 N 780000 1 2.25 3230 94901 11/20/2006 2 PA1605EI_ARM-INTONLY 0 0 114000 92.57 670 24.54 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631278 SFR 1 OO REFI Y 6.75 6.75 618750 618750 12/1/2006 11/1/2036 3480.47 360 75 CA 2/1/2007 N 825000 1 2.25 3480.47 94066 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 722 36.76 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631286 SFR 1 OO PURCHASE N 6.125 6.125 387800 387799.4 12/1/2006 11/1/2036 1979.4 360 80 CA 2/1/2007 N 510000 1 2.25 1979.4 94533 11/20/2006 2 PA0605EI_ARM-INTONLY 0 484750 96950 100 695 43.85 NO-PREPAY 11/1/2011 6 6 2 2.25 0000000000 SFR 1 OO REFI Y 6.125 6.125 345000 345000 12/1/2006 11/1/2036 1760.94 360 52.28 CA 2/1/2007 N 660000 1 2.25 1760.94 95122 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 0 52.28 653 44.49 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631292 CONDO 1 OO PURCHASE N 6.75 6.75 60900 60900 12/1/2006 11/1/2036 342.56 360 43.52 CA 2/1/2007 N 145000 1 2.75 342.56 95825 12/6/2006 1 XA0605DI_ARM-INTONLY 0 139950 0 43.52 710 35.51 NO-PREPAY 11/1/2011 5 5 2 2.75 1103631297 2-4FAMILY 3 NOO REFI Y 13.4 13.4 134000 133915.09 12/1/2006 11/1/2021 1524.32 180 13.68 CA 2/1/2007 Y 980000 2 0 1524.32 92626 11/30/2006 2 TB0630_BALLOON 0 0 0 80 704 41.63 NO-PREPAY 0 0 0 0 1103631306 SFR 1 OO REFI Y 6.75 6.75 524000 524000 1/1/2007 12/1/2036 2947.5 360 80 HI 2/1/2007 N 655000 1 3 2947.5 96740 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 95250 94.55 727 41.02 NO-PREPAY 12/1/2011 6 3 1 3 1103631310 SFR 1 NOO PURCHASE N 12.375 12.375 111900 111807.46 1/1/2007 12/1/2021 1183.42 180 15 CA 2/1/2007 Y 747000 2 0 1183.42 95632 11/30/2006 2 TB0630_BALLOON 0 746025 0 90 705 49.88 NO-PREPAY 0 0 0 0 1103631311 CONDO 1 2ND PURCHASE N 7.875 7.875 113992 113992 12/1/2006 11/1/2036 748.07 360 75 FL 2/1/2007 N 185000 1 3 748.07 33035 11/28/2006 1 PA1605EI_ARM-INTONLY 0 151990 30398 95 660 38.11 3YR 11/1/2011 6 3 1 7.875 1103631312 CONDO 1 2ND PURCHASE N 12.825 12.825 30398 30376.07 12/1/2006 11/1/2021 332.11 180 20 FL 2/1/2007 Y 185000 2 0 332.11 33035 11/28/2006 1 TB1630_BALLOON 0 151990 0 95 660 38.11 3YR 0 0 0 0 1103631315 SFR 1 NOO PURCHASE N 6.999 6.999 127500 127500 1/1/2007 12/1/2036 743.64 360 75 AZ 2/1/2007 N 173000 1 3 743.64 85201 12/18/2006 2 PA0605EI_ARM-INTONLY 0 170000 25500 90 688 46.42 3YR 12/1/2011 6 3 1 3 1103631321 SFR 1 NOO PURCHASE N 12.75 12.75 25500 21270.87 1/1/2007 12/1/2021 277.11 180 15 AZ 2/1/2007 Y 173000 2 0 277.11 85201 12/20/2006 2 TB0630_BALLOON 0 170000 0 90 688 46.42 NO-PREPAY 0 0 0 0 1103631360 SFR 1 OO PURCHASE N 12.5 12.5 68000 67965 1/1/2007 12/1/2036 725.74 360 20 NJ 2/1/2007 N 360000 2 0 725.74 07083 12/1/2006 2 TF1630_FIXEDRATE 0 340000 0 100 664 48.93 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XXX XXXXXXXX N 6.5 6.5 340000 340000 1/1/2007 12/1/2036 1841.67 360 41.47 CA 2/1/2007 N 820000 1 3 1841.67 94063 12/14/2006 2 PA0605EI_ARM-INTONLY 0 820000 0 41.47 725 54.86 1YR 12/1/2011 6 3 1 6.5 1103631393 SFR 1 OO PURCHASE N 5.5 5.5 479200 479196.33 1/1/2007 12/1/2036 2196.33 360 80 CA 2/1/2007 N 605000 1 3 2196.33 92840 12/11/2006 2 PA0605EI_ARM-INTONLY 0 599000 119800 100 694 40 2YR 12/1/2011 6 3 1 3 1103631427 PUD 1 NOO REFI N 7.875 7.875 624000 624000 12/1/2006 11/1/2036 4095 360 80 ME 2/1/2007 N 780000 1 3.25 4095 04062 11/21/2006 8 XA0605DI_ARM-INTONLY 0 0 39000 85 683 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631429 SFR 1 OO REFI N 6.625 6.625 339600 339550 12/1/2006 11/1/2036 1874.88 360 80 MA 2/1/2007 N 424500 1 3.25 1874.88 02668 11/21/2006 8 XA0605DI_ARM-INTONLY 0 0 63590 94.98 683 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631435 2-4FAMILY 4 OO PURCHASE N 6.875 6.875 880000 880000 12/1/2006 11/1/2036 5041.67 360 80 CA 2/1/2007 N 1100000 1 3.25 5041.67 95129 11/21/2006 2 XA0605DI_ARM-INTONLY 0 1100000 110000 90 731 48.56 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631458 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 560000 560000 12/1/2006 11/1/2036 3616.67 360 80 CT 2/1/2007 N 700000 1 3.25 3616.67 06905 11/21/2006 8 XA1605DI_ARM-INTONLY 0 700000 140000 100 657 0 1YR 11/1/2011 5 5 2 3.25 1103631475 CONDO 1 NOO REFI Y 8.25 8.25 243000 242999.81 1/1/2007 12/1/2036 1670.63 360 74.77 CA 2/1/2007 N 325000 1 3.25 1670.63 91762 12/15/2006 17 PA1605EI_ARM-INTONLY 0 0 0 74.77 653 44.99 1YR 12/1/2011 6 3 1 3.25 1103631525 SFR 1 NOO PURCHASE N 7.375 7.375 417000 417000 1/1/2007 12/1/2036 2562.81 360 79.43 CA 2/1/2007 N 525000 1 3 2562.81 94590 12/15/2006 2 PA0605EI_ARM-INTONLY 0 525000 55500 90 764 34.54 3YR 12/1/2011 6 3 1 3 1103631526 SFR 1 NOO PURCHASE N 11.375 11.375 55500 55463.35 1/1/2007 12/1/2021 544.33 180 10.58 CA 2/1/2007 Y 525000 2 0 544.33 94590 12/15/2006 2 TB0630_BALLOON 0 525000 0 90 764 34.54 3YR 0 0 0 0 1103631528 SFR 1 NOO PURCHASE N 7.25 7.25 143800 143800 1/1/2007 12/1/2036 868.79 360 70 TX 2/1/2007 N 207500 1 3 868.79 76087 12/13/2006 2 PA0603EI_ARM-INTONLY 0 205455 51350 94.99 733 38.78 NO-PREPAY 12/1/2009 6 3 1 3 1103631529 SFR 1 NOO PURCHASE N 12.5 12.5 51350 51307.4 1/1/2007 12/1/2021 548.04 180 25 TX 2/1/2007 Y 207500 2 0 548.04 76087 12/13/2006 2 TB0630_BALLOON 0 205455 0 94.99 733 38.58 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI Y 12.125 12.125 65000 64963.5 1/1/2007 12/1/2021 674.86 180 20 CA 2/1/2007 Y 325000 2 0 674.86 95824 11/22/2006 2 TB0630_BALLOON 0 0 0 95 723 49.7 1YR 0 0 0 0 0000000000 PUD 1 2ND REFI N 6.125 6.125 138000 138000 1/1/2007 12/1/2036 704.38 360 69.35 FL 2/1/2007 N 199000 1 3 704.38 34446 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 0 69.35 746 39.32 2YR 12/1/2011 6 3 1 3 1103631591 SFR 1 OO PURCHASE N 7.875 7.875 412000 411864.61 1/1/2007 12/1/2036 2703.75 360 80 CA 2/1/2007 N 515000 1 3 2703.75 90247 11/30/2006 2 PA2605EI_ARM-INTONLY 0 515000 103000 100 623 44.18 3YR 12/1/2011 6 3 1 3 1103631884 SFR 1 NOO PURCHASE N 8.125 8.125 111125 110979.13 12/16/2006 11/16/2036 825.1 360 70 FL 1/16/2007 N 180000 1 3 825.1 34473 12/7/2006 2 PA1602E_ARM 0 158750 39687 95 673 34.61 1YR 11/16/2008 6 3 1 8.125 1103631885 SFR 1 NOO PURCHASE N 13.025 13.025 39687 39668.84 12/16/2006 11/16/2021 439.8 180 25 FL 1/16/2007 Y 180000 2 0 439.8 34473 12/7/2006 2 TB1630_BALLOON 0 158750 0 95 673 34.61 1YR 0 0 0 0 1103631899 CONDO 1 NOO PURCHASE N 7.75 7.75 172000 172000 1/1/2007 12/1/2036 1110.83 360 80 FL 2/1/2007 N 300000 1 3 1110.83 34109 11/28/2006 2 PA0605EI_ARM-INTONLY 0 215000 32250 95 739 47.1 3YR 12/1/2011 6 3 1 7.75 1103631900 CONDO 1 NOO PURCHASE N 11.6 11.6 32250 32229.72 1/1/2007 12/1/2021 321.84 180 15 FL 2/1/2007 Y 300000 2 0 321.84 34109 11/28/2006 2 TB0630_BALLOON 0 215000 0 95 739 47.1 3YR 0 0 0 0 1103631921 SFR 1 NOO PURCHASE N 14 14 126000 125953.85 1/1/2007 12/1/2036 1492.94 360 15 CA 2/1/2007 N 840000 2 0 1492.94 94116 12/5/2006 2 TF0630_FIXEDRATE 0 840000 0 95 704 38.21 NO-PREPAY 0 0 0 0 1103631940 SFR 1 OO PURCHASE N 7.75 7.75 599200 599200 1/1/2007 12/1/2036 3869.83 360 80 UT 2/1/2007 N 795000 1 3 3869.83 84054 12/8/2006 2 PA1605EI_ARM-INTONLY 0 749000 149800 100 649 42.02 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 13.25 13.25 149800 149401.26 1/1/2007 12/1/2021 1686.41 180 20 UT 2/1/2007 Y 795000 2 0 1686.41 84054 12/8/2006 2 TB1630_BALLOON 0 749000 0 100 649 42.02 NO-PREPAY 0 0 0 0 1103631967 SFR 1 OO REFI Y 6.75 6.75 285000 284507.85 1/1/2007 12/1/2036 1848.51 360 52.98 CA 2/1/2007 N 538000 1 0 1848.51 92102 12/14/2006 2 PF1630_FIXEDRATE 0 0 0 52.98 675 38.09 1YR 0 0 0 0 1103631997 2-4FAMILY 2 NOO PURCHASE N 12.475 12.475 33000 32982.91 1/1/2007 12/1/2021 351.56 180 15 FL 2/1/2007 Y 220000 2 0 351.56 33034 11/20/2006 2 TB0630_BALLOON 0 220000 0 95 767 35.65 2YR 0 0 0 0 1103632006 XXX 0 XXX XXXX X 0 0 000000 103885.95 1/1/2007 12/1/2036 836.81 360 80 FL 2/1/2007 N 130000 1 0 836.81 33916 12/22/2006 2 PF3630_FIXEDRATE 0 0 0 80 619 47.83 NO-PREPAY 0 0 0 0 1103632012 CONDO 1 OO REFI Y 6.375 6.375 500000 500000 1/1/2007 12/1/2036 2656.25 360 50 CA 2/1/2007 N 1000000 1 3 2656.25 90292 12/26/2006 15 SA0605EI_ARM-INTONLY 0 0 0 50 680 0 2YR 12/1/2011 6 3 1 3 1103632049 CONDO 1 OO REFI N 6.25 6.25 460000 460000 1/1/2007 12/1/2036 2395.83 360 80 CA 2/1/2007 N 575000 1 3 2395.83 92869 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 743 43.05 3YR 12/1/2011 6 3 1 3 1103632053 CONDO 1 NOO REFI N 5.875 5.875 173000 172908.58 12/1/2006 11/1/2036 846.98 360 72.09 FL 2/1/2007 N 240000 1 3 846.98 33063 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 0 72.09 710 21.98 3YR 11/1/2011 6 3 1 3 1103632066 SFR 1 NOO PURCHASE N 7.875 7.875 304800 304800 1/1/2007 12/1/2036 2000.25 360 80 CA 2/1/2007 N 465000 1 3 2000.25 90043 12/13/2006 2 PA0605EI_ARM-INTONLY 0 381000 57150 95 774 49.94 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 12.6 12.6 57150 57121.24 1/1/2007 12/1/2021 614.38 180 15 CA 2/1/2007 Y 465000 2 0 614.38 90043 12/13/2006 2 TB0630_BALLOON 0 381000 0 95 774 49.94 NO-PREPAY 0 0 0 0 1103632070 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 133000 133000 1/1/2007 12/1/2036 831.25 360 70 FL 2/1/2007 N 195000 1 3 831.25 33542 12/7/2006 2 PA1605EI_ARM-INTONLY 0 190000 47500 95 679 31.25 3YR 12/1/2011 6 3 1 7.5 1103632071 2-4FAMILY 2 NOO PURCHASE N 13.125 13.125 47500 47478.77 1/1/2007 12/1/2021 530.09 180 25 FL 2/1/2007 Y 195000 2 0 530.09 33542 12/14/2006 2 TB1630_BALLOON 0 190000 0 95 679 31.25 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 7 7 516000 516000 1/1/2007 12/1/2036 3010 360 80 CA 2/1/2007 N 645000 1 3 3010 90242 11/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 626 44.43 1YR 12/1/2011 6 3 1 3 0000000000 SFR 1 OO REFI Y 6.375 6.375 290000 290000 1/1/2007 12/1/2036 1540.63 360 67.45 CA 2/1/2007 N 430000 1 3 1540.63 92595 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 0 67.45 654 0 2YR 12/1/2011 6 3 1 3 1103632110 SFR 1 NOO PURCHASE N 7.375 7.375 151000 151000 1/1/2007 12/1/2036 928.02 360 79.48 CA 2/1/2007 N 194000 1 3 928.02 95966 12/19/2006 2 PA0605EI_ARM-INTONLY 0 190000 20000 90 765 31.75 3YR 12/1/2011 6 3 1 3 1103632112 SFR 1 NOO PURCHASE N 11.875 11.875 20000 19988.18 1/1/2007 12/1/2021 203.8 180 10.53 CA 2/1/2007 Y 194000 2 0 203.8 95966 12/19/2006 2 TB0630_BALLOON 0 190000 0 90 765 31.75 3YR 0 0 0 0 1103632183 D-PUDS 1 OO REFI N 10.875 10.875 51500 51442.45 12/1/2006 11/1/2021 485.59 180 10 VA 2/1/2007 Y 515000 2 0 485.59 20141 11/9/2006 2 TB1630_BALLOON 0 0 0 90 667 38.3 2YR 0 0 0 0 1103632199 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 480000 480000 1/1/2007 12/1/2036 3100 360 80 CA 2/1/2007 N 600000 1 3.5 3100 92551 12/11/2006 2 PA0605EI_ARM-INTONLY 0 600000 120000 100 780 46.42 3YR 12/1/2011 6 3 1 3.5 1103632210 2-4FAMILY 3 OO PURCHASE N 6.875 6.875 850000 850000 10/1/2006 9/1/2036 4869.79 360 78.71 NY 2/1/2007 N 1080000 1 2.25 4869.79 11378 12/19/2006 17 PA0605EI_ARM-INTONLY 0 1080000 230000 100 799 45.51 NO-PREPAY 9/1/2011 6 5 1 2.25 1103632219 SFR 1 NOO PURCHASE N 11.925 11.925 26250 26234.64 1/1/2007 12/1/2021 268.5 180 15 CA 2/1/2007 Y 175000 2 0 268.5 93230 11/17/2006 2 TB0630_BALLOON 0 175000 0 95 689 44.42 3YR 0 0 0 0 1103632263 SFR 1 OO PURCHASE N 12.625 12.625 64980 64737.53 1/1/2007 12/1/2021 699.81 180 20 CA 2/1/2007 Y 337000 2 0 699.81 92571 11/20/2006 2 TB1630_BALLOON 0 324900 0 100 652 44.3 2YR 0 0 0 0 1103632271 SFR 1 OO REFI Y 6 6 220000 219780.29 2/1/2007 1/1/2037 1319.01 360 32.36 CA 2/1/2007 N 680000 1 3 1319.01 90807 12/19/2006 2 PA0605E_ARM 0 0 100000 47.06 723 9.66 2YR 1/1/2012 6 3 1 3 1103632312 D-PUDS 1 OO REFI N 6.875 6.875 744000 744000 1/1/2007 12/1/2036 4262.5 360 80 CA 2/1/2007 N 930000 1 5 4262.5 92688 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 186000 100 721 39.4 NO-PREPAY 12/1/2011 6 3 1 5 1103632319 SFR 1 NOO REFI Y 8.125 8.125 103600 103600 1/1/2007 12/1/2036 701.46 360 70 IL 2/1/2007 N 148000 1 3 701.46 61107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 37000 95 652 32 NO-PREPAY 12/1/2011 6 3 1 8.125 1103632354 SFR 1 OO REFI Y 5.5 5.5 494000 492916.1 1/1/2007 12/1/2036 2804.88 360 78.42 CA 2/1/2007 N 630000 1 0 2804.88 93036 12/8/2006 1 PF0630_FIXEDRATE 0 0 0 78.42 743 35 NO-PREPAY 0 0 0 0 1103632386 CONDO 1 OO PURCHASE N 6.75 6.75 423000 422958.64 1/1/2007 12/1/2036 2379.38 360 90 CA 2/1/2007 N 470000 1 3.75 2379.38 90504 12/6/2006 15 EA0605EI_ARM-INTONLY 25 470000 0 90 722 0 3YR 12/1/2011 6 3 1 3.75 1103632436 SFR 1 OO PURCHASE N 12.375 12.375 97200 97148.57 1/1/2007 12/1/2021 1027.96 180 20 CA 2/1/2007 Y 490000 2 0 1027.96 90660 11/30/2006 2 TB1630_BALLOON 0 486000 0 100 658 44.62 1YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 7 7 132000 131782.97 1/1/2007 12/1/2036 878.2 360 80 WA 2/1/2007 N 165000 1 0 878.2 99208 12/13/2006 2 PF1630_FIXEDRATE 0 0 24750 95 658 38.86 3YR 0 0 0 0 1103632491 D-PUDS 1 NOO REFI Y 7.75 7.75 297500 297500 1/1/2007 12/1/2036 1921.35 360 70 CA 2/1/2007 N 425000 1 3 1921.35 92342 12/7/2006 2 PA1605EI_ARM-INTONLY 0 0 85000 90 650 49.45 3YR 12/1/2011 6 3 1 3 1103632500 D-PUDS 1 NOO REFI Y 13.75 13.75 85000 84967.03 1/1/2007 12/1/2021 990.35 180 20 CA 2/1/2007 Y 425000 2 0 990.35 92342 12/7/2006 2 TB1630_BALLOON 0 0 0 90 650 49.45 3YR 0 0 0 0 1103632508 SFR 1 OO REFI Y 7.75 7.75 106000 105823.87 1/1/2007 12/1/2036 759.4 360 79.7 OK 2/1/2007 N 133000 1 0 759.4 74021 12/26/2006 2 PF1630_FIXEDRATE 0 0 26000 99.25 675 47.15 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 7.125 7.125 154000 154000 2/1/2007 1/1/2037 914.37 360 70 CA 2/1/2007 N 220000 1 3 914.37 95966 1/4/2007 2 PA1605EI_ARM-INTONLY 0 0 44000 90 666 19.37 3YR 1/1/2012 6 3 1 7.125 1103632533 SFR 1 NOO REFI Y 6.5 6.5 169400 169400 1/1/2007 12/1/2036 917.58 360 70 FL 2/1/2007 N 242000 1 3 917.58 34953 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 60500 95 758 44.93 3YR 12/1/2011 6 3 1 6.5 1103632534 SFR 1 NOO REFI Y 11.6 11.6 60500 60461.98 1/1/2007 12/1/2021 603.75 180 25 FL 2/1/2007 Y 242000 2 0 603.75 34953 12/7/2006 2 TB0630_BALLOON 0 0 0 95 758 44.93 3YR 0 0 0 0 1103632561 2-4FAMILY 4 NOO REFI Y 7.49 7.49 546000 546000 1/1/2007 12/1/2036 3407.95 360 70 CA 2/1/2007 N 780000 1 3 3407.95 90062 12/11/2006 2 PA0605EI_ARM-INTONLY 0 0 78000 80 686 40.56 3YR 12/1/2011 6 3 1 3 0000000000 2-4FAMILY 4 NOO REFI Y 13.125 13.125 78000 77965.14 1/1/2007 12/1/2021 870.46 180 10 CA 2/1/2007 Y 780000 2 0 870.46 90062 12/18/2006 2 TB0630_BALLOON 0 0 0 80 686 40.56 1YR 0 0 0 0 1103632591 D-PUDS 1 OO PURCHASE N 12.75 12.75 280000 279863.8 1/1/2007 12/1/2021 3042.74 180 30.11 FL 2/1/2007 Y 980000 2 0 3042.74 33157 12/7/2006 2 TB1630_BALLOON 0 930000 0 100 650 49.88 1YR 0 0 0 0 1103632594 SFR 1 OO PURCHASE N 7.125 7.125 508000 508000 1/1/2007 12/1/2036 3016.25 360 80 FL 2/1/2007 N 635000 1 4 3016.25 33185 12/5/2006 2 PA1605EI_ARM-INTONLY 0 635000 127000 100 658 36.85 NO-PREPAY 12/1/2011 6 3 1 4 1103632600 SFR 1 OO PURCHASE N 12.725 12.725 127000 126937.87 1/1/2007 12/1/2021 1377.63 180 20 FL 2/1/2007 Y 635000 2 0 1377.63 33185 12/5/2006 2 TB1630_BALLOON 0 635000 0 100 658 36.07 NO-PREPAY 0 0 0 0 1103632683 D-PUDS 1 OO REFI Y 11.75 11.75 28500 28471.23 12/1/2006 11/1/2021 287.68 180 10 NV 2/1/2007 Y 285000 2 0 287.68 89031 11/16/2006 2 TB1630_BALLOON 0 0 0 85 642 39.21 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 7.375 7.375 135800 135800 1/1/2007 12/1/2036 834.6 360 70 IL 2/1/2007 N 194000 1 3 834.6 60473 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 48500 95 655 33.03 3YR 12/1/2011 6 3 1 7.375 1103632696 SFR 1 OO REFI Y 11.825 11.825 48500 48470.99 1/1/2007 12/1/2021 492.36 180 25 IL 2/1/2007 Y 194000 2 0 492.36 60473 11/28/2006 2 TB1630_BALLOON 0 0 0 95 655 33.03 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO PURCHASE N 9.35 9.35 84600 84513.78 1/1/2007 12/1/2036 702.12 360 89.98 PA 2/1/2007 N 122000 1 3 702.12 18702 12/29/2006 2 PA0405E_ARM 25 94030 0 89.98 700 34.26 1YR 12/1/2011 6 3 1 3 1103632725 SFR 1 OO REFI N 6.375 6.375 390000 390000 1/1/2007 12/1/2036 2071.88 360 75 CA 2/1/2007 N 520000 1 3 2071.88 92069 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 92500 92.79 664 0 3YR 12/1/2011 6 3 1 3 1103632747 D-PUDS 1 NOO REFI Y 12.75 12.75 137250 137183.23 1/1/2007 12/1/2021 1491.49 180 15 CA 2/1/2007 Y 915000 2 0 1491.49 92867 12/12/2006 2 TB0630_BALLOON 0 0 0 90 714 42.43 NO-PREPAY 0 0 0 0 1103632764 SFR 1 OO PURCHASE N 7.875 7.875 141600 141206.35 11/1/2006 10/1/2036 1026.7 360 80 IL 2/1/2007 N 177000 1 5 1026.7 60629 12/14/2006 17 PA0602E_ARM 0 177000 35400 100 714 46.047 NO-PREPAY 10/1/2008 5 3 1 5 1103632768 CONDO 1 OO PURCHASE N 8.125 8.125 975000 975000 11/1/2006 10/1/2036 6601.56 360 75 FL 2/1/2007 N 1300000 1 2.25 6601.56 33301 12/14/2006 2 PA0602EI_ARM-INTONLY 0 1300000 260000 95 755 35.825 3YR 10/1/2008 5 3 1 2.25 1103632791 PUD 1 2ND REFI Y 6.5 6.5 815500 815500 11/1/2006 10/1/2036 4417.29 360 70 TN 2/1/2007 N 1165000 1 2.25 4417.29 37066 12/14/2006 8 XA1630DI_ARM-INTONLY 0 0 0 70 696 0 NO-PREPAY 10/1/2007 6 2 2 2.25 1103632803 SFR 1 OO REFI Y 6.125 6.125 107200 106885.82 12/1/2006 11/1/2036 651.36 360 80 NC 2/1/2007 N 134000 1 2.5 651.36 27610 11/29/2006 1 XA2630D_ARM 0 0 13400 90 664 27.389 NO-PREPAY 11/1/2007 6 2 2 2.5 1103632804 SFR 1 OO PURCHASE N 6 6 180500 179592.52 10/1/2006 9/1/2036 1082.19 360 95 GA 2/1/2007 N 190000 1 2.5 1082.19 30060 11/29/2006 1 BA1230D_ARM 30 190000 0 95 662 24.909 NO-PREPAY 9/1/2007 6 2 2 2.5 1103632811 SFR 1 OO REFI N 5.625 5.625 417000 415656.32 12/1/2006 11/1/2036 2400.49 360 72 CA 2/1/2007 N 579167 1 2.5 2400.49 91977 11/29/2006 1 XA1630D_ARM 0 0 57917 82 680 26.505 NO-PREPAY 11/1/2007 6 2 2 2.5 1103632812 CONDO 1 OO REFI N 6.125 6.125 132600 132600 9/1/2006 8/1/2036 676.81 360 79.88 NV 2/1/2007 N 166000 1 2.25 676.81 89130 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 0 79.88 738 33.989 NO-PREPAY 8/1/2009 4.875 2 2 2.25 1103632817 SFR 1 OO REFI Y 4.875 4.875 180000 178189.37 11/1/2006 10/1/2036 731.25 360 80 SC 2/1/2007 N 225000 1 2.25 731.25 29302 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 22500 90 793 18.42 NO-PREPAY 10/1/2009 6.125 2 2 2.25 1103632828 SFR 1 OO REFI N 6 6 392000 391854.01 10/1/2006 9/1/2036 1960 360 80 AZ 2/1/2007 N 490000 1 2.25 1960 85653 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 73500 95 689 34.839 NO-PREPAY 9/1/2009 5 2 2 2.25 1103632830 SFR 1 2ND PURCHASE N 6 6 39900 39658.68 9/1/2006 8/1/2036 239.22 360 95 IA 2/1/2007 N 42500 1 2.5 239.22 50147 11/29/2006 1 BA0230D_ARM 30 42000 0 95 795 53.049 NO-PREPAY 8/1/2007 6 2 2 2.5 1103632836 SFR 1 OO REFI Y 6.5 6.5 502400 502400 12/1/2006 11/1/2036 2721.33 360 80 CA 2/1/2007 N 628000 1 2.25 2721.33 95127 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 648 40 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632837 2-4FAMILY 2 OO REFI Y 6.25 6.25 400000 400000 12/1/2006 11/1/2036 2083.33 360 80 NY 2/1/2007 N 500000 1 2.25 2083.33 10473 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 714 29 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632840 SFR 1 OO REFI Y 6.125 6.125 660800 660465.28 11/1/2006 10/1/2036 3372.83 360 79.14 NJ 2/1/2007 N 835000 1 2.75 3372.83 07076 11/30/2006 1 XA1605DI_ARM-INTONLY 0 0 65882 87.03 675 29.08 NO-PREPAY 10/1/2011 5 5 2 2.75 1103632846 CONDO 1 OO PURCHASE N 6.25 6.25 396800 396800 12/1/2006 11/1/2036 2066.67 360 80 CA 2/1/2007 N 496000 1 2.25 2066.67 94587 11/30/2006 2 PA0605EI_ARM-INTONLY 0 496000 99200 100 771 40 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632848 2-4FAMILY 4 NOO REFI Y 6.25 6.25 325000 324691.63 12/1/2006 11/1/2036 1692.71 360 68.43 DC 2/1/2007 N 475000 1 2.25 1692.71 20017 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.43 752 37.94 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632873 SFR 1 OO PURCHASE N 7 7 284000 284000 12/1/2006 11/1/2036 1656.67 360 80 NY 2/1/2007 N 380000 1 0 1656.67 10303 12/15/2006 2 PF0630I_FIX-INTONLY 0 355000 71000 100 714 38.49 NO-PREPAY 0 0 0 0 1103632940 SFR 1 OO REFI Y 6.625 6.625 198750 198750 1/1/2007 12/1/2036 1097.27 360 75 CA 2/1/2007 N 265000 1 3 1097.27 93534 11/29/2006 17 PA0605EI_ARM-INTONLY 0 0 53000 95 713 39 1YR 12/1/2011 6 3 1 3 1103632967 CONDO 1 OO PURCHASE N 6.5 6.5 236000 236000 1/1/2007 12/1/2036 1278.33 360 80 CA 2/1/2007 N 295000 1 3 1278.33 90813 12/8/2006 2 PA0605EI_ARM-INTONLY 0 295000 59000 100 686 38.46 3YR 12/1/2011 6 3 1 3 1103632978 CONDO 1 OO PURCHASE N 7.5 7.5 410000 410000 1/1/2007 12/1/2036 2562.5 360 80 CA 2/1/2007 N 512500 1 3 2562.5 91764 12/29/2006 2 PA1605EI_ARM-INTONLY 0 512500 102500 100 643 39.22 1YR 12/1/2011 6 3 1 3 1103633010 CONDO 1 OO REFI N 6.375 6.375 264000 264000 1/1/2007 12/1/2036 1402.5 360 80 CA 2/1/2007 N 330000 1 3 1402.5 90723 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 760 37.13 2YR 12/1/2011 6 3 1 3 1103633013 SFR 1 OO REFI N 6 6 213600 213600 1/1/2007 12/1/2036 1068 360 80 AZ 2/1/2007 N 267000 1 3 1068 85037 11/30/2006 1 PA2605EI_ARM-INTONLY 0 0 53400 100 634 39.16 3YR 12/1/2011 6 3 1 3 1103633019 SFR 1 OO REFI Y 7.25 7.25 431000 431000 1/1/2007 12/1/2036 2603.96 360 63.86 CA 2/1/2007 N 675000 1 3 2603.96 94561 12/15/2006 7 SA2605EI_ARM-INTONLY 0 0 244000 100 668 48.79 3YR 12/1/2011 6 3 1 3 1103633036 SFR 1 OO REFI N 12.125 12.125 53400 53370.13 1/1/2007 12/1/2021 554.42 180 20 AZ 2/1/2007 Y 267000 2 0 554.42 85037 11/30/2006 1 TB2630_BALLOON 0 0 0 100 634 39.16 3YR 0 0 0 0 1103633086 CONDO 1 OO PURCHASE N 5.75 5.75 395200 395200 12/1/2006 11/1/2036 1893.67 360 80 CA 2/1/2007 N 495000 1 2.25 1893.67 92126 12/11/2006 1 PA0605EI_ARM-INTONLY 0 494000 98800 100 769 31.71 NO-PREPAY 11/1/2011 6 6 2 2.25 1103633093 SFR 1 OO PURCHASE N 6.25 6.25 290950 290950 12/1/2006 11/1/2036 1515.36 360 80 CA 2/1/2007 N 370000 1 2.25 1515.36 92592 11/27/2006 1 PA1605EI_ARM-INTONLY 0 363695 72700 99.99 654 36.6 NO-PREPAY 11/1/2011 6 6 2 2.25 1103633095 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 920000 920000 11/1/2006 10/1/2036 5270.83 360 80 CA 2/1/2007 N 1150000 1 2.25 5270.83 94131 12/12/2006 2 PA1605EI_ARM-INTONLY 0 1150000 230000 100 673 34.64 NO-PREPAY 10/1/2011 6 6 2 2.25 1103633164 D-PUDS 1 OO REFI Y 6.125 6.125 223200 223200 2/1/2007 1/1/2037 1139.25 360 80 AZ 2/1/2007 N 279000 1 3 1139.25 85326 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 705 42.99 2YR 1/1/2012 6 3 1 3 1103633174 SFR 1 NOO PURCHASE N 6 6 214400 214400 1/1/2007 12/1/2036 1072 360 75 CA 2/1/2007 N 286000 1 3 1072 92543 11/30/2006 2 PA1605EI_ARM-INTONLY 0 285900 42850 89.98 673 30.21 1YR 12/1/2011 6 3 1 3 1103633180 D-PUDS 1 OO REFI Y 6 6 620000 620000 1/1/2007 12/1/2036 3100 360 69.98 CA 2/1/2007 N 886000 1 2.5 3100 91913 12/5/2006 8 SA1605EI_ARM-INTONLY 0 0 0 69.98 755 43.47 3YR 12/1/2011 6 3 1 2.5 1103633213 SFR 1 OO REFI Y 5.625 5.625 334000 333000 1/1/2007 12/1/2036 1565.63 360 61.86 CA 2/1/2007 N 540000 1 3 1565.63 91505 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 61.86 654 43.26 3YR 12/1/2011 6 3 1 3 1103633274 SFR 1 OO PURCHASE N 7.25 7.25 226250 226250 1/1/2007 12/1/2036 1366.93 360 79.99 CA 2/1/2007 N 285000 1 3 1366.93 93274 12/11/2006 2 PA1605EI_ARM-INTONLY 0 282868 56300 99.89 653 36.89 3YR 12/1/2011 6 3 1 3 1103633289 SFR 1 OO PURCHASE N 12.1 12.1 56300 56300 1/1/2007 12/1/2021 567.69 180 19.91 CA 2/1/2007 Y 285000 2 0 567.69 93274 12/11/2006 2 TB1630I_BALLOON-INTONLY 0 282868 0 99.89 653 36.89 3YR 0 0 0 0 1103633307 CONDO 1 OO PURCHASE N 5.625 5.625 318500 318500 1/1/2007 12/1/2036 1492.97 360 70 CA 2/1/2007 N 455000 1 3 1492.97 92688 12/5/2006 17 PA0605EI_ARM-INTONLY 0 455000 136500 100 705 36.33 2YR 12/1/2011 6 3 1 3 1103633351 SFR 1 OO REFI Y 6.25 6.25 572000 572000 1/1/2007 12/1/2036 2979.17 360 80 CA 2/1/2007 N 715000 1 3 2979.17 94538 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 35750 85 704 40.68 3YR 12/1/2011 6 3 1 3 1103633374 SFR 1 OO PURCHASE N 6.25 6.25 223200 223200 2/1/2007 1/1/2037 1162.5 360 80 NV 2/1/2007 N 280000 1 3 1162.5 89145 12/29/2006 2 PA0603EI_ARM-INTONLY 0 279000 55800 100 697 33.07 1YR 1/1/2010 6 3 1 3 1103633456 SFR 1 OO REFI Y 8.5 8.5 114950 114810.23 1/1/2007 12/1/2036 883.87 360 95 OK 2/1/2007 N 121000 1 3 883.87 73162 11/29/2006 8 SA2602E_ARM 30 0 0 95 660 0 3YR 12/1/2009 6 3 1 3 1103633469 SFR 1 NOO PURCHASE N 13 13 24550 24538.72 1/1/2007 12/1/2021 271.57 180 19.98 WA 2/1/2007 Y 126000 2 0 271.57 99362 12/8/2006 2 TB0630_BALLOON 0 122880 0 94.98 705 36.65 NO-PREPAY 0 0 0 0 1103633471 SFR 1 NOO REFI Y 7.25 7.25 420000 420000 1/1/2007 12/1/2036 2537.5 360 78.51 CA 2/1/2007 N 535000 1 2.5 2537.5 92126 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 0 78.51 669 41.77 3YR 12/1/2011 6 3 1 2.5 1103633522 SFR 1 OO REFI Y 5.625 5.625 312000 310530.64 12/1/2006 11/1/2036 1462.5 360 80 CA 2/1/2007 N 390000 1 2.75 1462.5 92337 12/6/2006 2 PA0630EI_ARM-INTONLY 0 0 0 80 770 42.31 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633525 SFR 1 OO PURCHASE N 5.75 5.75 352000 352000 12/1/2006 11/1/2036 1686.67 360 80 CA 2/1/2007 N 490000 1 2.75 1686.67 94541 11/22/2006 2 PA0603EI_ARM-INTONLY 0 440000 44000 90 760 32.85 NO-PREPAY 11/1/2009 6 3 1 2.75 1103633528 CONDO 1 OO REFI N 6.5 6.5 496000 496000 12/1/2006 11/1/2036 2686.67 360 80 CA 2/1/2007 N 620000 1 2.75 2686.67 92869 12/6/2006 17 PA0605EI_ARM-INTONLY 0 0 0 80 733 39.97 NO-PREPAY 11/1/2011 6 3 1 2.75 1103633537 SFR 1 OO REFI Y 6.375 6.375 384000 384000 12/1/2006 11/1/2036 2040 360 80 CA 2/1/2007 N 480000 1 2.75 2040 92860 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 33600 87 715 38.38 1YR 11/1/2011 6 3 1 2.75 1103633542 SFR 1 OO PURCHASE N 5.875 5.875 452000 451993.41 12/1/2006 11/1/2036 2212.92 360 80 WA 2/1/2007 N 565000 1 2.75 2212.92 98103 11/22/2006 17 PA0630EI_ARM-INTONLY 0 565000 0 80 702 39.51 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633543 SFR 1 NOO PURCHASE N 6.25 6.25 256000 256000 12/1/2006 11/1/2036 1333.33 360 80 CA 2/1/2007 N 508000 1 3 1333.33 92069 11/22/2006 1 PA0607EI_ARM-INTONLY 0 320000 0 80 701 39.11 3YR 11/1/2013 6 3 1 3 1103633548 PUD 1 OO REFI Y 6.375 6.375 360000 359824.54 12/1/2006 11/1/2036 1912.5 360 80 CA 2/1/2007 N 450000 1 2.75 1912.5 91754 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 694 40.22 3YR 11/1/2011 6 3 1 2.75 1103633551 SFR 1 OO REFI Y 6.125 6.125 627000 627000 12/1/2006 11/1/2036 3200.31 360 78.38 CA 2/1/2007 N 800000 1 2.75 3200.31 90019 12/6/2006 2 PA0630EI_ARM-INTONLY 0 0 0 78.38 689 36.43 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633552 CONDO 1 OO REFI N 5.625 5.625 360000 360000 12/1/2006 11/1/2036 1687.5 360 80 CA 2/1/2007 N 450000 1 2.75 1687.5 91745 11/22/2006 2 PA0603EI_ARM-INTONLY 0 0 45000 90 688 44.75 1YR 11/1/2009 6 3 1 2.75 1103633553 XXXXX 0 XX XXXX X 0.000 6.125 480000 480000 12/1/2006 11/1/2036 2450 360 80 CA 2/1/2007 N 600000 1 2.75 2450 91342 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 24.26 1YR 11/1/2011 6 3 1 2.75 1103633554 SFR 1 OO REFI Y 6.5 6.5 328000 328000 12/1/2006 11/1/2036 1776.67 360 80 NV 2/1/2007 N 410000 1 2.75 1776.67 89014 12/6/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 685 42.17 NO-PREPAY 11/1/2013 6 3 1 2.75 1103633555 XXXXX 0 XX XXXX X 0 0 000000 310000 12/1/2006 11/1/2036 1550 360 77.5 WA 2/1/2007 N 400000 1 2.75 1550 98004 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.5 681 28.45 3YR 11/1/2011 6 3 1 2.75 1103633557 CONDO 1 OO REFI N 6.5 6.5 498500 498500 12/1/2006 11/1/2036 2700.21 360 75.54 CA 2/1/2007 N 660000 1 2.75 2700.21 90042 11/22/2006 2 PA1607EI_ARM-INTONLY 0 0 95502 90.01 672 33.5 1YR 11/1/2013 6 3 1 2.75 1103633558 SFR 1 OO REFI Y 6.5 6.5 610000 610000 12/1/2006 11/1/2036 3304.17 360 74.4 CA 2/1/2007 N 820000 1 2.75 3304.17 90621 11/22/2006 2 PA1607EI_ARM-INTONLY 0 0 69000 82.81 670 37.17 NO-PREPAY 11/1/2013 6 3 1 2.75 1103633559 SFR 1 OO REFI Y 5.875 5.875 417000 417000 12/1/2006 11/1/2036 2041.56 360 79.43 CA 2/1/2007 N 525000 1 2.75 2041.56 90650 11/22/2006 2 PA1603EI_ARM-INTONLY 0 0 0 79.43 669 44.75 NO-PREPAY 11/1/2009 6 3 1 2.75 1103633584 PUD 1 OO REFI Y 6.875 6.875 364000 364000 12/1/2006 11/1/2036 2085.42 360 80 NV 2/1/2007 N 455000 1 3.25 2085.42 89084 11/22/2006 2 XA1605DI_ARM-INTONLY 0 0 22750 85 652 38.29 NO-PREPAY 11/1/2011 5 5 2 3.25 1103633590 SFR 0 XX XXXXXXXX X 6.25 6.25 532000 532000 12/1/2006 11/1/2036 2770.83 360 79.84 CA 2/1/2007 N 680000 1 3.25 2770.83 95401 11/22/2006 8 XA0605DI_ARM-INTONLY 0 666365 134339 100 692 0 3YR 11/1/2011 5 5 2 3.25 1103633593 PUD 0 XX XXXXXXXX X 6.25 6.25 271920 271919.96 12/1/2006 11/1/2036 1416.25 360 80 VA 2/1/2007 N 360000 1 3.25 1416.25 22602 11/22/2006 1 XA1605DI_ARM-INTONLY 0 339900 67980 100 652 47.84 NO-PREPAY 11/1/2011 5 5 2 3.25 1103633595 XXXXX 0 XX XXXX X 0.000 6.375 327500 327500 12/1/2006 11/1/2036 1739.84 360 77.98 CA 2/1/2007 N 420000 1 3.25 1739.84 92780 11/22/2006 2 XA0605DI_ARM-INTONLY 0 0 0 77.98 782 48.12 3YR 11/1/2011 5 5 2 3.25 1103633629 SFR 1 NOO REFI Y 7.75 7.75 245000 245000 1/1/2007 12/1/2036 1582.29 360 70 CA 2/1/2007 N 350000 1 3 1582.29 92345 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 70000 90 627 44.43 3YR 12/1/2011 6 3 1 3 1103633660 SFR 1 NOO REFI N 6.25 6.25 309000 308107.19 1/1/2007 12/1/2036 1609.38 360 60.83 CA 2/1/2007 N 508000 1 3 1609.38 92591 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.83 756 51.89 6MO 12/1/2011 6 3 1 3 1103633663 HI-RISE 1 OO XXXXXXXX X 0 0 000000 000000 1/1/2007 12/1/2036 1293.54 360 80 CA 2/1/2007 N 297500 1 2.75 1293.54 92101 12/26/2006 1 PA2605EI_ARM-INTONLY 0 277195 55400 99.99 624 47.6 1YR 12/1/2011 6 3 1 2.75 1103633676 CONDO 0 XXX XXXXXXXX X 8.25 8.25 172000 172000 1/1/2007 12/1/2036 1182.5 360 80 FL 2/1/2007 N 300000 1 3 1182.5 34109 12/14/2006 2 PA0605EI_ARM-INTONLY 0 215000 32250 95 682 23.88 3YR 12/1/2011 6 3 1 8.25 0000000000 CONDO 0 XXX XXXXXXXX X 12.3 12.3 32250 32232.63 1/1/2007 12/1/2021 339.2 180 15 FL 2/1/2007 Y 300000 2 0 339.2 34109 12/14/2006 2 TB0630_BALLOON 0 215000 0 95 682 23.88 3YR 0 0 0 0 1103633688 SFR 1 NOO REFI Y 6.75 6.75 228000 228000 1/1/2007 12/1/2036 1282.5 360 60 OR 2/1/2007 N 380000 1 3 1282.5 97213 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60 708 42.59 2YR 12/1/2011 6 3 1 3 1103633741 SFR 1 OO XXXXXXXX X 0 0 000000 000000 1/1/2007 12/1/2036 1981.88 360 75 AZ 2/1/2007 N 453000 1 3 1981.88 86325 12/13/2006 2 PA0605EI_ARM-INTONLY 0 453000 113250 100 695 42.61 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 SFR 0 XX XXXXXXXX X 6.125 6.125 388000 388000 12/1/2006 11/1/2036 1980.42 360 80 CA 2/1/2007 N 510000 1 3 1980.42 93551 11/30/2006 2 PA0605EI_ARM-INTONLY 0 485000 97000 100 692 46 3YR 11/1/2011 6 3 1 3 1103633758 HI-RISE 0 0XX XXXXXXXX X 6.125 6.125 325500 325500 1/1/2007 12/1/2036 1661.41 360 70 AL 2/1/2007 N 585000 1 3 1661.41 36542 12/11/2006 1 PA0605EI_ARM-INTONLY 0 465000 116200 94.99 766 32.01 NO-PREPAY 12/1/2011 6 3 1 3 1103633780 HI-RISE 0 0XX XXXXXXXX X 7.25 7.25 230300 230300 1/1/2007 12/1/2036 1391.4 360 67.74 MS 2/1/2007 N 470000 1 3 1391.4 39507 12/14/2006 2 PA0605EI_ARM-INTONLY 0 340000 68000 87.74 741 38.83 NO-PREPAY 12/1/2011 6 3 1 3 1103633782 HI-RISE 0 0XX XXXXXXXX X 6.125 6.125 255400 255400 1/1/2007 12/1/2036 1303.6 360 70 FL 2/1/2007 N 444000 1 3 1303.6 32550 12/14/2006 1 PA0605EI_ARM-INTONLY 0 364900 91200 94.99 791 33.6 3YR 12/1/2011 6 3 1 3 0000000000 D-PUDS 0 XX XXXXXXXX X 5.875 5.875 243750 243750 1/1/2007 12/1/2036 1193.36 360 75 NV 2/1/2007 N 340000 1 3 1193.36 89521 12/26/2006 12 SA1607EI_ARM-INTONLY 0 325000 0 75 699 0 NO-PREPAY 12/1/2013 6 3 1 3 1103633853 SFR 1 NOO REFI N 5.625 5.625 333500 333500 1/1/2007 12/1/2036 1563.28 360 68.77 CA 2/1/2007 N 485000 1 3 1563.28 92119 12/7/2006 1 PA0603EI_ARM-INTONLY 0 0 0 68.77 778 49.53 1YR 12/1/2009 6 3 1 3 1103633932 SFR 1 OO REFI Y 6.875 6.875 272000 272000 12/1/2006 11/1/2036 1558.33 360 80 VA 2/1/2007 N 340000 1 3.25 1558.33 22191 12/14/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 633 0 1YR 11/1/2011 5 5 1 3.25 1103633936 SFR 0 XX XXXXXXXX X 7.5 7.5 207920 207920 12/1/2006 11/1/2036 1299.5 360 80 MD 2/1/2007 N 260000 1 3.25 1299.5 20785 12/14/2006 8 SA0605EI_ARM-INTONLY 0 259900 51980 100 706 0 NO-PREPAY 11/1/2011 5 5 1 3.25 1103633944 SFR 1 OO REFI Y 6 6 258400 257624.41 12/1/2006 11/1/2036 1549.24 360 80 MD 2/1/2007 N 323000 1 3.25 1549.24 21769 11/28/2006 2 PA0605E_ARM 0 0 0 80 709 39.45 NO-PREPAY 11/1/2011 5 5 1 3.25 1103633979 2-4FAMILY 0 XXX XXXXXXXX X 7.875 7.875 103530 103530 1/1/2007 12/1/2036 679.42 360 70 MD 2/1/2007 N 147900 1 3 679.42 21206 12/14/2006 2 PA1605EI_ARM-INTONLY 0 147900 36975 95 647 45.48 3YR 12/1/2011 6 3 1 7.875 1103634019 SFR 1 OO REFI Y 5.875 5.875 200000 200000 1/1/2007 12/1/2036 979.17 360 48.79 CA 2/1/2007 N 410000 1 3 979.17 91764 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 48.79 759 39.84 6MO 12/1/2011 6 3 1 3 1103634032 HI-RISE 0 XX XXXXXXXX X 6.25 6.25 625000 624406.98 2/1/2007 1/1/2037 3848.23 360 51.03 NY 2/1/2007 N 1250000 1 0 3848.23 11211 12/29/2006 2 PF0630_FIXEDRATE 0 1225000 0 51.03 682 44 NO-PREPAY 0 0 0 0 1103634065 SFR 1 OO REFI Y 6 6 625000 625000 1/1/2007 12/1/2036 3125 360 29.77 CA 2/1/2007 N 2100000 1 3 3125 92651 12/12/2006 1 PA0607EI_ARM-INTONLY 0 0 0 29.77 737 45.48 3YR 12/1/2013 6 3 1 3 1103634153 D-PUDS 0 XXX XXXXXXXX X 7.25 7.25 147000 147000 1/1/2007 12/1/2036 888.13 360 70 CO 2/1/2007 N 230000 1 3 888.13 80501 12/14/2006 2 PA1605EI_ARM-INTONLY 0 210000 42000 90 678 41.01 NO-PREPAY 12/1/2011 6 3 1 7.25 0000000000 D-PUDS 0 XXX XXXXXXXX X 13.4 13.4 42000 41982.34 1/1/2007 12/1/2021 477.78 180 20 CO 2/1/2007 Y 230000 2 0 477.78 80501 12/14/2006 2 TB1630_BALLOON 0 210000 0 90 678 41.01 NO-PREPAY 0 0 0 0 1103634165 CONDO 0 XX XXXXXXXX X 9.125 9.125 195035 195035 3/1/2007 2/1/2037 1586.87 360 95 FL 2/1/2007 N 210000 1 0 1586.87 33637 1/26/2007 12 SF0630_FIXEDRATE 30 205300 0 95 749 0 2YR 0 0 0 0 1103634206 SFR 0 XXX XXXXXXXX X 7.875 7.875 324000 324000 1/1/2007 12/1/2036 2126.25 360 80 CA 2/1/2007 N 405000 1 3 2126.25 95966 12/21/2006 2 PA0605EI_ARM-INTONLY 0 405000 40500 90 703 35.64 3YR 12/1/2011 6 3 1 3 1103634214 SFR 1 OO REFI N 5.99 5.99 388000 387946.91 1/1/2007 12/1/2036 1936.77 360 80 CA 2/1/2007 N 485000 1 3 1936.77 92057 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 72750 95 734 42.6 3YR 12/1/2011 6 3 1 3 1103634216 SFR 1 NOO PURCHASE N 12.25 12.25 40500 40477.97 1/1/2007 12/1/2021 424.4 180 10 CA 2/1/2007 Y 405000 2 0 424.4 95966 12/21/2006 2 TB0630_BALLOON 0 405000 0 90 703 35.64 3YR 0 0 0 0 1103634227 D-PUDS 0 XXX XXXXXXXX X 7.375 7.375 117215 117215 1/1/2007 12/1/2036 720.38 360 70 CO 2/1/2007 N 171000 1 0 720.38 80916 12/7/2006 2 PF1630I_FIX-INTONLY 0 167450 41862 95 666 49.14 NO-PREPAY 0 0 0 0 1103634233 XXXXX 0 XX XXXX X 0.000 0.000 000000 428239.92 2/1/2007 1/1/2037 2815.6 360 77.23 CA 2/1/2007 N 555000 1 0 2815.6 92614 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 77.23 647 46.6 2YR 0 0 0 0 1103634276 SFR 1 OO REFI N 6.7 6.7 562500 562500 1/1/2007 12/1/2036 3140.63 360 75 CA 2/1/2007 N 750000 1 3 3140.63 90241 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 187500 100 709 38.02 1YR 12/1/2011 6 3 1 3 1103634313 SFR 1 NOO PURCHASE N 10.75 10.75 27900 27857.42 11/1/2006 10/1/2021 260.44 180 15 UT 2/1/2007 Y 186000 2 0 260.44 84401 12/13/2006 2 TB0630_BALLOON 0 191979 0 90 717 23.37 NO-PREPAY 0 0 0 0 1103634325 2-4FAMILY 0 XXX XXXXXXXX X 10.125 10.125 231200 231100.42 2/1/2007 1/1/2037 2050.33 360 80 NJ 2/1/2007 N 300000 1 3 2050.33 07055 1/4/2007 2 PA1605E_ARM 0 289000 43350 95 643 46.43 NO-PREPAY 1/1/2012 6 3 1 10.125 1103634351 SFR 1 OO REFI N 7.5 7.5 508000 508000 1/1/2007 12/1/2036 3175 360 80 CA 2/1/2007 N 635000 1 3 3175 92804 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 127000 100 687 40.47 3YR 12/1/2011 6 3 1 3 1103634353 SFR 0 XX XXXXXXXX X 6.875 6.875 392800 392800 1/1/2007 12/1/2036 2250.42 360 80 CA 2/1/2007 N 495000 1 3 2250.42 90250 11/22/2006 2 PA2605EI_ARM-INTONLY 0 491000 98200 100 634 41.47 3YR 12/1/2011 6 3 1 3 1103634355 SFR 1 OO PURCHASE N 12.35 12.35 98200 98134.25 1/1/2007 12/1/2021 1036.63 180 20 CA 2/1/2007 Y 495000 2 0 1036.63 90250 11/22/2006 2 TB2630_BALLOON 0 491000 0 100 634 41.47 3YR 0 0 0 0 1103634372 SFR 1 OO REFI Y 6.75 6.75 151800 151800 1/1/2007 12/1/2036 853.88 360 66 MN 2/1/2007 N 230000 1 0 853.88 55418 12/7/2006 2 PF0630I_FIX-INTONLY 0 0 0 66 693 29.35 3YR 0 0 0 0 1103634381 SFR 0 XX XXXXXXXX X 6.375 6.375 436000 436000 1/1/2007 12/1/2036 2316.25 360 80 CA 2/1/2007 N 545000 1 3 2316.25 90603 12/5/2006 2 PA0605EI_ARM-INTONLY 0 545000 109000 100 689 39.47 1YR 12/1/2011 6 3 1 3 1103634406 CONDO 1 NOO XXXXXXXX X 0 0 000000 000000 1/1/2007 12/1/2036 1328.94 360 80 FL 2/1/2007 N 230000 1 3 1328.94 33025 12/6/2006 2 PA0605EI_ARM-INTONLY 0 221490 33223 95 701 50 NO-PREPAY 12/1/2011 6 3 1 3 1103634414 CONDO 1 NOO PURCHASE N 13.28 13.28 33223 33208.66 1/1/2007 12/1/2021 374.8 180 15 FL 2/1/2007 Y 230000 2 0 374.8 33025 12/6/2006 2 TB0630_BALLOON 0 221490 0 95 701 50 NO-PREPAY 0 0 0 0 1103634440 CONDO 0 XXX XXXXXXXX X 7.625 7.625 393750 393750 1/1/2007 12/1/2036 2501.95 360 75 CA 2/1/2007 N 525000 1 3 2501.95 92122 11/30/2006 2 PA1605EI_ARM-INTONLY 0 525000 78750 90 655 40.87 3YR 12/1/2011 6 3 1 3 1103634456 CONDO 0 XXX XXXXXXXX X 00.000 13.625 78750 78718.58 1/1/2007 12/1/2021 909.76 180 15 CA 2/1/2007 Y 525000 2 0 909.76 92122 11/30/2006 2 TB1630_BALLOON 0 525000 0 90 655 40.87 3YR 0 0 0 0 1103634528 SFR 1 OO REFI N 6.75 6.75 999000 999000 12/1/2006 11/1/2036 5619.38 360 72.66 CA 2/1/2007 N 1375000 1 3.25 5619.38 95401 12/5/2006 2 XA0605DI_ARM-INTONLY 0 0 237050 89.9 692 44.29 NO-PREPAY 11/1/2011 5 5 2 3.25 1103634534 PUD 1 OO REFI Y 6.125 6.125 252500 252498.28 12/1/2006 11/1/2036 1288.8 360 84.45 AZ 2/1/2007 N 299000 1 2.25 1288.8 85374 12/5/2006 1 BA0205DI_ARM-INTONLY 12 0 0 84.45 709 39.72 NO-PREPAY 11/1/2011 5 5 2 2.25 1103634539 SFR 0 XX XXXXXXXX X 6.25 6.25 256000 256000 12/1/2006 11/1/2036 1333.33 360 80 NJ 2/1/2007 N 320000 1 2.25 1333.33 07735 11/20/2006 1 XA0605DI_ARM-INTONLY 0 320000 64000 100 699 40.47 NO-PREPAY 11/1/2011 5 5 2 2.25 1103634553 PUD 0 XX XXXXXXXX X 6.5 6.5 180000 180000 12/1/2006 11/1/2036 975 360 80 GA 2/1/2007 N 225400 1 3.25 975 30132 11/20/2006 2 XA0605DI_ARM-INTONLY 0 225000 45000 100 719 36.52 NO-PREPAY 11/1/2011 5 5 2 3.25 1103634597 SFR 0 XX XXXXXXXX X 6.75 6.75 487500 487500 2/1/2007 1/1/2037 2742.19 360 75 CA 2/1/2007 N 650000 1 3 2742.19 90640 12/29/2006 2 PA0605EI_ARM-INTONLY 0 650000 162500 100 723 44.82 2YR 1/1/2012 6 3 1 3 1103634609 SFR 1 NOO REFI Y 10.375 10.375 297500 297500 1/1/2007 12/1/2036 2572.14 360 85 MN 2/1/2007 N 350000 1 4 2572.14 55362 12/7/2006 2 PA1405EI_ARM-INTONLY 22 0 0 85 660 11.97 3YR 12/1/2011 6 3 1 10.375 1103634640 SFR 1 OO REFI Y 6.625 6.625 332000 332000 2/1/2007 1/1/2037 1832.92 360 80 CA 2/1/2007 N 415000 1 3 1832.92 91706 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 83000 100 700 45 3YR 1/1/2012 6 3 1 3 1103634677 CONDO 0 XXX XXXXXXXX X 7.625 7.625 138675 138675 2/1/2007 1/1/2037 881.16 360 75 FL 2/1/2007 N 185000 1 3 881.16 33063 12/28/2006 2 PA0605EI_ARM-INTONLY 0 184900 36980 95 747 48 2YR 1/1/2012 6 3 1 3 1103634678 CONDO 0 XXX XXXXXXXX X 12.8 12.8 36980 36971.15 2/1/2007 1/1/2022 403.3 180 20 FL 2/1/2007 Y 185000 2 0 403.3 33063 12/28/2006 2 TB0630_BALLOON 0 184900 0 95 747 48 2YR 0 0 0 0 1103634684 SFR 0 XXX XXXXXXXX X 13 13 42850 42830.29 1/1/2007 12/1/2021 474.01 180 14.99 CA 2/1/2007 Y 286000 2 0 474.01 92543 11/30/2006 2 TB1630_BALLOON 0 285900 0 89.98 673 30.21 1YR 0 0 0 0 0000000000 CONDO 0 XX XXXXXXXX X 7.25 7.25 159200 158950.87 1/1/2007 12/1/2036 1086.02 360 80 NJ 2/1/2007 N 201000 1 3 1086.02 08844 12/12/2006 2 PA1605E_ARM 0 199000 39800 100 660 25.25 NO-PREPAY 12/1/2011 6 3 1 3 1103634696 CONDO 0 XX XXXXXXXX X 12.5 12.5 39800 39779.52 1/1/2007 12/1/2021 424.77 180 20 NJ 2/1/2007 Y 201000 2 0 424.77 08844 12/13/2006 2 TB1630_BALLOON 0 199000 0 100 660 25.25 NO-PREPAY 0 0 0 0 1103634703 SFR 1 NOO REFI Y 5.875 5.875 100000 100000 1/1/2007 12/1/2036 489.58 360 48.79 CA 2/1/2007 N 205000 1 3 489.58 93618 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 48.79 707 41.28 3YR 12/1/2011 6 3 1 3 1103634723 SFR 1 OO REFI Y 7.75 7.75 150000 150000 1/1/2007 12/1/2036 968.75 360 75 VA 2/1/2007 N 200000 1 3 968.75 22556 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 649 21.27 2YR 12/1/2011 6 3 1 7.75 0000000000 SFR 1 NOO REFI Y 6.125 6.125 252000 251937.72 1/1/2007 12/1/2036 1286.25 360 70 CA 2/1/2007 N 360000 1 3 1286.25 95204 12/8/2006 2 PA0607EI_ARM-INTONLY 0 0 0 70 706 40.85 1YR 12/1/2013 6 3 1 3 1103634753 SFR 0 XX XXXXXXXX X 7.5 7.5 164000 164000 1/1/2007 12/1/2036 1025 360 80 NV 2/1/2007 N 210000 1 0 1025 89030 12/18/2006 2 PF1630I_FIX-INTONLY 0 205000 41000 100 668 43.99 3YR 0 0 0 0 1103634773 D-PUDS 0 XXX XXXXXXXX X 6.625 6.625 196427 196427 1/1/2007 12/1/2036 1084.44 360 70 CO 2/1/2007 N 283500 1 3 1084.44 80920 12/14/2006 2 PA0603EI_ARM-INTONLY 0 280610 70152 95 693 40.43 1YR 12/1/2009 6 3 1 6.625 0000000000 D-PUDS 0 XXX XXXXXXXX X 13.1 13.1 70152 70120.46 1/1/2007 12/1/2021 781.51 180 25 CO 2/1/2007 Y 283500 2 0 781.51 80920 12/14/2006 2 TB0630_BALLOON 0 280610 0 95 693 40.62 NO-PREPAY 0 0 0 0 1103634780 SFR 0 XX XXXXXXXX X 5.75 5.75 235200 235200 1/1/2007 12/1/2036 1127 360 70 CA 2/1/2007 N 336000 1 3 1127 95624 12/14/2006 17 PA0605EI_ARM-INTONLY 0 336000 100800 100 787 40.55 3YR 12/1/2011 6 3 1 3 1103634786 SFR 1 NOO REFI Y 7 7 510000 510000 1/1/2007 12/1/2036 2975 360 75 CA 2/1/2007 N 680000 1 3 2975 92866 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 102000 90 714 41.77 1YR 12/1/2011 6 3 1 3 1103634787 SFR 1 NOO REFI Y 12.75 12.75 102000 101950.38 1/1/2007 12/1/2021 1108.43 180 15 CA 2/1/2007 Y 680000 2 0 1108.43 92866 12/20/2006 2 TB0630_BALLOON 0 0 0 90 714 41.77 NO-PREPAY 0 0 0 0 0000000000 SFR 0 XXX XXXXXXXX X 7.5 7.5 427500 427500 1/1/2007 12/1/2036 2671.88 360 75 CA 2/1/2007 N 570000 1 3 2671.88 90039 12/8/2006 2 PA1605EI_ARM-INTONLY 0 570000 114000 95 656 31.19 NO-PREPAY 12/1/2011 6 3 1 3 1103634922 PUD 1 NOO REFI Y 6.125 6.125 141000 141000 1/1/2007 12/1/2036 719.69 360 60 MD 2/1/2007 N 235000 1 3 719.69 20743 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 0 60 654 41.74 3YR 12/1/2011 6 3 1 3 1103634924 SFR 0 XX XXXXXXXX X 6.25 6.25 360000 360000 12/1/2006 11/1/2036 1875 360 80 CA 2/1/2007 N 470000 1 2.75 1875 90650 12/8/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 739 44.04 3YR 11/1/2011 6 3 1 6.25 1103634925 HI-RISE 1 NOO REFI Y 8.125 8.125 336000 336000 12/1/2006 11/1/2036 2275 360 80 MD 2/1/2007 N 420000 1 2.75 2275 21230 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 702 0 NO-PREPAY 11/1/2011 6 3 1 8.125 1103634926 HI-RISE 1 NOO REFI Y 8.125 8.125 200000 200000 12/1/2006 11/1/2036 1354.17 360 80 VA 2/1/2007 N 250000 1 2.75 1354.17 22204 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 702 0 3YR 11/1/2011 6 3 1 8.125 1103634928 2-4FAMILY 0 XXX XXXXXXXX X 8.5 8.5 516800 516800 12/1/2006 11/1/2036 3660.67 360 80 CA 2/1/2007 N 646000 1 2.75 3660.67 90710 12/8/2006 8 SA0605EI_ARM-INTONLY 0 646000 96900 95 743 0 1YR 11/1/2011 6 3 1 8.5 1103634929 SFR 0 XXX XXXXXXXX X 7.75 7.75 171200 171200 12/1/2006 11/1/2036 1105.67 360 80 CA 2/1/2007 N 225000 1 2.75 1105.67 93307 12/8/2006 8 SA2605EI_ARM-INTONLY 0 214000 32100 95 663 0 3YR 11/1/2011 6 3 1 7.75 1103634930 SFR 0 XX XXXXXXXX X 7.25 7.25 212000 212000 12/1/2006 11/1/2036 1280.83 360 80 CA 2/1/2007 N 290000 1 2.75 1280.83 92324 12/8/2006 2 PA1605EI_ARM-INTONLY 0 265000 53000 100 644 20.71 3YR 11/1/2011 6 3 1 7.25 0000000000 SFR 1 NOO REFI N 6.75 6.75 332000 332000 12/1/2006 11/1/2036 1867.5 360 78.49 CA 2/1/2007 N 423000 1 2.75 1867.5 91766 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 78.49 723 0 3YR 11/1/2011 6 3 1 6.75 1103634932 2-4FAMILY 0 XX XXXXXXXX X 7.875 7.875 536000 536000 12/1/2006 11/1/2036 3517.5 360 80 CA 2/1/2007 N 670000 1 2.75 3517.5 90002 12/8/2006 2 PA1605EI_ARM-INTONLY 0 670000 134000 100 679 40.65 1YR 11/1/2011 6 3 1 7.875 1103634933 SFR 0 XX XXXXXXXX X 7.5 7.5 324947 324947 12/1/2006 11/1/2036 2030.92 360 80 CA 2/1/2007 N 413000 1 2.75 2030.92 92545 12/8/2006 2 PA1605EI_ARM-INTONLY 0 406184 81236 100 657 39.43 3YR 11/1/2011 6 3 1 7.5 1103634935 SFR 0 XX XXXXXXXX X 7.375 7.375 391945 391945 12/1/2006 11/1/2036 2408.83 360 80 CA 2/1/2007 N 509000 1 2.75 2408.83 93727 12/8/2006 2 PA1605EI_ARM-INTONLY 0 489932 97986 100 646 40.89 1YR 11/1/2011 6 3 1 7.375 1103634936 SFR 1 OO REFI Y 7.125 7.125 332000 332000 12/1/2006 11/1/2036 1971.25 360 80 CA 2/1/2007 N 415000 1 2.75 1971.25 92504 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 83000 100 680 46.85 1YR 11/1/2011 6 3 1 7.125 1103634937 SFR 0 XX XXXXXXXX X 6.625 6.625 280000 280000 12/1/2006 11/1/2036 1545.83 360 80 CA 2/1/2007 N 350000 1 2.75 1545.83 93535 12/8/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 667 43.23 3YR 11/1/2011 6 3 1 6.625 1103634938 SFR 0 XXX XXXXXXXX X 6.875 6.875 480000 480000 12/1/2006 11/1/2036 2750 360 80 CA 2/1/2007 N 600000 1 2.75 2750 93036 12/8/2006 2 PA0605EI_ARM-INTONLY 0 600000 60000 90 701 30.21 3YR 11/1/2011 6 3 1 6.875 1103634939 SFR 0 XX XXXXXXXX X 7.5 7.5 479920 479920 12/1/2006 11/1/2036 2999.5 360 80 CA 2/1/2007 N 600000 1 2.75 2999.5 91711 12/8/2006 2 PA1605EI_ARM-INTONLY 0 599900 119980 100 663 42.8 1YR 11/1/2011 6 3 1 7.5 1103634940 2-4FAMILY 2 OO REFI Y 8.375 8.375 472000 472000 12/1/2006 11/1/2036 3294.17 360 80 CA 2/1/2007 N 590000 1 2.75 3294.17 90221 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 118000 100 644 42.47 NO-PREPAY 11/1/2011 6 3 1 8.375 1103634942 TOWNHOUSE 0 XX XXXXXXXX X 6.25 6.25 184000 184000 12/1/2006 11/1/2036 958.33 360 80 FL 2/1/2007 N 230000 1 2.75 958.33 33026 12/8/2006 2 PA0605EI_ARM-INTONLY 0 230000 46000 100 767 37.38 3YR 11/1/2011 6 3 1 6.25 1103634943 2-4FAMILY 0 XXX XXXXXXXX X 9.375 9.375 199920 199614.76 12/1/2006 11/1/2036 1662.83 360 80 CT 2/1/2007 N 255000 1 2.75 1662.83 06604 12/8/2006 2 PA0605E_ARM 0 249900 37485 95 691 46.63 1YR 11/1/2011 6 3 1 9.375 1103634945 2-4FAMILY 0 XX XXXXXXXX X 7.625 7.625 310800 310800 12/1/2006 11/1/2036 1974.88 360 80 CA 2/1/2007 N 388500 1 2.75 1974.88 93305 12/8/2006 2 PA0605EI_ARM-INTONLY 0 390000 77700 100 708 29.69 3YR 11/1/2011 6 3 1 7.625 1103634946 SFR 0 XX XXXXXXXX X 6.875 6.875 424000 424000 12/1/2006 11/1/2036 2429.17 360 80 CA 2/1/2007 N 535000 1 2.75 2429.17 91306 12/8/2006 2 PA1605EI_ARM-INTONLY 0 530000 106000 100 671 41.84 3YR 11/1/2011 6 3 1 6.875 1103634948 SFR 0 XX XXXXXXXX X 5.875 5.875 399200 399200 12/1/2006 11/1/2036 1954.42 360 80 CA 2/1/2007 N 499000 1 2.75 1954.42 90002 12/8/2006 2 PA0605EI_ARM-INTONLY 0 499000 99800 100 729 44.28 3YR 11/1/2011 6 3 1 5.875 0000000000 CONDO 1 OO REFI Y 6.75 6.75 290000 289998.5 12/1/2006 11/1/2036 1631.25 360 71.79 CA 2/1/2007 N 404000 1 2.75 1631.25 95116 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.79 785 30.71 1YR 11/1/2011 6 3 1 6.75 1103634950 PUD 0 XX XXXXXXXX X 6.875 6.875 227960 227960 12/1/2006 11/1/2036 1306.02 360 80 WA 2/1/2007 N 285000 1 2.75 1306.02 98374 12/8/2006 2 PA1605EI_ARM-INTONLY 0 284950 56990 100 667 50 3YR 11/1/2011 6 3 1 6.875 1103634951 SFR 1 NOO REFI N 7.125 7.125 120000 120000 12/1/2006 11/1/2036 712.5 360 80 MS 2/1/2007 N 150000 1 2.75 712.5 39208 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 647 33.7 3YR 11/1/2011 6 3 1 7.125 1103634954 SFR 1 OO REFI Y 7.5 7.5 220000 220000 12/1/2006 11/1/2036 1375 360 80 CA 2/1/2007 N 275000 1 2.75 1375 93620 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 55000 100 673 44.99 3YR 11/1/2011 6 3 1 7.5 0000000000 SFR 0 XX XXXXXXXX X 7.375 7.375 452000 452000 12/1/2006 11/1/2036 2777.92 360 80 CA 2/1/2007 N 565000 1 2.75 2777.92 91754 12/8/2006 2 PA1605EI_ARM-INTONLY 0 565000 113000 100 651 29.65 NO-PREPAY 11/1/2011 6 3 1 7.375 1103634958 2-4FAMILY 0 XX XXXXXXXX X 7.625 7.625 380000 379995.54 12/1/2006 11/1/2036 2414.58 360 80 CA 2/1/2007 N 475000 1 2.75 2414.58 92501 12/8/2006 2 PA0605EI_ARM-INTONLY 0 475000 95000 100 725 41.68 1YR 11/1/2011 6 3 1 7.625 1103634959 SFR 1 OO XXXXXXXX X 0 0 000000 000000 12/1/2006 11/1/2036 1442 360 80 CA 2/1/2007 N 309000 1 2.75 1442 91766 12/8/2006 2 PA1605EI_ARM-INTONLY 0 309000 61800 100 665 38.86 NO-PREPAY 11/1/2011 6 3 1 7 1103634961 CONDO 0 XX XXXXXXXX X 7.5 7.5 168000 168000 12/1/2006 11/1/2036 1050 360 80 CA 2/1/2007 N 220000 1 2.75 1050 92503 12/8/2006 2 PA1605EI_ARM-INTONLY 0 210000 42000 100 658 44.33 3YR 11/1/2011 6 3 1 7.5 1103634962 CONDO 0 XX XXXXXXXX X 6.625 6.625 343920 343920 12/1/2006 11/1/2036 1898.73 360 80 CA 2/1/2007 N 430000 1 2.75 1898.73 92108 12/8/2006 2 PA0605EI_ARM-INTONLY 0 429900 85980 100 738 40.06 3YR 11/1/2011 6 3 1 6.625 1103634963 CONDO 0 XXX XXXXXXXX X 7.25 7.25 80000 80000 12/1/2006 11/1/2036 483.33 360 80 CA 2/1/2007 N 100000 1 2.75 483.33 93307 12/8/2006 2 PA0605EI_ARM-INTONLY 0 100000 15000 95 713 30.43 3YR 11/1/2011 6 3 1 7.25 0000000000 SFR 1 OO REFI Y 6.99 6.99 420000 420000 12/1/2006 11/1/2036 2446.5 360 80 CA 2/1/2007 N 525000 1 2.75 2446.5 90605 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 105000 100 701 44.46 3YR 11/1/2011 6 3 1 6.99 1103634966 SFR 0 XX XXXXXXXX X 6.875 6.875 514400 514400 12/1/2006 11/1/2036 2947.08 360 80 CA 2/1/2007 N 643000 1 2.75 2947.08 91741 12/8/2006 2 PA1605EI_ARM-INTONLY 0 643000 128600 100 647 44.84 3YR 11/1/2011 6 3 1 6.875 1103634967 SFR 1 OO REFI Y 7.99 7.99 396000 396000 12/1/2006 11/1/2036 2636.7 360 80 CA 2/1/2007 N 495000 1 2.75 2636.7 90280 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 99000 100 652 13.6 1YR 11/1/2011 6 3 1 7.99 1103634970 SFR 0 XX XXXXXXXX X 6.75 6.75 364000 364000 12/1/2006 11/1/2036 2047.5 360 80 CA 2/1/2007 N 459000 1 2.75 2047.5 91710 12/8/2006 2 PA1605EI_ARM-INTONLY 0 455000 91000 100 668 40.24 3YR 11/1/2011 6 3 1 6.75 1103634971 SFR 1 OO REFI N 6.875 6.875 456000 456000 12/1/2006 11/1/2036 2612.5 360 80 CA 2/1/2007 N 570000 1 3.25 2612.5 91331 12/22/2006 2 PA0607EI_ARM-INTONLY 0 0 40000 87.02 718 30.3 NO-PREPAY 11/1/2013 6 5 1 6.875 1103634973 SFR 0 XX XXXXXXXX X 6.625 6.625 212000 212000 12/1/2006 11/1/2036 1170.42 360 80 CA 2/1/2007 N 270000 1 2.75 1170.42 93536 12/8/2006 2 PA0605EI_ARM-INTONLY 0 265000 53000 100 693 41.4 3YR 11/1/2011 6 3 1 6.625 1103634974 SFR 1 OO REFI Y 5.875 5.875 251388 251379.48 12/1/2006 11/1/2036 1230.75 360 79.81 CA 2/1/2007 N 315000 1 2.75 1230.75 92544 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 79.81 688 41.98 3YR 11/1/2011 6 3 1 5.875 1103634976 SFR 0 XX XXXXXXXX X 6.625 6.625 384000 384000 12/1/2006 11/1/2036 2120 360 80 CA 2/1/2007 N 480000 1 2.75 2120 90250 12/8/2006 2 PA0605EI_ARM-INTONLY 0 480000 96000 100 693 49.57 3YR 11/1/2011 6 3 1 6.625 1103634981 2-4FAMILY 0 XXX XXXXXXXX X 7.875 7.875 96000 96000 1/1/2007 12/1/2036 630 360 80 TX 2/1/2007 N 124000 1 2.75 630 78237 12/8/2006 2 PA0605EI_ARM-INTONLY 0 120000 18000 95 735 30.95 NO-PREPAY 12/1/2011 6 3 1 7.875 1103635036 SFR 0 XX XXXXXXXX X 6.75 6.75 360000 360000 1/1/2007 12/1/2036 2025 360 90 CA 2/1/2007 N 425000 1 4.125 2025 91701 11/29/2006 2 PA1405EI_ARM-INTONLY 25 400000 0 90 659 48.4 3YR 12/1/2011 6 3 1 4.125 1103635039 SFR 1 OO PURCHASE N 12.65 12.65 89000 88887.54 10/1/2006 9/1/2021 960.23 180 20 NY 2/1/2007 Y 445000 2 0 960.23 11550 11/30/2006 17 UB3330_BALLOON 0 445000 0 100 618 44.99 NO-PREPAY 0 0 0 0 1103635043 SFR 1 NOO REFI Y 6.625 6.625 228000 228000 1/1/2007 12/1/2036 1258.75 360 67.06 CA 2/1/2007 N 340000 1 3 1258.75 95823 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 67.06 708 38.56 3YR 12/1/2011 6 3 1 3 1103635055 SFR 1 OO REFI Y 6.25 6.25 152000 152000 1/1/2007 12/1/2036 791.67 360 43.43 CA 2/1/2007 N 350000 1 0 791.67 95337 12/14/2006 1 PF0630I_FIX-INTONLY 0 0 0 43.43 718 28.8 3YR 0 0 0 0 1103635065 SFR 1 NOO REFI N 8.875 8.875 266000 266000 12/1/2006 11/1/2036 1967.29 360 95 FL 2/1/2007 N 280000 1 3.75 1967.29 33993 12/7/2006 8 XA0405EI_ARM-INTONLY 30 0 0 95 775 0 3YR 11/1/2011 6 6 2 3.75 1103635071 SFR 0 XXX XXXXXXXX X 9.875 9.875 182700 182700 12/1/2006 11/1/2036 1503.47 360 90 FL 2/1/2007 N 203000 1 4 1503.47 33404 12/7/2006 8 EA2605EI_ARM-INTONLY 25 203000 0 90 629 0 3YR 11/1/2011 6 6 2 4 1103635072 CONDO 0 XX XXXXXXXX X 7.5 7.5 165000 165000 12/1/2006 11/1/2036 1031.25 360 100 FL 2/1/2007 N 185000 1 3.875 1031.25 33716 12/7/2006 2 XA0403EI_ARM-INTONLY 35 165000 0 100 756 41.11 3YR 11/1/2009 6 6 2 3.875 1103635073 CONDO 0 XXX XXXXXXXX X 8.875 8.875 215640 215640 12/1/2006 11/1/2036 1594.84 360 95 FL 2/1/2007 N 227000 1 4 1594.84 33556 12/7/2006 1 XA0405EI_ARM-INTONLY 30 226990 0 95 681 41.33 3YR 11/1/2011 6 6 2 4 1103635074 PUD 1 NOO REFI Y 8.25 8.25 263500 263287.95 12/1/2006 11/1/2036 1881.76 360 85 FL 2/1/2007 Y 310000 1 3.5 1881.76 33543 12/7/2006 12 BL0105E_ARM-BALLOON 22 0 0 85 722 0 3YR 11/1/2011 6 6 2 3.5 0000000000 SFR 0 XX XXXXXXXX X 8.125 8.125 347000 346710.47 12/1/2006 11/1/2036 2445.34 360 100 MD 2/1/2007 Y 350000 1 4 2445.34 20706 12/7/2006 8 XL0403E_ARM-BALLOON 35 347000 0 100 709 0 NO-PREPAY 11/1/2009 6 6 2 4 1103635083 SFR 1 OO REFI N 9 9 279800 279619.34 12/1/2006 11/1/2036 2158.27 360 99.93 IL 2/1/2007 Y 280000 1 4.625 2158.27 60050 12/7/2006 8 XL1407E_ARM-BALLOON 35 0 0 99.93 661 0 NO-PREPAY 11/1/2013 6 6 2 4.625 1103635085 PUD 0 XX XXXXXXXX X 9.5 9.5 329895 329895 12/1/2006 11/1/2036 2611.67 360 100 NV 2/1/2007 N 340000 1 4 2611.67 89436 12/7/2006 8 XA2403EI_ARM-INTONLY 35 329895 0 100 679 0 3YR 11/1/2009 6 6 2 4 1103635088 SFR 1 2ND REFI N 6.5 6.5 203600 203044.83 12/1/2006 11/1/2036 1286.89 360 82.77 FL 2/1/2007 N 246000 1 2.25 1286.89 33971 12/7/2006 2 BA0205D_ARM 12 0 0 82.77 787 38.97 NO-PREPAY 11/1/2011 5 5 2 2.25 1103635089 HI-RISE 0 XXX XXXXXXXX X 7.125 7.125 251370 250696.09 12/1/2006 11/1/2036 1584.97 360 90 AZ 2/1/2007 Y 280000 1 2.875 1584.97 85012 12/7/2006 8 SL0605E_ARM-BALLOON 25 279300 0 90 728 0 3YR 11/1/2011 6 6 2 2.875 1103635090 CONDO 0 XXX XXXXXXXX X 7.125 7.125 270000 269003.89 12/1/2006 11/1/2036 1819.04 360 90 AZ 2/1/2007 N 300000 1 2.875 1819.04 85012 12/7/2006 8 SA0605E_ARM 25 300000 0 90 728 0 3YR 11/1/2011 6 6 2 2.875 1103635091 CONDO 0 XXX XXXXXXXX X 7.375 7.375 210870 210651.89 12/1/2006 11/1/2036 1368.23 360 90 AZ 2/1/2007 Y 240000 1 2.875 1368.23 85012 12/7/2006 8 SL0605E_ARM-BALLOON 25 234300 0 90 711 0 1YR 11/1/2011 6 6 2 2.875 1103635092 CONDO 0 XX XXXXXXXX X 7.25 7.25 231705 231456.71 12/1/2006 11/1/2036 1482.15 360 95 VA 2/1/2007 Y 247000 1 2.875 1482.15 22302 12/7/2006 8 SL2605E_ARM-BALLOON 30 243900 0 95 623 0 3YR 11/1/2011 6 6 2 2.875 1103635093 SFR 0 XX XXXXXXXX X 6.75 6.75 385000 385000 12/1/2006 11/1/2036 2165.63 360 100 VA 2/1/2007 N 388000 1 2.875 2165.63 22191 12/7/2006 8 XA0605EI_ARM-INTONLY 35 385000 0 100 690 0 3YR 11/1/2011 6 6 2 2.875 0000000000 PUD 1 OO XXXXXXXX X 0 0 000000 000000 12/1/2006 11/1/2036 1429.17 360 100 MD 2/1/2007 N 250000 1 2.875 1429.17 21703 12/7/2006 8 XA0603EI_ARM-INTONLY 35 245000 0 100 693 0 3YR 11/1/2009 6 6 2 2.875 1103635095 SFR 0 XX XXXXXXXX X 7.25 7.25 355000 354619.56 12/1/2006 11/1/2036 2270.84 360 100 VA 2/1/2007 Y 375000 1 2.875 2270.84 22303 12/7/2006 8 XL0603E_ARM-BALLOON 35 355000 0 100 689 0 1YR 11/1/2009 6 6 2 2.875 1103635096 SFR 1 OO REFI N 7.125 7.125 131700 131382.15 12/1/2006 11/1/2036 887.29 360 84.97 IL 2/1/2007 N 155000 1 3.5 887.29 60073 12/22/2006 8 BA2205E_ARM 12 0 0 84.97 662 0 1YR 11/1/2011 6 6 2 3.5 1103635098 SFR 1 2ND REFI N 6.375 6.375 216400 215795.53 12/1/2006 11/1/2036 1350.05 360 80 FL 2/1/2007 N 270500 1 2.25 1350.05 33993 12/7/2006 2 XA0605D_ARM 0 0 0 80 789 36.74 NO-PREPAY 11/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI Y 7 7 192000 192000 12/1/2006 11/1/2036 1120 360 80 FL 2/1/2007 N 240000 1 2.875 1120 33063 12/7/2006 1 PA2603EI_ARM-INTONLY 0 0 0 80 620 47.333 3YR 11/1/2009 6 6 2 2.875 1103635103 SFR 1 OO REFI Y 7.875 7.875 300000 300000 12/1/2006 11/1/2036 1968.75 360 80 FL 2/1/2007 N 375000 1 2.875 1968.75 33313 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 636 0 3YR 11/1/2011 6 6 2 2.875 1103635105 SFR 0 XX XXXXXXXX X 7.25 7.25 301600 301276.81 12/1/2006 11/1/2036 1929.25 360 80 VA 2/1/2007 Y 378000 1 2.875 1929.25 23838 12/7/2006 8 SL0605E_ARM-BALLOON 0 377000 75400 100 698 0 3YR 11/1/2011 6 6 2 2.875 1103635106 SFR 0 XX XXXXXXXX X 7.375 7.375 171200 171200 12/1/2006 11/1/2036 1052.17 360 80 NC 2/1/2007 N 215000 1 2.875 1052.17 27603 12/7/2006 8 SA2603EI_ARM-INTONLY 0 214000 42800 100 672 0 2YR 11/1/2009 6 3 1 2.875 1103635107 PUD 0 XX XXXXXXXX X 7.5 7.5 246944 246944 12/1/2006 11/1/2036 1543.4 360 80 FL 2/1/2007 N 320000 1 2.875 1543.4 34637 12/7/2006 2 BA2603EI_ARM-INTONLY 0 308680 61736 100 626 41.426 3YR 11/1/2009 6 6 2 2.875 1103635108 PUD 0 XX XXXXXXXX X 6.875 6.875 228000 228000 12/1/2006 11/1/2036 1306.25 360 80 FL 2/1/2007 N 302000 1 2.875 1306.25 33566 12/7/2006 2 PA0605EI_ARM-INTONLY 0 285000 57000 100 686 38.68 3YR 11/1/2011 6 6 2 2.875 1103635109 CONDO 0 XXX XXXXXXXX X 7.5 7.5 109200 109200 12/1/2006 11/1/2036 682.5 360 69.78 FL 2/1/2007 N 160000 1 2.875 682.5 33611 12/7/2006 12 BA2203EI_ARM-INTONLY 0 156500 0 69.78 629 0 3YR 11/1/2009 6 6 2 2.875 0000000000 CONDO 0 XXX XXXXXXXX X 7.25 7.25 334673 334314.35 12/1/2006 11/1/2036 2140.81 360 80 FL 2/1/2007 Y 490000 1 3.5 2140.81 33946 12/7/2006 12 XL0605E_ARM-BALLOON 0 418342 0 80 716 0 3YR 11/1/2011 6 6 2 3.5 1103635111 PUD 1 OO REFI Y 7.375 7.375 192000 192000 12/1/2006 11/1/2036 1180 360 80 FL 2/1/2007 N 240000 1 2.875 1180 32808 12/7/2006 12 XA2605EI_ARM-INTONLY 0 0 0 80 659 0 1YR 11/1/2011 6 6 2 2.875 1103635112 SFR 0 XX XXXXXXXX X 6.625 6.625 192610 192610 12/1/2006 11/1/2036 1063.37 360 79.63 FL 2/1/2007 N 242000 1 2.875 1063.37 32807 12/7/2006 8 SA0605EI_ARM-INTONLY 0 241900 25100 90 749 0 3YR 11/1/2011 6 6 2 2.875 1103635113 PUD 0 0XX XXXXXXXX X 6.5 6.5 169400 169400 12/1/2006 11/1/2036 917.58 360 70 FL 2/1/2007 N 265000 1 2.875 917.58 34746 12/7/2006 12 XA0605EI_ARM-INTONLY 0 242000 0 70 739 0 3YR 11/1/2011 6 6 2 2.875 1103635116 SFR 1 NOO REFI N 7.375 7.375 331000 331000 12/1/2006 11/1/2036 2034.27 360 77.89 MD 2/1/2007 N 425000 1 2.875 2034.27 20850 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.89 661 0 1YR 11/1/2011 6 3 1 2.875 1103635117 PUD 0 XX XXXXXXXX X 7.875 7.875 195200 195024.95 12/1/2006 11/1/2036 1338.97 360 80 VA 2/1/2007 Y 250000 1 2.875 1338.97 22405 12/7/2006 8 SL2603E_ARM-BALLOON 0 244000 48800 100 631 0 3YR 11/1/2009 6 6 2 2.875 1103635121 CONDO 0 XX XXXXXXXX X 8.125 8.125 208000 208000 12/1/2006 11/1/2036 1408.33 360 80 VA 2/1/2007 N 260000 1 2.875 1408.33 22304 12/7/2006 8 SA2603EI_ARM-INTONLY 0 260000 52000 100 626 0 3YR 11/1/2009 6 6 2 2.875 1103635122 SFR 1 OO REFI Y 6.625 6.625 304000 304000 12/1/2006 11/1/2036 1678.33 360 78.76 VA 2/1/2007 N 386000 1 2.875 1678.33 22193 12/7/2006 8 SA0603EI_ARM-INTONLY 0 0 43400 90 687 0 3YR 11/1/2009 6 6 2 2.875 1103635123 XXXXX 0 XX XXXX X 0.000 7.875 219200 219200 12/1/2006 11/1/2036 1438.5 360 80 VA 2/1/2007 N 274000 1 2.875 1438.5 22192 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 54800 100 675 0 1YR 11/1/2011 6 6 2 2.875 1103635125 PUD 1 NOO REFI Y 7.375 7.375 455992 455520.33 12/1/2006 11/1/2036 2958.71 360 80 SC 2/1/2007 Y 569990 1 2.875 2958.71 29466 12/7/2006 8 SL0603E_ARM-BALLOON 0 0 0 80 774 0 1YR 11/1/2009 6 6 2 2.875 1103635126 SFR 0 XX XXXXXXXX X 7.25 7.25 391200 391200 12/1/2006 11/1/2036 2363.5 360 80 VA 2/1/2007 N 490000 1 2.875 2363.5 20151 12/7/2006 8 SA0603EI_ARM-INTONLY 0 489000 97800 100 693 0 3YR 11/1/2009 6 6 2 2.875 1103635127 SFR 1 NOO REFI Y 7.5 7.5 180000 180000 12/1/2006 11/1/2036 1125 360 80 MD 2/1/2007 N 225000 1 2.875 1125 20640 12/7/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 690 0 1YR 11/1/2011 6 6 2 2.875 0000000000 CONDO 0 XX XXXXXXXX X 7.125 7.125 226400 226400 12/1/2006 11/1/2036 1344.25 360 80 MD 2/1/2007 N 283000 1 2.875 1344.25 20874 12/7/2006 8 SA0603EI_ARM-INTONLY 0 283000 56600 100 742 0 1YR 11/1/2009 6 6 2 2.875 1103635129 SFR 1 OO REFI Y 6.625 6.625 305000 302722.02 12/1/2006 11/1/2036 1952.95 360 55.31 MD 2/1/2007 N 551500 1 2.875 1952.95 20817 12/7/2006 8 SA2607E_ARM 0 0 0 55.31 664 0 3YR 11/1/2013 6 3 1 2.875 1103635130 PUD 0 XX XXXXXXXX X 7.75 7.75 423200 423200 12/1/2006 11/1/2036 2733.17 360 80 MD 2/1/2007 N 529000 1 2.875 2733.17 20705 12/7/2006 8 SA2603EI_ARM-INTONLY 0 529000 100000 98.91 624 0 1YR 11/1/2009 6 6 2 2.875 1103635131 PUD 1 NOO REFI Y 6.875 6.875 256000 256000 12/1/2006 11/1/2036 1466.67 360 80 MD 2/1/2007 N 320000 1 2.875 1466.67 21702 12/7/2006 8 SA0603EI_ARM-INTONLY 0 0 48000 95 715 0 3YR 11/1/2009 6 6 2 2.875 1103635132 PUD 1 OO REFI N 6.625 6.625 274000 273984 12/1/2006 11/1/2036 1512.71 360 79.89 MD 2/1/2007 N 343000 1 2.875 1512.71 21774 12/7/2006 8 SA2603EI_ARM-INTONLY 0 0 42000 92.13 637 0 3YR 11/1/2009 6 6 2 2.875 0000000000 CONDO 0 XX XXXXXXXX X 7.5 7.5 160000 160000 12/1/2006 11/1/2036 1000 360 80 VA 2/1/2007 N 220000 1 2.875 1000 20191 12/7/2006 2 PA0603EI_ARM-INTONLY 0 200000 40000 100 684 43.24 1YR 11/1/2009 6 6 2 2.875 1103635137 SFR 1 OO REFI Y 7.625 7.625 280000 279730.24 12/1/2006 11/1/2036 1868.52 360 80 MD 2/1/2007 Y 350000 1 2.875 1868.52 20613 12/7/2006 8 SL0603E_ARM-BALLOON 0 0 0 80 689 0 2YR 11/1/2009 6 6 2 2.875 1103635138 SFR 1 OO REFI Y 6.875 6.875 428000 427490.46 12/1/2006 11/1/2036 2620.96 360 80 VA 2/1/2007 Y 535000 1 2.875 2620.96 22032 12/7/2006 8 SL0605E_ARM-BALLOON 0 0 53000 89.91 702 0 1YR 11/1/2011 6 6 2 2.875 1103635139 PUD 0 XX XXXXXXXX X 6.5 6.5 404000 404000 12/1/2006 11/1/2036 2188.33 360 80 MD 2/1/2007 N 514000 1 2.875 2188.33 21666 12/7/2006 8 SA0603EI_ARM-INTONLY 0 505000 100000 99.81 749 0 3YR 11/1/2009 6 6 2 2.875 1103635142 XXXXX 0 XXX XXXX X 0.000 0.000 000000 275499.65 12/1/2006 11/1/2036 1750.57 360 77.83 MD 2/1/2007 N 354000 1 2.875 1750.57 20878 12/7/2006 8 SA2603EI_ARM-INTONLY 0 0 0 77.83 644 0 1YR 11/1/2009 6 6 2 2.875 1103635143 SFR 1 OO REFI Y 6.5 6.5 290000 289921.46 12/1/2006 11/1/2036 1570.83 360 62.37 MD 2/1/2007 N 465000 1 2.875 1570.83 20906 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 62.37 680 0 3YR 11/1/2011 6 6 2 2.875 0000000000 PUD 1 OO REFI Y 6.75 6.75 352000 351566.11 12/1/2006 11/1/2036 2123.82 360 80 CA 2/1/2007 Y 440000 1 2.875 2123.82 91761 12/7/2006 8 XL0607E_ARM-BALLOON 0 0 44000 90 702 0 3YR 11/1/2013 6 6 2 2.875 1103635145 2-4FAMILY 0 XXX XXXXXXXX X 8.25 8.25 404000 404000 12/1/2006 11/1/2036 2777.5 360 80 CA 2/1/2007 N 505000 1 2.875 2777.5 92507 12/7/2006 12 BA2203EI_ARM-INTONLY 0 505000 0 80 639 0 3YR 11/1/2009 6 6 2 2.875 1103635146 SFR 0 XX XXXXXXXX X 6.875 6.875 398400 398400 12/1/2006 11/1/2036 2282.5 360 80 CA 2/1/2007 N 500000 1 2.875 2282.5 90712 12/7/2006 8 SA0605EI_ARM-INTONLY 0 498000 99600 100 712 0 3YR 11/1/2011 6 6 2 2.875 1103635148 2-4FAMILY 0 XXX XXXXXXXX X 8.375 8.375 224000 224000 12/1/2006 11/1/2036 1563.33 360 80 AZ 2/1/2007 N 280000 1 2.875 1563.33 85016 12/7/2006 8 SA0603EI_ARM-INTONLY 0 280000 28000 90 687 0 3YR 11/1/2009 6 6 2 2.875 1103635149 2-4FAMILY 0 XXX XXXXXXXX X 8.375 8.375 216000 216000 12/1/2006 11/1/2036 1507.5 360 80 AZ 2/1/2007 N 280000 1 2.875 1507.5 85016 12/7/2006 8 SA0603EI_ARM-INTONLY 0 270000 27000 90 687 0 3YR 11/1/2009 6 6 2 2.875 0000000000 SFR 1 OO REFI N 6.25 6.25 416000 416000 12/1/2006 11/1/2036 2166.67 360 80 CA 2/1/2007 N 520000 1 2.875 2166.67 90712 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 74000 94.24 746 47.04 3YR 11/1/2011 6 6 2 2.875 1103635152 SFR 0 XX XXXXXXXX X 6.625 6.625 750000 750000 12/1/2006 11/1/2036 4140.63 360 71.43 CA 2/1/2007 N 1050000 1 2.875 4140.63 90254 12/7/2006 12 SA2603EI_ARM-INTONLY 0 1050000 0 71.43 668 0 3YR 11/1/2009 6 3 1 2.875 1103635155 PUD 0 XX XXXXXXXX X 7.25 7.25 316000 316000 12/1/2006 11/1/2036 1909.17 360 80 MD 2/1/2007 N 425000 1 2.875 1909.17 21403 12/7/2006 8 SA0603EI_ARM-INTONLY 0 395000 79000 100 686 0 3YR 11/1/2009 6 6 2 2.875 1103635156 CONDO 0 XX XXXXXXXX X 6.75 6.75 319920 319920 12/1/2006 11/1/2036 1799.55 360 80 VA 2/1/2007 N 413000 1 2.875 1799.55 22304 12/7/2006 8 SA0603EI_ARM-INTONLY 0 399900 79980 100 749 0 3YR 11/1/2009 6 6 2 2.875 1103635157 SFR 0 XX XXXXXXXX X 6.875 6.875 312000 311628.58 12/1/2006 11/1/2036 1910.6 360 80 MD 2/1/2007 Y 390000 1 2.875 1910.6 20706 12/7/2006 8 SL0605E_ARM-BALLOON 0 390000 78000 100 724 0 3YR 11/1/2011 6 6 2 2.875 1103635160 2-4FAMILY 0 XX XXXXXXXX X 7.125 7.125 320000 320000 12/1/2006 11/1/2036 1900 360 80 CA 2/1/2007 N 402000 1 2.875 1900 92553 12/7/2006 8 SA0605EI_ARM-INTONLY 0 400000 80000 100 711 0 3YR 11/1/2011 6 6 2 2.875 1103635161 SFR 0 XX XXXXXXXX X 6.375 6.375 212000 211670.09 12/1/2006 11/1/2036 1222.34 360 80 NV 2/1/2007 Y 270000 1 2.875 1222.34 89502 12/7/2006 2 PL0605E_ARM-BALLOON 0 265000 53000 100 694 41.47 3YR 11/1/2011 6 6 2 2.875 1103635162 SFR 1 OO REFI Y 7.625 7.625 368000 366931.1 10/1/2006 9/1/2036 2455.76 360 80 NJ 2/1/2007 Y 460000 1 3.5 2455.76 08225 12/7/2006 8 SL2605E_ARM-BALLOON 0 0 45000 89.79 647 0 NO-PREPAY 9/1/2011 6 6 2 3.5 1103635163 SFR 1 OO REFI Y 7.625 7.625 170400 170182.45 12/1/2006 11/1/2036 1137.13 360 80 NJ 2/1/2007 Y 213000 1 3.5 1137.13 08094 12/7/2006 8 SL0605E_ARM-BALLOON 0 0 42600 100 696 0 NO-PREPAY 11/1/2011 6 6 2 3.5 1103635164 PUD 0 XX XXXXXXXX X 7.25 7.25 288000 287689.46 12/1/2006 11/1/2036 1842.26 360 80 FL 2/1/2007 Y 389000 1 2.875 1842.26 32226 12/7/2006 8 SL0605E_ARM-BALLOON 0 360000 72000 100 681 0 1YR 11/1/2011 6 6 2 2.875 1103635165 SFR 0 XXX XXXXXXXX X 8.875 8.875 128000 128000 12/1/2006 11/1/2036 946.67 360 80 GA 2/1/2007 N 168000 1 2.875 946.67 30605 12/7/2006 8 SA2603EI_ARM-INTONLY 0 160000 24000 95 673 0 3YR 11/1/2009 6 6 2 2.875 1103635166 SFR 0 XX XXXXXXXX X 6.625 6.625 200000 200000 12/1/2006 11/1/2036 1104.17 360 76.93 CA 2/1/2007 N 260000 1 2.875 1104.17 93306 12/7/2006 8 SA2603EI_ARM-INTONLY 0 260000 0 76.93 667 0 1YR 11/1/2009 6 6 2 2.875 1103635167 PUD 1 OO REFI Y 6.5 6.5 252000 251312.87 12/1/2006 11/1/2036 1592.81 360 80 CA 2/1/2007 N 315000 1 2.875 1592.81 91768 12/7/2006 8 SA0605E_ARM 0 0 0 80 703 0 3YR 11/1/2011 6 6 2 2.875 1103635168 PUD 0 XX XXXXXXXX X 7.5 7.5 238400 238400 12/1/2006 11/1/2036 1490 360 80 CA 2/1/2007 N 310000 1 2.875 1490 91730 12/7/2006 2 PA1605EI_ARM-INTONLY 0 298000 59600 100 642 31.47 3YR 11/1/2011 6 6 2 2.875 1103635170 SFR 1 OO REFI Y 6.875 6.875 365000 364565.48 12/1/2006 11/1/2036 2235.16 360 79.35 CA 2/1/2007 Y 460000 1 3.5 2235.16 94801 12/7/2006 12 BL2205E_ARM-BALLOON 0 0 0 79.35 653 0 1YR 11/1/2011 6 6 2 3.5 1103635171 SFR 1 OO REFI N 6.375 6.375 304000 303584.43 12/1/2006 11/1/2036 1752.79 360 67.56 CA 2/1/2007 Y 450000 1 2.875 1752.79 94806 12/7/2006 8 XL1607E_ARM-BALLOON 0 0 0 67.56 671 0 1YR 11/1/2013 6 3 1 2.875 1103635172 SFR 1 OO REFI Y 6.75 6.75 384000 383526.68 12/1/2006 11/1/2036 2316.89 360 80 CA 2/1/2007 Y 480000 1 2.875 2316.89 94621 12/7/2006 12 BL2205E_ARM-BALLOON 0 0 0 80 645 0 1YR 11/1/2011 6 6 2 2.875 1103635174 SFR 0 XX XXXXXXXX X 6.75 6.75 280000 279999.52 12/1/2006 11/1/2036 1575 360 80 WA 2/1/2007 N 370000 1 2.875 1575 98604 12/7/2006 8 SA2603EI_ARM-INTONLY 0 350000 52500 95 668 0 3YR 11/1/2009 6 3 1 2.875 1103635175 SFR 1 OO REFI Y 6.875 6.875 464000 463999.81 12/1/2006 11/1/2036 2658.33 360 80 CA 2/1/2007 N 580000 1 2.875 2658.33 92071 12/7/2006 8 SA0605EI_ARM-INTONLY 0 0 57900 89.99 683 0 3YR 11/1/2011 6 6 2 2.875 0000000000 SFR 0 XX XXXXXXXX X 6.625 6.625 196000 196000 12/1/2006 11/1/2036 1082.08 360 80 NV 2/1/2007 N 247000 1 2.875 1082.08 89431 12/7/2006 8 SA0603EI_ARM-INTONLY 0 245000 49000 100 688 0 3YR 11/1/2009 6 6 2 2.875 1103635178 SFR 0 XX XXXXXXXX X 6.875 6.875 199200 199199.99 12/1/2006 11/1/2036 1141.25 360 80 NV 2/1/2007 N 260000 1 2.875 1141.25 89431 12/7/2006 8 SA2605EI_ARM-INTONLY 0 249000 49800 100 663 0 3YR 11/1/2011 6 3 1 2.875 1103635200 SFR 0 XX XXXXXXXX X 6.25 6.25 367200 367200 12/1/2006 11/1/2036 1912.5 360 80 CA 2/1/2007 N 465000 1 2.25 1912.5 93536 11/29/2006 2 PA0605EI_ARM-INTONLY 0 459000 91800 100 715 46.98 3YR 11/1/2011 5 5 1 2.25 1103635204 SFR 0 XX XXXXXXXX X 6.5 6.5 193600 193600 12/1/2006 11/1/2036 1048.67 360 80 CA 2/1/2007 N 245000 1 2.5 1048.67 92543 11/29/2006 2 PA0605EI_ARM-INTONLY 0 242000 48400 100 712 30.91 3YR 11/1/2011 5 5 1 2.5 1103635213 SFR 1 OO XXXXXXXX X 0 0 000000 000000 12/1/2006 11/1/2036 3520 360 80 CA 2/1/2007 N 880000 1 2.5 3520 92860 11/29/2006 2 PA0603EI_ARM-INTONLY 0 880000 176000 100 726 39.2 3YR 11/1/2009 5 3 1 2.5 1103635215 SFR 0 XX XXXXXXXX X 6.5 6.5 436000 435999.67 12/1/2006 11/1/2036 2361.67 360 80 CA 2/1/2007 N 545000 1 2.5 2361.67 90712 11/29/2006 8 SA0605EI_ARM-INTONLY 0 545000 109000 100 682 0 3YR 11/1/2011 5 5 1 2.5 1103635231 2-4FAMILY 2 OO PURCHASE N 12.5 12.5 100000 99922.42 12/1/2006 11/1/2021 1067.26 180 20 CA 2/1/2007 Y 535000 2 0 1067.26 90033 11/29/2006 8 TB1630_BALLOON 0 500000 0 100 675 0 6MO 0 0 0 0 1103635232 SFR 1 OO PURCHASE N 12.5 12.5 94800 94726.46 12/1/2006 11/1/2021 1011.76 180 20 CA 2/1/2007 Y 474000 2 0 1011.76 92337 11/29/2006 2 TB2630_BALLOON 0 474000 0 100 630 43.83 6MO 0 0 0 0 1103635233 SFR 1 OO PURCHASE N 11 11 81000 80875.25 12/1/2006 11/1/2021 771.38 180 20 CA 2/1/2007 Y 405000 2 0 771.38 92399 11/29/2006 2 TB1630_BALLOON 0 405000 0 100 643 42.3 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 9.875 9.875 38250 38197.45 12/1/2006 11/1/2021 332.14 180 9.94 CA 2/1/2007 Y 385000 2 0 332.14 90001 11/29/2006 2 TB1630_BALLOON 0 0 0 89.94 659 35.04 6MO 0 0 0 0 1103635236 SFR 0 XX XXXXXXXX X 00.000 11.625 84000 83920.88 12/1/2006 11/1/2021 839.87 180 20 CA 2/1/2007 Y 420000 2 0 839.87 92509 11/29/2006 2 TB1630_BALLOON 0 420000 0 100 644 42.79 6MO 0 0 0 0 1103635238 SFR 1 OO PURCHASE N 12.5 12.5 107000 106916.98 12/1/2006 11/1/2021 1141.97 180 20 CA 2/1/2007 Y 535000 2 0 1141.97 90638 11/29/2006 8 TB1630_BALLOON 0 535000 0 100 641 0 3YR 0 0 0 0 1103635240 SFR 1 NOO REFI N 13 13 40300 436.38 12/1/2006 11/1/2021 445.8 180 10 WA 2/1/2007 Y 403000 2 0 445.8 98155 11/29/2006 8 TB1630_BALLOON 0 0 0 85 651 0 NO-PREPAY 0 0 0 0 1103635242 SFR 0 XX XXXXXXXX X 00.000 11.125 33000 32964.71 12/1/2006 11/1/2021 317.39 180 20 CA 2/1/2007 Y 189000 2 0 317.39 93725 11/29/2006 2 TB1630_BALLOON 0 165000 0 100 667 45.32 1YR 0 0 0 0 0000000000 PUD 0 XX XXXXXXXX X 00.000 11.125 42000 41955.87 12/1/2006 11/1/2021 403.95 180 15 NV 2/1/2007 Y 290000 2 0 403.95 89108 11/29/2006 1 TB2630_BALLOON 0 280000 0 95 628 44.69 6MO 0 0 0 0 0000000000 TOWNHOUSE 1 NOO PURCHASE N 10.75 10.75 112950 112950 1/1/2007 12/1/2036 1011.84 360 90 MD 2/1/2007 N 132000 1 4.125 1011.84 21213 12/21/2006 7 EA2605EI_ARM-INTONLY 0 125500 0 90 659 0 NO-PREPAY 12/1/2011 6 3 1 10.75 1103635343 SFR 0 XXX XXXXXXXX X 7.95 7.95 97500 97367.38 1/1/2007 12/1/2036 712.03 360 75 MD 2/1/2007 N 130000 1 3 712.03 21215 12/20/2006 2 PA0605E_ARM 0 130000 26000 95 704 18.16 NO-PREPAY 12/1/2011 6 3 1 3 1103635354 SFR 1 OO REFI N 6.75 6.75 624000 624000 1/1/2007 12/1/2036 3510 360 80 CA 2/1/2007 N 780000 1 3 3510 90638 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 706 33.08 3YR 12/1/2011 6 3 1 3 1103635358 SFR 0 XX XXXXXXXX X 7.5 7.5 152000 152000 1/1/2007 12/1/2036 950 360 80 FL 2/1/2007 N 235000 1 3 950 33023 12/13/2006 2 PA1605EI_ARM-INTONLY 0 190000 38000 100 677 35.6 1YR 12/1/2011 6 3 1 3 1103635370 SFR 1 NOO REFI Y 7.375 7.375 277500 277309.23 1/1/2007 12/1/2036 1800.56 360 79.98 CA 2/1/2007 Y 347000 1 3 1800.56 93550 12/6/2006 2 PL0605E_ARM-BALLOON 0 0 0 79.98 694 49.64 3YR 12/1/2011 6 3 1 3 1103635377 D-PUDS 1 OO REFI N 6.25 6.25 544000 543903.19 1/1/2007 12/1/2036 2833.33 360 80 CA 2/1/2007 N 680000 1 3 2833.33 92675 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 60000 88.83 721 40.66 2YR 12/1/2011 6 3 1 3 0000000000 D-PUDS 1 OO REFI Y 5.875 5.875 548000 548000 1/1/2007 12/1/2036 2682.92 360 80 CA 2/1/2007 N 685000 1 3 2682.92 92128 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 702 43.45 3YR 12/1/2011 6 3 1 3 1103635400 D-PUDS 0 XXX XXXXXXXX X 9.5 9.5 114300 114187.11 1/1/2007 12/1/2036 961.1 360 90 SC 2/1/2007 N 137000 1 3 961.1 29651 12/21/2006 17 PA1605E_ARM 25 127000 0 90 669 31.35 NO-PREPAY 12/1/2011 6 3 1 3 1103635411 SFR 1 NOO REFI Y 6.375 6.375 245000 245000 1/1/2007 12/1/2036 1301.56 360 70 NV 2/1/2007 N 350000 1 3 1301.56 89506 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 70 786 52.11 3YR 12/1/2011 6 3 1 3 1103635447 CONDO 0 XX XXXXXXXX X 7.5 7.5 117716 117336.35 11/1/2006 10/1/2036 823.09 360 80 FL 2/1/2007 N 147146 1 0 823.09 33624 12/29/2006 12 SF0630_FIXEDRATE 0 147146 22087 95.01 778 0 NO-PREPAY 0 0 0 0 1103635494 SFR 1 OO REFI Y 6.5 6.5 224000 223944.34 12/1/2006 11/1/2036 1213.33 360 80 NV 2/1/2007 N 280000 1 2.25 1213.33 89107 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 700 41.76 3YR 11/1/2011 6 6 2 2.25 1103635495 SFR 1 OO REFI N 6.375 6.375 436000 436000 12/1/2006 11/1/2036 2316.25 360 80 CA 2/1/2007 N 545000 1 2.25 2316.25 94509 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 81000 94.87 694 44.13 3YR 11/1/2011 6 6 2 2.25 1103635496 PUD 1 OO REFI N 6.625 6.625 248000 248000 12/1/2006 11/1/2036 1369.17 360 80 AZ 2/1/2007 N 310000 1 2.25 1369.17 85086 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 31000 90 688 47.24 3YR 11/1/2011 6 6 2 2.25 1103635497 SFR 1 NOO REFI Y 6.75 6.75 220000 220000 12/1/2006 11/1/2036 1237.5 360 80 NV 2/1/2007 N 275000 1 2.25 1237.5 89128 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 722 49.87 3YR 11/1/2011 6 6 2 2.25 1103635498 PUD 0 XX XXXXXXXX X 6.25 6.25 330400 330400 12/1/2006 11/1/2036 1720.83 360 80 CA 2/1/2007 N 420000 1 2.25 1720.83 95035 12/8/2006 1 PA0605EI_ARM-INTONLY 0 413000 82600 100 746 36.65 3YR 11/1/2011 6 6 2 2.25 1103635499 SFR 1 OO REFI N 6.125 6.125 348500 348500 12/1/2006 11/1/2036 1778.8 360 79.21 CA 2/1/2007 N 440000 1 2.25 1778.8 92139 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 64500 93.87 719 43.34 3YR 11/1/2011 6 6 2 2.25 1103635500 SFR 1 OO REFI N 6.75 6.75 240000 240000 12/1/2006 11/1/2036 1350 360 80 CA 2/1/2007 N 300000 1 2.25 1350 93534 12/8/2006 12 SA0605EI_ARM-INTONLY 0 0 30000 90 765 0 6MO 11/1/2011 6 6 2 2.25 1103635501 SFR 1 OO REFI Y 6.75 6.75 480000 480000 12/1/2006 11/1/2036 2700 360 80 AZ 2/1/2007 N 600000 1 2.25 2700 85250 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 656 44.36 3YR 11/1/2011 6 6 2 2.25 1103635502 SFR 0 XX XXXXXXXX X 6.625 6.625 164000 164000 12/1/2006 11/1/2036 905.42 360 80 AZ 2/1/2007 N 205000 1 2.25 905.42 85023 12/8/2006 1 PA0605EI_ARM-INTONLY 0 205000 41000 100 714 42.66 3YR 11/1/2011 6 6 2 2.25 1103635513 SFR 1 OO REFI Y 6.25 6.25 174400 173900.98 12/1/2006 11/1/2036 1073.81 360 80 CO 2/1/2007 N 218000 1 2.875 1073.81 81504 12/1/2006 8 SA2603E_ARM 0 0 0 80 665 0 3YR 11/1/2009 6 6 2 2.875 1103635520 SFR 0 XX XXXXXXXX X 6.375 6.375 668000 667086.85 12/1/2006 11/1/2036 3851.52 360 80 FL 2/1/2007 Y 915000 1 2.875 3851.52 34786 12/1/2006 8 SL1603E_ARM-BALLOON 0 835000 167000 100 745 0 1YR 11/1/2009 6 6 2 2.875 0000000000 PUD 1 OO REFI Y 6.5 6.5 250000 249318.31 12/1/2006 11/1/2036 1580.17 360 79.37 FL 2/1/2007 N 315000 1 2.875 1580.17 34759 12/1/2006 8 SA2603E_ARM 0 0 0 79.37 673 0 3YR 11/1/2009 6 6 2 2.875 1103635543 CONDO 1 OO REFI Y 6.5 6.5 150000 150000 12/1/2006 11/1/2036 812.5 360 75 FL 2/1/2007 N 200000 1 2.875 812.5 33172 12/1/2006 8 SA1607EI_ARM-INTONLY 0 0 0 75 703 0 3YR 11/1/2013 6 6 2 2.875 1103635544 CONDO 1 OO REFI N 6.875 6.875 133600 133600 12/1/2006 11/1/2036 765.42 360 80 WI 2/1/2007 N 167000 1 2.875 765.42 53022 12/1/2006 8 SA2605EI_ARM-INTONLY 0 0 25000 94.97 660 0 NO-PREPAY 11/1/2011 6 6 2 2.875 1103635547 SFR 1 OO REFI Y 6.125 6.125 248000 248000 12/1/2006 11/1/2036 1265.83 360 80 FL 2/1/2007 N 310000 1 2.875 1265.83 33064 12/1/2006 8 SA2603EI_ARM-INTONLY 0 0 0 80 655 0 3YR 11/1/2009 6 6 2 2.875 1103635549 CONDO 1 NOO REFI N 6.5 6.5 227200 227200 12/1/2006 11/1/2036 1230.67 360 68.85 FL 2/1/2007 N 330000 1 2.875 1230.67 33178 12/1/2006 8 SA1605EI_ARM-INTONLY 0 0 0 68.85 761 0 3YR 11/1/2011 6 6 2 2.875 1103635566 SFR 0 XX XXXXXXXX X 6.875 6.875 162000 162000 12/1/2006 11/1/2036 928.13 360 100 TN 2/1/2007 N 167000 1 2.875 928.13 37013 12/1/2006 8 SA2605EI_ARM-INTONLY 35 162000 0 100 677 0 3YR 11/1/2011 6 6 2 2.875 1103635574 CONDO 0 XX XXXXXXXX X 6.625 6.625 136900 136725.31 12/1/2006 11/1/2036 813.71 360 100 FL 2/1/2007 Y 140000 1 2.875 813.71 32812 12/1/2006 1 PL0405E_ARM-BALLOON 35 136900 0 100 734 37.59 3YR 11/1/2011 6 6 2 2.875 1103635610 SFR 1 OO REFI Y 6.5 6.5 368000 368000 1/1/2007 12/1/2036 1993.33 360 80 CA 2/1/2007 N 460000 1 3 1993.33 90002 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 92000 100 751 38.56 2YR 12/1/2011 6 3 1 3 1103635640 SFR 1 OO REFI Y 6.375 6.375 525000 525000 1/1/2007 12/1/2036 2789.06 360 70 CA 2/1/2007 N 750000 1 3 2789.06 92563 12/4/2006 12 SA1605EI_ARM-INTONLY 0 0 0 70 711 0 2YR 12/1/2011 6 3 1 3 1103635642 SFR 0 XX XXXXXXXX X 5.875 5.875 214000 213342.25 12/1/2006 11/1/2036 1265.89 360 80 CO 2/1/2007 N 301000 1 2.5 1265.89 80223 12/11/2006 1 XA0603D_ARM 0 267500 26750 90 789 25.23 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635643 SFR 1 OO REFI Y 5.75 5.75 272000 271143.95 12/1/2006 11/1/2036 1587.32 360 51.81 WA 2/1/2007 N 525000 1 2.5 1587.32 98198 12/11/2006 1 XA0603D_ARM 0 0 0 51.81 809 44.767 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635644 PUD 1 OO REFI Y 5.625 5.625 360000 358449.7 11/1/2006 10/1/2036 2072.36 360 57.7 MO 2/1/2007 N 624000 1 2.5 2072.36 63005 12/11/2006 1 XA0603D_ARM 0 0 74483 69.63 796 10.472 NO-PREPAY 10/1/2009 6 2 2 2.5 1103635645 PUD 1 OO REFI N 5.75 5.75 113972 112909.48 12/1/2006 11/1/2036 665.11 360 20.36 MD 2/1/2007 N 560000 1 2.5 665.11 21114 12/11/2006 1 XA0603D_ARM 0 0 0 20.36 801 11.279 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635646 PUD 0 XX XXXXXXXX X 5.75 5.75 163065 162476.2 12/1/2006 11/1/2036 951.6 360 80 NC 2/1/2007 N 205000 1 2.5 951.6 27587 12/11/2006 1 XA0603D_ARM 0 203832 0 80 763 46.39 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635666 D-PUDS 1 OO REFI Y 6.5 6.5 132600 131806.63 1/1/2007 12/1/2036 838.12 360 60 FL 2/1/2007 N 221000 1 0 838.12 33559 12/20/2006 17 PF1630_FIXEDRATE 0 0 0 60 655 47.45 3YR 0 0 0 0 0000000000 CONDO 0 XX XXXXXXXX X 5.5 5.5 500000 499991.67 2/1/2007 1/1/2037 2291.67 360 74.63 CA 2/1/2007 N 680000 1 3 2291.67 90802 12/20/2006 1 PA0607EI_ARM-INTONLY 0 670000 0 74.63 785 26.7 3YR 1/1/2014 6 3 1 3 1103635793 SFR 1 OO REFI Y 7.375 7.375 360500 360500 2/1/2007 1/1/2037 2215.57 360 70 UT 2/1/2007 N 515000 1 3 2215.57 84737 12/29/2006 7 SA0607EI_ARM-INTONLY 0 0 0 70 695 0 3YR 1/1/2014 6 3 1 3 1103635829 D-PUDS 0 XX XXXXXXXX X 6.625 6.625 928600 923474.35 2/1/2007 1/1/2037 5126.65 360 70 FL 2/1/2007 N 1350000 1 3 5126.65 32561 12/26/2006 2 PA0605EI_ARM-INTONLY 0 1326700 267900 90.19 752 47.16 NO-PREPAY 1/1/2012 6 3 1 3 1103635834 CONDO 0 XX XXXXXXXX X 6.25 6.25 268500 268500 1/1/2007 12/1/2036 1398.44 360 75 CA 2/1/2007 N 359000 1 3 1398.44 90808 11/30/2006 7 SA2605EI_ARM-INTONLY 0 358000 35800 85 622 0 2YR 12/1/2011 6 3 1 3 1103635853 SFR 0 XXX XXXXXXXX X 7.625 7.625 256000 256000 1/1/2007 12/1/2036 1626.67 360 80 CA 2/1/2007 N 320000 1 3 1626.67 95954 12/21/2006 2 PA1605EI_ARM-INTONLY 0 320000 32000 90 655 24.66 3YR 12/1/2011 6 3 1 3 1103635855 SFR 1 NOO PURCHASE N 12.25 12.25 32000 31982.59 1/1/2007 12/1/2021 335.33 180 10 CA 2/1/2007 Y 320000 2 0 335.33 95954 12/21/2006 2 TB1630_BALLOON 0 320000 0 90 655 24.66 3YR 0 0 0 0 1103635876 SFR 0 XXX XXXXXXXX X 5.75 5.75 521500 520955.52 2/1/2007 1/1/2037 3043.33 360 74.35 CA 2/1/2007 N 712000 1 0 3043.33 95825 1/2/2007 1 PF0630_FIXEDRATE 0 701500 0 74.35 738 24.84 NO-PREPAY 0 0 0 0 1103635879 SFR 1 OO REFI Y 7.25 7.25 468000 468000 1/1/2007 12/1/2036 2827.5 360 80 CA 2/1/2007 N 585000 1 3 2827.5 94520 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 58500 90 678 42.33 3YR 12/1/2011 6 3 1 3 0000000000 SFR 1 NOO REFI Y 6.5 6.5 200000 199583.33 1/1/2007 12/1/2036 1083.33 360 56.66 CA 2/1/2007 N 353000 1 0 1083.33 92376 12/14/2006 1 PF0630I_FIX-INTONLY 0 0 0 56.66 774 12 3YR 0 0 0 0 1103635930 TOWNHOUSE 1 NOO PURCHASE N 13.25 13.25 28000 28000 1/1/2007 12/1/2021 309.17 180 14.82 MS 2/1/2007 Y 189900 2 0 309.17 39507 12/11/2006 2 TB0630I_BALLOON-INTONLY 0 189000 0 89.79 718 44.42 NO-PREPAY 0 0 0 0 1103635955 CONDO 1 OO REFI N 6.5 6.5 298000 297919.29 1/1/2007 12/1/2036 1614.17 360 78.43 CA 2/1/2007 N 380000 1 3 1614.17 92630 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.43 729 44.98 2YR 12/1/2011 6 3 1 3 1103635989 HI-RISE 0 XXX XXXXXXXX X 9.875 9.875 263415 263174.66 1/1/2007 12/1/2036 2287.36 360 85 FL 2/1/2007 N 440000 1 3.5 2287.36 33301 12/7/2006 2 PA0405E_ARM 22 309900 0 85 716 17.95 NO-PREPAY 12/1/2011 6 3 1 9.875 1103636009 SFR 1 OO REFI Y 7.25 7.25 256750 256450 1/1/2007 12/1/2036 1551.2 360 79 CA 2/1/2007 N 325000 1 0 1551.2 92346 12/13/2006 17 PF2630I_FIX-INTONLY 0 0 0 79 638 40.89 2YR 0 0 0 0 1103636022 HI-RISE 0 XXX XXXXXXXX X 7.375 7.375 480000 479634.76 2/1/2007 1/1/2037 3315.24 360 75 NV 2/1/2007 N 640000 1 3 3315.24 89109 12/18/2006 2 PA1607E_ARM 0 640000 0 75 661 24.28 NO-PREPAY 1/1/2014 6 3 1 3 1103636029 D-PUDS 1 OO REFI Y 6.5 6.5 810000 810000 2/1/2007 1/1/2037 4387.5 360 74.66 CA 2/1/2007 N 1085000 1 3 4387.5 92014 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 162000 89.59 735 36.75 3YR 1/1/2012 6 3 1 3 1103636033 TOWNHOUSE 0 XX XXXXXXXX X 7.11 7.11 124492 124492 2/1/2007 1/1/2037 737.62 360 75 FL 2/1/2007 N 230000 1 3 737.62 33032 12/15/2006 2 PA0605EI_ARM-INTONLY 0 165990 33198 95 765 45 NO-PREPAY 1/1/2012 6 3 1 3 1103636049 SFR 0 XX XXXXXXXX X 6.875 6.875 777600 777509.74 1/1/2007 12/1/2036 4455 360 80 CA 2/1/2007 N 972000 1 2.25 4455 94598 11/30/2006 2 XA2602EI_ARM-INTONLY 0 972000 194400 100 636 42.12 NO-PREPAY 12/1/2008 6 3 1 2.25 1103636052 2-4FAMILY 0 XX XXXXXXXX X 6.625 6.625 845000 845000 12/1/2006 11/1/2036 4665.1 360 65 CA 2/1/2007 N 1300000 1 2.25 4665.1 94110 11/30/2006 12 BA1602EI_ARM-INTONLY 0 1300000 195000 80 736 0 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636053 SFR 0 XX XXXXXXXX X 6.375 6.375 646900 646900 1/1/2007 12/1/2036 3436.66 360 80 CA 2/1/2007 N 810000 1 2.25 3436.66 94534 11/30/2006 2 PA0602EI_ARM-INTONLY 0 808647 0 80 749 42.4 NO-PREPAY 12/1/2008 6 3 1 2.25 1103636054 SFR 0 XXX XXXXXXXX X 7.25 7.25 476000 476000 12/1/2006 11/1/2036 2875.83 360 80 CA 2/1/2007 N 595000 1 2.25 2875.83 94904 11/30/2006 2 PA0602EI_ARM-INTONLY 0 595000 0 80 800 41.49 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636056 PUD 1 OO REFI Y 6.25 6.25 760000 760000 12/1/2006 11/1/2036 3958.33 360 80 CA 2/1/2007 N 950000 1 2.25 3958.33 91381 11/30/2006 2 XA1602EI_ARM-INTONLY 0 0 0 80 680 40.14 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636063 SFR 1 OO REFI N 6.5 6.5 500000 500000 1/1/2007 12/1/2036 2708.33 360 80 CA 2/1/2007 N 625000 1 2.25 2708.33 94607 11/30/2006 2 PA1607EI_ARM-INTONLY 0 0 115400 98.47 677 38.4 NO-PREPAY 12/1/2013 6 6 2 2.25 1103636064 SFR 0 XX XXXXXXXX X 6.25 6.25 417000 417000 12/1/2006 11/1/2036 2171.88 360 78.98 CA 2/1/2007 N 550000 1 2.25 2171.88 92139 11/30/2006 2 PA0607EI_ARM-INTONLY 0 528000 111000 100 754 40.89 NO-PREPAY 11/1/2013 6 6 2 2.25 1103636086 SFR 1 OO REFI N 6.625 6.625 339000 338997.83 1/1/2007 12/1/2036 1871.55 360 69.9 CA 2/1/2007 N 485000 1 0 1871.55 91746 12/26/2006 7 SF1630I_FIX-INTONLY 0 0 0 69.9 739 0 1YR 0 0 0 0 1103636147 SFR 0 XXX XXXXXXXX X 6.625 6.625 304500 304500 1/1/2007 12/1/2036 1681.09 360 70 MN 2/1/2007 N 435000 1 3 1681.09 55116 12/14/2006 2 PA1605EI_ARM-INTONLY 0 435000 108750 95 641 42.8 3YR 12/1/2011 6 3 1 6.625 1103636152 SFR 0 XXX XXXXXXXX X 14.25 14.25 108750 108712.39 1/1/2007 12/1/2021 1310.1 180 25 MN 2/1/2007 Y 435000 2 0 1310.1 55116 12/14/2006 2 TB1630_BALLOON 0 435000 0 95 641 42.8 NO-PREPAY 0 0 0 0 1103636162 2-4FAMILY 2 NOO REFI N 6.99 6.99 670000 670000 1/1/2007 12/1/2036 3902.75 360 71.28 CA 2/1/2007 N 940000 1 3 3902.75 90019 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.28 733 43.34 3YR 12/1/2011 6 3 1 3 1103636165 SFR 1 OO REFI Y 6.75 6.75 233000 233000 12/1/2006 11/1/2036 1310.63 360 77.67 MD 2/1/2007 N 300000 1 4 1310.63 21009 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.67 628 0 2YR 11/1/2011 6 6 2 4 0000000000 TOWNHOUSE 0 XX XXXXXXXX X 6.5 6.5 164250 164250 11/1/2006 10/1/2036 889.69 360 75 MD 2/1/2007 N 220000 1 4 889.69 20657 11/30/2006 8 SA0605EI_ARM-INTONLY 0 219000 43800 95 751 0 2YR 10/1/2011 6 6 2 4 1103636170 CONDO 0 XX XXXXXXXX X 7.25 7.25 134900 134900 11/1/2006 10/1/2036 815.02 360 74.99 FL 2/1/2007 N 185000 1 4 815.02 33309 12/8/2006 8 SA1605EI_ARM-INTONLY 0 179900 35950 94.97 652 0 2YR 10/1/2011 6 6 2 4 1103636172 SFR 1 OO REFI N 6.75 6.75 396000 396000 12/1/2006 11/1/2036 2227.5 360 80 MD 2/1/2007 N 495000 1 4 2227.5 21009 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 99000 100 675 0 2YR 11/1/2011 6 6 2 4 1103636173 TOWNHOUSE 0 XX XXXXXXXX X 6.5 6.5 221150 221150 11/1/2006 10/1/2036 1197.9 360 75 MD 2/1/2007 N 303000 1 4 1197.9 21703 11/30/2006 8 SA0605EI_ARM-INTONLY 0 294900 73700 99.99 756 0 NO-PREPAY 10/1/2011 6 6 2 4 1103636174 CONDO 1 OO REFI Y 7.5 7.5 174000 174000 12/1/2006 11/1/2036 1087.5 360 75 MD 2/1/2007 N 232000 1 4 1087.5 20886 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 46400 95 660 0 2YR 11/1/2011 6 6 2 4 0000000000 SFR 1 OO REFI Y 6.875 6.875 359250 359250 12/1/2006 11/1/2036 2058.2 360 75 VA 2/1/2007 N 479000 1 4 2058.2 22042 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 71850 90 658 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636176 TOWNHOUSE 0 XXX XXXXXXXX X 7.75 7.75 78550 78550 12/1/2006 11/1/2036 507.3 360 79.75 MD 2/1/2007 N 118000 1 4 507.3 21218 11/30/2006 8 SA1605EI_ARM-INTONLY 0 98500 15000 94.98 663 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636177 TOWNHOUSE 0 XXX XXXXXXXX X 7.75 7.75 78550 78550 12/1/2006 11/1/2036 507.3 360 79.75 MD 2/1/2007 N 122000 1 4 507.3 21218 11/30/2006 8 SA1605EI_ARM-INTONLY 0 98500 15000 94.98 663 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636179 TOWNHOUSE 1 OO REFI Y 7.5 7.5 371250 371250 1/1/2007 12/1/2036 2320.31 360 75 VA 2/1/2007 N 495000 1 4 2320.31 23430 12/8/2006 8 SA2605EI_ARM-INTONLY 0 0 123750 100 636 0 2YR 12/1/2011 6 6 2 4 1103636181 SFR 1 OO REFI Y 6.875 6.875 348750 348750 12/1/2006 11/1/2036 1998.05 360 75 MD 2/1/2007 N 465000 1 4 1998.05 20705 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 69750 90 637 0 2YR 11/1/2011 6 6 2 4 1103636182 SFR 1 OO REFI Y 7.5 7.5 552000 552000 12/1/2006 11/1/2036 3450 360 80 MD 2/1/2007 N 690000 1 4 3450 21163 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 103500 95 647 0 2YR 11/1/2011 6 6 2 4 0000000000 SFR 0 XX XXXXXXXX X 6.75 6.75 300800 300800 12/1/2006 11/1/2036 1692 360 80 VA 2/1/2007 N 376000 1 4 1692 22193 12/8/2006 8 SA2605EI_ARM-INTONLY 0 376000 75200 100 626 0 2YR 11/1/2011 6 6 2 4 1103636184 TOWNHOUSE 0 XX XXXXXXXX X 7.625 7.625 352000 352000 12/1/2006 11/1/2036 2236.67 360 80 VA 2/1/2007 N 469000 1 4 2236.67 22310 11/30/2006 8 SA2605EI_ARM-INTONLY 0 440000 88000 100 627 0 2YR 11/1/2011 6 6 2 4 1103636186 TOWNHOUSE 1 OO REFI Y 7.375 7.375 243000 243000 12/1/2006 11/1/2036 1493.44 360 75 MD 2/1/2007 N 324000 1 4 1493.44 20772 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 64800 95 651 0 2YR 11/1/2011 6 6 2 4 1103636188 SFR 1 OO REFI N 6.625 6.625 109500 109177.8 12/1/2006 11/1/2036 701.14 360 75 MD 2/1/2007 N 146000 1 4 701.14 21222 12/8/2006 8 SA1605E_ARM 0 0 21500 89.73 652 0 2YR 11/1/2011 6 6 2 4 1103636189 TOWNHOUSE 0 XX XXXXXXXX X 7.875 7.875 255200 255200 12/1/2006 11/1/2036 1674.75 360 80 VA 2/1/2007 N 340000 1 4 1674.75 22026 11/30/2006 8 SA2605EI_ARM-INTONLY 0 319000 63800 100 621 0 2YR 11/1/2011 6 6 2 4 1103636190 TOWNHOUSE 1 OO REFI Y 7 7 500000 500000 12/1/2006 11/1/2036 2916.67 360 80 MD 2/1/2007 N 625000 1 4 2916.67 20744 11/30/2006 8 SA0605EI_ARM-INTONLY 0 0 72500 91.6 727 0 2YR 11/1/2011 6 6 2 4 0000000000 TOWNHOUSE 1 OO REFI Y 7.25 7.25 255000 255000 12/1/2006 11/1/2036 1540.63 360 75 FL 2/1/2007 N 340000 1 4 1540.63 32750 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 85000 100 673 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636192 SFR 1 OO REFI Y 6.75 6.75 248250 248250 12/1/2006 11/1/2036 1396.41 360 66.2 VA 2/1/2007 N 375000 1 4 1396.41 22553 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 66.2 684 0 2YR 11/1/2011 6 6 2 4 1103636194 SFR 0 XX XXXXXXXX X 7.75 7.75 208000 208000 12/1/2006 11/1/2036 1343.33 360 80 MD 2/1/2007 N 300000 1 4 1343.33 20601 11/30/2006 8 SA2605EI_ARM-INTONLY 0 260000 52000 100 632 0 2YR 11/1/2011 6 6 2 4 1103636195 TOWNHOUSE 1 NOO REFI Y 8.6 8.6 284000 284000 12/1/2006 11/1/2036 2035.33 360 79.78 VA 2/1/2007 N 356000 1 4 2035.33 20170 11/30/2006 8 SA0605EI_ARM-INTONLY 0 0 0 79.78 694 0 1YR 11/1/2011 6 6 2 4 1103636197 2-4FAMILY 2 NOO REFI Y 7.625 7.625 78750 78749.39 12/1/2006 11/1/2036 500.39 360 71.6 MD 2/1/2007 N 110000 1 4 500.39 21222 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 0 71.6 664 0 2YR 11/1/2011 6 6 2 4 1103636198 SFR 0 XX XXXXXXXX X 7.25 7.25 176000 175585.61 12/1/2006 11/1/2036 1200.63 360 80 VA 2/1/2007 N 220000 1 4 1200.63 23435 11/30/2006 8 SA1605E_ARM 0 220000 44000 100 642 0 2YR 11/1/2011 6 6 2 4 1103636200 SFR 0 XX XXXXXXXX X 7.75 7.75 278400 278400 12/1/2006 11/1/2036 1798 360 80 VA 2/1/2007 N 348000 1 4 1798 23321 11/30/2006 8 SA1605EI_ARM-INTONLY 0 348000 69600 100 672 0 2YR 11/1/2011 6 6 2 4 1103636201 TOWNHOUSE 0 XX XXXXXXXX X 7.25 7.25 239300 239300 12/1/2006 11/1/2036 1445.77 360 80 VA 2/1/2007 N 302000 1 4 1445.77 22508 11/30/2006 8 SA1605EI_ARM-INTONLY 0 299150 59800 99.99 665 0 2YR 11/1/2011 6 6 2 4 1103636205 SFR 1 OO REFI N 7.25 7.25 169500 169498.78 12/1/2006 11/1/2036 1024.06 360 75 MD 2/1/2007 N 226000 1 4 1024.06 21237 12/8/2006 8 BA3205EI_ARM-INTONLY 0 0 33700 89.92 607 0 2YR 11/1/2011 6 6 2 4 1103636211 SFR 1 OO REFI Y 8.5 8.5 292000 292000 10/1/2006 9/1/2036 2068.33 360 80 CA 2/1/2007 N 365000 1 3 2068.33 95823 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 73000 100 635 45.44 5YR 9/1/2011 6 3 1 3 1103636212 PUD 1 OO REFI Y 7.25 7.25 165000 164358.25 11/1/2006 10/1/2036 1125.59 360 59.79 FL 2/1/2007 N 276000 1 3 1125.59 33569 12/14/2006 12 SA0605E_ARM 0 0 0 59.79 696 0 2YR 10/1/2011 6 3 1 3 1103636214 CONDO 0 XXX XXXXXXXX X 8.25 8.25 145600 145033.29 9/1/2006 8/1/2036 1093.84 360 80 FL 2/1/2007 N 182000 1 3.5 1093.84 33012 12/14/2006 2 PA1605E_ARM 0 182000 27300 95 644 47.32 2YR 8/1/2011 6 3 1 3.5 1103636215 CONDO 0 XXX XXXXXXXX X 8.25 8.25 145600 145033.29 9/1/2006 8/1/2036 1093.84 360 80 FL 2/1/2007 N 182000 1 3.5 1093.84 33012 12/14/2006 2 PA1605E_ARM 0 182000 27300 95 644 47.32 2YR 8/1/2011 6 3 1 3.5 1103636216 CONDOTEL 0 0XX XXXXXXXX X 9.125 9.125 152000 152000 12/1/2006 11/1/2036 1155.83 360 80 FL 2/1/2007 N 190000 1 3 1155.83 32819 12/14/2006 1 PA0605EI_ARM-INTONLY 0 190000 0 80 19.75 3YR 11/1/2011 6 3 1 3 0000000000 SFR 0 XX XXXXXXXX X 7.875 7.875 70000 69854.53 12/1/2006 11/1/2036 507.55 360 82.36 FL 2/1/2007 N 85000 1 3.375 507.55 32534 12/29/2006 1 BA0205E_ARM 0 85000 15000 100 740 45.4 3YR 11/1/2011 6 3 1 3.375 1103636218 SFR 0 XXX XXXXXXXX X 9.125 9.125 80000 79914.52 1/1/2007 12/1/2036 650.91 360 80 GA 2/1/2007 N 109000 1 3 650.91 30296 12/14/2006 2 PA0605E_ARM 0 100000 15000 95 723 32.25 1YR 12/1/2011 6 3 1 3 1103636220 SFR 0 XX XXXXXXXX X 7.99 7.99 88130 87829.78 10/1/2006 9/1/2036 646.05 360 70 MS 2/1/2007 N 126000 1 3 646.05 39465 12/14/2006 2 PA2605E_ARM 0 125900 37770 100 622 47.28 2YR 9/1/2011 6 3 1 3 1103636221 PUD 0 0XX XXXXXXXX X 6.875 6.875 239925 239111.77 11/1/2006 10/1/2036 1576.14 360 75 FL 2/1/2007 N 385000 1 3 1576.14 34292 12/14/2006 1 PA0605E_ARM 0 319900 0 75 45.2 2YR 10/1/2011 6 3 1 3 1103636223 SFR 0 XXX XXXXXXXX X 8 8 114750 114359.89 10/1/2006 9/1/2036 841.99 360 75 FL 2/1/2007 N 156000 1 3 841.99 33777 12/14/2006 2 PA1602E_ARM 0 153000 30600 95 642 42.46 1YR 9/1/2008 6 3 1 3 1103636224 PUD 0 XXX XXXXXXXX X 9.875 9.875 57600 57494.02 11/1/2006 10/1/2036 500.17 360 80 MS 2/1/2007 N 72000 1 7.875 500.17 38671 12/14/2006 2 PA3602E_ARM 0 72000 0 80 600 33.35 2YR 10/1/2008 6 3 1 9.875 0000000000 CONDOTEL 0 0XX XXXXXXXX X 8.875 8.875 152000 151742.47 12/1/2006 11/1/2036 1209.38 360 80 FL 2/1/2007 N 194000 1 3 1209.38 32819 12/29/2006 1 PA0605E_ARM 0 190000 0 80 10.55 3YR 11/1/2011 6 3 1 3 1103636226 SFR 0 XX XXXXXXXX X 5.875 5.875 247920 246571.12 10/1/2006 9/1/2036 1466.54 360 80 LA 2/1/2007 N 325000 1 4 1466.54 70816 12/14/2006 2 PA2603E_ARM 0 309900 0 80 630 41.47 2YR 9/1/2009 6 3 1 5.875 0000000000 SFR 0 XXX XXXXXXXX X 9.875 9.875 111200 110943.23 10/1/2006 9/1/2036 965.6 360 80 GA 2/1/2007 N 154000 1 0 965.6 30535 12/14/2006 2 PF0630_FIXEDRATE 0 139000 20850 95 815 41.25 1YR 0 0 0 0 1103636234 CONDO 0 0XX XXXXXXXX X 8.25 8.25 109360 109149.34 12/1/2006 11/1/2036 821.59 360 80 GA 2/1/2007 N 137000 1 0 821.59 30043 12/14/2006 1 PF0630_FIXEDRATE 0 136700 0 80 20.75 2YR 0 0 0 0 1103636247 SFR 1 OO REFI Y 12.625 12.625 73000 72907.22 10/1/2006 9/1/2021 786.19 180 20 CA 2/1/2007 Y 365000 2 0 786.19 95823 12/14/2006 2 TB2630_BALLOON 0 0 0 100 635 45.03 3YR 0 0 0 0 1103636249 SFR 1 NOO PURCHASE N 14.05 14.05 30600 30571.83 10/1/2006 9/1/2021 363.78 180 20 FL 2/1/2007 Y 156000 2 0 363.78 33777 12/14/2006 2 TB1630_BALLOON 0 153000 0 95 642 42.46 1YR 0 0 0 0 1103636250 CONDO 1 NOO PURCHASE N 14.45 14.45 27300 27272.28 9/1/2006 8/1/2021 333.22 180 15 FL 2/1/2007 Y 182000 2 0 333.22 33012 12/14/2006 2 TB1630_BALLOON 0 182000 0 95 644 47.32 2YR 0 0 0 0 1103636251 CONDO 1 NOO PURCHASE N 14.45 14.45 27300 27272.28 9/1/2006 8/1/2021 333.22 180 15 FL 2/1/2007 Y 182000 2 0 333.22 33012 12/14/2006 2 TB1630_BALLOON 0 182000 0 95 644 47.32 2YR 0 0 0 0 1103636252 SFR 0 XXX XXXXXXXX X 12.7 12.7 20850 20823.96 10/1/2006 9/1/2021 225.76 180 15 GA 2/1/2007 Y 154000 2 0 225.76 30535 12/14/2006 2 TB0630_BALLOON 0 139000 0 95 815 41.25 1YR 0 0 0 0 1103636253 SFR 1 OO PURCHASE N 13.85 13.85 37770 37733.56 10/1/2006 9/1/2036 443.05 360 30 MS 2/1/2007 N 126000 2 0 443.05 39465 12/14/2006 2 UF2330_FIXEDRATE 0 125900 0 100 622 47.28 2YR 0 0 0 0 1103636263 D-PUDS 1 OO REFI Y 7.55 7.55 130000 129758.38 1/1/2007 12/1/2036 913.43 360 48.15 FL 2/1/2007 N 270000 1 0 913.43 33417 12/14/2006 12 SF1630_FIXEDRATE 0 0 0 48.15 773 0 3YR 0 0 0 0 1103636323 SFR 1 OO REFI Y 5.875 5.875 215000 214560.51 1/1/2007 12/1/2036 1271.81 360 48.32 CA 2/1/2007 N 445000 1 3 1271.81 90262 12/5/2006 17 PA0605E_ARM 0 0 0 48.32 707 43.94 NO-PREPAY 12/1/2011 6 3 1 3 1103636348 XXXXX 0 XX XXXX X 0.000 7.625 136000 136000 2/1/2007 1/1/2037 864.17 360 80 CO 2/1/2007 N 170000 1 3 864.17 80218 12/29/2006 1 PA1605EI_ARM-INTONLY 0 0 25500 95 654 27.24 NO-PREPAY 1/1/2012 6 3 1 3 1103636394 CONDO 0 XX XXXXXXXX X 6.875 6.875 307600 307600 1/1/2007 12/1/2036 1762.29 360 80 CA 2/1/2007 N 390000 1 3 1762.29 92879 12/21/2006 1 PA1605EI_ARM-INTONLY 0 384500 76900 100 650 44 3YR 12/1/2011 6 3 1 3 1103636421 SFR 0 XX XXXXXXXX X 5.75 5.75 647500 646144.7 1/1/2007 12/1/2036 3778.63 360 70 WA 2/1/2007 N 950000 1 0 3778.63 98671 12/8/2006 1 PF0630_FIXEDRATE 0 925000 185000 90 780 37.14 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI N 5.375 5.375 850000 850000 4/1/2006 3/1/2036 3807.29 360 53.13 NY 2/1/2007 N 1600000 1 2.25 3807.29 11694 12/14/2006 1 BA0230DI_ARM-INTONLY 0 0 0 53.13 746 44 NO-PREPAY 3/1/2007 5.625 2 2 2.25 1103636424 SFR 0 0XX XXXXXXXX X 7.25 7.25 65100 65100 10/1/2006 9/1/2036 393.31 360 70 CO 2/1/2007 N 93000 1 2.25 393.31 81004 12/14/2006 8 BA0230DI_ARM-INTONLY 0 93000 27900 100 682 0 NO-PREPAY 9/1/2007 6 2 2 2.25 1103636426 SFR 0 XX XXXXXXXX X 7.625 7.625 176250 176250 12/1/2006 11/1/2036 1119.92 360 75 VA 2/1/2007 N 235000 1 2.25 1119.92 24401 12/14/2006 12 XA0630DI_ARM-INTONLY 0 235000 47000 95 699 0 NO-PREPAY 11/1/2009 6 2 2 2.25 1103636427 SFR 1 OO REFI Y 6.5 6.5 262500 262500 12/1/2006 11/1/2036 1421.88 360 70 MD 2/1/2007 N 375000 1 2.25 1421.88 21207 12/14/2006 8 XA0630DI_ARM-INTONLY 0 0 112500 100 690 0 NO-PREPAY 11/1/2009 6 2 2 2.25 1103636428 SFR 1 OO REFI Y 5.875 5.875 434000 434000 12/1/2006 11/1/2036 2124.79 360 70 IL 2/1/2007 N 620000 1 2.25 2124.79 60083 12/14/2006 1 XA0630DI_ARM-INTONLY 0 0 0 70 793 31.03 NO-PREPAY 11/1/2009 5.125 2 2 2.25 1103636429 2-4FAMILY 0 XX XXXXXXXX X 6.875 6.875 252350 252350 1/1/2007 12/1/2036 1445.76 360 70 IL 2/1/2007 N 360500 1 2.25 1445.76 60302 12/14/2006 2 XA1630DI_ARM-INTONLY 0 360500 108150 100 680 19.61 NO-PREPAY 12/1/2007 6 2 2 2.25 1103636430 SFR 1 OO REFI Y 7.5 7.5 160000 160000 11/1/2006 10/1/2036 1000 360 46.38 CA 2/1/2007 N 345000 1 5.5 1000 92234 12/14/2006 2 PA1602EI_ARM-INTONLY 0 0 0 46.38 657 39.61 NO-PREPAY 10/1/2008 6 3 1 5.5 0000000000 SFR 0 XXX XXXXXXXX X 6.375 6.375 56000 55972.13 12/1/2006 11/1/2036 297.5 360 70 NC 2/1/2007 N 81000 1 2.25 297.5 28314 12/14/2006 1 BA0202EI_ARM-INTONLY 0 80000 24000 100 741 31.08 NO-PREPAY 11/1/2008 5 3 1 2.25 1103636432 SFR 0 XX XXXXXXXX X 6.25 6.25 159076 159076 1/1/2007 12/1/2036 828.52 360 80 VA 2/1/2007 N 209000 1 2.25 828.52 23324 12/14/2006 2 PA0602EI_ARM-INTONLY 0 198845 39769 100 731 39.01 NO-PREPAY 12/1/2008 5 3 1 2.25 1103636433 SFR 1 NOO REFI Y 8.375 8.375 32000 32000 12/1/2006 11/1/2036 223.33 360 80 IN 2/1/2007 N 40000 1 5 223.33 46221 12/14/2006 12 BA1203EI_ARM-INTONLY 0 0 0 80 699 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636434 2-4FAMILY 0 XXX XXXXXXXX X 8.375 8.375 58030 57921.04 12/1/2006 11/1/2036 441.07 360 70 DE 2/1/2007 N 86000 1 5 441.07 19805 12/14/2006 1 XA1603E_ARM 0 82900 20725 95 669 27.12 NO-PREPAY 11/1/2009 5 3 1 5 1103636435 2-4FAMILY 0 XX XXXXXXXX X 6.875 6.875 448800 448800 12/1/2006 11/1/2036 2571.25 360 80 NY 2/1/2007 N 561000 1 2.25 2571.25 10469 12/14/2006 2 PA0603EI_ARM-INTONLY 0 561000 112200 100 740 39.54 NO-PREPAY 11/1/2009 5 3 1 2.25 1103636436 SFR 1 NOO REFI Y 8.25 8.25 104000 104000 12/1/2006 11/1/2036 715 360 80 IL 2/1/2007 N 130000 1 5 715 60636 12/14/2006 12 XA2603EI_ARM-INTONLY 0 0 0 80 695 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636437 SFR 0 XX XXXXXXXX X 8.125 8.125 156000 155603.25 12/1/2006 11/1/2036 1056.25 360 80 FL 2/1/2007 N 202000 1 5 1056.25 33069 12/14/2006 17 PA0603EI_ARM-INTONLY 0 195000 39000 100 707 40.64 NO-PREPAY 11/1/2009 5 3 1 5 1103636439 SFR 0 XX XXXXXXXX X 8.25 8.25 280250 280250 12/1/2006 11/1/2036 1926.72 360 95 FL 2/1/2007 N 425000 1 5 1926.72 33703 12/14/2006 12 SA2603EI_ARM-INTONLY 30 295000 0 95 661 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636440 SFR 1 NOO REFI Y 7.375 7.375 300000 300000 12/1/2006 11/1/2036 1843.75 360 75 AZ 2/1/2007 N 400000 1 5 1843.75 85355 12/14/2006 17 PA0603EI_ARM-INTONLY 0 0 0 75 767 48.23 NO-PREPAY 11/1/2009 5 3 1 5 1103636441 SFR 1 OO REFI Y 6.625 6.625 165000 165000 12/1/2006 11/1/2036 910.94 360 75 FL 2/1/2007 N 220000 1 5 910.94 33147 12/14/2006 17 PA0603EI_ARM-INTONLY 0 0 0 75 683 32.7 5YR 11/1/2009 5 3 1 5 1103636442 CONDO 1 NOO REFI Y 8.25 8.25 206000 206000 12/1/2006 11/1/2036 1416.25 360 79.85 FL 2/1/2007 N 258000 1 5 1416.25 34990 12/14/2006 17 PA1603EI_ARM-INTONLY 0 0 0 79.85 644 34.89 NO-PREPAY 11/1/2009 5 3 1 5 1103636443 CONDO 1 NOO REFI Y 8.25 8.25 206000 206000 12/1/2006 11/1/2036 1416.25 360 79.85 FL 2/1/2007 N 258000 1 5 1416.25 34990 12/14/2006 17 PA1603EI_ARM-INTONLY 0 0 0 79.85 644 34.89 NO-PREPAY 11/1/2009 5 3 1 5 1103636444 SFR 1 NOO REFI Y 7.5 7.5 96000 95784.91 12/1/2006 11/1/2036 671.25 360 80 MI 2/1/2007 N 120000 1 5 671.25 48235 12/14/2006 8 SA1603E_ARM 0 0 12000 90 763 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636445 SFR 0 XXX XXXXXXXX X 7.875 7.875 220000 220000 12/1/2006 11/1/2036 1443.75 360 80 FL 2/1/2007 N 275000 1 5 1443.75 33024 12/14/2006 17 PA1603EI_ARM-INTONLY 0 275000 0 80 673 37.8 NO-PREPAY 11/1/2009 5 3 1 5 1103636446 SFR 0 XXX XXXXXXXX X 7.75 7.75 265000 265000 12/1/2006 11/1/2036 1711.46 360 66.09 NJ 2/1/2007 N 401000 1 5 1711.46 07304 12/14/2006 12 XA1603EI_ARM-INTONLY 0 401000 0 66.09 721 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636447 SFR 0 XXX XXXXXXXX X 8.375 8.375 589000 589000 12/1/2006 11/1/2036 4110.73 360 76 NJ 2/1/2007 N 775000 1 5 4110.73 07627 12/14/2006 12 XA1603EI_ARM-INTONLY 0 775000 0 76 721 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636450 SFR 1 NOO REFI Y 8.375 8.375 32000 32000 1/1/2007 12/1/2036 223.33 360 80 IN 2/1/2007 N 40000 1 5 223.33 46241 12/14/2006 12 BA1203EI_ARM-INTONLY 0 0 0 80 699 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636451 CONDO 1 OO REFI Y 7.25 7.25 225000 224958.56 1/1/2007 12/1/2036 1359.38 360 75 FL 2/1/2007 N 300000 1 5 1359.38 33071 12/14/2006 12 SA1603EI_ARM-INTONLY 0 0 0 75 686 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636452 PUD 0 XX XXXXXXXX X 7.625 7.625 169200 169200 1/1/2007 12/1/2036 1075.13 360 80 NC 2/1/2007 N 215000 1 5 1075.13 28105 12/14/2006 12 SA1603EI_ARM-INTONLY 0 211500 42300 100 742 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636461 SFR 1 NOO REFI Y 7.375 7.375 356000 356000 1/1/2007 12/1/2036 2187.92 360 80 CA 2/1/2007 N 445000 1 3 2187.92 91764 12/13/2006 8 SA1605EI_ARM-INTONLY 0 0 0 80 715 0 NO-PREPAY 12/1/2011 6 3 1 3 1103636507 SFR 1 NOO REFI N 6.75 6.75 104000 103910.46 2/1/2007 1/1/2037 674.54 360 26 CA 2/1/2007 N 400000 1 0 674.54 90220 12/29/2006 7 PF0630_FIXEDRATE 0 0 0 26 747 0 1YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.875 6.875 388000 388000 1/1/2007 12/1/2036 2222.92 360 80 CA 2/1/2007 N 485000 1 3 2222.92 92377 12/13/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 657 43.22 1YR 12/1/2011 6 3 1 3 1103636556 SFR 0 XX XXXXXXXX X 5.125 5.125 471200 471200 2/1/2007 1/1/2037 2012.42 360 80 CA 2/1/2007 N 589000 1 3 2012.42 91740 1/2/2007 2 PA0603EI_ARM-INTONLY 0 589000 117800 100 698 34.31 3YR 1/1/2010 6 3 1 3 1103636603 SFR 0 XX XXXXXXXX X 5.75 5.75 570000 568806.91 1/1/2007 12/1/2036 3326.37 360 74.03 NC 2/1/2007 N 830000 1 0 3326.37 27804 12/8/2006 1 PF0630_FIXEDRATE 0 770000 0 74.03 797 20.91 NO-PREPAY 0 0 0 0 0000000000 SFR 0 XX XXXXXXXX X 6.625 6.625 277600 277364.5 1/1/2007 12/1/2036 1650.01 360 80 CA 2/1/2007 Y 370000 1 0 1650.01 92582 12/29/2006 2 PB1640_BALLOON 0 347000 69400 100 667 49.51 1YR 0 0 0 0 1103636673 SFR 1 OO REFI Y 6 6 496000 496000 1/1/2007 12/1/2036 2480 360 80 CA 2/1/2007 N 620000 1 3 2480 91761 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 708 35.73 3YR 12/1/2011 6 3 1 3 1103636678 D-PUDS 0 XX XXXXXXXX X 5.75 5.75 535000 534441.42 2/1/2007 1/1/2037 3122.12 360 79.86 FL 2/1/2007 N 670000 1 0 3122.12 33437 12/28/2006 2 PF0630_FIXEDRATE 0 680460.39 0 79.86 790 48.72 3YR 0 0 0 0 1103636685 XXXXX 0 XXX XXXX X 0.000 7.875 120000 119834.3 1/1/2007 12/1/2036 870.08 360 79.48 FL 2/1/2007 N 151000 1 0 870.08 33016 12/19/2006 2 PF1630_FIXEDRATE 0 0 0 79.48 670 46.24 NO-PREPAY 0 0 0 0 1103636752 SFR 0 XX XXXXXXXX X 6.99 6.99 350400 350400 1/1/2007 12/1/2036 2041.08 360 80 CA 2/1/2007 N 439000 1 3 2041.08 91768 12/8/2006 2 PA1605EI_ARM-INTONLY 0 438000 87600 100 659 45.79 2YR 12/1/2011 6 3 1 3 1103636762 SFR 1 NOO REFI Y 7 7 186000 186000 1/1/2007 12/1/2036 1085 360 75 OR 2/1/2007 N 248000 1 0 1085 97756 12/19/2006 2 PF0630I_FIX-INTONLY 0 0 0 75 751 42.26 3YR 0 0 0 0 1103636764 SFR 1 OO REFI N 5.75 5.75 609327 609327 1/1/2007 12/1/2036 2919.69 360 52.99 CA 2/1/2007 N 1150000 1 3 2919.69 90240 12/15/2006 1 PA0607EI_ARM-INTONLY 0 0 0 52.99 764 50.48 NO-PREPAY 12/1/2013 6 3 1 3 1103636765 2-4FAMILY 4 NOO REFI N 7.125 7.125 378000 378000 2/1/2007 1/1/2037 2244.38 360 72.98 CA 2/1/2007 N 518000 1 3 2244.38 93309 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 72.98 721 38.68 2YR 1/1/2012 6 3 1 3 1103636797 D-PUDS 1 OO XXXX X 0 0 000000 000000 1/1/2007 12/1/2036 3546.67 360 80 AZ 2/1/2007 N 760000 1 3 3546.67 85260 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 76000 90 655 36.33 1YR 12/1/2011 6 3 1 3 1103636804 D-PUDS 1 OO REFI Y 12.5 12.5 76000 75960.89 1/1/2007 12/1/2021 811.12 180 10 AZ 2/1/2007 Y 760000 2 0 811.12 85260 12/6/2006 2 TB1630_BALLOON 0 0 0 90 655 36.33 1YR 0 0 0 0 1103636865 CONDO 0 0XX XXXXXXXX X 8.25 8.25 125400 125400 1/1/2007 12/1/2036 862.13 360 80 FL 2/1/2007 N 198000 1 3.5 862.13 33035 12/20/2006 2 PA0605EI_ARM-INTONLY 0 156750 23500 95 724 40.68 6MO 12/1/2011 6 3 1 3.5 1103636916 SFR 1 OO REFI Y 6.75 6.75 215000 214628.73 1/1/2007 12/1/2036 1394.49 360 57.8 NY 2/1/2007 N 372000 1 0 1394.49 11772 12/28/2006 17 PF0630_FIXEDRATE 0 0 0 57.8 811 46.57 1YR 0 0 0 0 1103636922 SFR 1 OO REFI Y 6.875 6.875 500000 500000 2/1/2007 1/1/2037 2864.58 360 80 CA 2/1/2007 N 625000 1 0 2864.58 92806 12/19/2006 17 PF0630I_FIX-INTONLY 0 0 0 80 743 43.48 3YR 0 0 0 0 1103636937 SFR 1 NOO REFI Y 7 7 956250 956142.25 2/1/2007 1/1/2037 5578.13 360 75 CA 2/1/2007 N 1275000 1 3 5578.13 92065 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 766 23.57 2.5YR 1/1/2012 6 3 1 3 1103636938 SFR 1 OO REFI N 5.625 5.625 132000 131858.88 2/1/2007 1/1/2037 759.87 360 33.68 CA 2/1/2007 N 392000 1 0 759.87 92027 12/20/2006 2 PF0630_FIXEDRATE 0 0 0 33.68 728 38.79 5YR 0 0 0 0 1103636939 SFR 1 OO REFI N 6.875 6.875 338000 338000 2/1/2007 1/1/2037 1936.46 360 75.96 FL 2/1/2007 N 445000 1 3 1936.46 33015 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75.96 656 33.07 3YR 1/1/2012 6 3 1 3 1103636950 SFR 1 NOO REFI Y 7.99 7.99 256000 255999.06 1/1/2007 12/1/2036 1704.53 360 80 FL 2/1/2007 N 320000 1 3 1704.53 34112 12/21/2006 2 PA1602EI_ARM-INTONLY 0 0 0 80 659 42.02 3YR 12/1/2008 6 3 1 7.99 0000000000 SFR 1 OO REFI N 7.75 7.75 181000 181000 2/1/2007 1/1/2037 1168.96 360 78.7 FL 2/1/2007 N 230000 1 3 1168.96 34235 12/29/2006 12 SA2607EI_ARM-INTONLY 0 0 0 78.7 672 0 3YR 1/1/2014 6 3 1 3 1103637039 SFR 1 OO REFI N 6.375 6.375 320000 320000 2/1/2007 1/1/2037 1700 360 79.41 CA 2/1/2007 N 403000 1 3 1700 93720 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.41 678 34.85 NO-PREPAY 1/1/2012 6 3 1 3 1103637085 CONDO 0 XXX XXXXXXXX X 7.375 7.375 252000 252000 1/1/2007 12/1/2036 1548.75 360 80 CA 2/1/2007 N 315000 1 3 1548.75 95835 12/22/2006 2 PA0605EI_ARM-INTONLY 0 315000 31500 90 755 29.63 3YR 12/1/2011 6 3 1 3 1103637118 SFR 0 XXX XXXXXXXX X 13.625 13.625 114000 113954.52 1/1/2007 12/1/2021 1316.99 180 20 CA 2/1/2007 Y 570000 2 0 1316.99 90039 12/8/2006 2 TB1630_BALLOON 0 570000 0 95 656 31.19 NO-PREPAY 0 0 0 0 1103637121 SFR 1 NOO REFI N 6.875 6.875 300750 300750 2/1/2007 1/1/2037 1723.05 360 75 CA 2/1/2007 N 401000 1 3 1723.05 95355 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 60150 90 741 40.9 NO-PREPAY 1/1/2012 6 3 1 3 1103637122 SFR 0 0XX XXXXXXXX X 6.75 6.75 228000 228000 1/1/2007 12/1/2036 1282.5 360 80 FL 2/1/2007 N 300000 1 3 1282.5 33414 11/29/2006 1 PA1605EI_ARM-INTONLY 0 285000 0 80 35.27 1YR 12/1/2011 6 3 1 3 1103637125 CONDO 0 XXX XXXXXXXX X 8.5 8.5 111000 110999.8 12/1/2006 11/1/2036 786.25 360 79.29 FL 2/1/2007 N 140000 1 5 786.25 32117 12/20/2006 8 SA2603EI_ARM-INTONLY 0 148000 22200 95.15 628 0 3YR 11/1/2009 6 2 2 5 1103637126 SFR 1 OO REFI Y 6.375 6.375 350000 349935.44 1/1/2007 12/1/2036 1859.38 360 79.55 NJ 2/1/2007 N 440000 1 2.25 1859.38 07080 12/11/2006 1 XA0605DI_ARM-INTONLY 0 0 0 79.55 753 39 NO-PREPAY 12/1/2011 5 5 2 2.25 1103637127 2-4FAMILY 0 XX XXXXXXXX X 6.625 6.625 421000 421000 12/1/2006 11/1/2036 2324.27 360 80 NJ 2/1/2007 N 550000 1 5 2324.27 07093 12/11/2006 2 PA1603EI_ARM-INTONLY 0 526250 105250 100 675 45.37 NO-PREPAY 11/1/2009 6 2 2 5 1103637128 2-4FAMILY 0 XX XXXXXXXX X 6.875 6.875 263680 263613.62 12/1/2006 11/1/2036 1510.67 360 80 NJ 2/1/2007 N 340000 1 2.75 1510.67 07304 12/20/2006 2 PA1605EI_ARM-INTONLY 0 329600 65920 100 669 39.76 NO-PREPAY 11/1/2011 6 6 2 6.875 1103637129 SFR 1 OO REFI Y 6.875 6.875 284000 284000 12/1/2006 11/1/2036 1627.08 360 80 NJ 2/1/2007 N 355000 1 5 1627.08 07083 12/20/2006 8 SA2603EI_ARM-INTONLY 0 0 35500 90 677 0 NO-PREPAY 11/1/2009 6 2 2 5 1103637130 2-4FAMILY 2 OO REFI Y 6.875 6.875 388000 388000 12/1/2006 11/1/2036 2222.92 360 80 NJ 2/1/2007 N 485000 1 5 2222.92 07109 12/20/2006 8 SA0603EI_ARM-INTONLY 0 0 72750 95 681 0 NO-PREPAY 11/1/2009 6 2 2 5 1103637131 2-4FAMILY 0 XX XXXXXXXX X 6.375 6.375 362560 362560 1/1/2007 12/1/2036 1926.1 360 80 NJ 2/1/2007 N 456000 1 5 1926.1 07002 12/11/2006 2 PA1603EI_ARM-INTONLY 0 453200 90640 100 664 38.29 NO-PREPAY 12/1/2009 6 2 2 5 0000000000 CONDO 0 XX XXXXXXXX X 6.5 6.5 228400 227985.94 1/1/2007 12/1/2036 1443.64 360 80 NJ 2/1/2007 N 286000 1 5 1443.64 08902 12/11/2006 2 PA0603E_ARM 0 285500 57100 100 687 34.93 NO-PREPAY 12/1/2009 6 2 2 5 1103637133 SFR 0 XX XXXXXXXX X 6.25 6.25 200000 200000 1/1/2007 12/1/2036 1041.67 360 71.43 NY 2/1/2007 N 290000 1 5 1041.67 12590 12/11/2006 2 PA0603EI_ARM-INTONLY 0 280000 0 71.43 686 27.8 NO-PREPAY 12/1/2009 6 2 2 5 1103637134 2-4FAMILY 0 XX XXXXXXXX X 6.625 6.625 324000 324000 1/1/2007 12/1/2036 1788.75 360 80 NJ 2/1/2007 N 410000 1 5 1788.75 07103 12/20/2006 2 PA0603EI_ARM-INTONLY 0 405000 81000 100 689 41.25 NO-PREPAY 12/1/2009 6 2 2 5 1103637136 SFR 0 XX XXXXXXXX X 6.625 6.625 220000 220000 1/1/2007 12/1/2036 1214.58 360 68.75 PA 2/1/2007 N 322000 1 2.25 1214.58 18707 12/11/2006 2 PA0605EI_ARM-INTONLY 0 320000 0 68.75 780 39.34 NO-PREPAY 12/1/2011 6 6 2 2.25 1103637138 CONDO 0 0XX XXXXXXXX X 6.625 6.625 150400 150400 1/1/2007 12/1/2036 830.33 360 48.93 NV 2/1/2007 N 384000 1 2.25 830.33 89123 12/20/2006 17 XA0605DI_ARM-INTONLY 0 307405 0 48.93 686 41.04 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI Y 6.5 6.5 561000 558970.29 12/1/2006 11/1/2036 3545.9 360 75.82 TX 2/1/2007 N 740000 1 5 3545.9 75056 12/11/2006 2 PA0603E_ARM 0 0 0 75.82 715 17.71 NO-PREPAY 11/1/2009 6 2 2 5 1103637141 SFR 0 XX XXXXXXXX X 5.25 5.25 611200 611200 12/1/2006 11/1/2036 2674 360 80 WA 2/1/2007 N 765000 1 2.25 2674 98110 12/11/2006 1 XA0603DI_ARM-INTONLY 0 764000 0 80 729 45.56 NO-PREPAY 11/1/2009 6 2 2 2.25 1103637142 CONDO 1 OO REFI Y 6.5 6.5 244000 244000 1/1/2007 12/1/2036 1321.67 360 80 CA 2/1/2007 N 305000 1 2.25 1321.67 95127 12/11/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 715 31.34 NO-PREPAY 12/1/2011 5 5 2 2.25 1103637143 SFR 1 OO REFI Y 6.5 6.5 264000 264000 12/1/2006 11/1/2036 1430 360 80 CA 2/1/2007 N 330000 1 2.25 1430 95351 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 33000 90 670 39.71 NO-PREPAY 11/1/2011 6 6 2 2.25 1103637144 SFR 1 OO REFI Y 6.625 6.625 498400 498400 1/1/2007 12/1/2036 2751.58 360 77.88 CA 2/1/2007 N 640000 1 2.25 2751.58 95757 12/11/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.88 640 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103637146 SFR 1 OO REFI Y 6.25 6.25 280000 280000 1/1/2007 12/1/2036 1458.33 360 79.33 WA 2/1/2007 N 353000 1 2.25 1458.33 98021 12/20/2006 1 XA0610DI_ARM-INTONLY 0 0 0 79.33 746 44.31 NO-PREPAY 12/1/2016 5 5 2 2.25 1103637148 SFR 1 NOO XXXXXXXX X 0 0 000000 000000 1/1/2007 12/1/2036 3482.5 360 74.63 CA 2/1/2007 N 800000 1 4 3482.5 90066 12/26/2006 2 PA0605EI_ARM-INTONLY 0 800000 0 74.63 704 33.77 NO-PREPAY 12/1/2011 6 3 1 4 1103637150 SFR 0 XX XXXXXXXX X 6.875 6.875 188000 188000 12/1/2006 11/1/2036 1077.08 360 80 WA 2/1/2007 N 238100 1 3.5 1077.08 98513 12/14/2006 8 XA0605DI_ARM-INTONLY 0 235000 47000 100 699 0 3YR 11/1/2011 5 5 2 6.875 1103637151 2-4FAMILY 0 XXX XXXXXXXX X 6.875 6.875 284000 282865.74 12/1/2006 11/1/2036 1627.08 360 80 OR 2/1/2007 N 357000 1 3.5 1627.08 97756 12/14/2006 1 XA0605DI_ARM-INTONLY 0 355000 0 80 788 30.99 NO-PREPAY 11/1/2011 5 5 2 3.5 1103637152 SFR 0 XX XXXXXXXX X 6.75 6.75 276000 275999.5 12/1/2006 11/1/2036 1552.5 360 80 NV 2/1/2007 N 350000 1 3.5 1552.5 89431 12/14/2006 17 XA0605DI_ARM-INTONLY 0 345000 69000 100 719 43.59 3YR 11/1/2011 5 5 2 6.75 1103637153 HI-RISE 1 OO REFI Y 5.875 5.875 695000 692863.82 12/1/2006 11/1/2036 4111.19 360 58.65 FL 2/1/2007 N 1185000 1 2.25 4111.19 33432 12/14/2006 1 XA0605D_ARM 0 0 0 58.65 723 40.61 3YR 11/1/2011 5 5 2 2.25 1103637154 SFR 0 XX XXXXXXXX X 6.25 6.25 321600 321600 1/1/2007 12/1/2036 1675 360 80 CA 2/1/2007 N 408000 1 2.25 1675 93312 12/14/2006 8 XA1605DI_ARM-INTONLY 0 402000 20100 85 668 0 3YR 12/1/2011 5 5 2 2.25 1103637155 SFR 0 XX XXXXXXXX X 6.5 6.5 292000 292000 12/1/2006 11/1/2036 1581.67 360 78.86 TX 2/1/2007 N 390000 1 3.5 1581.67 75035 12/14/2006 2 XA0605DI_ARM-INTONLY 0 370276 54750 93.65 685 40.94 1YR 11/1/2011 5 5 2 6.5 1103637156 SFR 0 XX XXXXXXXX X 7.75 7.75 257000 256980 1/1/2007 12/1/2036 1659.79 360 80 FL 2/1/2007 N 350120 1 3.5 1659.79 34787 12/14/2006 2 XA1605DI_ARM-INTONLY 0 321265 64250 100 672 41.39 NO-PREPAY 12/1/2011 5 5 2 7.75 1103637158 SFR 0 XX XXXXXXXX X 6.875 6.875 366500 366500 12/1/2006 11/1/2036 2099.74 360 80 TX 2/1/2007 N 458500 1 3.5 2099.74 75039 12/14/2006 2 XA0605DI_ARM-INTONLY 0 458148 91648 100 707 30.72 1YR 11/1/2011 5 5 2 6.875 1103637159 SFR 1 OO REFI Y 7.375 7.375 332500 331736.32 12/1/2006 11/1/2036 2296.49 360 70 CA 2/1/2007 N 475000 1 3.5 2296.49 90047 12/14/2006 2 XA3605D_ARM 0 0 0 70 617 44.57 3YR 11/1/2011 5 5 2 3.5 1103637160 SFR 0 XX XXXXXXXX X 7.375 7.375 175200 174755.16 12/1/2006 11/1/2036 1076.75 360 80 KS 2/1/2007 N 230000 1 3.5 1076.75 66210 12/14/2006 2 XA1605DI_ARM-INTONLY 0 219000 43800 100 692 30.88 NO-PREPAY 11/1/2011 5 5 2 7.375 1103637161 SFR 1 OO REFI Y 7.375 7.375 245000 244437.29 12/1/2006 11/1/2036 1692.15 360 69.02 NV 2/1/2007 N 355000 1 3.5 1692.15 89117 12/14/2006 12 XA2605D_ARM 0 0 0 69.02 626 0 3YR 11/1/2011 5 5 2 3.5 1103637163 SFR 0 XX XXXXXXXX X 6.75 6.75 134900 134549.59 12/1/2006 11/1/2036 874.96 360 51.91 NM 2/1/2007 N 260000 1 3.5 874.96 87114 12/14/2006 12 XA0605D_ARM 0 259900 0 51.91 768 0 NO-PREPAY 11/1/2011 5 5 2 3.5 0000000000 SFR 0 XX XXXXXXXX X 6.875 6.875 620000 620000 12/1/2006 11/1/2036 3552.08 360 80 CA 2/1/2007 N 784000 1 3.5 3552.08 92886 12/14/2006 2 XA0605DI_ARM-INTONLY 0 775000 77500 90 727 48.18 1YR 11/1/2011 5 5 2 6.875 1103637167 HI-RISE 0 0XX XXXXXXXX X 7 7 224350 223795.05 12/1/2006 11/1/2036 1492.61 360 37.01 NV 2/1/2007 N 960000 1 2.25 1492.61 89109 12/14/2006 17 XA0607D_ARM 0 606250 0 37.01 733 34.65 NO-PREPAY 11/1/2013 5 5 2 2.25 1103637168 SFR 1 OO REFI Y 6.375 6.375 546000 546000 12/1/2006 11/1/2036 2900.63 360 70 CA 2/1/2007 N 780000 1 2.25 2900.63 91344 12/14/2006 2 XA0607DI_ARM-INTONLY 0 0 0 70 717 41.13 NO-PREPAY 11/1/2013 5 5 2 6.375 1103637169 SFR 1 NOO REFI Y 6.5 6.5 270000 269263.79 12/1/2006 11/1/2036 1706.58 360 45.38 FL 2/1/2007 N 595000 1 3.5 1706.58 33332 12/14/2006 2 XA1605D_ARM 0 0 0 45.38 679 36.32 2YR 11/1/2011 5 5 2 3.5 1103637170 SFR 0 XX XXXXXXXX X 6.75 6.75 385600 385600 1/1/2007 12/1/2036 2169 360 80 CA 2/1/2007 N 483000 1 3.5 2169 90606 12/14/2006 2 XA1605DI_ARM-INTONLY 0 482000 96400 100 655 38.63 3YR 12/1/2011 5 5 2 6.75 1103637171 PUD 1 OO PURCHASE N 6 6 130000 129609.79 12/1/2006 11/1/2036 779.42 360 34.22 AZ 2/1/2007 N 380000 1 2.25 779.42 85260 12/21/2006 17 XA0605D_ARM 0 380000 0 34.22 749 12.28 NO-PREPAY 11/1/2011 5 5 2 2.25 1103637172 SFR 0 0XX XXXXXXXX X 6.375 6.375 302400 302400 12/1/2006 11/1/2036 1606.5 360 80 UT 2/1/2007 N 390000 1 3.5 1606.5 84092 12/14/2006 2 XA0605DI_ARM-INTONLY 0 378000 56700 95 688 41.43 3YR 11/1/2011 5 5 2 6.375 0000000000 SFR 1 OO REFI Y 6.375 6.375 235000 235000 12/1/2006 11/1/2036 1248.44 360 48.46 CA 2/1/2007 N 485000 1 3.5 1248.44 92570 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 18236 52.22 662 36.97 3YR 11/1/2011 5 5 2 3.5 1103637174 SFR 1 OO REFI Y 7 7 450000 450000 1/1/2007 12/1/2036 2625 360 76.8 CA 2/1/2007 N 586000 1 2.25 2625 91324 12/14/2006 17 XA0605DI_ARM-INTONLY 0 0 0 76.8 690 42.9 3YR 12/1/2011 5 5 2 7 1103637175 2-4FAMILY 2 NOO REFI Y 6.875 6.875 498750 498750 1/1/2007 12/1/2036 2857.42 360 75 CA 2/1/2007 N 665000 1 3.5 2857.42 90602 12/14/2006 8 XA0605DI_ARM-INTONLY 0 0 0 75 693 0 NO-PREPAY 12/1/2011 5 5 2 6.875 1103637176 SFR 0 XX XXXXXXXX X 6.5 6.5 344000 344000 1/1/2007 12/1/2036 1863.33 360 80 CA 2/1/2007 N 435000 1 2.25 1863.33 91706 12/14/2006 2 XA1605DI_ARM-INTONLY 0 430000 86000 100 652 39.02 3YR 12/1/2011 5 5 2 2.25 1103637179 SFR 0 XX XXXXXXXX X 6.5 6.5 425600 425600 1/1/2007 12/1/2036 2305.33 360 80 CA 2/1/2007 N 548000 1 3 2305.33 92562 12/8/2006 8 SA0605EI_ARM-INTONLY 0 532000 53200 90 716 0 1YR 12/1/2011 6 3 1 3 1103637182 SFR 0 XX XXXXXXXX X 7.625 7.625 172000 171750.23 1/1/2007 12/1/2036 1217.41 360 80 ID 2/1/2007 N 215000 1 0 1217.41 83404 12/14/2006 1 PF1630_FIXEDRATE 0 215000 32250 95 668 40.21 1YR 0 0 0 0 1103637183 SFR 0 XXX XXXXXXXX X 7.875 7.875 90000 90000 12/1/2006 11/1/2036 590.63 360 80 WA 2/1/2007 N 118000 1 0 590.63 99350 12/14/2006 1 PF0630I_FIX-INTONLY 0 112500 0 80 697 40.68 1YR 0 0 0 0 1103637184 SFR 1 OO REFI Y 5.875 5.875 156000 155313 1/1/2007 12/1/2026 1106.41 240 44.83 CA 2/1/2007 N 348000 1 0 1106.41 95758 12/14/2006 1 PF0620_FIXEDRATE 0 0 0 44.83 798 28.04 NO-PREPAY 0 0 0 0 1103637185 SFR 0 XX XXXXXXXX X 6.875 6.875 367200 366269.22 12/1/2006 11/1/2036 2412.24 360 80 CA 2/1/2007 N 469000 1 0 2412.24 91790 12/21/2006 2 PF0630_FIXEDRATE 0 459000 68850 95 682 42.64 3YR 0 0 0 0 1103637186 SFR 0 0XX XXXXXXXX X 7.5 7.5 123000 122816.87 1/1/2007 12/1/2036 860.03 360 71.1 TN 2/1/2007 N 177000 1 0 860.03 37763 12/14/2006 2 PF0630_FIXEDRATE 0 173000 0 71.1 686 44.5 NO-PREPAY 0 0 0 0 1103637187 SFR 0 XXX XXXXXXXX X 7.625 7.625 76950 76581.21 12/1/2006 11/1/2036 544.65 360 69.96 TX 2/1/2007 N 113500 1 0 544.65 75236 12/14/2006 2 PF0630_FIXEDRATE 0 109995 0 69.96 686 38.24 NO-PREPAY 0 0 0 0 1103637188 CONDO 0 0XX XXXXXXXX X 6.625 6.625 500000 500000 12/1/2006 11/1/2036 2760.42 360 60.61 ID 2/1/2007 N 835000 1 0 2760.42 83353 12/21/2006 1 PF0630I_FIX-INTONLY 0 825000 0 60.61 764 38.45 NO-PREPAY 0 0 0 0 1103637189 SFR 1 NOO REFI N 6.875 6.875 189000 189000 12/1/2006 11/1/2036 1082.81 360 79.42 AZ 2/1/2007 N 238000 1 0 1082.81 85212 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 79.42 740 32.67 NO-PREPAY 0 0 0 0 1103637190 XXXXX 0 XX XXXX X 0 0 000000 557185.64 1/1/2007 12/1/2036 3347.29 360 65.69 CA 2/1/2007 N 850000 1 0 3347.29 90272 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 65.69 784 40.57 NO-PREPAY 0 0 0 0 1103637191 SFR 1 2ND REFI N 6.875 6.875 720900 720900 12/1/2006 11/1/2036 4130.16 360 55.46 UT 2/1/2007 N 1300000 1 0 4130.16 84060 12/14/2006 17 PF0630I_FIX-INTONLY 0 0 0 55.46 768 27.64 NO-PREPAY 0 0 0 0 1103637192 SFR 1 OO REFI Y 7.25 7.25 312000 312000 12/1/2006 11/1/2036 1885 360 76.1 CA 2/1/2007 N 410000 1 0 1885 92336 12/14/2006 2 PF1630I_FIX-INTONLY 0 0 39000 85.61 663 39.76 3YR 0 0 0 0 1103637193 SFR 1 OO REFI Y 6.125 6.125 150000 149560.38 12/1/2006 11/1/2036 911.42 360 66.08 AZ 2/1/2007 N 227000 1 0 911.42 85042 12/21/2006 17 PF0630_FIXEDRATE 0 0 0 66.08 798 23.57 NO-PREPAY 0 0 0 0 1103637195 SFR 0 0XX XXXXXXXX X 6.375 6.375 160000 159702.83 1/1/2007 12/1/2036 998.19 360 44.45 ID 2/1/2007 N 360000 1 0 998.19 83854 12/14/2006 17 PF0630_FIXEDRATE 0 360000 0 44.45 799 42.81 NO-PREPAY 0 0 0 0 1103637197 SFR 1 OO REFI Y 8.125 8.125 135000 134733.27 12/1/2006 11/1/2036 1002.37 360 36 CA 2/1/2007 N 375000 1 0 1002.37 90221 12/14/2006 17 PF3630_FIXEDRATE 0 0 0 36 608 39.9 5YR 0 0 0 0 1103637198 SFR 0 0XX XXXXXXXX X 6.375 6.375 468000 467130.78 1/1/2007 12/1/2036 2919.71 360 80 CA 2/1/2007 N 600000 1 0 2919.71 92270 12/14/2006 17 PF0630_FIXEDRATE 0 585000 0 80 786 38.71 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 7.125 7.125 200000 199679.17 1/1/2007 12/1/2036 1347.44 360 79.37 CA 2/1/2007 N 252000 1 0 1347.44 92220 12/14/2006 2 PF1630_FIXEDRATE 0 0 0 79.37 645 44.87 NO-PREPAY 0 0 0 0 1103637200 SFR 1 2ND XXXXXXXX X 0 0 000000 135599.31 1/1/2007 12/1/2036 904 360 80 SC 2/1/2007 N 169900 1 0 904 29605 12/21/2006 8 SF2630I_FIX-INTONLY 0 169500 0 80 656 0 NO-PREPAY 0 0 0 0 1103637201 XXXXX 0 XXX XXXX X 0.000 7.625 204000 203703.76 1/1/2007 12/1/2036 1443.9 360 71.58 CA 2/1/2007 N 285000 1 0 1443.9 91765 12/21/2006 2 PF2630_FIXEDRATE 0 0 0 71.58 632 11.35 3YR 0 0 0 0 1103637202 SFR 1 NOO REFI Y 6.375 6.375 85000 84662.55 12/1/2006 11/1/2036 530.29 360 40.48 CA 2/1/2007 N 210000 1 0 530.29 93706 12/14/2006 12 SF0630_FIXEDRATE 0 0 0 40.48 768 0 3YR 0 0 0 0 1103637203 SFR 1 OO REFI Y 6.375 6.375 179500 178998.57 12/1/2006 11/1/2036 1119.85 360 63.43 CA 2/1/2007 N 283000 1 0 1119.85 93535 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 63.43 738 25.84 NO-PREPAY 0 0 0 0 1103637204 SFR 0 XXX XXXXXXXX X 7.25 7.25 188000 187557.37 12/1/2006 11/1/2036 1282.49 360 69.97 UT 2/1/2007 N 270000 1 0 1282.49 84128 12/14/2006 2 PF0630_FIXEDRATE 0 268688 53700 89.96 794 32.03 NO-PREPAY 0 0 0 0 1103637205 SFR 1 OO REFI Y 6.5 6.5 632000 632000 12/1/2006 11/1/2036 3423.33 360 62.27 CA 2/1/2007 N 1015000 1 0 3423.33 91381 12/14/2006 2 PF0630I_FIX-INTONLY 0 0 0 62.27 762 42.39 NO-PREPAY 0 0 0 0 1103637206 SFR 1 NOO REFI Y 7.25 7.25 147000 146769.95 1/1/2007 12/1/2036 1002.8 360 57.65 FL 2/1/2007 N 255000 1 0 1002.8 33993 12/14/2006 2 PF0630_FIXEDRATE 0 0 31493 70 692 41.19 3YR 0 0 0 0 1103637212 SFR 1 OO REFI Y 6.375 6.375 280000 280000 2/1/2007 1/1/2037 1487.5 360 70 CA 2/1/2007 N 400000 1 3.25 1487.5 93614 12/22/2006 1 PA0605EI_ARM-INTONLY 0 0 0 70 691 33.52 2YR 1/1/2012 6 3 1 6.375 1103637219 2-4FAMILY 2 NOO REFI Y 7.25 7.25 182000 181935.38 2/1/2007 1/1/2037 1164.2 360 70 FL 2/1/2007 Y 260000 1 0 1164.2 33161 1/5/2007 2 PB1640_BALLOON 0 0 0 70 669 43.61 2YR 0 0 0 0 1103637240 SFR 1 NOO REFI Y 7.25 7.25 168000 167940.35 2/1/2007 1/1/2037 1074.65 360 70 FL 2/1/2007 Y 240000 1 0 1074.65 33167 1/9/2007 2 PB1640_BALLOON 0 0 0 70 669 50.18 2YR 0 0 0 0 1103637252 SFR 0 XX XXXXXXXX X 7.615 7.615 382400 382400 2/1/2007 1/1/2037 2426.65 360 80 CA 2/1/2007 N 510000 1 2.75 2426.65 92054 1/2/2007 2 PA1605EI_ARM-INTONLY 0 478000 95600 100 654 46.75 3YR 1/1/2012 6 3 1 2.75 1103637259 PUD 0 XXX XXXXXXXX X 8.85 8.85 205200 204732.3 11/1/2006 10/1/2036 1628.99 360 80 NV 2/1/2007 N 275000 1 3.25 1628.99 89081 12/15/2006 2 PA1603E_ARM 0 256500 25650 90 663 17.82 NO-PREPAY 10/1/2009 6 2 2 3.25 1103637260 SFR 0 XX XXXXXXXX X 6.775 6.775 372000 372000 11/1/2006 10/1/2036 2100.25 360 80 CA 2/1/2007 N 465000 1 3.25 2100.25 90805 12/15/2006 2 PA0602EI_ARM-INTONLY 0 465000 93000 100 753 42.82 2YR 10/1/2008 6 2 2 3.25 1103637265 2-4FAMILY 0 XXX XXXXXXXX X 8.9 8.9 306000 306000 9/1/2006 8/1/2036 2269.5 360 80 CA 2/1/2007 N 385000 1 3.25 2269.5 95207 12/15/2006 2 PA0603EI_ARM-INTONLY 0 382500 57375 95 735 29.82 1YR 8/1/2009 6 2 2 3.25 1103637268 SFR 0 XXX XXXXXXXX X 8.75 8.75 268426 268426 11/1/2006 10/1/2036 1957.27 360 80 CA 2/1/2007 N 349000 1 3.25 1957.27 92394 12/15/2006 2 PA0603EI_ARM-INTONLY 0 335532 52330 95.6 769 27.91 NO-PREPAY 10/1/2009 6 2 2 3.25 1103637269 SFR 0 XX XXXXXXXX X 6.475 6.475 311800 311729.21 10/1/2006 9/1/2036 1682.42 360 80 CA 2/1/2007 N 390000 1 3.25 1682.42 92236 12/15/2006 2 PA1603EI_ARM-INTONLY 0 389789 77950 99.99 658 41.98 3YR 9/1/2009 6 2 2 3.25 1103637270 PUD 1 OO REFI N 7.6 7.6 329600 329600 12/1/2006 11/1/2036 2087.47 360 80 CA 2/1/2007 N 412000 1 3.25 2087.47 92026 12/15/2006 2 PA0603EI_ARM-INTONLY 0 0 61800 95 685 43.76 1YR 11/1/2009 6 2 2 3.25 1103637271 SFR 0 XX XXXXXXXX X 7.45 7.45 281800 281800 11/1/2006 10/1/2036 1749.51 360 80 CA 2/1/2007 N 353000 1 3.25 1749.51 92394 12/17/2006 8 SA2603EI_ARM-INTONLY 0 352251 52800 94.99 656 0 3YR 10/1/2009 6 2 2 3.25 1103637273 PUD 0 XX XXXXXXXX X 7.1 7.1 317650 316796.98 12/1/2006 11/1/2036 1879.43 360 80 CA 2/1/2007 N 400000 1 3.25 1879.43 92543 12/15/2006 8 SA0603EI_ARM-INTONLY 0 397102 79400 99.99 697 0 3YR 11/1/2009 6 2 2 3.25 1103637274 SFR 0 XX XXXXXXXX X 7.75 7.75 125600 125332.34 12/1/2006 11/1/2036 899.81 360 80 IL 2/1/2007 N 157000 1 3.25 899.81 60505 12/15/2006 2 PA1603E_ARM 0 157000 31400 100 643 41.8 NO-PREPAY 11/1/2009 6 2 2 3.25 1103637282 SFR 1 OO PURCHASE N 12.5 12.5 59000 58969.65 1/1/2007 12/1/2021 629.68 180 20 CA 2/1/2007 Y 315000 2 0 629.68 92223 11/28/2006 2 TB1630_BALLOON 0 295000 0 100 653 46.62 2YR 0 0 0 0 1103637292 SFR 1 OO REFI N 5.875 5.875 550000 543225.56 1/1/2007 12/1/2016 6071.66 120 36.67 NY 2/1/2007 N 1500000 1 0 6071.66 11204 12/21/2006 2 BF1610_FIXEDRATE 0 0 0 36.67 730 24.98 NO-PREPAY 0 0 0 0 1103637293 SFR 1 OO PURCHASE N 7 7 144000 143581.83 12/1/2006 11/1/2036 958.04 360 100 MI 2/1/2007 N 165000 1 0 958.04 49010 12/21/2006 1 PF0430_FIXEDRATE 35 144000 0 100 775 40.746 NO-PREPAY 0 0 0 0 1103637294 SFR 0 XX XXXXXXXX X 8.125 8.125 101500 101270.02 12/1/2006 11/1/2036 753.63 360 100 MO 2/1/2007 N 102000 1 0 753.63 65068 12/21/2006 2 PF0430_FIXEDRATE 35 101500 0 100 754 41.69 NO-PREPAY 0 0 0 0 1103637295 SFR 0 XX XXXXXXXX X 7.25 7.25 150000 149765.27 1/1/2007 12/1/2036 1023.26 360 100 UT 2/1/2007 N 155000 1 0 1023.26 84104 12/21/2006 2 PF0430_FIXEDRATE 0 150000 0 100 727 30.289 NO-PREPAY 0 0 0 0 1103637296 SFR 0 XX XXXXXXXX X 7.875 7.875 75000 74844.15 12/1/2006 11/1/2036 543.8 360 100 TN 2/1/2007 N 77000 1 0 543.8 37716 12/21/2006 1 PF0430_FIXEDRATE 35 75000 0 100 763 15.324 NO-PREPAY 0 0 0 0 1103637297 PUD 0 XX XXXXXXXX X 7.625 7.625 285000 285000 1/1/2007 12/1/2036 1810.94 360 100 AZ 2/1/2007 N 285000 1 0 1810.94 85715 12/21/2006 2 PF0430I_FIX-INTONLY 0 285000 0 100 811 49.36 NO-PREPAY 0 0 0 0 0000000000 PUD 0 XX XXXXXXXX X 7.125 7.125 135990 135988.55 12/1/2006 11/1/2036 807.43 360 100 SC 2/1/2007 N 163000 1 0 807.43 29577 12/21/2006 1 PF0430I_FIX-INTONLY 35 135990 0 100 753 39.269 NO-PREPAY 0 0 0 0 1103637299 SFR 1 OO REFI Y 5.875 5.875 584000 577543.69 12/1/2006 11/1/2021 4888.77 180 80 KY 2/1/2007 N 730000 1 0 4888.77 42701 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 80 749 40.929 NO-PREPAY 0 0 0 0 1103637301 PUD 0 XX XXXXXXXX X 6.25 6.25 248000 245482.71 12/1/2006 11/1/2021 2126.41 180 80 NV 2/1/2007 N 350000 1 0 2126.41 89134 12/21/2006 2 PF0615_FIXEDRATE 0 310000 31000 90 784 23.82 NO-PREPAY 0 0 0 0 1103637303 CONDO 0 XX XXXXXXXX X 6.25 6.25 523200 519668.75 1/1/2007 12/1/2021 4486.04 180 80 IL 2/1/2007 N 675000 1 0 4486.04 60201 12/21/2006 2 PF0615_FIXEDRATE 0 654028 0 80 806 35.271 NO-PREPAY 0 0 0 0 1103637304 SFR 1 OO REFI Y 6 6 584000 577945.47 12/1/2006 11/1/2021 4928.12 180 80 CA 2/1/2007 N 730000 1 0 4928.12 91765 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 80 760 29.96 NO-PREPAY 0 0 0 0 1103637305 PUD 0 XX XXXXXXXX X 6.375 6.375 335147 331781.06 12/1/2006 11/1/2021 2896.51 180 80 GA 2/1/2007 N 425000 1 0 2896.51 30019 12/21/2006 2 PF0615_FIXEDRATE 0 418934 41893 90 685 43.47 NO-PREPAY 0 0 0 0 1103637306 SFR 1 OO REFI Y 5.875 5.875 147500 145867.98 12/1/2006 11/1/2021 1234.75 180 76.83 IL 2/1/2007 N 192000 1 0 1234.75 60406 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 76.83 755 34.14 NO-PREPAY 0 0 0 0 1103637307 PUD 1 OO REFI N 6.875 6.875 1415767 1402143.01 12/1/2006 11/1/2021 12626.58 180 72.61 TX 2/1/2007 N 1950000 1 0 12626.58 77356 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 72.61 758 29.585 NO-PREPAY 0 0 0 0 1103637308 PUD 1 OO REFI Y 6.25 6.25 440000 435533.84 12/1/2006 11/1/2021 3772.66 180 73.34 AZ 2/1/2007 N 600000 1 0 3772.66 85749 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 73.34 722 43.546 NO-PREPAY 0 0 0 0 1103637310 PUD 1 OO REFI N 6.25 6.25 950000 940357.14 12/1/2006 11/1/2021 8145.52 180 67.38 CA 2/1/2007 N 1410000 1 0 8145.52 92120 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 67.38 800 37.246 NO-PREPAY 0 0 0 0 1103637311 SFR 1 OO REFI Y 6.375 6.375 400000 394629.39 11/1/2006 10/1/2021 3457 180 61.54 OR 2/1/2007 N 650000 1 0 3457 97055 12/21/2006 1 PF0615_FIXEDRATE 0 0 96774 76.43 765 41.3 NO-PREPAY 0 0 0 0 1103637312 PUD 1 OO REFI N 6.375 6.375 960000 950358.56 12/1/2006 11/1/2021 8296.8 180 60 CA 2/1/2007 N 1600000 1 0 8296.8 92130 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 60 727 38.591 NO-PREPAY 0 0 0 0 1103637313 SFR 1 OO PURCHASE N 7.125 7.125 1600000 784233.75 1/1/2007 12/1/2021 14493.3 180 57.15 MD 2/1/2007 N 2947000 1 0 14493.3 21601 12/21/2006 2 PF0615_FIXEDRATE 0 2800000 0 57.15 799 30.654 NO-PREPAY 0 0 0 0 1103637314 PUD 1 OO REFI Y 5.875 5.875 445000 440337.65 12/1/2006 11/1/2021 3725.18 180 49.45 CO 2/1/2007 N 900000 1 0 3725.18 80401 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 49.45 757 39.651 NO-PREPAY 0 0 0 0 1103637315 SFR 1 OO REFI N 6 6 800000 791706.12 12/1/2006 11/1/2021 6750.85 180 50 MO 2/1/2007 N 1600000 1 0 6750.85 65721 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 50 784 17.694 NO-PREPAY 0 0 0 0 1103637316 SFR 1 OO REFI Y 6.25 6.25 500000 496625.3 1/1/2007 12/1/2021 4287.11 180 30.31 NJ 2/1/2007 N 1650000 1 0 4287.11 07024 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 30.31 759 27.89 NO-PREPAY 0 0 0 0 1103637317 SFR 1 NOO REFI Y 5.875 5.875 115000 113795.11 12/1/2006 11/1/2021 962.69 180 20.91 CA 2/1/2007 N 550000 1 0 962.69 94541 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 20.91 715 41.41 NO-PREPAY 0 0 0 0 1103637318 SFR 1 OO PURCHASE N 6.875 6.875 480000 474426.95 12/1/2006 11/1/2026 3685.51 240 80 CT 2/1/2007 N 600000 1 0 3685.51 06492 12/21/2006 2 PF0620_FIXEDRATE 0 792000 0 80 812 36.667 NO-PREPAY 0 0 0 0 1103637319 SFR 1 OO PURCHASE N 6.875 6.875 75000 74809.88 12/1/2006 11/1/2036 492.7 360 91.47 ME 2/1/2007 N 88500 1 0 492.7 04739 12/21/2006 2 PF0630_FIXEDRATE 30 82000 0 91.47 737 42.3 NO-PREPAY 0 0 0 0 1103637320 SFR 1 OO REFI Y 6.75 6.75 187000 186514.26 12/1/2006 11/1/2036 1212.88 360 89.05 ME 2/1/2007 N 210000 1 0 1212.88 04106 12/21/2006 1 PF0630_FIXEDRATE 25 0 0 89.05 726 40.64 NO-PREPAY 0 0 0 0 1103637321 CONDO 1 OO REFI Y 6.125 6.125 236250 235789.59 1/1/2007 12/1/2036 1435.48 360 88.16 WI 2/1/2007 N 268000 1 0 1435.48 53142 12/21/2006 1 PF0630_FIXEDRATE 25 0 0 88.16 775 36.865 NO-PREPAY 0 0 0 0 1103637322 PUD 1 OO REFI N 6.875 6.875 536000 533259.16 9/1/2006 8/1/2036 3521.14 360 80 MD 2/1/2007 N 670000 1 0 3521.14 21237 12/21/2006 1 PF0630_FIXEDRATE 0 0 134000 100 769 44.005 NO-PREPAY 0 0 0 0 1103637323 SFR 1 OO REFI N 6.5 6.5 519000 517545 12/1/2006 11/1/2036 3280.43 360 79.85 IL 2/1/2007 N 650000 1 0 3280.43 60422 12/21/2006 1 PF0630_FIXEDRATE 0 0 45413 86.84 743 35.042 NO-PREPAY 0 0 0 0 1103637324 SFR 1 OO PURCHASE N 6.375 6.375 138400 138013.38 12/1/2006 11/1/2036 863.44 360 80 OH 2/1/2007 N 185000 1 0 863.44 44028 12/21/2006 1 PF0630_FIXEDRATE 0 173000 34600 100 794 28.85 NO-PREPAY 0 0 0 0 1103637325 PUD 1 OO PURCHASE N 6.375 6.375 479999 478658.17 12/1/2006 11/1/2036 2994.57 360 80 VA 2/1/2007 N 618000 1 0 2994.57 20175 12/21/2006 1 PF0630_FIXEDRATE 0 599999 89999 95 736 40 NO-PREPAY 0 0 0 0 1103637326 SFR 1 OO REFI Y 6.5 6.5 508000 506518.79 12/1/2006 11/1/2036 3210.9 360 80 IL 2/1/2007 N 635000 1 0 3210.9 60302 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 715 21.964 NO-PREPAY 0 0 0 0 1103637327 SFR 1 OO PURCHASE N 6.5 6.5 188000 187391.86 12/1/2006 11/1/2036 1188.29 360 80 SC 2/1/2007 N 240000 1 0 1188.29 29061 12/29/2006 1 PF0630_FIXEDRATE 0 235000 47000 100 794 27.365 NO-PREPAY 0 0 0 0 1103637328 SFR 1 OO REFI Y 6.375 6.375 444800 443278.03 12/1/2006 11/1/2036 2774.97 360 80 CA 2/1/2007 N 556000 1 0 2774.97 93041 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 724 30.21 NO-PREPAY 0 0 0 0 1103637329 SFR 1 OO REFI N 6.875 6.875 528000 526661.62 12/1/2006 11/1/2036 3468.58 360 80 FL 2/1/2007 N 660000 1 0 3468.58 33176 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 743 31.97 NO-PREPAY 0 0 0 0 1103637330 PUD 1 OO PURCHASE N 6.5 6.5 530800 529352.63 12/1/2006 11/1/2036 3355.02 360 80 MO 2/1/2007 N 663500 1 0 3355.02 63038 12/21/2006 1 PF0630_FIXEDRATE 0 680000 0 80 815 32.949 NO-PREPAY 0 0 0 0 1103637331 SFR 1 OO PURCHASE N 6.375 6.375 464000 462703.84 12/1/2006 11/1/2036 2894.76 360 80 MD 2/1/2007 N 595000 1 0 2894.76 21157 12/21/2006 1 PF0630_FIXEDRATE 0 580000 87000 95 779 36.6 NO-PREPAY 0 0 0 0 1103637332 SFR 1 OO PURCHASE N 6.5 6.5 708000 706069.46 12/1/2006 11/1/2036 4475.04 360 80 RI 2/1/2007 N 890000 1 0 4475.04 02906 12/21/2006 1 PF0630_FIXEDRATE 0 885000 132750 95 796 41.717 NO-PREPAY 0 0 0 0 1103637333 PUD 1 OO REFI N 6.5 6.5 1000000 997272.61 12/1/2006 11/1/2036 6320.68 360 80 AZ 2/1/2007 N 1250000 1 0 6320.68 86303 12/21/2006 1 PF0630_FIXEDRATE 0 0 45000 83.6 730 35.69 NO-PREPAY 0 0 0 0 1103637334 SFR 1 OO REFI N 6.375 6.375 823300 821000.21 12/1/2006 11/1/2036 5136.32 360 79.94 MS 2/1/2007 N 1030000 1 0 5136.32 39110 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 79.94 690 30.67 NO-PREPAY 0 0 0 0 1103637336 CONDO 1 2ND PURCHASE N 7 7 177400 176961.19 12/1/2006 11/1/2036 1180.25 360 79.99 IL 2/1/2007 N 237000 1 0 1180.25 60612 12/21/2006 2 PF0630_FIXEDRATE 0 221803 22175 89.98 725 38.472 NO-PREPAY 0 0 0 0 1103637337 SFR 1 OO REFI N 6.375 6.375 570500 568906.36 12/1/2006 11/1/2036 3559.18 360 78.69 MO 2/1/2007 N 725000 1 0 3559.18 63124 12/21/2006 1 PF0630_FIXEDRATE 0 0 107250 93.49 803 47.584 NO-PREPAY 0 0 0 0 1103637338 SFR 1 OO PURCHASE N 6.5 6.5 505600 504145.94 12/1/2006 11/1/2036 3195.74 360 80 NJ 2/1/2007 N 665000 1 0 3195.74 08054 12/21/2006 1 PF0630_FIXEDRATE 0 632000 0 80 716 34.429 NO-PREPAY 0 0 0 0 1103637339 SFR 1 2ND REFI N 6.625 6.625 480000 478722.5 12/1/2006 11/1/2036 3073.49 360 76.8 NJ 2/1/2007 N 625000 1 0 3073.49 07719 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.8 767 41.993 NO-PREPAY 0 0 0 0 1103637340 PUD 1 OO PURCHASE N 6.5 6.5 944000 938375.35 12/1/2006 11/1/2036 5966.72 360 80 MD 2/1/2007 N 1250000 1 0 5966.72 20905 12/21/2006 1 PF0630_FIXEDRATE 0 1180000 118000 90 707 37.785 NO-PREPAY 0 0 0 0 1103637341 SFR 1 OO REFI Y 6.375 6.375 320000 319106.13 12/1/2006 11/1/2036 1996.38 360 80 NY 2/1/2007 N 400000 1 0 1996.38 11203 12/21/2006 1 PF0630_FIXEDRATE 0 0 16000 84 721 48.896 NO-PREPAY 0 0 0 0 1103637342 SFR 1 OO REFI Y 6.625 6.625 360000 359022.16 12/1/2006 11/1/2036 2305.12 360 80 NV 2/1/2007 N 450000 1 0 2305.12 89701 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 686 44.212 NO-PREPAY 0 0 0 0 1103637343 SFR 1 OO REFI Y 6.625 6.625 107000 106614.96 12/1/2006 11/1/2036 685.13 360 79.86 NC 2/1/2007 N 134000 1 0 685.13 28602 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 79.86 749 24.41 NO-PREPAY 0 0 0 0 1103637344 SFR 1 OO REFI Y 6.5 6.5 324000 323116.53 12/1/2006 11/1/2036 2047.9 360 80 NJ 2/1/2007 N 405000 1 0 2047.9 08701 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 681 34.3 NO-PREPAY 0 0 0 0 1103637345 SFR 1 OO REFI N 6.625 6.625 508000 506647.97 12/1/2006 11/1/2036 3252.78 360 80 CO 2/1/2007 N 635000 1 0 3252.78 80027 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 772 46.316 NO-PREPAY 0 0 0 0 1103637346 PUD 1 OO PURCHASE N 6.5 6.5 512000 510160.24 12/1/2006 11/1/2036 3236.19 360 80 CA 2/1/2007 N 655000 1 0 3236.19 92503 12/21/2006 1 PF0630_FIXEDRATE 0 640000 64000 90 747 42.35 NO-PREPAY 0 0 0 0 1103637347 SFR 1 OO REFI N 6.75 6.75 368000 367044.13 12/1/2006 11/1/2036 2386.84 360 80 NY 2/1/2007 N 460000 1 0 2386.84 11550 12/21/2006 1 PF0630_FIXEDRATE 0 0 61000 93.27 713 40.55 NO-PREPAY 0 0 0 0 1103637348 PUD 1 OO REFI Y 6.625 6.625 319200 318350.47 12/1/2006 11/1/2036 2043.87 360 80 NV 2/1/2007 N 399000 1 0 2043.87 89703 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 806 40.842 NO-PREPAY 0 0 0 0 1103637349 SFR 1 OO REFI N 6.5 6.5 455000 453759.33 12/1/2006 11/1/2036 2875.91 360 80 MO 2/1/2007 N 568800 1 0 2875.91 64836 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 760 29.732 NO-PREPAY 0 0 0 0 1103637350 SFR 1 OO PURCHASE N 6.5 6.5 715200 713249.83 12/1/2006 11/1/2036 4520.55 360 80 AZ 2/1/2007 N 915000 1 0 4520.55 85742 12/21/2006 1 PF0630_FIXEDRATE 0 894000 0 80 800 44.336 NO-PREPAY 0 0 0 0 1103637351 SFR 1 OO PURCHASE N 6.75 6.75 150000 149610.36 12/1/2006 11/1/2036 972.9 360 80 MI 2/1/2007 N 188000 1 0 972.9 49504 12/21/2006 1 PF0630_FIXEDRATE 0 187500 37500 100 715 23.704 NO-PREPAY 0 0 0 0 1103637352 SFR 1 OO PURCHASE N 6.375 6.375 980000 977262.47 12/1/2006 11/1/2036 6113.93 360 80 GA 2/1/2007 N 1225000 1 0 6113.93 30328 12/21/2006 1 PF0630_FIXEDRATE 0 1225000 183750 95 794 32.01 NO-PREPAY 0 0 0 0 1103637353 SFR 1 OO PURCHASE N 6.125 6.125 1000000 997069.27 12/1/2006 11/1/2036 6076.11 360 80 KS 2/1/2007 N 1250000 1 0 6076.11 66207 12/21/2006 1 PF0630_FIXEDRATE 0 1250000 0 80 793 27.566 NO-PREPAY 0 0 0 0 1103637354 SFR 1 OO REFI Y 6.25 6.25 272000 271221.71 12/1/2006 11/1/2036 1674.75 360 80 OR 2/1/2007 N 340000 1 0 1674.75 97140 12/21/2006 1 PF0630_FIXEDRATE 0 0 34000 90 696 43.307 NO-PREPAY 0 0 0 0 1103637355 PUD 1 OO REFI N 6.5 6.5 586000 584402.15 12/1/2006 11/1/2036 3703.91 360 79.95 WA 2/1/2007 N 733000 1 0 3703.91 98006 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 79.95 773 42.618 NO-PREPAY 0 0 0 0 1103637356 SFR 1 OO REFI Y 6.625 6.625 200000 199467.41 12/1/2006 11/1/2036 1280.62 360 80 WA 2/1/2007 N 250000 1 0 1280.62 98682 12/21/2006 1 PF0630_FIXEDRATE 0 0 30000 92 757 48.236 NO-PREPAY 0 0 0 0 1103637357 SFR 1 OO REFI Y 6.625 6.625 300000 299201.57 12/1/2006 11/1/2036 1920.93 360 80 OR 2/1/2007 N 375000 1 0 1920.93 97504 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 718 42.22 NO-PREPAY 0 0 0 0 1103637358 CONDO 1 OO REFI Y 6.75 6.75 190000 189506.46 12/1/2006 11/1/2036 1232.34 360 79.17 AZ 2/1/2007 N 240000 1 0 1232.34 85020 12/21/2006 1 PF0630_FIXEDRATE 0 0 30875 92.04 709 39.415 NO-PREPAY 0 0 0 0 1103637359 SFR 1 OO PURCHASE N 6.375 6.375 520000 518547.45 12/1/2006 11/1/2036 3244.12 360 80 CA 2/1/2007 N 690000 1 0 3244.12 95014 12/21/2006 2 PF0630_FIXEDRATE 0 650000 0 80 714 41.651 NO-PREPAY 0 0 0 0 1103637360 PUD 1 OO PURCHASE N 6.375 6.375 508000 506580.96 12/1/2006 11/1/2036 3169.26 360 80 VA 2/1/2007 N 650000 1 0 3169.26 20152 12/21/2006 2 PF0630_FIXEDRATE 0 635000 0 80 693 42.773 NO-PREPAY 0 0 0 0 1103637361 PUD 1 OO PURCHASE N 6.875 6.875 399200 397644.54 12/1/2006 11/1/2036 2622.46 360 80 GA 2/1/2007 N 500000 1 0 2622.46 30075 12/21/2006 1 PF0630_FIXEDRATE 0 499000 99800 100 706 37.045 NO-PREPAY 0 0 0 0 1103637362 PUD 1 OO PURCHASE N 6.25 6.25 729324 727237.15 12/1/2006 11/1/2036 4490.57 360 80 FL 2/1/2007 N 927000 1 0 4490.57 33437 12/21/2006 1 PF0630_FIXEDRATE 0 911655.8 0 80 751 40.061 NO-PREPAY 0 0 0 0 1103637363 SFR 1 OO PURCHASE N 6.25 6.25 404000 403231.34 1/1/2007 12/1/2036 2487.5 360 80 CO 2/1/2007 N 505000 1 0 2487.5 80918 12/21/2006 2 PF0630_FIXEDRATE 0 505000 50500 90 723 36.64 NO-PREPAY 0 0 0 0 1103637364 CONDO 1 OO PURCHASE N 6.5 6.5 740000 738658.44 1/1/2007 12/1/2036 4677.3 360 80 IL 2/1/2007 N 925000 1 0 4677.3 60605 12/21/2006 1 PF0630_FIXEDRATE 0 925000 92500 90 715 33.37 NO-PREPAY 0 0 0 0 1103637365 SFR 1 OO REFI Y 6.5 6.5 220000 219601.16 1/1/2007 12/1/2036 1390.55 360 80 FL 2/1/2007 N 275000 1 0 1390.55 34743 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 700 44.69 NO-PREPAY 0 0 0 0 1103637366 SFR 1 OO PURCHASE N 6.25 6.25 711200 709778.62 1/1/2007 12/1/2036 4378.98 360 80 NY 2/1/2007 N 900000 1 0 4378.98 11768 12/21/2006 1 PF0630_FIXEDRATE 0 889000 88900 90 714 36.31 NO-PREPAY 0 0 0 0 1103637367 SFR 1 OO REFI Y 7 7 145600 145360.61 1/1/2007 12/1/2036 968.68 360 80 FL 2/1/2007 N 182000 1 0 968.68 32712 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 703 30.003 NO-PREPAY 0 0 0 0 1103637368 SFR 1 OO REFI Y 6.375 6.375 504000 503063.92 1/1/2007 12/1/2036 3144.3 360 80 IL 2/1/2007 N 630000 1 0 3144.3 60089 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 745 42.501 NO-PREPAY 0 0 0 0 1103637370 PUD 1 OO PURCHASE N 6.375 6.375 559900 558860.08 1/1/2007 12/1/2036 3493.05 360 80 VA 2/1/2007 N 703000 1 0 3493.05 20141 12/21/2006 1 PF0630_FIXEDRATE 0 699900 0 80 796 37.73 NO-PREPAY 0 0 0 0 1103637372 CONDO 1 OO PURCHASE N 6.625 6.625 138000 137755.81 1/1/2007 12/1/2036 883.63 360 80 FL 2/1/2007 N 172500 1 0 883.63 33322 12/21/2006 2 PF0630_FIXEDRATE 0 172500 0 80 736 25.689 NO-PREPAY 0 0 0 0 1103637373 SFR 1 OO REFI N 7 7 184000 183697.46 1/1/2007 12/1/2036 1224.16 360 80 IL 2/1/2007 N 230000 1 0 1224.16 60435 12/21/2006 2 PF0630_FIXEDRATE 0 0 23000 90 725 39.86 NO-PREPAY 0 0 0 0 1103637374 PUD 1 OO REFI N 6.375 6.375 508000 502073.35 1/1/2007 12/1/2036 3169.26 360 80 FL 2/1/2007 N 635000 1 0 3169.26 33912 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 685 39.095 NO-PREPAY 0 0 0 0 1103637375 SFR 1 OO REFI Y 7.375 7.375 460000 459297.79 1/1/2007 12/1/2036 3177.11 360 80 AZ 2/1/2007 N 575000 1 0 3177.11 86004 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 711 37.322 NO-PREPAY 0 0 0 0 1103637376 PUD 1 OO REFI Y 6.625 6.625 220000 219220.3 12/1/2006 11/1/2036 1408.68 360 80 AZ 2/1/2007 N 275000 1 0 1408.68 85737 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 795 24.71 NO-PREPAY 0 0 0 0 1103637377 SFR 1 OO PURCHASE N 6.625 6.625 400000 398935.42 12/1/2006 11/1/2036 2561.24 360 80 CA 2/1/2007 N 508000 1 0 2561.24 90650 12/21/2006 1 PF0630_FIXEDRATE 0 500000 100000 100 720 41.989 NO-PREPAY 0 0 0 0 1103637378 SFR 1 OO PURCHASE N 6.375 6.375 512000 510568.13 12/1/2006 11/1/2036 3194.21 360 80 CT 2/1/2007 N 640000 1 0 3194.21 06820 12/21/2006 1 PF0630_FIXEDRATE 0 640000 64000 90 743 35.603 NO-PREPAY 0 0 0 0 1103637379 SFR 1 OO PURCHASE N 6.625 6.625 89100 88857.13 12/1/2006 11/1/2036 570.52 360 80 KY 2/1/2007 N 128000 1 0 570.52 40214 12/21/2006 1 PF0630_FIXEDRATE 0 111375 22275 100 788 32.03 NO-PREPAY 0 0 0 0 1103637380 SFR 1 OO PURCHASE N 6.375 6.375 447000 445751.36 12/1/2006 11/1/2036 2788.7 360 79.97 NY 2/1/2007 N 560000 1 0 2788.7 11579 12/21/2006 1 PF0630_FIXEDRATE 0 559000 0 79.97 800 35.52 NO-PREPAY 0 0 0 0 1103637381 SFR 1 OO PURCHASE N 6.25 6.25 471200 469851.73 12/1/2006 11/1/2036 2901.26 360 80 CA 2/1/2007 N 589000 1 0 2901.26 95966 12/21/2006 2 PF0630_FIXEDRATE 0 589000 29450 85 770 36.958 NO-PREPAY 0 0 0 0 1103637382 PUD 1 OO PURCHASE N 6.25 6.25 480000 478492.5 12/1/2006 11/1/2036 2955.44 360 80 VA 2/1/2007 N 650000 1 0 2955.44 22554 12/21/2006 1 PF0630_FIXEDRATE 0 600000 90000 95 796 36.089 NO-PREPAY 0 0 0 0 1103637383 SFR 1 OO PURCHASE N 6.75 6.75 327000 326150.61 12/1/2006 11/1/2036 2120.92 360 79.76 NJ 2/1/2007 N 414000 1 0 2120.92 07436 12/21/2006 1 PF0630_FIXEDRATE 0 410000 81750 99.7 696 37.867 NO-PREPAY 0 0 0 0 1103637384 SFR 1 OO PURCHASE N 6.5 6.5 505600 504683.38 1/1/2007 12/1/2036 3195.74 360 80 CT 2/1/2007 N 635000 1 0 3195.74 06906 12/21/2006 1 PF0630_FIXEDRATE 0 632000 63200 90 775 36.472 NO-PREPAY 0 0 0 0 1103637385 PUD 1 OO PURCHASE N 6.5 6.5 448000 446778.42 12/1/2006 11/1/2036 2831.66 360 80 CA 2/1/2007 N 560000 1 0 2831.66 92708 12/21/2006 2 PF0630_FIXEDRATE 0 560000 84000 95 778 49.242 NO-PREPAY 0 0 0 0 1103637386 PUD 1 OO PURCHASE N 6.5 6.5 288000 287214.68 12/1/2006 11/1/2036 1820.36 360 80 FL 2/1/2007 N 385000 1 0 1820.36 33839 12/21/2006 2 PF0630_FIXEDRATE 0 360000 72000 100 755 40.954 NO-PREPAY 0 0 0 0 1103637387 SFR 1 OO REFI Y 7.75 7.75 640000 637709.29 12/1/2006 11/1/2036 4585.04 360 80 CA 2/1/2007 N 800000 1 0 4585.04 95121 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 707 34.935 NO-PREPAY 0 0 0 0 1103637388 SFR 1 OO PURCHASE N 6.5 6.5 205520 204959.59 12/1/2006 11/1/2036 1299.03 360 80 IA 2/1/2007 N 260000 1 0 1299.03 52241 12/21/2006 2 PF0630_FIXEDRATE 0 256900 0 80 745 24.353 NO-PREPAY 0 0 0 0 1103637389 SFR 1 OO REFI N 7.625 7.625 1000000 997772.54 12/1/2006 11/1/2036 7077.94 360 80 IL 2/1/2007 N 1250000 1 0 7077.94 60108 12/21/2006 2 PF0630_FIXEDRATE 0 0 62500 85 725 41.95 NO-PREPAY 0 0 0 0 1103637390 SFR 1 OO REFI N 6.875 6.875 608000 606458.81 12/1/2006 11/1/2036 3994.13 360 80 CA 2/1/2007 N 760000 1 0 3994.13 93312 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 718 45.824 NO-PREPAY 0 0 0 0 1103637391 SFR 1 OO REFI N 6.625 6.625 663200 661434.93 12/1/2006 11/1/2036 4246.54 360 80 CA 2/1/2007 N 829000 1 0 4246.54 95133 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 723 43.351 NO-PREPAY 0 0 0 0 1103637392 SFR 1 OO PURCHASE N 7.625 7.625 920000 917989.67 12/1/2006 11/1/2036 6511.7 360 80 CA 2/1/2007 N 1150000 1 0 6511.7 92886 12/21/2006 2 PF0630_FIXEDRATE 0 1150000 115000 90 747 41.774 NO-PREPAY 0 0 0 0 1103637393 PUD 1 OO PURCHASE N 6.375 6.375 372000 370960.85 12/1/2006 11/1/2036 2320.8 360 80 FL 2/1/2007 N 535000 1 0 2320.8 33315 12/21/2006 2 PF0630_FIXEDRATE 0 465000 0 80 696 36.212 NO-PREPAY 0 0 0 0 1103637394 SFR 1 OO REFI N 6.375 6.375 616000 614279.27 12/1/2006 11/1/2036 3843.04 360 80 CA 2/1/2007 N 770000 1 0 3843.04 91360 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 768 41.386 NO-PREPAY 0 0 0 0 1103637395 PUD 1 OO PURCHASE N 6.375 6.375 135200 134948.89 1/1/2007 12/1/2036 843.47 360 80 TX 2/1/2007 N 172000 1 0 843.47 77095 12/21/2006 2 PF0630_FIXEDRATE 0 169000 33800 100 750 25.506 NO-PREPAY 0 0 0 0 1103637396 PUD 1 OO PURCHASE N 6.625 6.625 796000 794591.53 1/1/2007 12/1/2036 5096.88 360 80 AZ 2/1/2007 N 1000000 1 0 5096.88 85258 12/21/2006 2 PF0630_FIXEDRATE 0 995000 0 80 699 30.08 NO-PREPAY 0 0 0 0 1103637397 PUD 1 OO REFI Y 6.5 6.5 220000 219601.16 1/1/2007 12/1/2036 1390.55 360 80 FL 2/1/2007 N 275000 1 0 1390.55 33566 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 699 41.417 NO-PREPAY 0 0 0 0 1103637398 PUD 1 OO PURCHASE N 6.125 6.125 680000 678674.79 1/1/2007 12/1/2036 4131.75 360 80 TX 2/1/2007 N 850000 1 0 4131.75 77304 12/21/2006 2 PF0630_FIXEDRATE 0 850000 0 80 729 31.213 NO-PREPAY 0 0 0 0 1103637399 PUD 1 OO PURCHASE N 7 7 132000 131782.97 1/1/2007 12/1/2036 878.2 360 80 UT 2/1/2007 N 169000 1 0 878.2 84054 12/21/2006 2 PF0630_FIXEDRATE 0 165000 33000 100 740 31.68 NO-PREPAY 0 0 0 0 1103637400 SFR 1 OO PURCHASE N 6.5 6.5 169600 169137.54 12/1/2006 11/1/2036 1071.99 360 80 GA 2/1/2007 N 212000 1 0 1071.99 30021 12/21/2006 1 PF0630_FIXEDRATE 0 212000 42400 100 776 33.563 NO-PREPAY 0 0 0 0 1103637401 PUD 1 OO PURCHASE N 6.625 6.625 131600 131134.09 12/1/2006 11/1/2036 842.65 360 80 TX 2/1/2007 N 165000 1 0 842.65 77064 12/21/2006 1 PF0630_FIXEDRATE 0 164500 32900 100 726 19.25 NO-PREPAY 0 0 0 0 1103637402 SFR 1 OO PURCHASE N 6.625 6.625 90000 89705.71 12/1/2006 11/1/2036 576.28 360 78.27 TN 2/1/2007 N 118000 1 0 576.28 37166 12/21/2006 1 PF0630_FIXEDRATE 0 115000 23924 99.07 739 42.445 NO-PREPAY 0 0 0 0 1103637403 SFR 1 OO REFI N 6.25 6.25 865000 862524.93 12/1/2006 11/1/2036 5325.95 360 78.64 OH 2/1/2007 N 1100000 1 0 5325.95 45243 12/21/2006 1 PF0630_FIXEDRATE 0 0 200000 96.82 757 37.57 NO-PREPAY 0 0 0 0 1103637404 PUD 1 OO REFI N 6.375 6.375 360000 358994.39 12/1/2006 11/1/2036 2245.93 360 78.27 MD 2/1/2007 N 460000 1 0 2245.93 20653 12/21/2006 2 PF0630_FIXEDRATE 0 0 36456 86.19 723 36.243 NO-PREPAY 0 0 0 0 1103637405 D-PUDS 1 OO REFI N 6.5 6.5 812000 809785.88 12/1/2006 11/1/2036 5132.39 360 78.76 IL 2/1/2007 N 1031000 1 0 5132.39 60060 12/21/2006 1 PF0630_FIXEDRATE 0 0 100000 88.46 744 27.865 NO-PREPAY 0 0 0 0 1103637406 SFR 1 OO REFI N 7.5 7.5 549250 548432.19 1/1/2007 12/1/2036 3840.44 360 78.47 IL 2/1/2007 N 700000 1 0 3840.44 60047 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 78.47 774 40.1 NO-PREPAY 0 0 0 0 1103637409 SFR 1 OO REFI N 6.375 6.375 427000 425807.24 12/1/2006 11/1/2036 2663.92 360 77.92 MD 2/1/2007 N 548000 1 0 2663.92 20653 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 77.92 771 40.844 NO-PREPAY 0 0 0 0 1103637410 SFR 1 OO REFI Y 6.75 6.75 147000 146745.6 1/1/2007 12/1/2036 953.44 360 77.37 FL 2/1/2007 N 190000 1 0 953.44 32216 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 77.37 779 30.655 NO-PREPAY 0 0 0 0 1103637411 SFR 1 OO PURCHASE N 6.375 6.375 670000 668128.43 12/1/2006 11/1/2036 4179.93 360 77.02 NY 2/1/2007 N 870000 1 0 4179.93 11559 12/21/2006 1 PF0630_FIXEDRATE 0 870000 0 77.02 724 49.914 NO-PREPAY 0 0 0 0 1103637412 SFR 1 OO REFI Y 6.75 6.75 571000 569516.82 12/1/2006 11/1/2036 3703.5 360 77.17 OR 2/1/2007 N 740000 1 0 3703.5 97229 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 77.17 740 49.98 NO-PREPAY 0 0 0 0 1103637413 SFR 1 OO REFI Y 6.375 6.375 280000 279165.91 12/1/2006 11/1/2036 1746.84 360 76.72 UT 2/1/2007 N 365000 1 0 1746.84 84124 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 76.72 715 43.52 NO-PREPAY 0 0 0 0 1103637414 SFR 1 OO REFI Y 6.5 6.5 464000 462734.77 12/1/2006 11/1/2036 2932.8 360 76.7 NY 2/1/2007 N 605000 1 0 2932.8 11234 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.7 767 38.483 NO-PREPAY 0 0 0 0 1103637415 SFR 1 OO PURCHASE N 5.875 5.875 615230 613972.41 1/1/2007 12/1/2036 3639.32 360 77 CA 2/1/2007 N 799000 1 0 3639.32 94707 12/21/2006 2 PF0630_FIXEDRATE 0 799000 0 77 778 43.362 NO-PREPAY 0 0 0 0 1103637416 SFR 1 OO REFI Y 6.625 6.625 744000 742683.56 1/1/2007 12/1/2036 4763.91 360 76.31 IL 2/1/2007 N 975000 1 0 4763.91 60657 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.31 708 33.6 NO-PREPAY 0 0 0 0 1103637417 SFR 1 OO PURCHASE N 6.375 6.375 830000 827681.5 12/1/2006 11/1/2036 5178.12 360 75.46 MD 2/1/2007 N 1100000 1 0 5178.12 20815 12/21/2006 1 PF0630_FIXEDRATE 0 1100000 0 75.46 783 30.813 NO-PREPAY 0 0 0 0 1103637418 SFR 1 OO REFI Y 6.5 6.5 87000 86842.27 1/1/2007 12/1/2036 549.9 360 75.66 PA 2/1/2007 N 115000 1 0 549.9 16123 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75.66 726 29.724 NO-PREPAY 0 0 0 0 1103637419 SFR 1 OO PURCHASE N 6.75 6.75 712500 711269.65 1/1/2007 12/1/2036 4621.26 360 75 VA 2/1/2007 N 960000 1 0 4621.26 20186 12/21/2006 2 PF0630_FIXEDRATE 0 950000 0 75 717 26.468 NO-PREPAY 0 0 0 0 1103637420 PUD 1 OO REFI Y 6.75 6.75 262500 262046.71 1/1/2007 12/1/2036 1702.57 360 75 FL 2/1/2007 N 350000 1 0 1702.57 32757 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 732 20.803 NO-PREPAY 0 0 0 0 1103637421 CONDO 1 OO PURCHASE N 6.5 6.5 453000 451764.77 12/1/2006 11/1/2036 2863.27 360 75 NY 2/1/2007 N 604000 1 0 2863.27 10030 12/21/2006 2 PF0630_FIXEDRATE 0 604000 0 75 776 43.729 NO-PREPAY 0 0 0 0 1103637422 PUD 1 OO REFI N 6.625 6.625 1237500 1231980.29 10/1/2006 9/1/2036 7923.85 360 75 KS 2/1/2007 N 1650000 1 0 7923.85 66221 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 802 33.647 NO-PREPAY 0 0 0 0 1103637423 SFR 1 OO PURCHASE N 6.375 6.375 264000 263262.54 12/1/2006 11/1/2036 1647.02 360 75 CT 2/1/2007 N 370000 1 0 1647.02 06524 12/21/2006 2 PF0630_FIXEDRATE 0 352000 88000 100 715 46.38 NO-PREPAY 0 0 0 0 1103637424 SFR 1 OO PURCHASE N 6.875 6.875 1177500 1174515.23 12/1/2006 11/1/2036 7735.34 360 75 AZ 2/1/2007 N 1700000 1 0 7735.34 85253 12/21/2006 2 PF0630_FIXEDRATE 0 1570000 78500 80 799 36.73 NO-PREPAY 0 0 0 0 1103637426 SFR 1 OO REFI N 6.375 6.375 392000 390904.99 12/1/2006 11/1/2036 2445.57 360 74.25 AZ 2/1/2007 N 528000 1 0 2445.57 86351 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 74.25 719 40.962 NO-PREPAY 0 0 0 0 1103637427 SFR 1 OO REFI Y 6.375 6.375 506250 505309.73 1/1/2007 12/1/2036 3158.34 360 75 MD 2/1/2007 N 675000 1 0 3158.34 20744 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 750 46.057 NO-PREPAY 0 0 0 0 1103637428 SFR 1 OO REFI Y 6.625 6.625 460000 458775.72 12/1/2006 11/1/2036 2945.43 360 73.6 AZ 2/1/2007 N 625000 1 0 2945.43 85218 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.6 690 43.47 NO-PREPAY 0 0 0 0 1103637429 SFR 1 OO REFI Y 6.25 6.25 510000 508540.7 12/1/2006 11/1/2036 3140.16 360 73.92 WA 2/1/2007 N 690000 1 0 3140.16 98112 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.92 737 14.769 NO-PREPAY 0 0 0 0 1103637430 SFR 1 OO REFI N 6.25 6.25 932500 929821.16 12/1/2006 11/1/2036 5741.56 360 73.43 CA 2/1/2007 N 1270000 1 0 5741.56 90056 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 73.43 765 23.66 NO-PREPAY 0 0 0 0 1103637431 SFR 1 OO REFI Y 6.5 6.5 505000 503623 12/1/2006 11/1/2036 3191.94 360 73.19 ME 2/1/2007 N 690000 1 0 3191.94 04097 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 73.19 735 41.75 NO-PREPAY 0 0 0 0 1103637432 CONDO 1 OO PURCHASE N 6.375 6.375 555000 553969.19 1/1/2007 12/1/2036 3462.48 360 73.51 IL 2/1/2007 N 755000 1 0 3462.48 60607 12/21/2006 1 PF0630_FIXEDRATE 0 755000 0 73.51 765 20.453 NO-PREPAY 0 0 0 0 1103637433 SFR 1 OO REFI N 6.625 6.625 675000 673203.5 12/1/2006 11/1/2036 4322.1 360 73.37 CA 2/1/2007 N 920000 1 0 4322.1 91214 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.37 775 34.878 NO-PREPAY 0 0 0 0 1103637434 SFR 1 OO REFI Y 6.5 6.5 415000 413868.4 12/1/2006 11/1/2036 2623.08 360 72.81 NV 2/1/2007 N 570000 1 0 2623.08 89460 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 72.81 782 40.714 NO-PREPAY 0 0 0 0 1103637435 PUD 1 OO REFI N 6.25 6.25 705000 702982.7 12/1/2006 11/1/2036 4340.81 360 72.31 AZ 2/1/2007 N 975000 1 0 4340.81 85262 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 72.31 812 31.699 NO-PREPAY 0 0 0 0 1103637436 CONDO 1 OO REFI Y 6.5 6.5 130000 129764.32 1/1/2007 12/1/2036 821.69 360 72.23 FL 2/1/2007 N 180000 1 0 821.69 33313 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 72.23 718 38.229 NO-PREPAY 0 0 0 0 1103637437 PUD 1 OO REFI N 6.5 6.5 807500 805298.14 12/1/2006 11/1/2036 5103.95 360 71.78 AZ 2/1/2007 N 1125000 1 0 5103.95 85086 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 71.78 726 42.621 NO-PREPAY 0 0 0 0 1103637438 PUD 1 OO PURCHASE N 6.375 6.375 445000 443455.35 12/1/2006 11/1/2036 2776.22 360 71.2 VA 2/1/2007 N 700000 1 0 2776.22 20112 12/21/2006 1 PF0630_FIXEDRATE 0 625000 0 71.2 749 49.281 NO-PREPAY 0 0 0 0 1103637439 SFR 1 OO REFI N 6.5 6.5 525000 523322.2 12/1/2006 11/1/2036 3318.36 360 70.47 CA 2/1/2007 N 745000 1 0 3318.36 92860 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70.47 811 29.97 NO-PREPAY 0 0 0 0 1103637440 PUD 1 OO PURCHASE N 6.25 6.25 450000 448712.38 12/1/2006 11/1/2036 2770.73 360 69.24 MD 2/1/2007 N 675000 1 0 2770.73 21146 12/21/2006 1 PF0630_FIXEDRATE 0 650000 0 69.24 779 40.164 NO-PREPAY 0 0 0 0 1103637441 PUD 1 OO REFI Y 6.5 6.5 472500 471211.62 12/1/2006 11/1/2036 2986.52 360 70 MD 2/1/2007 N 675000 1 0 2986.52 20876 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 740 45.826 NO-PREPAY 0 0 0 0 1103637442 SFR 1 OO REFI Y 7.625 7.625 677000 665165.75 12/1/2006 11/1/2036 4791.76 360 69.94 CA 2/1/2007 N 968000 1 0 4791.76 94513 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 69.94 778 37.593 NO-PREPAY 0 0 0 0 1103637443 PUD 1 OO PURCHASE N 6.625 6.625 103600 103324.28 12/1/2006 11/1/2036 663.36 360 70 TX 2/1/2007 N 149000 1 0 663.36 78247 12/21/2006 1 PF0630_FIXEDRATE 0 148000 44400 100 694 33.36 NO-PREPAY 0 0 0 0 1103637444 SFR 1 OO REFI N 6.25 6.25 210000 209395.65 12/1/2006 11/1/2036 1293.01 360 70 CA 2/1/2007 N 300000 1 0 1293.01 93308 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 698 13.233 NO-PREPAY 0 0 0 0 1103637445 PUD 1 OO REFI N 7.5 7.5 735000 733353.31 12/1/2006 11/1/2036 5139.23 360 70 CA 2/1/2007 N 1050000 1 0 5139.23 91326 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 760 48.069 NO-PREPAY 0 0 0 0 1103637446 PUD 1 OO REFI Y 6.5 6.5 472500 471211.62 12/1/2006 11/1/2036 2986.52 360 70 FL 2/1/2007 N 675000 1 0 2986.52 33613 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 769 42.218 NO-PREPAY 0 0 0 0 1103637447 PUD 1 OO REFI Y 6.75 6.75 450000 448831.13 12/1/2006 11/1/2036 2918.69 360 69.24 AZ 2/1/2007 N 650000 1 0 2918.69 85027 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 69.24 698 34.481 NO-PREPAY 0 0 0 0 1103637448 SFR 1 2ND PURCHASE N 6.5 6.5 1000000 998187.08 1/1/2007 12/1/2036 6320.68 360 69.45 MA 2/1/2007 N 1440000 1 0 6320.68 02642 12/29/2006 2 PF0630_FIXEDRATE 0 1875000 0 69.45 818 29.975 NO-PREPAY 0 0 0 0 1103637449 PUD 1 NOO REFI Y 6.375 6.375 449400 448565.33 1/1/2007 12/1/2036 2803.67 360 70 MD 2/1/2007 N 642000 1 0 2803.67 20852 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 759 47.34 NO-PREPAY 0 0 0 0 1103637450 PUD 1 OO REFI N 7 7 1887950 1884845.89 1/1/2007 12/1/2036 12560.58 360 65.67 CA 2/1/2007 N 2875000 1 0 12560.58 95762 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 65.67 728 33.477 NO-PREPAY 0 0 0 0 1103637451 SFR 1 OO REFI N 6.375 6.375 910000 906484.52 12/1/2006 11/1/2036 5677.22 360 70 CA 2/1/2007 N 1300000 1 0 5677.22 94598 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 775 34.825 NO-PREPAY 0 0 0 0 1103637452 SFR 1 OO REFI Y 6.625 6.625 470000 469168.37 1/1/2007 12/1/2036 3009.46 360 68.62 NY 2/1/2007 N 685000 1 0 3009.46 11946 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 68.62 723 38.87 NO-PREPAY 0 0 0 0 1103637453 PUD 1 OO PURCHASE N 6.375 6.375 610000 608260.62 12/1/2006 11/1/2036 3805.61 360 67.04 MD 2/1/2007 N 920000 1 0 3805.61 21042 12/21/2006 2 PF0630_FIXEDRATE 0 910000 0 67.04 718 19.039 NO-PREPAY 0 0 0 0 1103637455 SFR 1 OO REFI Y 6.75 6.75 850000 844772.45 12/1/2006 11/1/2036 5513.08 360 68 CA 2/1/2007 N 1250000 1 0 5513.08 94707 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 68 730 36.444 NO-PREPAY 0 0 0 0 1103637456 SFR 1 OO REFI Y 6.375 6.375 800000 797765.29 12/1/2006 11/1/2036 4990.96 360 66.67 RI 2/1/2007 N 1200000 1 0 4990.96 02835 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 66.67 689 44.51 NO-PREPAY 0 0 0 0 1103637458 SFR 1 OO REFI Y 6.375 6.375 897800 895292.1 12/1/2006 11/1/2036 5601.1 360 66.51 NJ 2/1/2007 N 1350000 1 0 5601.1 07045 12/21/2006 1 PF0630_FIXEDRATE 0 0 174200 79.41 748 30.999 NO-PREPAY 0 0 0 0 1103637459 SFR 1 OO REFI N 6.125 6.125 761500 760015.97 1/1/2007 12/1/2036 4626.95 360 66.22 NJ 2/1/2007 N 1150000 1 0 4626.95 07042 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 66.22 736 38.01 NO-PREPAY 0 0 0 0 1103637460 SFR 1 OO REFI N 6.5 6.5 651446 642368.21 12/1/2006 11/1/2036 4117.58 360 65.15 NJ 2/1/2007 N 1000000 1 0 4117.58 07481 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65.15 791 45.333 NO-PREPAY 0 0 0 0 1103637461 SFR 1 OO REFI N 6.625 6.625 650000 648270.05 12/1/2006 11/1/2036 4162.02 360 65.66 KY 2/1/2007 N 990000 1 0 4162.02 40245 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65.66 776 21.031 NO-PREPAY 0 0 0 0 1103637462 CONDO 1 OO REFI Y 7.5 7.5 650000 648433.21 12/1/2006 11/1/2036 4544.89 360 65 CA 2/1/2007 N 1000000 1 0 4544.89 92672 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65 784 28.42 NO-PREPAY 0 0 0 0 1103637463 SFR 1 OO REFI Y 6.5 6.5 728000 726014.9 12/1/2006 11/1/2036 4601.46 360 65 CA 2/1/2007 N 1120000 1 0 4601.46 95060 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65 689 44.861 NO-PREPAY 0 0 0 0 1103637464 SFR 1 OO REFI N 6.625 6.625 485000 483225.51 12/1/2006 11/1/2036 3105.51 360 64.67 NY 2/1/2007 N 750000 1 0 3105.51 11367 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 64.67 727 33.681 NO-PREPAY 0 0 0 0 1103637465 SFR 1 OO PURCHASE N 6.375 6.375 689000 687075.36 12/1/2006 11/1/2036 4298.46 360 63.8 CA 2/1/2007 N 1080000 1 0 4298.46 94132 12/21/2006 2 PF0630_FIXEDRATE 0 1080000 0 63.8 785 28.13 NO-PREPAY 0 0 0 0 1103637466 PUD 1 2ND PURCHASE N 6.25 6.25 570000 568369.01 12/1/2006 11/1/2036 3509.59 360 63.69 CA 2/1/2007 N 895000 1 0 3509.59 93546 12/21/2006 1 PF0630_FIXEDRATE 0 895000 0 63.69 794 25.379 NO-PREPAY 0 0 0 0 1103637467 CONDO 1 OO REFI N 6.75 6.75 227000 225399.08 12/1/2006 11/1/2036 1472.32 360 63.06 CA 2/1/2007 N 360000 1 0 1472.32 90740 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 63.06 701 12.53 NO-PREPAY 0 0 0 0 1103637469 CONDO 1 2ND REFI Y 6.5 6.5 535000 533541.2 12/1/2006 11/1/2036 3381.56 360 62.95 MD 2/1/2007 N 850000 1 0 3381.56 21842 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 62.95 799 27.443 NO-PREPAY 0 0 0 0 1103637470 SFR 1 OO REFI N 6.375 6.375 962000 959312.76 12/1/2006 11/1/2036 6001.63 360 62.07 PA 2/1/2007 N 1550000 1 0 6001.63 19085 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 62.07 788 33.08 NO-PREPAY 0 0 0 0 1103637471 SFR 1 2ND PURCHASE N 6.25 6.25 500000 498569.31 12/1/2006 11/1/2036 3078.59 360 62.5 CA 2/1/2007 N 800000 1 0 3078.59 94611 12/21/2006 1 PF0630_FIXEDRATE 0 800000 119048 77.39 750 44.75 NO-PREPAY 0 0 0 0 1103637472 SFR 1 OO PURCHASE N 6.375 6.375 450000 449164.22 1/1/2007 12/1/2036 2807.41 360 62.94 MI 2/1/2007 N 735000 1 0 2807.41 48104 12/21/2006 1 PF0630_FIXEDRATE 0 715000 0 62.94 773 36.09 NO-PREPAY 0 0 0 0 1103637473 PUD 1 OO PURCHASE N 6.5 6.5 530000 528554.82 12/1/2006 11/1/2036 3349.96 360 62.36 CA 2/1/2007 N 850000 1 0 3349.96 90755 12/21/2006 1 PF0630_FIXEDRATE 0 850000 0 62.36 729 49.45 NO-PREPAY 0 0 0 0 1103637475 SFR 1 OO REFI N 6.375 6.375 540000 538491.56 12/1/2006 11/1/2036 3368.9 360 60.41 WA 2/1/2007 N 894000 1 0 3368.9 98136 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 60.41 758 41.047 NO-PREPAY 0 0 0 0 1103637476 SFR 1 OO REFI Y 6.375 6.375 507000 505583.75 12/1/2006 11/1/2036 3163.02 360 60.36 FL 2/1/2007 N 840000 1 0 3163.02 33157 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 60.36 763 37.671 NO-PREPAY 0 0 0 0 1103637477 CONDO 1 2ND PURCHASE N 6.25 6.25 900000 896476.03 12/1/2006 11/1/2036 5541.45 360 60 RI 2/1/2007 N 1500000 1 0 5541.45 02840 12/21/2006 1 PF0630_FIXEDRATE 0 1500000 0 60 806 24.655 NO-PREPAY 0 0 0 0 1103637478 SFR 1 OO PURCHASE N 6.25 6.25 289000 288448.75 1/1/2007 12/1/2036 1779.42 360 59.11 CT 2/1/2007 N 500000 1 0 1779.42 06611 12/21/2006 1 PF0630_FIXEDRATE 0 489000 0 59.11 692 41.476 NO-PREPAY 0 0 0 0 1103637479 PUD 1 OO PURCHASE N 6.375 6.375 725000 719676.26 1/1/2007 12/1/2036 4523.06 360 59.19 ID 2/1/2007 N 1250000 1 0 4523.06 83714 12/21/2006 1 PF0630_FIXEDRATE 0 1225000 0 59.19 703 46.583 NO-PREPAY 0 0 0 0 1103637480 SFR 1 OO REFI N 7.5 7.5 910000 907961.26 12/1/2006 11/1/2036 6362.85 360 56.35 CA 2/1/2007 N 1615000 1 0 6362.85 92651 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 56.35 777 39.799 NO-PREPAY 0 0 0 0 1103637481 SFR 1 OO REFI Y 6.25 6.25 545000 541412.44 12/1/2006 11/1/2036 3355.66 360 54.5 NJ 2/1/2007 N 1000000 1 0 3355.66 07704 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 54.5 796 21.03 NO-PREPAY 0 0 0 0 1103637482 PUD 1 OO PURCHASE N 6.375 6.375 600000 598323.97 12/1/2006 11/1/2036 3743.22 360 54.52 PA 2/1/2007 N 1200000 1 0 3743.22 19002 12/21/2006 1 PF0630_FIXEDRATE 0 1100637.7 250909 77.32 736 39.169 NO-PREPAY 0 0 0 0 1103637483 PUD 1 OO PURCHASE N 6.375 6.375 436848 435627.73 12/1/2006 11/1/2036 2725.36 360 52.21 AZ 2/1/2007 N 860000 1 0 2725.36 85207 12/21/2006 1 PF0630_FIXEDRATE 0 836848 0 52.21 781 29.772 NO-PREPAY 0 0 0 0 1103637484 SFR 1 OO REFI Y 6.625 6.625 960000 957444.97 12/1/2006 11/1/2036 6146.99 360 53.34 VA 2/1/2007 N 1800000 1 0 6146.99 20135 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 53.34 765 40.411 NO-PREPAY 0 0 0 0 1103637485 SFR 1 OO REFI Y 6.375 6.375 540000 538491.56 12/1/2006 11/1/2036 3368.9 360 51.43 NJ 2/1/2007 N 1050000 1 0 3368.9 08226 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 51.43 765 48.655 NO-PREPAY 0 0 0 0 1103637486 PUD 1 OO REFI Y 5.875 5.875 485000 484008.62 1/1/2007 12/1/2036 2868.96 360 51.71 FL 2/1/2007 N 938000 1 0 2868.96 33180 12/21/2006 1 PF0630_FIXEDRATE 0 0 102596 62.65 682 35.411 NO-PREPAY 0 0 0 0 1103637487 SFR 1 OO REFI N 6.375 6.375 990000 986938.55 12/1/2006 11/1/2036 6176.31 360 50.77 MA 2/1/2007 N 1950000 1 0 6176.31 02465 12/21/2006 1 PF0630_FIXEDRATE 0 0 504706 76.66 761 38.98 NO-PREPAY 0 0 0 0 1103637488 SFR 1 OO REFI Y 6.5 6.5 472000 470712.98 12/1/2006 11/1/2036 2983.36 360 49.95 CT 2/1/2007 N 945000 1 0 2983.36 06883 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 49.95 695 39.181 NO-PREPAY 0 0 0 0 1103637489 SFR 1 OO PURCHASE N 6.25 6.25 600000 598283.18 12/1/2006 11/1/2036 3694.3 360 49.98 NY 2/1/2007 N 1250000 1 0 3694.3 11598 12/21/2006 1 PF0630_FIXEDRATE 0 1200500 204000 66.98 720 22.067 NO-PREPAY 0 0 0 0 1103637490 SFR 1 2ND PURCHASE N 6.5 6.5 700000 698091.26 12/1/2006 11/1/2036 4424.48 360 48.28 MA 2/1/2007 N 1450000 1 0 4424.48 02632 12/21/2006 2 PF0630_FIXEDRATE 0 1450000 0 48.28 808 26.946 NO-PREPAY 0 0 0 0 1103637491 PUD 1 OO PURCHASE N 6.5 6.5 250000 249318.31 12/1/2006 11/1/2036 1580.17 360 43.29 AZ 2/1/2007 N 580000 1 0 1580.17 85258 12/21/2006 2 PF0630_FIXEDRATE 0 577500 0 43.29 718 21.582 NO-PREPAY 0 0 0 0 1103637492 PUD 1 OO REFI Y 6.25 6.25 515500 514024.98 12/1/2006 11/1/2036 3174.02 360 42.96 VA 2/1/2007 N 1200000 1 0 3174.02 20152 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 42.96 758 49.675 NO-PREPAY 0 0 0 0 1103637493 SFR 1 OO REFI N 6.5 6.5 577000 574896.53 11/1/2006 10/1/2036 3647.03 360 41.22 CA 2/1/2007 N 1400000 1 0 3647.03 91326 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 41.22 727 20.066 NO-PREPAY 0 0 0 0 1103637494 PUD 1 OO REFI Y 6.75 6.75 573000 571009.91 11/1/2006 10/1/2036 3716.47 360 39.52 AZ 2/1/2007 N 1450000 1 0 3716.47 85715 12/21/2006 1 PF0630_FIXEDRATE 0 0 300825 60.27 704 38.839 NO-PREPAY 0 0 0 0 1103637495 CONDO 1 OO REFI Y 6.75 6.75 70000 69879.12 1/1/2007 12/1/2036 454.02 360 40 FL 2/1/2007 N 175000 1 0 454.02 33908 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 40 808 26.088 NO-PREPAY 0 0 0 0 1103637496 SFR 1 NOO REFI N 6.75 6.75 180000 179533.32 1/1/2007 12/1/2036 1167.48 360 38.71 SC 2/1/2007 N 465000 1 0 1167.48 29205 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 38.71 736 46.199 NO-PREPAY 0 0 0 0 1103637497 SFR 1 OO REFI Y 7.625 7.625 615000 614106.93 1/1/2007 12/1/2036 4352.93 360 37.28 IL 2/1/2007 N 1650000 1 0 4352.93 60047 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 37.28 767 29.859 NO-PREPAY 0 0 0 0 1103637498 SFR 1 OO REFI Y 6.625 6.625 1000000 997338.52 12/1/2006 11/1/2036 6403.11 360 36.37 CA 2/1/2007 N 2750000 1 0 6403.11 94611 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 36.37 798 39.234 NO-PREPAY 0 0 0 0 1103637499 SFR 1 OO REFI Y 6.25 6.25 550000 548426.26 12/1/2006 11/1/2036 3386.44 360 30.56 NY 2/1/2007 N 1800000 1 0 3386.44 11234 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 30.56 728 30.41 NO-PREPAY 0 0 0 0 1103637500 SFR 1 OO PURCHASE N 6.25 6.25 185250 185250 12/1/2006 11/1/2036 964.84 360 95 WA 2/1/2007 N 200000 1 0 964.84 98277 12/21/2006 1 PF0630I_FIX-INTONLY 30 195000 0 95 698 46.51 NO-PREPAY 0 0 0 0 1103637501 SFR 1 OO REFI N 7.375 7.375 378000 378000 10/1/2006 9/1/2036 2323.13 360 90 VA 2/1/2007 N 420000 1 0 2323.13 23321 12/21/2006 1 PF0630I_FIX-INTONLY 25 0 0 90 750 31.79 NO-PREPAY 0 0 0 0 1103637502 SFR 1 OO REFI Y 6.875 6.875 170100 170100 12/1/2006 11/1/2036 974.53 360 90 LA 2/1/2007 N 189000 1 0 974.53 70047 12/21/2006 1 PF0430I_FIX-INTONLY 25 0 0 90 772 30.08 NO-PREPAY 0 0 0 0 1103637503 CONDO 1 OO PURCHASE N 6.375 6.375 388000 386500 12/1/2006 11/1/2036 2061.25 360 80 CA 2/1/2007 N 485000 1 0 2061.25 90802 12/21/2006 2 PF0630I_FIX-INTONLY 0 485000 0 80 733 31.319 NO-PREPAY 0 0 0 0 1103637504 SFR 1 OO PURCHASE N 6.375 6.375 645100 641832.89 12/1/2006 11/1/2036 3427.09 360 80 CA 2/1/2007 N 807000 1 0 3427.09 90293 12/21/2006 2 PF0630I_FIX-INTONLY 0 806375 0 80 707 28.47 NO-PREPAY 0 0 0 0 1103637505 SFR 1 OO REFI Y 6.875 6.875 580000 580000 1/1/2007 12/1/2036 3322.92 360 80 VA 2/1/2007 N 725000 1 0 3322.92 23323 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 772 29.686 NO-PREPAY 0 0 0 0 1103637506 SFR 1 OO REFI N 6.5 6.5 364000 364000 1/1/2007 12/1/2036 1971.67 360 80 CA 2/1/2007 N 455000 1 0 1971.67 90033 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 742 36.229 NO-PREPAY 0 0 0 0 1103637507 SFR 1 OO REFI Y 6.875 6.875 618500 618500 1/1/2007 12/1/2036 3543.49 360 79.81 CA 2/1/2007 N 775000 1 0 3543.49 93010 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.81 739 37.997 NO-PREPAY 0 0 0 0 1103637508 SFR 1 OO REFI Y 6.375 6.375 408000 408000 1/1/2007 12/1/2036 2167.5 360 80 NY 2/1/2007 N 510000 1 0 2167.5 10901 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 25500 85 722 32.22 NO-PREPAY 0 0 0 0 1103637509 SFR 1 2ND PURCHASE N 6.625 6.625 439200 439200 1/1/2007 12/1/2036 2424.75 360 80 NC 2/1/2007 N 553000 1 0 2424.75 28516 12/21/2006 1 PF0630I_FIX-INTONLY 0 549000 0 80 811 48.36 NO-PREPAY 0 0 0 0 1103637510 PUD 1 OO PURCHASE N 6.625 6.625 632000 632000 1/1/2007 12/1/2036 3489.17 360 80 AZ 2/1/2007 N 790000 1 0 3489.17 85262 12/21/2006 2 PF0630I_FIX-INTONLY 0 790000 158000 100 786 40.004 NO-PREPAY 0 0 0 0 1103637512 SFR 1 OO PURCHASE N 6.5 6.5 700000 700000 12/1/2006 11/1/2036 3791.67 360 80 MD 2/1/2007 N 880000 1 0 3791.67 20816 12/21/2006 1 PF0630I_FIX-INTONLY 0 875000 87500 90 737 40.55 NO-PREPAY 0 0 0 0 1103637513 SFR 1 OO REFI Y 6.375 6.375 460000 460000 12/1/2006 11/1/2036 2443.75 360 80 VA 2/1/2007 N 575000 1 0 2443.75 22033 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 34500 86 697 38.289 NO-PREPAY 0 0 0 0 1103637514 SFR 1 OO REFI N 6.375 6.375 616000 616000 12/1/2006 11/1/2036 3272.5 360 80 VA 2/1/2007 N 770000 1 0 3272.5 23452 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 115500 95 722 43.271 NO-PREPAY 0 0 0 0 1103637515 SFR 1 OO REFI Y 7.25 7.25 570000 570000 12/1/2006 11/1/2036 3443.75 360 79.95 CA 2/1/2007 N 713000 1 0 3443.75 95035 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 79.95 732 32.747 NO-PREPAY 0 0 0 0 1103637516 SFR 1 OO REFI N 6.75 6.75 520000 520000 12/1/2006 11/1/2036 2925 360 80 IL 2/1/2007 N 650000 1 0 2925 60143 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 91000 94 752 29.93 NO-PREPAY 0 0 0 0 1103637517 PUD 1 OO REFI Y 6.375 6.375 166400 166400 12/1/2006 11/1/2036 884 360 80 OR 2/1/2007 N 208000 1 0 884 97351 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 31200 95 706 20.68 NO-PREPAY 0 0 0 0 1103637518 SFR 1 OO REFI Y 5.875 5.875 480000 480000 12/1/2006 11/1/2036 2350 360 80 TN 2/1/2007 N 600000 1 0 2350 37166 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 60000 90 789 40.71 NO-PREPAY 0 0 0 0 1103637519 SFR 1 OO PURCHASE N 6.375 6.375 158400 133350 12/1/2006 11/1/2036 841.5 360 80 LA 2/1/2007 N 203500 1 0 841.5 70072 12/21/2006 1 PF0630I_FIX-INTONLY 0 198000 39600 100 793 22.5 NO-PREPAY 0 0 0 0 1103637520 PUD 1 OO PURCHASE N 6.625 6.625 152000 152000 12/1/2006 11/1/2036 839.17 360 80 TX 2/1/2007 N 200000 1 0 839.17 77845 12/21/2006 1 PF0630I_FIX-INTONLY 0 190000 38000 100 778 34.83 NO-PREPAY 0 0 0 0 1103637521 SFR 1 OO REFI N 6.375 6.375 612000 612000 1/1/2007 12/1/2036 3251.25 360 80 MD 2/1/2007 N 765000 1 0 3251.25 20774 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 76500 90 700 41.37 NO-PREPAY 0 0 0 0 1103637522 SFR 1 OO REFI N 6.375 6.375 456000 456000 1/1/2007 12/1/2036 2422.5 360 79.31 NY 2/1/2007 N 575000 1 0 2422.5 10992 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 74100 92.2 709 49.498 NO-PREPAY 0 0 0 0 1103637523 SFR 1 OO REFI Y 6.375 6.375 440000 439999 1/1/2007 12/1/2036 2337.49 360 80 MD 2/1/2007 N 550000 1 0 2337.49 20721 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 80 683 27.496 NO-PREPAY 0 0 0 0 1103637524 SFR 1 OO REFI N 6.5 6.5 352000 352000 1/1/2007 12/1/2036 1906.67 360 80 CA 2/1/2007 N 440000 1 0 1906.67 95624 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 66000 95 724 48.22 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.625 6.625 559999 559999 1/1/2007 12/1/2036 3091.66 360 80 NJ 2/1/2007 N 725000 1 0 3091.66 07920 12/21/2006 1 PF0630I_FIX-INTONLY 0 699999 0 80 758 42.57 NO-PREPAY 0 0 0 0 1103637526 SFR 1 OO PURCHASE N 6.125 6.125 644000 644000 12/1/2006 11/1/2036 3287.08 360 80 CA 2/1/2007 N 805000 1 0 3287.08 94037 12/21/2006 1 PF0630I_FIX-INTONLY 0 805000 0 80 798 46.456 NO-PREPAY 0 0 0 0 1103637527 CONDO 1 OO PURCHASE N 6.375 6.375 516000 516000 12/1/2006 11/1/2036 2741.25 360 80 PA 2/1/2007 N 650000 1 0 2741.25 19103 12/21/2006 1 PF0630I_FIX-INTONLY 0 645000 96750 95 759 36.237 NO-PREPAY 0 0 0 0 1103637528 SFR 1 OO PURCHASE N 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 80 NY 2/1/2007 N 560000 1 0 1443.75 10701 12/21/2006 1 PF0630I_FIX-INTONLY 0 315000 63000 100 728 25.01 NO-PREPAY 0 0 0 0 1103637529 SFR 1 OO REFI Y 6.75 6.75 392000 391000 11/1/2006 10/1/2036 2205 360 80 NY 2/1/2007 N 490000 1 0 2205 11566 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 770 43.601 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI Y 6.375 6.375 512000 512000 12/1/2006 11/1/2036 2720 360 80 VA 2/1/2007 N 640000 1 0 2720 20112 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 758 31.303 NO-PREPAY 0 0 0 0 1103637531 SFR 1 OO REFI N 6.625 6.625 604000 604000 12/1/2006 11/1/2036 3334.58 360 80 NV 2/1/2007 N 755000 1 0 3334.58 89052 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 708 26.685 NO-PREPAY 0 0 0 0 1103637532 SFR 1 OO REFI Y 6.75 6.75 360000 360000 12/1/2006 11/1/2036 2025 360 80 CA 2/1/2007 N 450000 1 0 2025 95945 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 719 30.109 NO-PREPAY 0 0 0 0 1103637533 SFR 1 OO PURCHASE N 6.375 6.375 432000 432000 1/1/2007 12/1/2036 2295 360 80 MA 2/1/2007 N 550000 1 0 2295 01106 12/21/2006 2 PF0630I_FIX-INTONLY 0 540000 0 80 770 42.933 NO-PREPAY 0 0 0 0 1103637534 SFR 1 OO PURCHASE N 6.75 6.75 500000 500000 1/1/2007 12/1/2036 2812.5 360 80 VA 2/1/2007 N 625000 1 0 2812.5 20141 12/21/2006 2 PF0630I_FIX-INTONLY 0 625000 62500 90 723 37.6 NO-PREPAY 0 0 0 0 1103637535 SFR 1 OO REFI Y 6.625 6.625 480000 479999.8 1/1/2007 12/1/2036 2650 360 80 MD 2/1/2007 N 600000 1 0 2650 21146 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 688 29.34 NO-PREPAY 0 0 0 0 1103637536 CONDO 1 OO REFI N 6.75 6.75 440000 440000 1/1/2007 12/1/2036 2475 360 80 NJ 2/1/2007 N 550000 1 0 2475 07305 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 55000 90 716 36.905 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.875 6.875 475000 474850 1/1/2007 12/1/2036 2721.35 360 79.17 FL 2/1/2007 N 600000 1 0 2721.35 33026 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.17 730 23.625 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 6.625 6.625 390520 390520 12/1/2006 11/1/2036 2156 360 80 FL 2/1/2007 N 550000 1 0 2156 32801 12/21/2006 2 PF0630I_FIX-INTONLY 0 488150 48815 90 774 35.627 NO-PREPAY 0 0 0 0 1103637539 SFR 1 OO PURCHASE N 6.625 6.625 339200 339200 1/1/2007 12/1/2036 1872.67 360 80 WA 2/1/2007 N 424000 1 0 1872.67 98115 12/21/2006 2 PF0630I_FIX-INTONLY 0 424000 42400 90 812 41.593 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 6.5 6.5 408000 408000 1/1/2007 12/1/2036 2210 360 80 NJ 2/1/2007 N 515000 1 0 2210 07302 12/21/2006 2 PF0630I_FIX-INTONLY 0 510000 51000 90 729 33.41 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 80 SC 2/1/2007 N 1250000 1 0 5520.83 29910 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 52000 84.16 732 35.794 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.625 6.625 223900 223900 12/1/2006 11/1/2036 1236.11 360 79.4 AZ 2/1/2007 N 282000 1 0 1236.11 85302 12/21/2006 2 PF0630I_FIX-INTONLY 0 282000 25189 88.33 722 41.319 NO-PREPAY 0 0 0 0 1103637543 SFR 1 OO REFI N 6.75 6.75 672000 672000 12/1/2006 11/1/2036 3780 360 79.06 NV 2/1/2007 N 850000 1 0 3780 89130 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.06 740 38.027 NO-PREPAY 0 0 0 0 1103637544 SFR 1 OO REFI N 6.375 6.375 792000 792000 12/1/2006 11/1/2036 4207.5 360 80 CA 2/1/2007 N 990000 1 0 4207.5 91390 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 99000 90 703 39.087 NO-PREPAY 0 0 0 0 1103637545 SFR 1 OO PURCHASE N 7.25 7.25 700000 664271.86 12/1/2006 11/1/2036 4229.17 360 80 NJ 2/1/2007 N 875000 1 0 4229.17 07054 12/21/2006 2 PF0630I_FIX-INTONLY 0 875000 52500 86 749 32.66 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.625 6.625 225000 225000 1/1/2007 12/1/2036 1242.19 360 78.95 MD 2/1/2007 N 285000 1 0 1242.19 21228 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 42722 93.94 750 45.73 NO-PREPAY 0 0 0 0 1103637547 SFR 1 OO REFI N 6.875 6.875 294400 294400 9/1/2006 8/1/2036 1686.67 360 77.89 CA 2/1/2007 N 378000 1 0 1686.67 92314 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 77.89 722 42.775 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.625 6.625 579000 579000 12/1/2006 11/1/2036 3196.56 360 76.69 VA 2/1/2007 N 755000 1 0 3196.56 22039 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 76.69 747 42.39 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.25 6.25 460000 460000 12/1/2006 11/1/2036 2395.83 360 76.72 VA 2/1/2007 N 620000 1 0 2395.83 23188 12/21/2006 1 PF0630I_FIX-INTONLY 0 599606.16 0 76.72 780 47.612 NO-PREPAY 0 0 0 0 1103637550 CONDO 1 OO REFI Y 6.75 6.75 250000 249522.82 12/1/2006 11/1/2036 1406.25 360 75.31 AZ 2/1/2007 N 332000 1 0 1406.25 85021 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 75.31 718 37.34 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.5 6.5 150000 150000 1/1/2007 12/1/2036 812.5 360 75 FL 2/1/2007 N 215000 1 0 812.5 34669 12/21/2006 2 PF0630I_FIX-INTONLY 0 200000 0 75 745 35.178 NO-PREPAY 0 0 0 0 1103637552 SFR 1 OO REFI N 6.5 6.5 678750 678741.53 11/1/2006 10/1/2036 3676.55 360 75 ID 2/1/2007 N 905000 1 0 3676.55 83333 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 75 794 42.942 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI N 6.625 6.625 408000 408000 12/1/2006 11/1/2036 2252.5 360 74.59 NY 2/1/2007 N 547000 1 0 2252.5 11946 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 74.59 722 36.08 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XX XXXXXXXX N 6.625 6.625 588750 588750 1/1/2007 12/1/2036 3250.39 360 75 NY 2/1/2007 N 785000 1 0 3250.39 11420 12/21/2006 2 PF0630I_FIX-INTONLY 0 785000 0 75 776 35.569 NO-PREPAY 0 0 0 0 1103637555 CONDO 1 OO REFI Y 6.875 6.875 292500 292500 1/1/2007 12/1/2036 1675.78 360 72.23 FL 2/1/2007 N 405000 1 0 1675.78 33160 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 72.23 710 35.589 NO-PREPAY 0 0 0 0 1103637556 SFR 1 OO PURCHASE N 6.75 6.75 1000000 999999.6 12/1/2006 11/1/2036 5625 360 72.73 CO 2/1/2007 N 1375000 1 0 5625 80304 12/21/2006 1 PF0630I_FIX-INTONLY 0 1375000 219178 88.67 760 44.35 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.75 6.75 450000 449862.11 1/1/2007 12/1/2036 2531.25 360 69.24 NJ 2/1/2007 N 650000 1 0 2531.25 07604 12/21/2006 1 PF0630I_FIX-INTONLY 0 650000 0 69.24 688 48.44 NO-PREPAY 0 0 0 0 1103637558 SFR 1 OO REFI Y 6.25 6.25 590000 590000 12/1/2006 11/1/2036 3072.92 360 69.01 CA 2/1/2007 N 855000 1 0 3072.92 91016 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.01 725 38.287 NO-PREPAY 0 0 0 0 1103637559 SFR 1 OO REFI N 7.5 7.5 612500 612500 12/1/2006 11/1/2036 3828.13 360 70 IL 2/1/2007 N 875000 1 0 3828.13 60618 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 262500 100 703 31.009 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.375 6.375 270000 270000 12/1/2006 11/1/2036 1434.38 360 67.5 AZ 2/1/2007 N 438000 1 0 1434.38 85024 12/21/2006 2 PF0630I_FIX-INTONLY 0 400000 0 67.5 722 26.941 NO-PREPAY 0 0 0 0 0000000000 PUD 1 OO PURCHASE N 6.25 6.25 1000000 998815.99 12/1/2006 11/1/2036 5208.33 360 66.67 VA 2/1/2007 N 1600000 1 0 5208.33 22066 12/21/2006 1 PF0630I_FIX-INTONLY 0 1500000 400000 93.34 711 32.7 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.5 6.5 860000 860000 12/1/2006 11/1/2036 4658.33 360 66.16 AZ 2/1/2007 N 1300000 1 0 4658.33 85050 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 66.16 706 40.765 NO-PREPAY 0 0 0 0 1103637563 SFR 1 OO REFI N 6.375 6.375 344500 344500 12/1/2006 11/1/2036 1830.16 360 65.13 NH 2/1/2007 N 529000 1 0 1830.16 03249 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 65.13 735 22.91 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI Y 6.125 6.125 485000 485000 12/1/2006 11/1/2036 2475.52 360 64.67 VA 2/1/2007 N 750000 1 0 2475.52 20136 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 64.67 758 41.901 NO-PREPAY 0 0 0 0 1103637565 SFR 1 OO PURCHASE N 6.75 6.75 1750000 1469887.5 12/1/2006 11/1/2036 9843.75 360 64.82 TX 2/1/2007 N 2800000 1 0 9843.75 75205 12/21/2006 2 PF0630I_FIX-INTONLY 0 2700000 0 64.82 778 35.544 NO-PREPAY 0 0 0 0 1103637566 SFR 1 OO REFI Y 6.5 6.5 250000 250000 1/1/2007 12/1/2036 1354.17 360 64.94 MD 2/1/2007 N 385000 1 0 1354.17 21061 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 64.94 730 26.637 NO-PREPAY 0 0 0 0 1103637567 SFR 1 OO PURCHASE N 6.5 6.5 475000 175000 12/1/2006 11/1/2036 2572.92 360 63.34 CA 2/1/2007 N 750000 1 0 2572.92 95215 12/21/2006 1 PF0630I_FIX-INTONLY 0 750000 0 63.34 724 47.837 NO-PREPAY 0 0 0 0 1103637568 SFR 1 OO REFI Y 6.375 6.375 410000 409400 12/1/2006 11/1/2036 2178.13 360 63.08 GA 2/1/2007 N 650000 1 0 2178.13 31523 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 63.08 778 34.97 NO-PREPAY 0 0 0 0 1103637569 SFR 1 OO REFI Y 6.5 6.5 500000 500000 12/1/2006 11/1/2036 2708.33 360 62.5 MD 2/1/2007 N 800000 1 0 2708.33 20878 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 95238 74.41 753 39.021 NO-PREPAY 0 0 0 0 1103637571 SFR 1 OO REFI N 6.5 6.5 850000 850000 12/1/2006 11/1/2036 4604.17 360 61.38 NY 2/1/2007 N 1385000 1 0 4604.17 10901 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.38 769 37.233 NO-PREPAY 0 0 0 0 1103637572 SFR 1 OO REFI Y 6.375 6.375 492000 492000 12/1/2006 11/1/2036 2613.75 360 61.5 CA 2/1/2007 N 800000 1 0 2613.75 90505 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.5 731 37.925 NO-PREPAY 0 0 0 0 1103637573 PUD 1 OO REFI N 6.375 6.375 560195 560195 1/1/2007 12/1/2036 2976.04 360 59.92 SC 2/1/2007 N 935000 1 0 2976.04 29449 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 59.92 688 43.199 NO-PREPAY 0 0 0 0 1103637574 SFR 1 OO REFI Y 6.5 6.5 590000 588999.89 12/1/2006 11/1/2036 3195.83 360 58.02 DC 2/1/2007 N 1017000 1 0 3195.83 20008 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 58.02 793 35.921 NO-PREPAY 0 0 0 0 1103637575 SFR 1 2ND REFI N 6.25 6.25 389000 389000 12/1/2006 11/1/2036 2026.04 360 58.5 CO 2/1/2007 N 665000 1 0 2026.04 80478 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 58.5 770 34.63 NO-PREPAY 0 0 0 0 1103637576 SFR 1 OO PURCHASE N 6.625 6.625 263500 263500 12/1/2006 11/1/2036 1454.74 360 56.85 NY 2/1/2007 N 470000 1 0 1454.74 11040 12/21/2006 1 PF0630I_FIX-INTONLY 0 463500 198781 99.74 740 39.72 NO-PREPAY 0 0 0 0 1103637577 CONDO 1 OO REFI Y 6.75 6.75 90000 89934.75 12/1/2006 11/1/2036 506.25 360 55.91 NM 2/1/2007 N 161000 1 0 506.25 87106 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 55.91 699 21.435 NO-PREPAY 0 0 0 0 1103637578 SFR 1 OO REFI Y 6.375 6.375 431000 430365.71 12/1/2006 11/1/2036 2289.69 360 54.56 CA 2/1/2007 N 790000 1 0 2289.69 95667 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 54.56 700 35.336 NO-PREPAY 0 0 0 0 0000000000 SFR 1 2ND REFI Y 6.375 6.375 685000 685000 12/1/2006 11/1/2036 3639.06 360 53.52 DC 2/1/2007 N 1280000 1 0 3639.06 20007 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 53.52 748 28.362 NO-PREPAY 0 0 0 0 1103637580 CONDO 1 OO PURCHASE N 6.75 6.75 282000 282000 12/1/2006 11/1/2036 1586.25 360 51.96 MD 2/1/2007 N 575000 1 0 1586.25 21044 12/21/2006 2 PF0630I_FIX-INTONLY 0 542761 0 51.96 691 38.037 NO-PREPAY 0 0 0 0 1103637581 SFR 1 OO REFI N 6.5 6.5 514000 513358.52 12/1/2006 11/1/2036 2784.17 360 50.9 CA 2/1/2007 N 1010000 1 0 2784.17 92677 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 292274 79.83 705 36.82 NO-PREPAY 0 0 0 0 1103637582 SFR 1 OO REFI Y 6.625 6.625 650000 650000 12/1/2006 11/1/2036 3588.54 360 50 NY 2/1/2007 N 1300000 1 0 3588.54 11566 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 50 707 39.037 NO-PREPAY 0 0 0 0 1103637583 SFR 1 OO REFI Y 6.25 6.25 550000 548997.4 12/1/2006 11/1/2036 2864.58 360 50 MD 2/1/2007 N 1100000 1 0 2864.58 20817 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 50 700 38.621 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.875 6.875 850000 849385.43 10/1/2006 9/1/2036 4869.79 360 48.19 MD 2/1/2007 N 1764000 1 0 4869.79 20905 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 160000 57.26 729 40.491 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.875 6.875 562000 562000 1/1/2007 12/1/2036 3219.79 360 46.84 FL 2/1/2007 N 1200000 1 0 3219.79 33076 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 46.84 694 36.357 NO-PREPAY 0 0 0 0 1103637586 SFR 1 OO REFI Y 6.125 6.125 153500 152976.19 12/1/2006 11/1/2036 783.49 360 44.5 VA 2/1/2007 N 345000 1 0 783.49 23192 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 44.5 789 33.886 NO-PREPAY 0 0 0 0 0000000000 CONDO 1 OO REFI Y 6.875 6.875 185500 185490 12/1/2006 11/1/2036 1062.76 360 39.81 FL 2/1/2007 N 466000 1 0 1062.76 32922 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 39.81 729 35.59 NO-PREPAY 0 0 0 0 1103637588 SFR 1 OO PURCHASE N 6.25 6.25 396000 391980.47 12/1/2006 11/1/2021 3395.39 180 80 IL 2/1/2007 N 510000 1 0 3395.39 60614 12/21/2006 2 PF1615_FIXEDRATE 0 495000 0 80 661 43.19 NO-PREPAY 0 0 0 0 1103637589 SFR 1 OO REFI Y 6.875 6.875 392000 391006.35 12/1/2006 11/1/2036 2575.16 360 80 NJ 2/1/2007 N 490000 1 0 2575.16 08886 12/21/2006 1 PF1630_FIXEDRATE 0 0 49000 90 641 44.94 NO-PREPAY 0 0 0 0 1103637590 SFR 1 OO REFI Y 6.25 6.25 255600 254868.65 12/1/2006 11/1/2036 1573.77 360 80 ME 2/1/2007 N 319500 1 0 1573.77 04062 12/21/2006 1 PF1630_FIXEDRATE 0 0 15975 85 668 42.586 NO-PREPAY 0 0 0 0 1103637591 CONDO 1 OO REFI Y 6.875 6.875 468000 467211.39 1/1/2007 12/1/2036 3074.43 360 80 NJ 2/1/2007 N 585000 1 0 3074.43 07030 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 80 645 30.501 NO-PREPAY 0 0 0 0 1103637592 SFR 1 OO REFI Y 6.5 6.5 515200 514265.99 1/1/2007 12/1/2036 3256.41 360 80 CA 2/1/2007 N 644000 1 0 3256.41 95959 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 80 640 31.75 NO-PREPAY 0 0 0 0 1103637593 SFR 1 OO REFI N 6.75 6.75 440000 438857.11 12/1/2006 11/1/2036 2853.83 360 76.53 CA 2/1/2007 N 575000 1 0 2853.83 96150 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 76.53 680 37.95 NO-PREPAY 0 0 0 0 1103637594 SFR 1 OO REFI N 7 7 437611 436163.56 11/1/2006 10/1/2036 2911.44 360 74.43 FL 2/1/2007 N 588000 1 0 2911.44 34120 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 74.43 670 40.069 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.5 6.5 540000 538527.55 12/1/2006 11/1/2036 3413.17 360 75 NJ 2/1/2007 N 720000 1 0 3413.17 07663 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 75 676 41.35 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.5 6.5 424000 417822.15 12/1/2006 11/1/2036 2679.97 360 73.74 MD 2/1/2007 N 575000 1 0 2679.97 21601 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 73.74 663 35.078 NO-PREPAY 0 0 0 0 1103637597 SFR 1 OO REFI Y 6.875 6.875 270000 269545.04 1/1/2007 12/1/2036 1773.71 360 72.98 FL 2/1/2007 N 370000 1 0 1773.71 33410 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 72.98 669 20.76 NO-PREPAY 0 0 0 0 1103637598 SFR 1 OO REFI N 6.5 6.5 840000 819114.27 12/1/2006 11/1/2036 5309.37 360 64.62 NY 2/1/2007 N 1300000 1 0 5309.37 11223 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 64.62 671 34.28 NO-PREPAY 0 0 0 0 1103637600 SFR 1 OO PURCHASE N 6.5 6.5 827600 825343.35 12/1/2006 11/1/2036 5230.99 360 63.18 OR 2/1/2007 N 1350000 1 0 5230.99 97231 12/21/2006 1 PF1630_FIXEDRATE 0 1310000 350000 89.9 645 30.683 NO-PREPAY 0 0 0 0 1103637601 PUD 1 OO REFI N 6.375 6.375 1000000 997206.61 12/1/2006 11/1/2036 6238.7 360 62.5 NC 2/1/2007 N 1600000 1 0 6238.7 27614 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 62.5 678 39.759 NO-PREPAY 0 0 0 0 1103637602 PUD 1 OO REFI N 6.875 6.875 193000 192510.79 12/1/2006 11/1/2036 1267.87 360 62.26 NV 2/1/2007 N 310000 1 0 1267.87 89145 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 62.26 643 36.78 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI Y 6.875 6.875 365000 363766.39 12/1/2006 11/1/2036 2397.79 360 60.84 FL 2/1/2007 N 600000 1 0 2397.79 32934 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 60.84 666 32.3 NO-PREPAY 0 0 0 0 1103637604 SFR 1 OO REFI Y 6.375 6.375 580000 578379.83 12/1/2006 11/1/2036 3618.45 360 58 MD 2/1/2007 N 1000000 1 0 3618.45 21210 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 58 677 44.99 NO-PREPAY 0 0 0 0 1103637605 PUD 1 OO REFI N 6.25 6.25 999000 996141.49 12/1/2006 11/1/2036 6151.01 360 49.95 OR 2/1/2007 N 2000000 1 0 6151.01 97007 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 49.95 642 49.081 NO-PREPAY 0 0 0 0 1103637606 SFR 1 OO REFI N 6.625 6.625 510200 507924.3 10/1/2006 9/1/2036 3266.87 360 44.37 NY 2/1/2007 N 1150000 1 0 3266.87 11746 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 44.37 676 29.072 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.5 6.5 270000 270000 12/1/2006 11/1/2036 1462.5 360 90 CO 2/1/2007 N 300000 1 0 1462.5 80022 12/21/2006 1 PF1430I_FIX-INTONLY 25 0 0 90 688 39.13 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 7.125 7.125 103920 103920 1/1/2007 12/1/2036 617.03 360 80 GA 2/1/2007 N 129900 1 0 617.03 30121 12/21/2006 2 PF1630I_FIX-INTONLY 0 129900 0 80 668 27.932 NO-PREPAY 0 0 0 0 1103637609 PUD 1 OO PURCHASE N 6.5 6.5 313040 313040 12/1/2006 11/1/2036 1695.63 360 80 VA 2/1/2007 N 392000 1 0 1695.63 23456 12/21/2006 1 PF1630I_FIX-INTONLY 0 391300 39130 90 675 40.202 NO-PREPAY 0 0 0 0 1103637610 SFR 1 OO REFI Y 6.625 6.625 400000 400000 12/1/2006 11/1/2036 2208.33 360 80 MD 2/1/2007 N 500000 1 0 2208.33 21074 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 50000 90 669 43.036 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.625 6.625 166400 166350 1/1/2007 12/1/2036 918.67 360 80 FL 2/1/2007 N 208000 1 0 918.67 33714 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 0 80 654 33.038 NO-PREPAY 0 0 0 0 1103637612 SFR 1 OO REFI N 6.375 6.375 211000 210999.16 12/1/2006 11/1/2036 1120.94 360 78.15 NV 2/1/2007 N 270000 1 0 1120.94 89015 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 78.15 664 32.511 NO-PREPAY 0 0 0 0 1103637613 SFR 1 2ND REFI Y 6.375 6.375 232663 232663 1/1/2007 12/1/2036 1236.02 360 78.87 CA 2/1/2007 N 295000 1 0 1236.02 93277 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 78.87 667 30.185 NO-PREPAY 0 0 0 0 1103637614 SFR 1 OO REFI Y 6.75 6.75 281250 281249.64 1/1/2007 12/1/2036 1582.03 360 75 NC 2/1/2007 N 375000 1 0 1582.03 28904 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 75 669 41.83 NO-PREPAY 0 0 0 0 1103637615 SFR 1 OO REFI Y 6.75 6.75 167000 167000 12/1/2006 11/1/2036 939.38 360 70.47 VA 2/1/2007 N 237000 1 0 939.38 23456 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 0 70.47 668 26.87 NO-PREPAY 0 0 0 0 1103637616 SFR 1 OO REFI Y 6.5 6.5 355000 355000 12/1/2006 11/1/2036 1922.92 360 61.42 CA 2/1/2007 N 578000 1 0 1922.92 93010 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 61.42 666 39.745 NO-PREPAY 0 0 0 0 1103637617 SFR 1 OO REFI N 7.5 7.5 257850 257850 12/1/2006 11/1/2036 1611.56 360 60.25 NJ 2/1/2007 N 428000 1 0 1611.56 07436 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 60.25 660 30.273 NO-PREPAY 0 0 0 0 1103637618 PUD 1 OO REFI Y 6.75 6.75 240000 240000 1/1/2007 12/1/2036 1350 360 26.97 FL 2/1/2007 N 890000 1 0 1350 33931 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 26.97 680 38.42 NO-PREPAY 0 0 0 0 1103637619 2-4FAMILY 3 OO REFI N 6.625 6.625 424000 422871.53 12/1/2006 11/1/2036 2714.92 360 70.67 NY 2/1/2007 N 600000 1 0 2714.92 11207 12/21/2006 1 PF2630_FIXEDRATE 0 0 0 70.67 629 37.098 NO-PREPAY 0 0 0 0 1103637620 SFR 1 OO REFI N 6.875 6.875 630000 627323.13 10/1/2006 9/1/2036 4138.65 360 70 NY 2/1/2007 N 900000 1 0 4138.65 10562 12/21/2006 1 PF2630_FIXEDRATE 0 0 96010.93 80.67 647 50.913 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX PURCHASE N 6 6 507000 506999.97 12/1/2006 11/1/2036 2535 360 79.89 MD 2/1/2007 N 641000 1 0 2535 20759 12/21/2006 1 PF2630I_FIX-INTONLY 0 634650 0 79.89 633 35.853 NO-PREPAY 0 0 0 0 1103637622 CONDO 1 2ND REFI Y 7.5 7.5 220000 219983.36 12/1/2006 11/1/2036 1375 360 73.83 FL 2/1/2007 N 298000 1 0 1375 33912 12/21/2006 1 PF2630I_FIX-INTONLY 0 0 0 73.83 629 44.833 NO-PREPAY 0 0 0 0 1103637623 CONDO 1 OO PURCHASE N 7.25 7.25 94000 93778.67 12/1/2006 11/1/2036 641.25 360 100 OH 2/1/2007 N 98000 1 0 641.25 44133 12/21/2006 1 XF0430_FIXEDRATE 35 94000 0 100 797 27.34 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 6.375 6.375 295000 295000 12/1/2006 11/1/2036 1567.19 360 100 VA 2/1/2007 N 357000 1 0 1567.19 23510 12/21/2006 1 XF0430I_FIX-INTONLY 35 295000 0 100 762 43.634 NO-PREPAY 0 0 0 0 1103637625 SFR 1 OO PURCHASE N 6.5 6.5 66320 66137.14 12/1/2006 11/1/2036 419.19 360 80 WA 2/1/2007 N 84000 1 0 419.19 98902 12/21/2006 1 XF0630_FIXEDRATE 0 82900 16580 100 738 43.422 NO-PREPAY 0 0 0 0 1103637626 SFR 1 OO PURCHASE N 6.375 6.375 1500000 1163550.25 1/1/2007 12/1/2036 7968.75 360 64.87 MD 2/1/2007 N 2315000 1 0 7968.75 20816 12/21/2006 1 XF0630I_FIX-INTONLY 0 2312500 200000 73.52 759 48.677 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX REFI N 6.375 6.375 752000 749899.38 12/1/2006 11/1/2036 4691.5 360 80 CA 2/1/2007 N 940000 1 0 4691.5 93446 12/21/2006 1 XF1630_FIXEDRATE 0 0 28200 83 678 41.019 NO-PREPAY 0 0 0 0 1103637628 SFR 1 OO REFI N 6.5 6.5 791000 788843.13 12/1/2006 11/1/2036 4999.66 360 79.9 CA 2/1/2007 N 990000 1 0 4999.66 93727 12/21/2006 1 XF1630_FIXEDRATE 0 0 0 79.9 678 40.572 NO-PREPAY 0 0 0 0 0000000000 CONDO 1 OO PURCHASE N 7.625 7.625 571500 571500 12/1/2006 11/1/2036 3631.41 360 90 FL 2/1/2007 N 680000 1 0 3631.41 33160 12/21/2006 1 XF1630I_FIX-INTONLY 25 635000 0 90 650 31.585 NO-PREPAY 0 0 0 0 1103637630 D-PUDS 1 OO REFI N 5.75 5.75 490000 490000 2/1/2007 1/1/2037 2347.92 360 58.34 CA 2/1/2007 N 840000 1 3 2347.92 92627 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 125000 73.22 721 48.13 3YR 1/1/2012 6 3 1 3 1103637636 2-4FAMILY 3 NOO PURCHASE N 12.15 12.15 57375 57277.08 9/1/2006 8/1/2021 596.8 180 15 CA 2/1/2007 Y 382500 2 0 596.8 95207 12/15/2006 2 VB0630_BALLOON 0 382500 0 95 735 29.92 NO-PREPAY 0 0 0 0 1103637657 SFR 1 OO PURCHASE N 5.5 5.5 261600 261600 1/1/2007 12/1/2036 1199 360 80 CA 2/1/2007 N 370000 1 3 1199 92582 1/2/2007 2 PA1605EI_ARM-INTONLY 0 327000 65400 100 665 42.43 1YR 12/1/2011 6 3 1 3 1103637706 SFR 1 OO REFI N 7 7 496000 495593.43 2/1/2007 1/1/2037 3299.9 360 80 CA 2/1/2007 N 620000 1 0 3299.9 92563 1/2/2007 2 PF1630_FIXEDRATE 0 0 124000 100 674 47.41 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.875 6.875 319900 319900 2/1/2007 1/1/2037 1832.76 360 80 CA 2/1/2007 N 400000 1 3 1832.76 91764 12/29/2006 17 PA0605EI_ARM-INTONLY 0 399900 80000 100 724 43.75 3YR 1/1/2012 6 3 1 3 1103637759 CONDO 1 NOO PURCHASE N 7.125 7.125 211400 211400 2/1/2007 1/1/2037 1255.19 360 75 OR 2/1/2007 N 281900 1 0 1255.19 97070 12/26/2006 2 PF0630I_FIX-INTONLY 0 281900 56400 95 680 46.5 1YR 0 0 0 0 0000000000 CONDO 1 NOO PURCHASE N 12.99 12.99 56400 56387.07 2/1/2007 1/1/2022 623.46 180 20.01 OR 2/1/2007 Y 281900 2 0 623.46 97070 12/26/2006 2 TB0630_BALLOON 0 281900 0 95 680 46.5 1YR 0 0 0 0 1103637790 SFR 1 OO REFI N 6.75 6.75 715000 715000 1/1/2007 12/1/2036 4021.88 360 76.07 CA 2/1/2007 N 940000 1 2.5 4021.88 90815 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 0 76.07 679 35.45 3YR 12/1/2011 6 3 1 2.5 1103637803 D-PUDS 1 OO PURCHASE N 6.875 6.875 133125 132733 2/1/2007 1/1/2037 762.7 360 75 TX 2/1/2007 N 187000 1 0 762.7 76123 12/22/2006 12 SF0630I_FIX-INTONLY 0 177500 0 75 700 0 1YR 0 0 0 0 1103637814 SFR 1 OO PURCHASE N 11.5 11.5 64250 64208.74 1/1/2007 12/1/2021 636.26 180 20 FL 2/1/2007 Y 350120 2 0 636.26 34787 12/14/2006 2 TB1630_BALLOON 0 321265 0 100 672 41.39 NO-PREPAY 0 0 0 0 1103637816 SFR 1 OO PURCHASE N 11.75 11.75 43800 43734.38 12/1/2006 11/1/2021 442.12 180 20 KS 2/1/2007 Y 230000 2 0 442.12 66210 12/14/2006 2 TB1630_BALLOON 0 219000 0 100 668 30.88 NO-PREPAY 0 0 0 0 1103637817 SFR 1 OO PURCHASE N 11 11 96400 96330.94 1/1/2007 12/1/2021 918.04 180 20 CA 2/1/2007 Y 483000 2 0 918.04 90606 12/14/2006 2 TB1630_BALLOON 0 482000 0 100 655 35.35 3YR 0 0 0 0 1103637866 CONDO 1 NOO PURCHASE N 13 13 126500 126500 11/1/2006 10/1/2021 1370.42 180 25 FL 2/1/2007 Y 506000 2 0 1370.42 33401 11/30/2006 2 TB0630I_BALLOON-INTONLY 0 506000 0 95 706 38.63 1YR 0 0 0 0 1103637867 SFR 1 NOO PURCHASE N 13.25 13.25 77000 76932.32 11/1/2006 10/1/2021 866.85 180 20 FL 2/1/2007 Y 385000 2 0 866.85 34667 11/30/2006 12 UB0330_BALLOON 0 385000 0 90 733 0 2YR 0 0 0 0 1103637873 D-PUDS 1 OO PURCHASE N 6 6 336958 336958 2/1/2007 1/1/2037 1684.79 360 80 CA 2/1/2007 N 421200 1 3 1684.79 92223 12/29/2006 2 PA0605EI_ARM-INTONLY 0 421197 84239 100 732 43.81 1YR 1/1/2012 6 3 1 3 1103637960 SFR 1 NOO REFI Y 7.6 7.6 252000 252000 1/1/2007 12/1/2036 1596 360 70 CA 2/1/2007 N 360000 1 3 1596 93535 12/19/2006 17 PA1605EI_ARM-INTONLY 0 0 72000 90 658 42.54 1YR 12/1/2011 6 3 1 3 1103637961 D-PUDS 1 OO PURCHASE N 6.875 6.875 144750 144750 2/1/2007 1/1/2037 829.3 360 75 TX 2/1/2007 N 196000 1 0 829.3 76123 1/4/2007 15 SF0630I_FIX-INTONLY 0 193000 0 75 716 0 1YR 0 0 0 0 1103637966 SFR 1 OO PURCHASE N 8.375 8.375 232750 232605.33 2/1/2007 1/1/2037 1769.07 360 95 NJ 2/1/2007 N 245000 1 4.125 1769.07 08879 12/29/2006 12 EA0605E_ARM 30 245000 0 95 700 0 NO-PREPAY 1/1/2012 6 3 1 4.125 1103637985 CONDO 1 OO REFI Y 6.75 6.75 344000 344000 2/1/2007 1/1/2037 1935 360 80 CA 2/1/2007 N 430000 1 3 1935 90813 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 86000 100 687 41.46 3YR 1/1/2012 6 3 1 3 1103637989 D-PUDS 1 OO PURCHASE N 6.99 6.99 336000 336000 2/1/2007 1/1/2037 1957.2 360 80 CA 2/1/2007 N 444000 1 3 1957.2 93610 12/18/2006 2 PA0605EI_ARM-INTONLY 0 420000 84000 100 681 46.51 NO-PREPAY 1/1/2012 6 3 1 3 1103638006 SFR 1 OO REFI Y 6.75 6.75 413000 413000 2/1/2007 1/1/2037 2323.13 360 79.43 CA 2/1/2007 N 520000 1 0 2323.13 92879 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.43 754 36.54 3YR 0 0 0 0 1103638014 SFR 1 OO PURCHASE N 7.5 7.5 336000 336000 12/1/2006 11/1/2036 2100 360 80 CA 2/1/2007 N 425000 1 2.75 2100 91766 12/20/2006 2 PA1605EI_ARM-INTONLY 0 420000 84000 100 643 42.91 NO-PREPAY 11/1/2011 6 3 1 7.5 0000000000 SFR 1 NOO PURCHASE N 8.125 8.125 208000 208000 1/1/2007 12/1/2036 1408.33 360 80 MD 2/1/2007 N 325000 1 2.75 1408.33 21230 12/20/2006 2 PA1605EI_ARM-INTONLY 0 260000 39000 95 674 30.8 NO-PREPAY 12/1/2011 6 3 1 8.125 1103638016 SFR 1 OO PURCHASE N 6.75 6.75 268000 268000 12/1/2006 11/1/2036 1507.5 360 80 CA 2/1/2007 N 335000 1 2.75 1507.5 92557 12/20/2006 2 PA1605EI_ARM-INTONLY 0 335000 50250 95 662 38.92 3YR 11/1/2011 6 3 1 6.75 1103638017 SFR 1 OO PURCHASE N 6.625 6.625 156000 156000 1/1/2007 12/1/2036 861.25 360 80 CA 2/1/2007 N 210000 1 2.75 861.25 92277 12/20/2006 2 XA0610DI_ARM-INTONLY 0 195000 39000 100 721 43.31 3YR 12/1/2016 6 5 1 6.625 1103638018 PUD 1 OO PURCHASE N 7.5 7.5 121200 121019.54 1/1/2007 12/1/2036 847.45 360 80 TX 2/1/2007 N 152000 1 2.75 847.45 77082 12/20/2006 2 PA1605E_ARM 0 151500 30300 100 673 17.94 1YR 12/1/2011 6 3 1 7.5 1103638019 SFR 1 NOO REFI Y 7.25 7.25 175000 174726.14 1/1/2007 12/1/2036 1193.81 360 53.85 CA 2/1/2007 N 325000 1 2.75 1193.81 90222 12/20/2006 2 BA3210D_ARM 0 0 0 53.85 601 23.43 3YR 12/1/2016 6 5 1 7.25 1103638020 SFR 1 NOO REFI Y 7.125 7.125 160000 160000 1/1/2007 12/1/2036 950 360 69.57 CA 2/1/2007 N 230000 1 2.75 950 93702 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 69.57 705 22.08 3YR 12/1/2011 6 3 1 7.125 1103638021 SFR 1 NOO PURCHASE N 9.5 9.5 61224 61224 1/1/2007 12/1/2036 484.69 360 80 TN 2/1/2007 N 80000 1 2.75 484.69 37914 1/5/2007 8 XA1605EI_ARM-INTONLY 0 76531 11479 95 707 0 3YR 12/1/2011 6 3 1 9.5 1103638022 PUD 1 OO REFI Y 6.875 6.875 649000 649000 1/1/2007 12/1/2036 3718.23 360 74.18 FL 2/1/2007 N 875000 1 2.75 3718.23 34119 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.18 705 42.32 3YR 12/1/2011 6 3 1 2.75 0000000000 2-4FAMILY 2 OO PURCHASE N 7.125 7.125 440000 440000 1/1/2007 12/1/2036 2612.5 360 80 CA 2/1/2007 N 550000 1 2.75 2612.5 90061 12/20/2006 8 SA1605EI_ARM-INTONLY 0 550000 110000 100 702 0 3YR 12/1/2011 6 3 1 7.125 1103638024 SFR 1 OO PURCHASE N 7.75 7.75 524000 524000 1/1/2007 12/1/2036 3384.17 360 80 CA 2/1/2007 N 655000 1 2.75 3384.17 92591 12/20/2006 8 SA1605EI_ARM-INTONLY 0 655000 131000 100 745 0 1YR 12/1/2011 6 3 1 7.75 1103638025 SFR 1 OO PURCHASE N 6.875 6.875 223200 223160.11 1/1/2007 12/1/2036 1278.75 360 80 MN 2/1/2007 N 280000 1 2.75 1278.75 55303 12/20/2006 2 PA1605EI_ARM-INTONLY 0 279000 55000 99.72 675 36.31 3YR 12/1/2011 6 3 1 6.875 1103638026 SFR 1 NOO PURCHASE N 7.875 7.875 124000 124000 1/1/2007 12/1/2036 813.75 360 80 CA 2/1/2007 N 160000 1 7.875 813.75 93523 12/20/2006 2 PA0605EI_ARM-INTONLY 0 155000 23250 95 689 35.25 3YR 12/1/2011 6 3 1 7.875 1103638028 2-4FAMILY 3 OO PURCHASE N 7.375 7.375 386400 385810.15 1/1/2007 12/1/2036 2668.77 360 80 MA 2/1/2007 N 492000 1 2.75 2668.77 02122 12/20/2006 1 BA1605E_ARM 0 483000 96600 100 661 39.23 NO-PREPAY 12/1/2011 6 3 1 7.375 1103638029 PUD 1 OO REFI Y 6.75 6.75 187500 187500 1/1/2007 12/1/2036 1054.69 360 79.45 FL 2/1/2007 N 236000 1 2.75 1054.69 33838 12/20/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.45 751 0 3YR 12/1/2011 6 3 1 6.75 1103638032 SFR 1 OO PURCHASE N 7.75 7.75 760000 760000 1/1/2007 12/1/2036 4908.33 360 80 CA 2/1/2007 N 1205000 1 2.75 4908.33 90712 12/20/2006 8 XA2605EI_ARM-INTONLY 0 950000 190000 100 664 0 NO-PREPAY 12/1/2011 6 3 1 7.75 1103638033 SFR 1 OO PURCHASE N 7.125 7.125 292000 291531.59 1/1/2007 12/1/2036 1967.26 360 80 CA 2/1/2007 N 387000 1 2.75 1967.26 92376 12/20/2006 2 PA1605E_ARM 0 365000 36500 90 656 30.97 3YR 12/1/2011 6 3 1 7.125 1103638034 CONDO 1 NOO PURCHASE N 8.25 8.25 147526 147526 1/1/2007 12/1/2036 1014.24 360 80 FL 2/1/2007 N 187000 1 2.75 1014.24 24747 12/20/2006 2 PA0605EI_ARM-INTONLY 0 184408 27661 95 702 31.51 3YR 12/1/2011 6 3 1 2.75 1103638035 SFR 1 OO PURCHASE N 6.75 6.75 348000 348000 1/1/2007 12/1/2036 1957.5 360 80 CA 2/1/2007 N 560000 1 2.75 1957.5 92563 12/20/2006 2 PA0605EI_ARM-INTONLY 0 435000 87000 100 765 36.47 3YR 12/1/2011 6 3 1 2.75 1103638036 SFR 1 OO PURCHASE N 7.5 7.5 364000 364000 1/1/2007 12/1/2036 2275 360 80 CA 2/1/2007 N 455000 1 2.75 2275 90640 12/20/2006 2 PA1605EI_ARM-INTONLY 0 455000 91000 100 654 40.96 3YR 12/1/2011 6 3 1 2.75 1103638037 SFR 1 NOO REFI Y 8.375 8.375 88000 88000 1/1/2007 12/1/2036 614.17 360 80 IL 2/1/2007 N 110000 1 2.75 614.17 60426 1/5/2007 2 PA1605EI_ARM-INTONLY 0 0 16500 95 678 26.47 NO-PREPAY 12/1/2011 6 3 1 8.375 1103638038 SFR 1 OO PURCHASE N 7.125 7.125 425600 425600 1/1/2007 12/1/2036 2527 360 80 CA 2/1/2007 N 545000 1 2.75 2527 92027 12/20/2006 2 PA1605EI_ARM-INTONLY 0 532000 106400 100 661 40.37 3YR 12/1/2011 6 3 1 7.125 1103638039 PUD 1 NOO PURCHASE N 8.75 8.75 281996 281996 1/1/2007 12/1/2036 2056.22 360 80 CO 2/1/2007 N 360000 1 2.75 2056.22 80134 12/20/2006 8 SA1605EI_ARM-INTONLY 0 352496 52875 95 688 0 3YR 12/1/2011 6 3 1 8.75 1103638040 CONDO 1 OO PURCHASE N 7.99 7.99 261592 261592 1/1/2007 12/1/2036 1741.77 360 80 CA 2/1/2007 N 327000 1 2.75 1741.77 92019 12/20/2006 2 PA1605EI_ARM-INTONLY 0 326990 65398 100 652 48.6 NO-PREPAY 12/1/2011 6 3 1 7.99 1103638041 SFR 1 OO PURCHASE N 7.99 7.99 432000 432000 1/1/2007 12/1/2036 2876.4 360 80 CA 2/1/2007 N 540000 1 2.75 2876.4 93551 12/20/2006 8 SA2605EI_ARM-INTONLY 0 540000 108000 100 672 0 1YR 12/1/2011 6 3 1 7.99 1103638042 2-4FAMILY 4 OO PURCHASE N 7.875 7.875 692000 692000 1/1/2007 12/1/2036 4541.25 360 80 CA 2/1/2007 N 883000 1 2.75 4541.25 90045 12/20/2006 8 XA1605EI_ARM-INTONLY 0 865000 173000 100 753 0 1YR 12/1/2011 6 3 1 7.875 1103638043 SFR 1 OO PURCHASE N 6.99 6.99 352000 352000 1/1/2007 12/1/2036 2050.4 360 80 CA 2/1/2007 N 460000 1 2.75 2050.4 91702 12/20/2006 2 PA1605EI_ARM-INTONLY 0 440000 88000 100 656 40.85 3YR 12/1/2011 6 3 1 6.99 1103638044 SFR 1 OO REFI Y 6.99 6.99 368000 368000 1/1/2007 12/1/2036 2143.6 360 80 CA 2/1/2007 N 460000 1 2.75 2143.6 92113 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 83000 98.05 649 41.72 3YR 12/1/2011 6 3 1 6.99 1103638047 2-4FAMILY 3 NOO REFI Y 7 7 220000 220000 1/1/2007 12/1/2036 1283.33 360 75.87 CT 2/1/2007 N 290000 1 2.75 1283.33 06418 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75.87 720 33.89 3YR 12/1/2011 6 3 1 7 1103638048 SFR 1 NOO PURCHASE N 6.625 6.625 202310.4 201952.43 1/1/2007 12/1/2036 1295.42 360 80 FL 2/1/2007 N 254000 1 2.75 1295.42 33024 12/20/2006 12 XA1605E_ARM 0 252888 0 80 739 0 3YR 12/1/2011 6 3 1 6.625 0000000000 2-4FAMILY 3 OO PURCHASE N 7.625 7.625 416000 416000 12/1/2006 11/1/2036 2643.33 360 80 CA 2/1/2007 N 540000 1 2.75 2643.33 90744 12/20/2006 2 PA0605EI_ARM-INTONLY 0 520000 104000 100 685 43.39 NO-PREPAY 11/1/2011 6 3 1 7.625 1103638051 2-4FAMILY 4 OO PURCHASE N 8.375 8.375 560000 560000 12/1/2006 11/1/2036 3908.33 360 80 CA 2/1/2007 N 700000 1 2.75 3908.33 90255 12/20/2006 2 PA1605EI_ARM-INTONLY 0 700000 140000 100 669 44.35 NO-PREPAY 11/1/2011 6 3 1 8.375 1103638052 PUD 1 OO PURCHASE N 6.625 6.625 367920 367920 12/1/2006 11/1/2036 2031.23 360 80 CA 2/1/2007 N 475000 1 2.75 2031.23 92595 12/20/2006 2 PA0605EI_ARM-INTONLY 0 459900 91980 100 721 49.51 3YR 11/1/2011 6 3 1 6.625 1103638054 SFR 1 OO PURCHASE N 7.375 7.375 384000 384000 1/1/2007 12/1/2036 2360 360 80 CA 2/1/2007 N 481000 1 2.75 2360 91307 12/20/2006 8 SA2605EI_ARM-INTONLY 0 480000 96000 100 661 0 NO-PREPAY 12/1/2011 6 3 1 7.375 1103638055 CONDO 1 OO REFI Y 7.375 7.375 189600 189600 1/1/2007 12/1/2036 1165.25 360 80 WA 2/1/2007 N 237000 1 2.75 1165.25 98034 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 47400 100 679 27.61 1YR 12/1/2011 6 3 1 7.375 0000000000 SFR 1 OO REFI Y 6.99 6.99 220000 220000 12/1/2006 11/1/2036 1281.5 360 80 CA 2/1/2007 N 275000 1 2.75 1281.5 93304 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 41250 95 720 43.2 NO-PREPAY 11/1/2011 6 3 1 6.99 1103638057 SFR 1 OO REFI Y 6.5 6.5 264000 264000 1/1/2007 12/1/2036 1430 360 80 CA 2/1/2007 N 330000 1 2.75 1430 95822 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 66000 100 653 37.1 3YR 12/1/2011 6 3 1 6.5 1103638058 2-4FAMILY 3 OO PURCHASE N 7 7 560000 560000 12/1/2006 11/1/2036 3266.67 360 80 CA 2/1/2007 N 700000 1 2.75 3266.67 90805 12/20/2006 2 PA0605EI_ARM-INTONLY 0 700000 140000 100 712 45.82 3YR 11/1/2011 6 3 1 7 1103638061 PUD 1 NOO REFI Y 7.875 7.875 197600 197600 1/1/2007 12/1/2036 1296.75 360 80 CA 2/1/2007 N 247000 1 2.75 1296.75 92408 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 37050 95 666 17.43 3YR 12/1/2011 6 3 1 7.875 1103638062 2-4FAMILY 3 OO PURCHASE N 7.125 7.125 428000 428000 1/1/2007 12/1/2036 2541.25 360 80 CA 2/1/2007 N 615000 1 2.75 2541.25 90731 12/20/2006 8 SA1605EI_ARM-INTONLY 0 535000 107000 100 701 0 3YR 12/1/2011 6 3 1 7.125 1103638063 SFR 1 OO REFI Y 6.875 6.875 168000 167999.63 1/1/2007 12/1/2036 962.5 360 80 NE 2/1/2007 N 210000 1 2.75 962.5 68138 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 42000 100 677 38.55 3YR 12/1/2011 6 3 1 6.875 0000000000 SFR 1 OO REFI N 7.5 7.5 190000 190000 12/1/2006 11/1/2036 1187.5 360 80 CA 2/1/2007 N 237500 1 2.75 1187.5 93308 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 23750 90 654 44.17 3YR 11/1/2011 6 3 1 7.5 1103638065 SFR 1 NOO REFI Y 7.375 7.375 191100 191071.29 1/1/2007 12/1/2036 1174.47 360 65 MD 2/1/2007 N 294000 1 2.75 1174.47 21224 12/20/2006 17 PA0605EI_ARM-INTONLY 0 0 0 65 715 24.74 3YR 12/1/2011 6 3 1 7.375 1103638084 CONDO 1 NOO PURCHASE N 6.625 6.625 153750 153750 2/1/2007 1/1/2037 848.83 360 75 CA 2/1/2007 N 233000 1 3 848.83 92064 12/22/2006 2 PA0605EI_ARM-INTONLY 0 205000 41000 95 725 44.81 NO-PREPAY 1/1/2012 6 3 1 3 1103638087 CONDO 1 NOO PURCHASE N 12.75 12.75 41000 40990.09 2/1/2007 1/1/2022 445.54 180 20 CA 2/1/2007 Y 233000 2 0 445.54 92064 12/22/2006 2 TB0630_BALLOON 0 205000 0 95 725 44.81 NO-PREPAY 0 0 0 0 1103638138 SFR 1 OO REFI Y 6.375 6.375 479500 478163.35 12/1/2006 11/1/2036 2991.46 360 70 CA 2/1/2007 N 685000 1 2.25 2991.46 94044 12/12/2006 1 XA0605D_ARM 0 0 0 70 732 42.86 1YR 11/1/2011 5 5 2 2.25 1103638139 SFR 1 OO REFI Y 5.75 5.75 121550 121538.62 12/1/2006 11/1/2036 582.43 360 67.53 AZ 2/1/2007 N 180000 1 2.25 582.43 85033 12/6/2006 1 XA0605DI_ARM-INTONLY 0 0 0 67.53 691 44.67 1YR 11/1/2011 5 5 2 2.25 1103638140 PUD 1 OO REFI Y 6 6 190000 190000 12/1/2006 11/1/2036 950 360 49.36 AZ 2/1/2007 N 385000 1 2.25 950 85296 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 49.36 761 20.69 NO-PREPAY 11/1/2011 5 5 2 2.25 1103638141 SFR 1 OO REFI Y 6 6 350000 350000 1/1/2007 12/1/2036 1750 360 40.7 CA 2/1/2007 N 860000 1 2.25 1750 94542 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 0 40.7 791 21.6 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638142 SFR 1 OO REFI Y 6.5 6.5 375000 375000 1/1/2007 12/1/2036 2031.25 360 75 CA 2/1/2007 N 500000 1 2.25 2031.25 94520 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 70000 89 747 43.66 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638143 SFR 1 OO REFI Y 6.5 6.5 315000 315000 1/1/2007 12/1/2036 1706.25 360 72.09 VA 2/1/2007 N 437000 1 2.25 1706.25 22150 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 72.09 793 35 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638145 SFR 1 OO REFI Y 6.875 6.875 380000 380000 1/1/2007 12/1/2036 2177.08 360 79.17 CA 2/1/2007 N 480000 1 3.25 2177.08 92071 12/6/2006 2 XA1605DI_ARM-INTONLY 0 0 48000 89.17 666 36.09 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638146 PUD 1 OO REFI N 6.5 6.5 508000 508000 1/1/2007 12/1/2036 2751.67 360 80 CA 2/1/2007 N 635000 1 3.25 2751.67 92154 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 127000 100 713 41.4 3YR 12/1/2011 5 5 2 3.25 1103638147 SFR 1 OO REFI Y 6.875 6.875 368000 368000 1/1/2007 12/1/2036 2108.33 360 75.88 CA 2/1/2007 N 485000 1 3.25 2108.33 95407 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 45000 85.16 686 49.78 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO PURCHASE N 6.375 6.375 394400 394400 1/1/2007 12/1/2036 2095.25 360 80 CA 2/1/2007 N 493000 1 3.25 2095.25 95405 12/6/2006 8 XA0605DI_ARM-INTONLY 0 493000 98600 100 705 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638149 SFR 1 OO REFI Y 6.375 6.375 956000 956000 1/1/2007 12/1/2036 5078.75 360 48.41 CA 2/1/2007 N 1975000 1 3.25 5078.75 92008 12/12/2006 8 XA1605DI_ARM-INTONLY 0 0 0 48.41 670 0 1YR 12/1/2011 5 5 2 3.25 1103638150 CONDO 1 OO REFI Y 6.75 6.75 145000 144999.99 1/1/2007 12/1/2036 815.63 360 73.24 AZ 2/1/2007 N 198000 1 3.25 815.63 85209 12/6/2006 12 XA0605DI_ARM-INTONLY 0 0 0 73.24 738 0 3YR 12/1/2011 5 5 2 3.25 1103638151 SFR 1 OO REFI Y 6.625 6.625 417000 416994.12 12/1/2006 11/1/2036 2302.19 360 77.95 CA 2/1/2007 N 535000 1 3.25 2302.19 92119 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 99992 96.64 724 40.05 3YR 11/1/2011 5 5 2 3.25 1103638153 SFR 1 OO PURCHASE N 6.625 6.625 506000 505993.54 1/1/2007 12/1/2036 2793.54 360 80 CA 2/1/2007 N 650000 1 3.25 2793.54 90028 12/12/2006 2 XA0605DI_ARM-INTONLY 0 632500 126500 100 724 44.05 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638154 PUD 1 OO PURCHASE N 6.375 6.375 575200 575200 1/1/2007 12/1/2036 3055.75 360 80 CA 2/1/2007 N 719000 1 3.25 3055.75 92253 12/6/2006 2 XA0605DI_ARM-INTONLY 0 719000 143800 100 704 43.85 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 PUD 1 OO PURCHASE N 6.375 6.375 255900 255900 1/1/2007 12/1/2036 1359.47 360 80 AZ 2/1/2007 N 334000 1 3.25 1359.47 85297 12/6/2006 2 XA0605DI_ARM-INTONLY 0 319900 64012 100 744 36.69 3YR 12/1/2011 5 5 2 3.25 1103638157 SFR 1 OO REFI Y 6.625 6.625 224000 224000 1/1/2007 12/1/2036 1236.67 360 80 NH 2/1/2007 N 280000 1 3.25 1236.67 03833 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 56000 100 681 40 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638158 SFR 1 OO PURCHASE N 6.625 6.625 278120 278120 1/1/2007 12/1/2036 1535.45 360 80 MA 2/1/2007 N 355000 1 3.25 1535.45 01701 12/6/2006 8 XA0605DI_ARM-INTONLY 0 347650 69530 100 749 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638159 CONDO 1 OO PURCHASE N 6.375 6.375 176000 176000 12/1/2006 11/1/2036 935 360 80 AZ 2/1/2007 N 220000 1 3.25 935 85233 12/6/2006 2 XA0605DI_ARM-INTONLY 0 220000 44000 100 734 41.71 3YR 11/1/2011 5 5 2 3.25 1103638161 CONDO 1 OO PURCHASE N 6.875 6.875 261600 261600 1/1/2007 12/1/2036 1498.75 360 80 MA 2/1/2007 N 330000 1 3.25 1498.75 02124 12/6/2006 8 XA0605DI_ARM-INTONLY 0 327000 65400 100 745 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638162 SFR 1 OO REFI N 6.625 6.625 384000 384000 1/1/2007 12/1/2036 2120 360 80 CA 2/1/2007 N 480000 1 3.25 2120 94533 12/12/2006 8 XA0605DI_ARM-INTONLY 0 0 48000 90 702 0 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO REFI N 6.375 6.375 592000 592000 12/1/2006 11/1/2036 3145 360 80 CA 2/1/2007 N 740000 1 3.25 3145 94558 12/6/2006 8 XA0605DI_ARM-INTONLY 0 0 127946 97.29 753 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638164 SFR 1 OO REFI Y 6.625 6.625 406000 406000 1/1/2007 12/1/2036 2241.46 360 70 MD 2/1/2007 N 580000 1 3.25 2241.46 20910 12/6/2006 8 XA1605DI_ARM-INTONLY 0 0 116000 90 675 0 1YR 12/1/2011 5 5 2 3.25 1103638165 SFR 1 OO PURCHASE N 6.75 6.75 164000 164000 12/1/2006 11/1/2036 922.5 360 80 NH 2/1/2007 N 215000 1 3.25 922.5 03109 12/6/2006 2 XA0605DI_ARM-INTONLY 0 205000 41000 100 727 49.96 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638166 CONDO 1 NOO REFI N 6.375 6.375 214500 214500 1/1/2007 12/1/2036 1139.53 360 65 CA 2/1/2007 N 330000 1 3.25 1139.53 90717 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 755 50 3YR 12/1/2011 5 5 2 3.25 1103638167 PUD 1 OO PURCHASE N 6.375 6.375 179100 179100 1/1/2007 12/1/2036 951.47 360 80 AZ 2/1/2007 N 234000 1 3.25 951.47 85381 12/6/2006 8 XA0605DI_ARM-INTONLY 0 223900 44802 100 713 0 3YR 12/1/2011 5 5 2 3.25 1103638169 TOWNHOUSE 1 OO PURCHASE N 6.375 6.375 360000 360000 1/1/2007 12/1/2036 1912.5 360 80 VA 2/1/2007 N 460000 1 3.25 1912.5 20105 12/12/2006 2 XA0605DI_ARM-INTONLY 0 450000 90000 100 698 40 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638170 PUD 1 OO PURCHASE N 6.5 6.5 456000 456000 1/1/2007 12/1/2036 2470 360 80 CA 2/1/2007 N 575000 1 3.25 2470 92127 12/6/2006 2 XA0605DI_ARM-INTONLY 0 570000 114000 100 736 38.24 3YR 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO REFI N 6.75 6.75 637500 637500 1/1/2007 12/1/2036 3585.94 360 75 CT 2/1/2007 N 850000 1 3.25 3585.94 06405 12/6/2006 2 XA1605DI_ARM-INTONLY 0 0 127500 90 659 42.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638172 SFR 1 NOO REFI Y 6.5 6.5 315000 315000 1/1/2007 12/1/2036 1706.25 360 52.5 CA 2/1/2007 N 600000 1 3.25 1706.25 95492 12/6/2006 12 XA0605DI_ARM-INTONLY 0 0 0 52.5 713 0 1YR 12/1/2011 5 5 2 3.25 1103638173 CONDO 1 OO PURCHASE N 6.75 6.75 161600 161600 12/1/2006 11/1/2036 909 360 80 MA 2/1/2007 N 205000 1 3.25 909 01702 12/6/2006 8 XA0605DI_ARM-INTONLY 0 202000 40400 100 741 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638174 SFR 1 NOO REFI Y 6.75 6.75 177500 177500 12/1/2006 11/1/2036 998.44 360 72.45 AZ 2/1/2007 N 245000 1 3.25 998.44 85208 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 72.45 751 42.94 3YR 11/1/2011 5 5 2 3.25 1103638179 CONDO 1 OO REFI N 6.5 6.5 341600 341600 1/1/2007 12/1/2036 1850.33 360 80 CA 2/1/2007 N 427000 1 3.25 1850.33 91913 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 85400 100 703 42.98 1YR 12/1/2011 5 5 2 3.25 1103638180 PUD 1 OO PURCHASE N 6.125 6.125 304000 304000 1/1/2007 12/1/2036 1551.67 360 80 CA 2/1/2007 N 399000 1 3.25 1551.67 95677 12/6/2006 2 XA0605DI_ARM-INTONLY 0 380000 76000 100 750 43.65 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638181 HI-RISE 1 OO PURCHASE N 6.25 6.25 312800 312800 1/1/2007 12/1/2036 1629.17 360 80 CA 2/1/2007 N 391000 1 3.25 1629.17 94706 12/6/2006 2 XA0605DI_ARM-INTONLY 0 391000 78200 100 743 41.42 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638202 SFR 1 OO REFI Y 6.5 6.5 510000 510000 12/1/2006 11/1/2036 2762.5 360 75 CA 2/1/2007 N 680000 1 2.25 2762.5 92624 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75 694 38.93 3YR 11/1/2011 6 6 2 2.25 1103638203 SFR 1 OO REFI N 6.5 6.5 255200 255200 12/1/2006 11/1/2036 1382.33 360 79.75 NV 2/1/2007 N 320000 1 2.25 1382.33 89156 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 63800 99.69 732 38.57 3YR 11/1/2011 6 6 2 2.25 0000000000 SFR 1 OO REFI Y 6.625 6.625 355000 354371.86 12/1/2006 11/1/2036 1959.9 360 63.97 CA 2/1/2007 N 555000 1 2.25 1959.9 90280 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 63.97 714 40.59 3YR 11/1/2011 6 6 2 2.25 1103638206 PUD 1 OO PURCHASE N 6.625 6.625 360400 360400 12/1/2006 11/1/2036 1989.71 360 79.99 CA 2/1/2007 N 451000 1 2.25 1989.71 92530 12/21/2006 8 SA0605EI_ARM-INTONLY 0 450579 22529 84.99 716 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638207 SFR 1 OO PURCHASE N 6.625 6.625 440000 440000 12/1/2006 11/1/2036 2429.17 360 80 MD 2/1/2007 N 600000 1 2.25 2429.17 21037 12/21/2006 2 PA0605EI_ARM-INTONLY 0 550000 110000 100 700 42.48 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638208 SFR 1 OO PURCHASE N 6.625 6.625 212000 212000 12/1/2006 11/1/2036 1170.42 360 80 MD 2/1/2007 N 265000 1 2.25 1170.42 21227 12/21/2006 2 PA0605EI_ARM-INTONLY 0 265000 53000 100 725 30.4 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638209 SFR 1 OO PURCHASE N 6.75 6.75 384000 383002.55 12/1/2006 11/1/2036 2490.62 360 80 CA 2/1/2007 N 485000 1 2.25 2490.62 92592 12/21/2006 8 SA0605E_ARM 0 480000 96000 100 746 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638210 SFR 1 OO REFI Y 6.75 6.75 320000 320000 12/1/2006 11/1/2036 1800 360 80 CA 2/1/2007 N 400000 1 2.25 1800 91767 12/21/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 705 48.83 3YR 11/1/2011 6 6 2 2.25 1103638211 SFR 1 OO REFI Y 6.75 6.75 356000 356000 12/1/2006 11/1/2036 2002.5 360 80 CA 2/1/2007 N 445000 1 2.25 2002.5 93550 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 22250 85 645 41.5 3YR 11/1/2011 6 6 2 2.25 1103638212 PUD 1 OO REFI N 6.75 6.75 400000 400000 12/1/2006 11/1/2036 2250 360 66.67 AZ 2/1/2007 N 600000 1 2.25 2250 85340 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 125021 87.51 719 36.46 3YR 11/1/2011 6 6 2 2.25 0000000000 PUD 1 OO REFI Y 6.75 6.75 500000 500000 12/1/2006 11/1/2036 2812.5 360 80 NV 2/1/2007 N 625000 1 2.25 2812.5 89434 12/21/2006 1 PA0605EI_ARM-INTONLY 0 0 125000 100 689 45.38 3YR 11/1/2011 6 6 2 2.25 1103638214 SFR 1 NOO REFI Y 6.75 6.75 50000 50000 12/1/2006 11/1/2036 281.25 360 20 CA 2/1/2007 N 250000 1 2.25 281.25 95340 12/21/2006 2 XA0605EI_ARM-INTONLY 0 0 0 20 750 23.73 3YR 11/1/2011 6 6 2 2.25 1103638215 SFR 1 OO PURCHASE N 6.875 6.875 296000 296000 12/1/2006 11/1/2036 1695.83 360 80 CA 2/1/2007 N 385000 1 2.25 1695.83 93536 12/21/2006 2 PA1605EI_ARM-INTONLY 0 370000 74000 100 653 47.99 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638216 SFR 1 OO REFI Y 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 64.62 CA 2/1/2007 N 390000 1 2.25 1443.75 92501 12/21/2006 12 SA0605EI_ARM-INTONLY 0 0 0 64.62 705 0 3YR 11/1/2011 6 6 2 2.25 1103638217 SFR 1 NOO REFI Y 6.875 6.875 204000 203482.91 12/1/2006 11/1/2036 1340.13 360 80 CA 2/1/2007 N 255000 1 2.25 1340.13 93223 12/21/2006 2 PA0605E_ARM 0 0 0 80 762 47.96 3YR 11/1/2011 6 6 2 2.25 1103638218 SFR 1 NOO REFI Y 6.875 6.875 196400 195902.15 12/1/2006 11/1/2036 1290.21 360 80 CA 2/1/2007 N 245500 1 2.25 1290.21 93223 12/21/2006 2 PA0605E_ARM 0 0 0 80 762 47.96 3YR 11/1/2011 6 6 2 2.25 1103638219 SFR 1 OO PURCHASE N 7 7 236000 236000 12/1/2006 11/1/2036 1376.67 360 80 CA 2/1/2007 N 305000 1 2.25 1376.67 92553 12/21/2006 2 PA0605EI_ARM-INTONLY 0 295000 59000 100 701 40.6 3YR 11/1/2011 6 6 2 2.25 1103638220 SFR 1 OO REFI Y 7 7 506000 506000 1/1/2007 12/1/2036 2951.67 360 79.94 CA 2/1/2007 N 633000 1 2.25 2951.67 91107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.94 676 46.25 3YR 12/1/2011 6 6 2 2.25 0000000000 PUD 1 OO PURCHASE N 7 7 196000 196000 1/1/2007 12/1/2036 1143.33 360 80 AZ 2/1/2007 N 245000 1 2.25 1143.33 85037 12/21/2006 8 SA2605EI_ARM-INTONLY 0 245000 24500 90 678 0 3YR 12/1/2011 6 6 2 2.25 1103638222 SFR 1 OO REFI Y 7 7 181600 181600 12/1/2006 11/1/2036 1059.33 360 80 AZ 2/1/2007 N 227000 1 2.25 1059.33 85009 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 644 40.56 3YR 11/1/2011 6 6 2 2.25 1103638223 SFR 1 OO REFI Y 7 7 364000 364000 1/1/2007 12/1/2036 2123.33 360 80 CA 2/1/2007 N 455000 1 2.25 2123.33 93611 12/21/2006 12 BA0605EI_ARM-INTONLY 0 0 45500 90 699 0 3YR 12/1/2011 6 6 2 2.25 1103638224 SFR 1 OO REFI Y 7.125 7.125 572000 571800.4 12/1/2006 11/1/2036 3396.25 360 80 CA 2/1/2007 N 715000 1 2.25 3396.25 95366 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 47.04 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638225 SFR 1 OO REFI Y 7.125 7.125 200000 200000 1/1/2007 12/1/2036 1187.5 360 80 AZ 2/1/2007 N 250000 1 2.25 1187.5 85225 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 80 682 26.2 3YR 12/1/2011 5 5 1 2.25 1103638226 CONDO 1 OO PURCHASE N 7.125 7.125 267300 267300 12/1/2006 11/1/2036 1587.09 360 80 NV 2/1/2007 N 350000 1 2.25 1587.09 89123 12/21/2006 8 SA0605EI_ARM-INTONLY 0 334131 66826 100 700 0 3YR 11/1/2011 5 5 1 2.25 1103638227 CONDO 1 OO REFI Y 7.25 7.25 408000 408000 12/1/2006 11/1/2036 2465 360 80 CA 2/1/2007 N 510000 1 2.25 2465 92688 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 76500 95 711 44.84 3YR 11/1/2011 6 6 2 2.25 1103638229 SFR 1 OO PURCHASE N 7.25 7.25 183900 183900 12/1/2006 11/1/2036 1111.06 360 80 NV 2/1/2007 N 240000 1 2.25 1111.06 89107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 229900 34485 95 645 34.69 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638230 SFR 1 OO PURCHASE N 7.375 7.375 174400 174400 12/1/2006 11/1/2036 1071.83 360 80 NV 2/1/2007 N 230000 1 2.25 1071.83 89146 12/21/2006 12 XA0605EI_ARM-INTONLY 0 218000 43600 100 723 0 3YR 11/1/2011 5 5 1 2.25 1103638231 PUD 1 NOO PURCHASE N 7.375 7.375 240000 240000 12/1/2006 11/1/2036 1475 360 80 NV 2/1/2007 N 320000 1 2.25 1475 89131 12/21/2006 12 XA0605EI_ARM-INTONLY 0 300000 30000 90 711 0 3YR 11/1/2011 5 5 1 2.25 1103638232 PUD 1 OO PURCHASE N 7.375 7.375 198000 198000 12/1/2006 11/1/2036 1216.88 360 80 NV 2/1/2007 N 255000 1 2.25 1216.88 89032 12/21/2006 8 SA0605EI_ARM-INTONLY 0 247500 49500 100 710 0 3YR 11/1/2011 5 5 1 2.25 1103638233 PUD 1 OO REFI Y 7.375 7.375 412000 412000 12/1/2006 11/1/2036 2532.08 360 80 CA 2/1/2007 N 515000 1 2.25 2532.08 93306 12/21/2006 12 BA2605EI_ARM-INTONLY 0 0 0 80 664 0 3YR 11/1/2011 5 5 1 2.25 1103638235 SFR 1 OO PURCHASE N 7.625 7.625 520000 518863.72 12/1/2006 11/1/2036 3680.53 360 78.79 CA 2/1/2007 N 660000 1 2.25 3680.53 92880 12/21/2006 12 SA0605E_ARM 0 660000 7986 80 740 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638236 SFR 1 NOO REFI Y 7.625 7.625 400000 400000 12/1/2006 11/1/2036 2541.67 360 80 CA 2/1/2007 N 500000 1 2.25 2541.67 91766 12/21/2006 8 BA0605EI_ARM-INTONLY 0 0 0 80 750 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638237 PUD 1 OO REFI N 7.625 7.625 244000 244000 12/1/2006 11/1/2036 1550.42 360 80 AZ 2/1/2007 N 305000 1 2.25 1550.42 85249 12/21/2006 12 XA0605EI_ARM-INTONLY 0 0 61000 100 683 0 3YR 11/1/2011 5 5 1 2.25 1103638238 SFR 1 NOO PURCHASE N 7.75 7.75 455000 455000 12/1/2006 11/1/2036 2938.54 360 70 CA 2/1/2007 N 650000 1 2.25 2938.54 93536 12/21/2006 8 SA2605EI_ARM-INTONLY 0 650000 162500 95 678 0 3YR 11/1/2011 5 5 1 2.25 0000000000 SFR 1 OO REFI Y 7.875 7.875 632000 632000 12/1/2006 11/1/2036 4147.5 360 80 CA 2/1/2007 N 790000 1 2.25 4147.5 94037 12/21/2006 8 BA0605EI_ARM-INTONLY 0 0 158000 100 730 0 3YR 11/1/2011 6 6 2 2.25 1103638240 SFR 1 OO REFI Y 7.875 7.875 408000 407977.5 12/1/2006 11/1/2036 2677.5 360 80 WA 2/1/2007 N 510000 1 2.25 2677.5 98077 12/21/2006 12 SA2605EI_ARM-INTONLY 0 0 0 80 667 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638241 SFR 1 OO PURCHASE N 7.875 7.875 158400 158400 12/1/2006 11/1/2036 1039.5 360 80 CA 2/1/2007 N 215000 1 2.25 1039.5 92395 12/21/2006 8 SA2605EI_ARM-INTONLY 0 198000 39600 100 652 0 3YR 11/1/2011 5 5 1 2.25 1103638268 SFR 1 OO PURCHASE N 9.25 9.25 204250 204250 1/1/2007 12/1/2036 1574.43 360 95 CA 2/1/2007 N 215000 1 4.25 1574.43 93230 12/21/2006 12 EA0605EI_ARM-INTONLY 30 215000 0 95 686 0 3YR 12/1/2011 6 3 1 9.25 1103638269 SFR 1 OO REFI Y 6.75 6.75 332000 332000 2/1/2007 1/1/2037 1867.5 360 76.33 CA 2/1/2007 N 435000 1 3 1867.5 92503 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.33 688 28.69 1YR 1/1/2012 6 3 1 3 1103638273 SFR 1 NOO PURCHASE N 7.875 7.875 341600 341600 2/1/2007 1/1/2037 2241.75 360 80 CA 2/1/2007 N 427000 1 4 2241.75 90222 1/5/2007 2 PA0605EI_ARM-INTONLY 0 427000 63900 94.97 743 39.59 3YR 1/1/2012 6 3 1 4 1103638289 SFR 1 OO REFI Y 6.125 6.125 495000 490498.48 2/1/2007 1/1/2037 3007.67 360 69.72 CA 2/1/2007 N 710000 1 0 3007.67 90505 12/19/2006 2 PF0630_FIXEDRATE 0 0 0 69.72 701 39.27 3YR 0 0 0 0 1103638291 D-PUDS 1 OO PURCHASE N 7.25 7.25 447550 447550 2/1/2007 1/1/2037 2703.95 360 80 HI 2/1/2007 N 670000 1 3 2703.95 96732 12/18/2006 2 PA0607EI_ARM-INTONLY 0 559498.79 111900 100 704 31.39 NO-PREPAY 1/1/2014 6 3 1 3 1103638337 SFR 1 OO REFI Y 5.375 5.375 356000 354932.72 10/1/2006 9/1/2036 1805.96 360 80 NY 2/1/2007 Y 445000 1 5.5 1805.96 11550 11/30/2006 17 BL2202E_ARM-BALLOON 0 0 89000 100 633 44.99 1YR 9/1/2008 6 3 1 5.375 1103638342 D-PUDS 1 OO PURCHASE N 6.99 6.99 285017 285017 1/1/2007 12/1/2036 1660.22 360 80 CO 2/1/2007 N 365000 1 3 1660.22 80109 12/29/2006 2 PA0605EI_ARM-INTONLY 0 356272 71254 100 747 35 NO-PREPAY 12/1/2011 6 3 1 3 1103638385 SFR 1 OO REFI Y 7.375 7.375 358000 358000 1/1/2007 12/1/2036 2200.21 360 66.92 CA 2/1/2007 N 535000 1 0 2200.21 90221 12/14/2006 2 PF1630I_FIX-INTONLY 0 0 0 66.92 655 40.57 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 7.125 7.125 214900 214900 1/1/2007 12/1/2036 1275.97 360 70 VA 2/1/2007 N 307000 1 3 1275.97 22701 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 76750 95 690 26.63 3YR 12/1/2011 6 3 1 7.125 1103638396 SFR 1 NOO REFI Y 12.175 12.175 76750 76707.53 1/1/2007 12/1/2021 799.82 180 25 VA 2/1/2007 Y 307000 2 0 799.82 22701 12/21/2006 2 TB0630_BALLOON 0 0 0 95 690 26.63 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.625 6.625 264000 264000 2/1/2007 1/1/2037 1457.5 360 80 CA 2/1/2007 N 330000 1 3 1457.5 92571 12/15/2006 2 PA0607EI_ARM-INTONLY 0 0 66000 100 771 41.42 1YR 1/1/2014 6 3 1 3 1103638449 2-4FAMILY 4 NOO PURCHASE N 12.25 12.25 86250 86106.34 9/1/2006 8/1/2021 903.81 180 15.14 CA 2/1/2007 Y 575000 2 0 903.81 90059 12/19/2006 2 VB0630_BALLOON 0 570000 0 76.67 681 42.658 3YR 0 0 0 0 1103638487 SFR 1 NOO REFI Y 6.625 6.625 315000 314722.08 2/1/2007 1/1/2037 2016.98 360 75 WA 2/1/2007 N 420000 1 3 2016.98 98072 12/29/2006 2 PA0605E_ARM 0 0 0 75 734 46.29 1YR 1/1/2012 6 3 1 3 1103638527 SFR 1 OO REFI Y 7.25 7.25 900000 900000 1/1/2007 12/1/2036 5437.5 360 75 CA 2/1/2007 N 1200000 1 3 5437.5 92675 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 678 43.98 1YR 12/1/2011 6 3 1 3 1103638580 D-PUDS 1 OO REFI Y 5.875 5.875 564000 564000 2/1/2007 1/1/2037 2761.25 360 80 CA 2/1/2007 N 705000 1 0 2761.25 92056 12/27/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 797 34.81 3YR 0 0 0 0 1103638607 SFR 1 OO PURCHASE N 7.75 7.75 840000 840000 12/1/2006 11/1/2036 5425 360 70 VA 2/1/2007 N 1200000 1 2.25 5425 23452 12/21/2006 12 XA0605EI_ARM-INTONLY 0 1200000 240000 90 706 0 3YR 11/1/2011 5 5 1 2.25 1103638608 PUD 1 2ND REFI Y 7.735 7.735 75001 74763.17 12/1/2006 11/1/2036 536.54 360 41.9 PA 2/1/2007 N 179000 1 2.25 536.54 18436 12/21/2006 12 XA0605E_ARM 0 0 0 41.9 746 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638609 CONDO 1 OO REFI Y 8.375 8.375 160000 160000 1/1/2007 12/1/2036 1116.67 360 80 NH 2/1/2007 N 200000 1 4.625 1116.67 03038 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 30000 95 655 42.06 NO-PREPAY 12/1/2011 5 5 1 4.625 1103638610 SFR 1 OO PURCHASE N 7.875 7.875 122800 122800 12/1/2006 11/1/2036 805.88 360 80 FL 2/1/2007 N 153500 1 2.25 805.88 33710 12/21/2006 12 BA0605EI_ARM-INTONLY 0 153500 0 80 690 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638611 CONDO 1 NOO REFI Y 8.875 8.875 129600 129600 12/1/2006 11/1/2036 958.5 360 80 MD 2/1/2007 N 162000 1 5 958.5 21044 12/21/2006 8 SA2603EI_ARM-INTONLY 0 0 0 80 644 0 NO-PREPAY 11/1/2009 6 2 2 5 1103638612 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 105000 104764.74 12/1/2006 11/1/2036 734.18 360 70 CT 2/1/2007 N 207000 1 2.25 734.18 06519 12/21/2006 1 PA1605E_ARM 0 150000 37500 95 666 38.49 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638613 2-4FAMILY 3 OO PURCHASE N 7.875 7.875 260000 259459.68 12/1/2006 11/1/2036 1885.18 360 80 NH 2/1/2007 N 330000 1 2.75 1885.18 03867 12/21/2006 2 PA1605E_ARM 0 325000 65000 100 675 42.06 NO-PREPAY 11/1/2011 6 6 2 2.75 1103638614 CONDO 1 NOO REFI Y 6.875 6.875 222000 221437.28 12/1/2006 11/1/2036 1458.38 360 60.83 MA 2/1/2007 N 365000 1 2.25 1458.38 02143 12/21/2006 2 PA0605E_ARM 0 0 0 60.83 689 35.65 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638616 2-4FAMILY 2 OO PURCHASE N 8.125 8.125 272000 271462.61 12/1/2006 11/1/2036 2019.59 360 80 NJ 2/1/2007 N 350000 1 5 2019.59 08861 12/21/2006 8 SA2603E_ARM 0 340000 68000 100 634 0 NO-PREPAY 11/1/2009 6 2 2 5 1103638618 2-4FAMILY 4 NOO REFI Y 7.5 7.5 238000 237416.56 12/1/2006 11/1/2036 1664.13 360 70 MA 2/1/2007 N 340000 1 2.25 1664.13 02740 12/21/2006 2 PA1605E_ARM 0 0 0 70 655 28.2788 NO-PREPAY 11/1/2011 5 5 1 2.25 0000000000 CONDO 1 NOO REFI Y 7 7 165000 165000 1/1/2007 12/1/2036 962.5 360 75 MA 2/1/2007 N 220000 1 2.25 962.5 01880 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 781 41.31 NO-PREPAY 12/1/2011 5 5 1 2.25 1103638622 SFR 1 OO REFI N 5.875 5.875 100000 99748.62 1/1/2007 12/1/2036 591.54 360 75.48 PA 2/1/2007 N 132500 1 2.25 591.54 18407 12/21/2006 12 SA0605E_ARM 0 0 0 75.48 803 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103638624 PUD 1 NOO PURCHASE N 7.625 7.625 121450 121449.97 12/1/2006 11/1/2036 771.71 360 70 FL 2/1/2007 N 210000 1 2.25 771.71 34758 12/21/2006 12 XA0605EI_ARM-INTONLY 0 173500 0 70 769 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638625 2-4FAMILY 2 NOO REFI Y 6.75 6.75 520000 520000 12/1/2006 11/1/2036 2925 360 65 NJ 2/1/2007 N 800000 1 2.25 2925 08735 12/21/2006 12 XA0605EI_ARM-INTONLY 0 0 0 65 736 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638626 2-4FAMILY 2 OO PURCHASE N 7 7 393600 393600 12/1/2006 11/1/2036 2296 360 80 NJ 2/1/2007 N 493000 1 5 2296 07512 12/21/2006 17 PA1603EI_ARM-INTONLY 0 492000 98400 100 662 41.83 NO-PREPAY 11/1/2009 6 2 2 5 0000000000 2-4FAMILY 2 OO PURCHASE N 8.25 8.25 81225 81068.54 12/1/2006 11/1/2036 610.22 360 95 PA 2/1/2007 N 87000 1 4.5 610.22 18505 12/21/2006 12 XA0605E_ARM 30 85500 0 95 747 0 NO-PREPAY 11/1/2011 5 5 1 4.5 1103638631 CONDO 1 OO PURCHASE N 6.25 6.25 295920 295920 1/1/2007 12/1/2036 1541.25 360 80 CA 2/1/2007 N 370000 1 3 1541.25 91351 12/14/2006 17 PA0605EI_ARM-INTONLY 0 369900 73980 100 720 37.09 2YR 12/1/2011 6 3 1 3 1103638637 SFR 1 OO PURCHASE N 6.75 6.75 266250 266250 2/1/2007 1/1/2037 1497.66 360 75 AZ 2/1/2007 N 355000 1 3 1497.66 85050 12/26/2006 2 PA1605EI_ARM-INTONLY 0 355000 88750 100 667 30.02 NO-PREPAY 1/1/2012 6 3 1 3 1103638694 CONDO 1 NOO PURCHASE N 6.75 6.75 144900 144900 2/1/2007 1/1/2037 815.06 360 70 CO 2/1/2007 N 207000 1 3 815.06 80013 1/4/2007 2 PA1605EI_ARM-INTONLY 0 207000 51750 95 658 47.49 3YR 1/1/2012 6 3 1 6.75 1103638723 SFR 1 NOO REFI Y 8.5 8.5 156800 156705.01 2/1/2007 1/1/2037 1205.66 360 80 FL 2/1/2007 N 196000 1 3 1205.66 33774 12/27/2006 8 SA1605E_ARM 0 0 0 80 640 0 3YR 1/1/2012 6 3 1 3 1103638730 SFR 1 2ND PURCHASE N 6.75 6.75 179500 179500 2/1/2007 1/1/2037 1009.69 360 89.98 MS 2/1/2007 N 199500 1 3 1009.69 39503 12/21/2006 7 SA0605EI_ARM-INTONLY 25 199900 0 89.98 695 0 NO-PREPAY 1/1/2012 6 3 1 3 1103638747 XXX 0 XXX XXXXXXXX X 0 0 000000 411662.28 2/1/2007 1/1/2037 2741.05 360 80 CA 2/1/2007 N 520000 1 0 2741.05 95112 12/22/2006 2 PF0630_FIXEDRATE 0 515000 51500 90 750 39.13 NO-PREPAY 0 0 0 0 1103638754 SFR 1 NOO PURCHASE N 11.75 11.75 51500 51484.42 2/1/2007 1/1/2022 519.85 180 10 CA 2/1/2007 Y 520000 2 0 519.85 95112 12/22/2006 2 TB0630_BALLOON 0 515000 0 90 750 39.09 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO PURCHASE N 7.375 7.375 392000 392000 1/1/2007 12/1/2036 2409.17 360 80 CA 2/1/2007 N 490000 1 3 2409.17 95973 12/22/2006 2 PA0605EI_ARM-INTONLY 0 490000 49000 90 704 20.85 3YR 12/1/2011 6 3 1 3 1103638784 2-4FAMILY 3 OO REFI N 6.625 6.625 596000 595474.17 2/1/2007 1/1/2037 3816.25 360 80 CA 2/1/2007 N 745000 1 3 3816.25 90019 12/29/2006 2 PA0605E_ARM 0 0 74000 89.94 785 36 3YR 1/1/2012 6 3 1 3 1103638804 SFR 1 OO REFI Y 6.25 6.25 260000 259753.31 2/1/2007 1/1/2037 1600.86 360 47.71 CA 2/1/2007 N 545000 1 0 1600.86 94804 12/29/2006 12 SF1630_FIXEDRATE 0 0 0 47.71 792 47.7 3YR 0 0 0 0 1103638808 SFR 1 OO REFI N 5.875 5.875 460000 460000 1/1/2007 12/1/2036 2252.08 360 69.7 CA 2/1/2007 N 660000 1 3 2252.08 91761 12/15/2006 1 PA1605EI_ARM-INTONLY 0 0 0 69.7 647 31.48 NO-PREPAY 12/1/2011 6 3 1 3 1103638814 PUD 1 NOO PURCHASE N 6.75 6.75 112000 112000 1/1/2007 12/1/2036 630 360 70 MO 2/1/2007 N 160000 1 0 630 64015 12/18/2006 2 PF0630I_FIX-INTONLY 0 160000 40000 95 712 40.33 3YR 0 0 0 0 0000000000 D-PUDS 1 OO PURCHASE N 6.25 6.25 544150 544150 2/1/2007 1/1/2037 2834.11 360 75 CA 2/1/2007 N 730000 1 3 2834.11 95116 12/29/2006 8 SA1605EI_ARM-INTONLY 0 725581 0 75 765 0 3YR 1/1/2012 6 3 1 3 1103638862 CONDO 1 NOO PURCHASE N 6 6 135000 135000 1/1/2007 12/1/2036 675 360 28.43 WA 2/1/2007 N 475000 1 2.75 675 98109 12/14/2006 2 PA0607EI_ARM-INTONLY 0 475000 0 28.43 813 19 3YR 12/1/2013 6 3 1 2.75 1103638863 SFR 1 OO PURCHASE N 6 6 464000 464000 1/1/2007 12/1/2036 2320 360 80 CA 2/1/2007 N 580000 1 2.75 2320 91214 12/14/2006 17 PA0605EI_ARM-INTONLY 0 580000 58000 90 800 38.76 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638864 SFR 1 OO REFI N 5.875 5.875 408000 408000 1/1/2007 12/1/2036 1997.5 360 79.23 CA 2/1/2007 N 515000 1 2.75 1997.5 92126 12/14/2006 2 PA0603EI_ARM-INTONLY 0 0 70710 92.96 797 35 NO-PREPAY 12/1/2009 6 3 1 2.75 1103638865 PUD 1 OO REFI N 6.125 6.125 622000 622000 1/1/2007 12/1/2036 3174.79 360 73.18 CA 2/1/2007 N 850000 1 2.25 3174.79 90621 12/14/2006 17 XA0605DI_ARM-INTONLY 0 0 135320 89.1 790 45.71 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 OO PURCHASE N 7.25 7.25 552000 551685 1/1/2007 12/1/2036 3335 360 80 CA 2/1/2007 N 690000 1 2.25 3335 92840 12/14/2006 8 SA1605EI_ARM-INTONLY 0 690000 103500 95 787 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103638867 SFR 1 OO REFI N 6.5 6.5 452000 451998.33 1/1/2007 12/1/2036 2448.33 360 80 CA 2/1/2007 N 565000 1 2.25 2448.33 92054 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 113000 100 770 45 3YR 12/1/2011 6 6 2 2.25 1103638868 CONDO 1 OO REFI Y 5.75 5.75 200000 199784.59 1/1/2007 12/1/2036 1065.78 360 57.15 CA 2/1/2007 Y 350000 1 2.75 1065.78 91792 12/14/2006 2 PL0605E_ARM-BALLOON 0 0 0 57.15 769 41.55 1YR 12/1/2011 6 3 1 2.75 1103638869 SFR 1 OO REFI Y 6 6 364000 364000 1/1/2007 12/1/2036 1820 360 80 CA 2/1/2007 N 455000 1 2.75 1820 90602 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 768 44.44 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638870 SFR 1 OO REFI Y 6 6 446400 446400 1/1/2007 12/1/2036 2232 360 80 CA 2/1/2007 N 558000 1 2.75 2232 92703 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 760 41.39 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638871 2-4FAMILY 2 OO REFI N 6.25 6.25 348000 348000 1/1/2007 12/1/2036 1812.5 360 79.1 CA 2/1/2007 N 440000 1 2.75 1812.5 90011 12/14/2006 2 PA0603EI_ARM-INTONLY 0 0 43472 88.98 760 45.16 3YR 12/1/2009 6 3 1 2.75 1103638872 SFR 1 OO REFI Y 5.875 5.875 344000 343296.84 1/1/2007 12/1/2036 2034.89 360 78.19 CA 2/1/2007 N 440000 1 2.75 2034.89 92337 12/14/2006 2 PA0605E_ARM 0 0 0 78.19 756 40.83 3YR 12/1/2011 6 3 1 2.75 1103638873 SFR 1 OO PURCHASE N 6.75 6.75 328000 328000 1/1/2007 12/1/2036 1845 360 80 CA 2/1/2007 N 430000 1 2.25 1845 90605 12/14/2006 2 XA0605DI_ARM-INTONLY 0 410000 82000 100 756 43.77 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 OO PURCHASE N 6.375 6.375 277600 277600 1/1/2007 12/1/2036 1474.75 360 80 CA 2/1/2007 N 350000 1 2.25 1474.75 90032 12/14/2006 1 XA0605DI_ARM-INTONLY 0 347000 69400 100 752 41.99 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638875 PUD 1 NOO REFI N 6.5 6.5 236000 236000 1/1/2007 12/1/2036 1278.33 360 78.67 NV 2/1/2007 N 300000 1 2.25 1278.33 89148 12/14/2006 8 XA1605DI_ARM-INTONLY 0 0 0 78.67 746 0 3YR 12/1/2011 5 5 2 2.25 1103638876 SFR 1 OO PURCHASE N 6.5 6.5 348800 348800 1/1/2007 12/1/2036 1889.33 360 80 CA 2/1/2007 N 450000 1 2.25 1889.33 91351 12/18/2006 2 XA0605DI_ARM-INTONLY 0 436000 87200 100 746 39.67 3YR 12/1/2011 5 5 2 2.25 1103638877 PUD 1 2ND REFI Y 6.125 6.125 540000 538947.7 1/1/2007 12/1/2036 3281.1 360 75 CA 2/1/2007 N 720000 1 2.75 3281.1 92587 12/14/2006 2 PA0603E_ARM 0 0 0 75 743 47.09 NO-PREPAY 12/1/2009 6 3 1 2.75 1103638878 SFR 1 OO REFI N 6.25 6.25 412000 412000 1/1/2007 12/1/2036 2145.83 360 80 CA 2/1/2007 N 515000 1 2.75 2145.83 92336 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 67002 93.02 742 38.17 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638879 CONDO 1 OO PURCHASE N 6.5 6.5 264000 262570 1/1/2007 12/1/2036 1430 360 80 CA 2/1/2007 N 335000 1 2.25 1430 91406 12/14/2006 2 PA0605EI_ARM-INTONLY 0 330000 66000 100 741 44.31 3YR 12/1/2011 6 6 2 2.25 1103638880 SFR 1 OO REFI N 6.125 6.125 169000 168987.94 12/1/2006 11/1/2036 862.6 360 78.61 CA 2/1/2007 N 215000 1 2.75 862.6 92311 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.61 740 36.18 1YR 11/1/2011 6 3 1 2.75 1103638881 SFR 1 OO PURCHASE N 6.75 6.75 175200 175200 1/1/2007 12/1/2036 985.5 360 80 CA 2/1/2007 N 225000 1 2.25 985.5 93702 12/14/2006 2 PA0605EI_ARM-INTONLY 0 219000 43800 100 739 39.85 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 SFR 1 OO PURCHASE N 6.875 6.875 332000 332000 1/1/2007 12/1/2036 1902.08 360 80 CA 2/1/2007 N 415000 1 2.25 1902.08 92557 12/14/2006 8 XA1605DI_ARM-INTONLY 0 415000 83000 100 738 0 3YR 12/1/2011 5 5 2 2.25 1103638883 SFR 1 OO REFI Y 6.25 6.25 370000 369651.97 1/1/2007 12/1/2036 2100.64 360 74.75 CA 2/1/2007 Y 495000 1 2.75 2100.64 91744 12/14/2006 2 PL0605E_ARM-BALLOON 0 0 0 74.75 737 42.14 3YR 12/1/2011 6 3 1 2.75 1103638884 SFR 1 OO REFI Y 6.75 6.75 476250 476250 1/1/2007 12/1/2036 2678.91 360 75 CA 2/1/2007 N 635000 1 2.75 2678.91 90604 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 107950 92 737 37 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638885 PUD 1 OO PURCHASE N 6.375 6.375 316000 316000 1/1/2007 12/1/2036 1678.75 360 80 CA 2/1/2007 N 395000 1 2.75 1678.75 92620 12/14/2006 17 PA0605EI_ARM-INTONLY 0 395000 0 80 736 44.63 3YR 12/1/2011 6 3 1 2.75 1103638886 SFR 1 OO REFI Y 6.875 6.875 320000 320000 1/1/2007 12/1/2036 1833.33 360 79.02 CA 2/1/2007 N 405000 1 2.75 1833.33 91768 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.02 734 40.25 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638887 SFR 1 OO PURCHASE N 6.75 6.75 304000 304000 1/1/2007 12/1/2036 1710 360 80 CA 2/1/2007 N 390000 1 2.25 1710 92324 12/18/2006 2 XA0605DI_ARM-INTONLY 0 380000 76000 100 731 36.36 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638888 SFR 1 2ND REFI N 6.5 6.5 308000 308000 1/1/2007 12/1/2036 1668.33 360 79.59 NV 2/1/2007 N 387000 1 2.25 1668.33 89117 12/18/2006 8 XA1605DI_ARM-INTONLY 0 0 0 79.59 726 0 3YR 12/1/2011 5 5 2 2.25 1103638889 SFR 1 OO PURCHASE N 6.375 6.375 368000 368000 1/1/2007 12/1/2036 1955 360 80 CA 2/1/2007 N 510000 1 2.25 1955 90255 12/14/2006 2 PA0605EI_ARM-INTONLY 0 460000 92000 100 722 42.22 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 CONDO 1 OO REFI Y 6.5 6.5 280000 280000 1/1/2007 12/1/2036 1516.67 360 80 CA 2/1/2007 N 350000 1 2.75 1516.67 91732 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 722 39.03 1YR 12/1/2011 6 3 1 2.75 1103638891 SFR 1 OO REFI Y 6.375 6.375 427000 427000 1/1/2007 12/1/2036 2268.44 360 70 CA 2/1/2007 N 610000 1 2.75 2268.44 91789 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 721 40.76 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638892 PUD 1 OO PURCHASE N 6.5 6.5 422400 422400 1/1/2007 12/1/2036 2288 360 80 CA 2/1/2007 N 530000 1 2.75 2288 91709 12/14/2006 17 PA0605EI_ARM-INTONLY 0 528000 0 80 721 41.68 3YR 12/1/2011 6 3 1 2.75 1103638893 SFR 1 OO PURCHASE N 6.625 6.625 404000 404000 1/1/2007 12/1/2036 2230.42 360 80 CA 2/1/2007 N 520000 1 2.25 2230.42 91786 12/14/2006 2 XA0605DI_ARM-INTONLY 0 505000 101000 100 721 43.08 3YR 12/1/2011 5 5 2 2.25 1103638894 SFR 1 OO REFI Y 5.625 5.625 200000 200000 1/1/2007 12/1/2036 937.5 360 40 CA 2/1/2007 N 500000 1 2.75 937.5 91710 12/14/2006 1 PA0605EI_ARM-INTONLY 0 0 0 40 716 29.33 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638895 SFR 1 OO REFI Y 6 6 492000 491960 1/1/2007 12/1/2036 2460 360 80 CA 2/1/2007 N 615000 1 2.75 2460 90042 12/18/2006 2 PA0603EI_ARM-INTONLY 0 0 0 80 714 39.26 1YR 12/1/2009 6 3 1 2.75 1103638896 CONDO 1 OO REFI N 6.875 6.875 244000 243328.99 1/1/2007 12/1/2036 1397.92 360 80 CA 2/1/2007 N 305000 1 2.75 1397.92 91766 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 714 43.16 3YR 12/1/2013 6 3 1 2.75 1103638897 SFR 1 OO REFI N 6.375 6.375 249500 249500 1/1/2007 12/1/2036 1325.47 360 75.61 WA 2/1/2007 N 330000 1 2.75 1325.47 98092 12/14/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75.61 708 33.49 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638898 PUD 1 OO REFI N 6.25 6.25 616000 616000 11/1/2006 10/1/2036 3208.33 360 72.48 CA 2/1/2007 N 850000 1 2.25 3208.33 90621 12/14/2006 17 XA0607DI_ARM-INTONLY 0 0 110925 85.53 707 37.17 NO-PREPAY 10/1/2013 5 5 2 2.25 1103638899 PUD 1 OO PURCHASE N 6.75 6.75 343350 343350 1/1/2007 12/1/2036 1931.34 360 80 CA 2/1/2007 N 430000 1 2.25 1931.34 92532 12/18/2006 2 XA0605DI_ARM-INTONLY 0 429235 85847 100 704 39.99 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638900 2-4FAMILY 3 OO REFI Y 6.875 6.875 508000 508000 1/1/2007 12/1/2036 2910.42 360 80 CA 2/1/2007 N 635000 1 2.25 2910.42 90280 12/14/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 704 29.96 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638901 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 527200 527200 1/1/2007 12/1/2036 3020.42 360 80 CA 2/1/2007 N 659000 1 2.25 3020.42 90011 12/14/2006 2 XA0607DI_ARM-INTONLY 0 659000 131800 100 704 42.62 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638902 SFR 1 OO REFI Y 6.5 6.5 608000 607893.33 1/1/2007 12/1/2036 3293.33 360 80 CA 2/1/2007 N 760000 1 2.25 3293.33 92880 12/14/2006 1 XA0605DI_ARM-INTONLY 0 0 38000 85 703 50.41 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638903 CONDO 1 OO PURCHASE N 6.875 6.875 268000 268000 1/1/2007 12/1/2036 1535.42 360 80 CA 2/1/2007 N 370000 1 2.25 1535.42 91104 12/14/2006 17 XA0605DI_ARM-INTONLY 0 335000 67000 100 701 42.52 3YR 12/1/2011 5 5 2 2.25 1103638907 SFR 1 NOO PURCHASE N 7 7 73500 73500 2/1/2007 1/1/2037 428.75 360 70 CO 2/1/2007 N 122000 1 3 428.75 80221 12/28/2006 1 PA1605EI_ARM-INTONLY 0 105000 26250 95 654 30.4 NO-PREPAY 1/1/2012 6 3 1 3 1103638910 PUD 1 OO REFI Y 6.125 6.125 417000 417000 1/1/2007 12/1/2036 2128.44 360 71.9 CA 2/1/2007 N 580000 1 2.25 2128.44 92879 12/14/2006 2 XA0610DI_ARM-INTONLY 0 0 0 71.9 698 43.09 3YR 12/1/2016 5 5 2 2.25 1103638911 SFR 1 OO REFI N 6.125 6.125 444000 444000 1/1/2007 12/1/2036 2266.25 360 80 CA 2/1/2007 N 555000 1 2.75 2266.25 92508 12/14/2006 17 PA0607EI_ARM-INTONLY 0 0 0 80 698 33.98 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638912 SFR 1 OO PURCHASE N 6.5 6.5 409600 409600 1/1/2007 12/1/2036 2218.67 360 80 CA 2/1/2007 N 512000 1 2.75 2218.67 90606 12/19/2006 8 SA1605EI_ARM-INTONLY 0 512000 102400 100 697 0 2YR 12/1/2011 6 3 1 2.75 1103638913 CONDO 1 2ND REFI Y 6.875 6.875 195000 195000 1/1/2007 12/1/2036 1117.19 360 78 NV 2/1/2007 N 250000 1 2.75 1117.19 89015 12/14/2006 8 SA1605EI_ARM-INTONLY 0 0 30000 90 697 0 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638914 SFR 1 OO REFI Y 5.875 5.875 436150 436150 1/1/2007 12/1/2036 2135.32 360 65 CA 2/1/2007 N 671000 1 2.25 2135.32 91710 12/14/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 696 33 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638915 SFR 1 OO REFI Y 6.25 6.25 304500 304500 1/1/2007 12/1/2036 1585.94 360 76.13 CA 2/1/2007 N 400000 1 2.75 1585.94 93543 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.13 694 36.45 NO-PREPAY 12/1/2011 6 3 1 2.75 0000000000 CONDO 1 OO REFI N 6.75 6.75 226500 226375.25 1/1/2007 12/1/2036 1274.06 360 79.48 CA 2/1/2007 N 285000 1 2.75 1274.06 92707 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 30011 90.01 689 34.67 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638917 PUD 1 OO REFI Y 7.5 7.5 440000 440000 1/1/2007 12/1/2036 2750 360 80 CA 2/1/2007 N 550000 1 2.25 2750 91706 12/14/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 688 32.05 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638918 CONDO 1 OO REFI Y 6 6 304000 304000 1/1/2007 12/1/2036 1520 360 80 CA 2/1/2007 N 380000 1 2.75 1520 90250 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 649 42.38 1YR 12/1/2011 6 3 1 2.75 1103638919 SFR 1 OO REFI Y 7 7 828000 828000 1/1/2007 12/1/2036 4830 360 63.7 CA 2/1/2007 N 1300000 1 2.75 4830 92592 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 63.7 649 42.14 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638920 SFR 1 OO PURCHASE N 6.625 6.625 408000 407999.5 1/1/2007 12/1/2036 2252.5 360 80 CA 2/1/2007 N 520000 1 2.75 2252.5 91103 12/19/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 682 49.53 1YR 12/1/2011 6 3 1 2.75 1103638921 SFR 1 OO REFI Y 5.625 5.625 498500 498500 1/1/2007 12/1/2036 2336.72 360 76.7 CA 2/1/2007 N 650000 1 2.75 2336.72 91311 12/19/2006 2 PA1603EI_ARM-INTONLY 0 0 0 76.7 680 38.05 3YR 12/1/2009 6 3 1 2.75 1103638922 SFR 1 OO PURCHASE N 6.875 6.875 288000 288000 1/1/2007 12/1/2036 1650 360 80 CA 2/1/2007 N 362000 1 2.75 1650 92530 12/14/2006 8 SA2605EI_ARM-INTONLY 0 360000 72000 100 678 0 1YR 12/1/2011 6 3 1 2.75 1103638923 SFR 1 OO PURCHASE N 6.75 6.75 327920 327920 1/1/2007 12/1/2036 1844.55 360 80 CA 2/1/2007 N 415000 1 2.25 1844.55 92376 12/14/2006 2 XA1605DI_ARM-INTONLY 0 409900 81980 100 672 48.21 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI Y 7.375 7.375 272000 271600 1/1/2007 12/1/2036 1671.67 360 80 CA 2/1/2007 N 340000 1 2.25 1671.67 95210 12/14/2006 2 PA1610EI_ARM-INTONLY 0 0 0 80 671 35.88 NO-PREPAY 12/1/2016 6 6 2 2.25 1103638926 SFR 1 OO PURCHASE N 6.125 6.125 332000 332000 1/1/2007 12/1/2036 1694.58 360 80 CA 2/1/2007 N 415000 1 2.75 1694.58 95203 12/14/2006 2 PA1605EI_ARM-INTONLY 0 415000 83000 100 669 46.36 2YR 12/1/2011 6 3 1 2.75 1103638927 SFR 1 OO PURCHASE N 7.25 7.25 348000 348000 12/1/2006 11/1/2036 2102.5 360 80 CA 2/1/2007 N 438000 1 2.25 2102.5 90262 12/14/2006 2 XA1607DI_ARM-INTONLY 0 435000 87000 100 668 39.35 NO-PREPAY 11/1/2013 5 5 2 2.25 1103638928 SFR 1 OO REFI Y 7.875 7.875 427500 427500 1/1/2007 12/1/2036 2805.47 360 75 CA 2/1/2007 N 570000 1 2.75 2805.47 94589 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 142500 100 668 43.4 1YR 12/1/2011 6 3 1 2.75 1103638929 CONDO 1 OO PURCHASE N 6 6 350000 349299.83 1/1/2007 12/1/2036 2098.43 360 67.97 CA 2/1/2007 N 515000 1 2.75 2098.43 90275 12/14/2006 1 PA1605E_ARM 0 515000 0 67.97 666 45.08 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638930 SFR 1 OO REFI Y 7.125 7.125 231000 231000 1/1/2007 12/1/2036 1371.56 360 79.66 CA 2/1/2007 N 290000 1 2.25 1371.56 92583 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 30015 90.01 664 22.84 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638931 SFR 1 NOO REFI Y 7.125 7.125 333000 333000 1/1/2007 12/1/2036 1977.19 360 74 CA 2/1/2007 N 450000 1 2.75 1977.19 92345 12/14/2006 8 SA2605EI_ARM-INTONLY 0 0 0 74 656 0 NO-PREPAY 12/1/2011 6 3 1 2.75 0000000000 SFR 1 OO REFI Y 6.25 6.25 574000 574000 1/1/2007 12/1/2036 2989.58 360 68.75 CA 2/1/2007 N 835000 1 2.25 2989.58 91789 12/14/2006 1 XA1607DI_ARM-INTONLY 0 0 0 68.75 653 51.28 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638933 SFR 1 OO REFI Y 6.875 6.875 545000 544081.67 1/1/2007 12/1/2036 3580.26 360 71.72 CA 2/1/2007 N 760000 1 2.25 3580.26 92647 12/14/2006 8 XA1610D_ARM 0 0 0 71.72 653 0 3YR 12/1/2016 5 5 2 2.25 1103638934 SFR 1 OO REFI Y 6.875 6.875 436000 436000 1/1/2007 12/1/2036 2497.92 360 80 CA 2/1/2007 N 545000 1 2.25 2497.92 92584 12/14/2006 2 XA1607DI_ARM-INTONLY 0 0 0 80 661 37.76 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638935 SFR 1 OO REFI N 6 6 275000 275000 1/1/2007 12/1/2036 1375 360 71.43 CA 2/1/2007 N 385000 1 2.25 1375 91764 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 0 71.43 649 32.33 3YR 12/1/2011 5 5 2 2.25 1103638936 SFR 1 OO PURCHASE N 7.875 7.875 648000 648000 12/1/2006 11/1/2036 4252.5 360 80 CA 2/1/2007 N 825000 1 2.25 4252.5 91739 12/19/2006 2 XA1605DI_ARM-INTONLY 0 810000 162000 100 648 40.65 NO-PREPAY 11/1/2011 5 5 2 2.25 1103638937 SFR 1 OO PURCHASE N 6.625 6.625 477400 477400 1/1/2007 12/1/2036 2635.65 360 80 CA 2/1/2007 N 620000 1 2.75 2635.65 91752 12/14/2006 2 PA1605EI_ARM-INTONLY 0 596772 59677 90 647 44.38 1YR 12/1/2011 6 3 1 2.75 1103638938 SFR 1 OO PURCHASE N 6.875 6.875 585000 584891.36 12/1/2006 11/1/2036 3351.56 360 90 CA 2/1/2007 N 675000 1 2.25 3351.56 90019 12/19/2006 2 BA2207DI_ARM-INTONLY 25 650000 0 90 639 37.91 NO-PREPAY 11/1/2013 5 5 2 2.25 1103638939 SFR 1 OO REFI Y 5.375 5.375 320000 319619.13 1/1/2007 12/1/2036 1623.34 360 73.74 CA 2/1/2007 Y 434000 1 2.75 1623.34 90002 12/14/2006 2 PL2603E_ARM-BALLOON 0 0 0 73.74 630 36.94 3YR 12/1/2009 6 3 1 2.75 1103638954 SFR 1 OO REFI Y 5.875 5.875 307700 307700 2/1/2007 1/1/2037 1506.45 360 54.47 CA 2/1/2007 N 565000 1 3 1506.45 92173 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 54.47 718 44.99 1YR 1/1/2012 6 3 1 3 1103638976 SFR 1 NOO PURCHASE N 6.875 6.875 352000 352000 1/1/2007 12/1/2036 2016.67 360 80 CA 2/1/2007 N 455000 1 3 2016.67 92509 12/29/2006 1 PA0605EI_ARM-INTONLY 0 440000 66000 95 771 43.55 1YR 12/1/2011 6 3 1 3 1103638986 SFR 1 NOO PURCHASE N 11.575 11.575 66000 65958.31 1/1/2007 12/1/2036 657.37 360 15 CA 2/1/2007 N 445000 2 0 657.37 92509 12/29/2006 1 TF0630_FIXEDRATE 0 440000 0 95 771 40.53 1YR 0 0 0 0 1103639022 2-4FAMILY 2 OO REFI N 6 6 393500 393500 2/1/2007 1/1/2037 1967.5 360 61.49 CA 2/1/2007 N 640000 1 2.5 1967.5 92102 12/29/2006 2 PA1607EI_ARM-INTONLY 0 0 0 61.49 677 16.66 3YR 1/1/2014 6 3 1 2.5 1103639050 SFR 1 OO REFI Y 6.25 6.25 417000 416604.34 2/1/2007 1/1/2037 2567.54 360 46.86 CA 2/1/2007 N 890000 1 0 2567.54 94501 12/21/2006 1 PF0630_FIXEDRATE 0 0 75000 55.29 742 31.96 1YR 0 0 0 0 1103639066 PUD 1 NOO REFI Y 6.75 6.75 345000 342940.63 2/1/2007 1/1/2037 1940.63 360 58.48 CA 2/1/2007 N 590000 1 0 1940.63 93463 1/5/2007 8 SF0630I_FIX-INTONLY 0 0 0 58.48 743 0 NO-PREPAY 0 0 0 0 1103639071 SFR 1 OO PURCHASE N 8.25 8.25 372000 372000 2/1/2007 1/1/2037 2557.5 360 80 CA 2/1/2007 N 465000 1 3 2557.5 92509 12/29/2006 2 PA1605EI_ARM-INTONLY 0 465000 69750 95 668 38.13 3YR 1/1/2012 6 3 1 3 1103639115 SFR 1 NOO PURCHASE N 11.875 11.875 49000 48971.03 1/1/2007 12/1/2021 499.31 180 10 CA 2/1/2007 Y 490000 2 0 499.31 95973 12/22/2006 2 TB0630_BALLOON 0 490000 0 90 704 20.85 3YR 0 0 0 0 1103639173 CONDO 1 NOO PURCHASE N 12.25 12.25 31500 31482.86 1/1/2007 12/1/2021 330.09 180 10 CA 2/1/2007 Y 315000 2 0 330.09 95835 12/26/2006 2 TB0630_BALLOON 0 315000 0 90 755 29.63 3YR 0 0 0 0 1103639182 CONDO 1 OO REFI Y 6.25 6.25 350000 350000 1/1/2007 12/1/2036 1822.92 360 32.72 CA 2/1/2007 N 1070000 1 2.75 1822.92 94115 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 32.72 723 31.7 NO-PREPAY 12/1/2011 5 5 2 2.75 1103639184 SFR 1 OO REFI N 5.875 5.875 505000 505000 1/1/2007 12/1/2036 2472.4 360 66.45 CA 2/1/2007 N 760000 1 2.25 2472.4 94560 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 66.45 773 22.43 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639185 SFR 1 OO REFI Y 6.25 6.25 348000 348000 1/1/2007 12/1/2036 1812.5 360 80 CA 2/1/2007 N 435000 1 2.25 1812.5 95687 12/18/2006 1 PA1605EI_ARM-INTONLY 0 0 24969 85.74 675 43.67 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 SFR 1 OO PURCHASE N 6.75 6.75 359700 359078.86 1/1/2007 12/1/2036 2333.01 360 79.99 CA 2/1/2007 N 452000 1 2.25 2333.01 92509 12/18/2006 2 PA1605E_ARM 0 449687 89992 100 657 22.53 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639188 SFR 1 NOO REFI N 6.75 6.75 384000 384000 1/1/2007 12/1/2036 2160 360 56.89 CA 2/1/2007 N 675000 1 2.25 2160 95127 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 56.89 685 47.63 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639189 SFR 1 OO REFI Y 6.375 6.375 550000 550000 1/1/2007 12/1/2036 2921.88 360 45.53 CA 2/1/2007 N 1208000 1 2.25 2921.88 94941 12/18/2006 8 SA2605EI_ARM-INTONLY 0 0 0 45.53 631 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639190 SFR 1 OO PURCHASE N 6.875 6.875 862000 862000 1/1/2007 12/1/2036 4938.54 360 80 CA 2/1/2007 N 1077500 1 2.25 4938.54 94556 12/18/2006 8 XA2605EI_ARM-INTONLY 0 1077500 0 80 651 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639191 SFR 1 2ND PURCHASE N 6.875 6.875 198000 198000 1/1/2007 12/1/2036 1134.38 360 79.84 CA 2/1/2007 N 248000 1 2.25 1134.38 95446 12/18/2006 1 PA0605EI_ARM-INTONLY 0 248000 25224 90.01 692 48.17 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639193 CONDO 1 OO REFI N 6.875 6.875 241600 241600 1/1/2007 12/1/2036 1384.17 360 80 CA 2/1/2007 N 302000 1 2.25 1384.17 95691 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 44998 94.9 667 41.1 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639196 PUD 1 OO REFI Y 6.625 6.625 200000 200000 1/1/2007 12/1/2036 1104.17 360 42.56 CA 2/1/2007 N 470000 1 2.25 1104.17 95060 12/18/2006 12 XA2605EI_ARM-INTONLY 0 0 0 42.56 634 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639197 SFR 1 OO PURCHASE N 6.75 6.75 268750 268750 1/1/2007 12/1/2036 1511.72 360 80 NV 2/1/2007 N 336000 1 2.25 1511.72 89145 12/18/2006 8 SA1605EI_ARM-INTONLY 0 335950 67230 100 769 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639198 SFR 1 NOO PURCHASE N 6.75 6.75 206500 206500 1/1/2007 12/1/2036 1161.56 360 70 CA 2/1/2007 N 350000 1 2.25 1161.56 95691 12/18/2006 8 SA1605EI_ARM-INTONLY 0 295000 59000 90 687 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639199 SFR 1 OO REFI Y 6.625 6.625 432000 432000 1/1/2007 12/1/2036 2385 360 80 CA 2/1/2007 N 540000 1 2.25 2385 94803 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 81000 95 718 45.21 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639201 CONDO 1 NOO PURCHASE N 7.5 7.5 393750 393750 1/1/2007 12/1/2036 2460.94 360 75 NV 2/1/2007 N 525000 1 2.25 2460.94 89109 12/18/2006 12 XA1605EI_ARM-INTONLY 0 525000 0 75 709 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639202 SFR 1 OO PURCHASE N 6.875 6.875 175200 175200 1/1/2007 12/1/2036 1003.75 360 80 NV 2/1/2007 N 220000 1 2.25 1003.75 89030 12/18/2006 2 PA0605EI_ARM-INTONLY 0 219000 43800 100 701 41.96 3YR 12/1/2011 6 6 2 2.25 0000000000 SFR 1 NOO REFI Y 6.875 6.875 354000 354000 1/1/2007 12/1/2036 2028.13 360 71.66 CA 2/1/2007 N 494000 1 2.25 2028.13 92019 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.66 644 37.75 3YR 12/1/2011 6 6 2 2.25 1103639205 SFR 1 OO REFI Y 6.625 6.625 216000 215987.03 1/1/2007 12/1/2036 1192.5 360 78.55 NV 2/1/2007 N 275000 1 2.25 1192.5 89102 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 0 78.55 732 27.58 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639206 SFR 1 OO PURCHASE N 6 6 388000 388000 1/1/2007 12/1/2036 1940 360 80 CA 2/1/2007 N 485000 1 2.25 1940 93446 12/18/2006 1 PA0605EI_ARM-INTONLY 0 485000 97000 100 704 44.4 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639207 SFR 1 OO REFI N 6.75 6.75 641250 641250 1/1/2007 12/1/2036 3607.03 360 75 CA 2/1/2007 N 855000 1 2.25 3607.03 95746 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 213750 100 705 33.69 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639208 SFR 1 OO PURCHASE N 6.875 6.875 552800 552800 1/1/2007 12/1/2036 3167.08 360 80 CA 2/1/2007 N 691000 1 2.25 3167.08 91360 12/18/2006 2 PA1605EI_ARM-INTONLY 0 691000 138200 100 670 45.46 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639209 SFR 1 OO PURCHASE N 6.75 6.75 260000 260000 1/1/2007 12/1/2036 1462.5 360 80 CA 2/1/2007 N 334000 1 2.25 1462.5 95765 12/18/2006 2 PA0605EI_ARM-INTONLY 0 325000 65000 100 697 41.35 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639210 SFR 1 OO PURCHASE N 6.125 6.125 296000 296000 1/1/2007 12/1/2036 1510.83 360 80 CA 2/1/2007 N 370000 1 2.25 1510.83 95662 12/18/2006 2 PA0605EI_ARM-INTONLY 0 370000 74000 100 725 36.13 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639216 SFR 1 NOO PURCHASE N 7.375 7.375 228000 228000 1/1/2007 12/1/2036 1401.25 360 80 CA 2/1/2007 N 285000 1 3 1401.25 95965 12/28/2006 2 PA0605EI_ARM-INTONLY 0 285000 28500 90 751 10.68 3YR 12/1/2011 6 3 1 3 1103639220 SFR 1 NOO PURCHASE N 11.875 11.875 28500 28483.14 1/1/2007 12/1/2021 290.42 180 10 CA 2/1/2007 Y 285000 2 0 290.42 95965 12/28/2006 2 TB0630_BALLOON 0 285000 0 90 751 10.68 3YR 0 0 0 0 1103639222 SFR 1 NOO PURCHASE N 8.35 8.35 123750 123750 2/1/2007 1/1/2037 861.09 360 75 FL 2/1/2007 N 165000 1 3 861.09 33852 12/18/2006 2 PA1605EI_ARM-INTONLY 0 165000 33000 95 647 45 1YR 1/1/2012 6 3 1 3 1103639223 SFR 1 NOO PURCHASE N 13.95 13.95 33000 32993.93 2/1/2007 1/1/2022 389.7 180 20 FL 2/1/2007 Y 165000 2 0 389.7 33852 12/18/2006 2 TB1630_BALLOON 0 165000 0 95 647 45 1YR 0 0 0 0 1103639266 SFR 1 NOO PURCHASE N 6.875 6.875 361600 361600 2/1/2007 1/1/2037 2071.67 360 80 CA 2/1/2007 N 452000 1 3 2071.67 95954 12/29/2006 2 PA0605EI_ARM-INTONLY 0 452000 45200 90 777 22.16 3YR 1/1/2012 6 3 1 3 1103639267 SFR 1 NOO PURCHASE N 11.875 11.875 45200 45186.7 2/1/2007 1/1/2022 460.59 180 10 CA 2/1/2007 Y 452000 2 0 460.59 95954 12/29/2006 2 TB0630_BALLOON 0 452000 0 90 777 22.16 3YR 0 0 0 0 1103639275 SFR 1 NOO PURCHASE N 6.875 6.875 332000 332000 2/1/2007 1/1/2037 1902.08 360 80 CA 2/1/2007 N 415000 1 3 1902.08 95926 12/27/2006 2 PA0605EI_ARM-INTONLY 0 415000 41500 90 769 30.03 3YR 1/1/2012 6 3 1 3 1103639283 SFR 1 NOO PURCHASE N 10.875 10.875 41500 41484.79 2/1/2007 1/1/2022 391.3 180 10 CA 2/1/2007 Y 415000 2 0 391.3 95926 12/27/2006 2 TB0630_BALLOON 0 415000 0 90 769 30.03 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI N 6.375 6.375 399000 399000 2/1/2007 1/1/2037 2119.69 360 65.52 CA 2/1/2007 N 609000 1 0 2119.69 94601 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 65.52 700 36.78 3YR 0 0 0 0 1103639397 2-4FAMILY 2 NOO REFI N 6.375 6.375 395000 395000 2/1/2007 1/1/2037 2098.44 360 68.11 CA 2/1/2007 N 580000 1 0 2098.44 94605 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 68.11 707 35.21 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 9.25 9.25 375000 374805.6 2/1/2007 1/1/2037 3085.03 360 89.93 CA 2/1/2007 N 417000 1 3.5 3085.03 95519 1/3/2007 2 PA0405E_ARM 25 0 0 89.93 704 41.8 NO-PREPAY 1/1/2012 6 3 1 3.5 0000000000 D-PUDS 1 2ND REFI Y 7.795 7.795 451000 451000 2/1/2007 1/1/2037 2929.62 360 71.03 FL 2/1/2007 N 635000 1 3 2929.62 33178 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.03 45 1YR 1/1/2012 6 3 1 3 1103639466 SFR 1 NOO PURCHASE N 6.875 6.875 384000 384000 2/1/2007 1/1/2037 2200 360 80 CA 2/1/2007 N 480000 1 3 2200 95301 12/28/2006 2 PA0605EI_ARM-INTONLY 0 480000 48000 90 751 25.51 3YR 1/1/2012 6 3 1 3 1103639472 SFR 1 NOO PURCHASE N 11.875 11.875 48000 47985.88 2/1/2007 1/1/2022 489.12 180 10 CA 2/1/2007 Y 480000 2 0 489.12 95301 12/28/2006 2 TB0630_BALLOON 0 480000 0 90 751 25.51 3YR 0 0 0 0 1103639509 SFR 1 OO REFI N 7.5 7.5 344000 344000 1/1/2007 12/1/2036 2150 360 80 CA 2/1/2007 N 430000 1 2.75 2150 91767 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 86000 100 676 42.371 3YR 12/1/2011 6 3 1 7.5 1103639510 SFR 1 OO PURCHASE N 6.125 6.125 476000 476000 1/1/2007 12/1/2036 2429.58 360 80 CA 2/1/2007 N 609000 1 2.75 2429.58 92840 12/29/2006 2 PA0605EI_ARM-INTONLY 0 595000 119000 100 730 44.14 3YR 12/1/2011 6 3 1 6.125 1103639511 SFR 1 OO PURCHASE N 7.625 7.625 228000 227668.91 1/1/2007 12/1/2036 1613.77 360 80 CT 2/1/2007 N 300000 1 2.75 1613.77 06460 12/29/2006 2 PA1605E_ARM 0 285000 57000 100 676 44.641 3YR 12/1/2011 6 3 1 7.625 1103639513 SFR 1 OO PURCHASE N 6.75 6.75 174400 174400 1/1/2007 12/1/2036 981 360 80 FL 2/1/2007 N 249000 1 2.75 981 34953 12/29/2006 2 PA0605EI_ARM-INTONLY 0 218000 43600 100 787 30.17 3YR 12/1/2011 6 3 1 6.75 1103639515 PUD 1 OO PURCHASE N 6.125 6.125 857209 857209 1/1/2007 12/1/2036 4375.34 360 63.16 AZ 2/1/2007 N 1360000 1 2.75 4375.34 85255 12/29/2006 2 PA0605EI_ARM-INTONLY 0 1357209 0 63.16 770 39.64 1YR 12/1/2011 6 3 1 6.125 1103639517 TOWNHOUSE 1 OO REFI Y 8.25 8.25 104000 104000 1/1/2007 12/1/2036 715 360 80 DE 2/1/2007 N 130000 1 2.75 715 19801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 0 26000 100 623 43.573 1YR 12/1/2011 6 3 1 8.25 0000000000 PUD 1 OO PURCHASE N 6 6 1200000 1200000 1/1/2007 12/1/2036 6000 360 66.67 AZ 2/1/2007 N 1800000 1 3.25 6000 85262 12/29/2006 2 XA1605EI_ARM-INTONLY 0 1800000 400000 88.89 675 29.479 1YR 12/1/2011 5 5 1 6 1103639519 SFR 1 OO PURCHASE N 6.625 6.625 383200 383200 1/1/2007 12/1/2036 2115.58 360 80 CA 2/1/2007 N 480000 1 2.75 2115.58 90262 12/29/2006 2 PA0605EI_ARM-INTONLY 0 479000 95800 100 683 39 3YR 12/1/2011 6 3 1 6.625 1103639520 SFR 1 OO PURCHASE N 6.375 6.375 444000 444000 1/1/2007 12/1/2036 2358.75 360 80 CA 2/1/2007 N 555000 1 2.75 2358.75 90037 12/29/2006 2 PA1605EI_ARM-INTONLY 0 555000 111000 100 674 39.612 3YR 12/1/2011 6 3 1 6.375 1103639521 PUD 1 NOO PURCHASE N 8.75 8.75 232000 232000 1/1/2007 12/1/2036 1691.67 360 80 MD 2/1/2007 N 295000 1 2.75 1691.67 20707 12/29/2006 2 PA1605EI_ARM-INTONLY 0 290000 43500 95 649 48.31 NO-PREPAY 12/1/2011 6 3 1 8.75 1103639524 2-4FAMILY 3 OO PURCHASE N 7.25 7.25 312000 312000 1/1/2007 12/1/2036 1885 360 80 CT 2/1/2007 N 390000 1 2.75 1885 06610 12/29/2006 2 PA0605EI_ARM-INTONLY 0 390000 78000 100 741 36.92 3YR 12/1/2011 6 3 1 7.25 1103639525 PUD 1 OO PURCHASE N 7.375 7.375 420000 420000 1/1/2007 12/1/2036 2581.25 360 80 CA 2/1/2007 N 525000 1 2.75 2581.25 91784 12/29/2006 8 SA1605EI_ARM-INTONLY 0 525000 105000 100 707 0 3YR 12/1/2011 6 3 1 7.375 1103639527 SFR 1 OO REFI N 6.99 6.99 255200 255200 1/1/2007 12/1/2036 1486.54 360 80 CA 2/1/2007 N 319000 1 2.75 1486.54 93657 12/29/2006 8 SA1605EI_ARM-INTONLY 0 0 63800 100 720 0 3YR 12/1/2011 6 3 1 6.99 1103639529 SFR 1 OO REFI N 6.125 6.125 1658400 1658400 1/1/2007 12/1/2036 8464.75 360 17.46 CA 2/1/2007 N 9500000 1 2.75 8464.75 90049 12/29/2006 2 PA1610EI_ARM-INTONLY 0 0 0 17.46 677 24.176 NO-PREPAY 12/1/2016 6 5 1 6.125 1103639530 PUD 1 OO PURCHASE N 7.25 7.25 124128 123664.28 1/1/2007 12/1/2036 846.77 360 80 TX 2/1/2007 N 158000 1 2.75 846.77 77388 12/29/2006 2 PA1605E_ARM 0 155160 31032 100 661 45.054 3YR 12/1/2011 6 3 1 7.25 1103639531 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 488000 488000 1/1/2007 12/1/2036 2795.83 360 80 CA 2/1/2007 N 610000 1 2.75 2795.83 90304 12/29/2006 2 PA0605EI_ARM-INTONLY 0 610000 122000 100 804 43.998 3YR 12/1/2011 6 3 1 6.875 1103639532 PUD 1 NOO REFI N 6.875 6.875 416000 416000 1/1/2007 12/1/2036 2383.33 360 58.11 VA 2/1/2007 N 716000 1 2.75 2383.33 22553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 58.11 730 17.88 3YR 12/1/2011 6 3 1 6.875 1103639533 PUD 1 NOO REFI N 6.875 6.875 346000 346000 1/1/2007 12/1/2036 1982.29 360 49.46 VA 2/1/2007 N 699600 1 2.75 1982.29 22553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 49.46 730 25.062 3YR 12/1/2011 6 3 1 6.875 0000000000 SFR 1 OO REFI Y 7 7 332000 331454.14 1/1/2007 12/1/2036 2208.8 360 80 MD 2/1/2007 N 415000 1 2.75 2208.8 20716 12/29/2006 12 SA2605E_ARM 0 0 0 80 667 0 NO-PREPAY 12/1/2011 6 3 1 7 1103639535 SFR 1 OO PURCHASE N 6.99 6.99 300000 300000 1/1/2007 12/1/2036 1747.5 360 80 CA 2/1/2007 N 375000 1 2.75 1747.5 92372 12/29/2006 2 PA1605EI_ARM-INTONLY 0 375000 56250 95 644 37.42 3YR 12/1/2011 6 3 1 6.99 1103639536 SFR 1 NOO PURCHASE N 7.625 7.625 155920 155920 1/1/2007 12/1/2036 990.74 360 80 VA 2/1/2007 N 197000 1 2.75 990.74 23504 12/29/2006 2 PA1605EI_ARM-INTONLY 0 194900 29235 95 654 41.256 3YR 12/1/2011 6 3 1 7.625 1103639537 2-4FAMILY 4 OO PURCHASE N 7.25 7.25 502000 502000 1/1/2007 12/1/2036 3032.92 360 80 CA 2/1/2007 N 627500 1 2.75 3032.92 90003 12/29/2006 2 PA0605EI_ARM-INTONLY 0 627500 125500 100 728 41.465 1YR 12/1/2011 6 3 1 7.125 1103639538 PUD 1 OO PURCHASE N 7.25 7.25 244000 244000 1/1/2007 12/1/2036 1474.17 360 80 FL 2/1/2007 N 320000 1 2.75 1474.17 34761 12/29/2006 2 PA1605EI_ARM-INTONLY 0 305000 61000 100 645 44.868 3YR 12/1/2011 6 3 1 7.25 1103639539 SFR 1 OO REFI N 6.375 6.375 380000 379294.21 1/1/2007 12/1/2036 2370.71 360 80 CT 2/1/2007 N 475000 1 2.75 2370.71 06854 12/29/2006 12 SA1605E_ARM 0 0 0 80 751 0 3YR 12/1/2011 6 3 1 6.375 1103639541 PUD 1 NOO PURCHASE N 6.75 6.75 184000 183935 1/1/2007 12/1/2036 1035 360 80 AZ 2/1/2007 N 236000 1 2.75 1035 85041 12/29/2006 17 PA0605EI_ARM-INTONLY 0 230000 0 80 693 32.146 3YR 12/1/2011 6 3 1 6.75 0000000000 SFR 1 OO REFI N 6.875 6.875 136125 135895.63 1/1/2007 12/1/2036 894.24 360 75 FL 2/1/2007 N 181500 1 2.75 894.24 32927 12/29/2006 12 SA2610E_ARM 0 0 0 75 660 0 3YR 12/1/2016 6 5 1 6.875 1103639543 PUD 1 NOO PURCHASE N 8.75 8.75 262240 262240 1/1/2007 12/1/2036 1912.17 360 80 CO 2/1/2007 N 330000 1 2.75 1912.17 80234 12/29/2006 8 SA1605EI_ARM-INTONLY 0 327800 49170 95 688 0 3YR 12/1/2011 6 3 1 8.75 1103639544 SFR 1 OO PURCHASE N 8.375 8.375 352000 352000 1/1/2007 12/1/2036 2456.67 360 80 IL 2/1/2007 N 440000 1 2.75 2456.67 60411 12/29/2006 17 PA0605EI_ARM-INTONLY 0 440000 88000 100 726 39.572 NO-PREPAY 12/1/2011 6 3 1 8.375 1103639545 SFR 1 OO PURCHASE N 6.375 6.375 280000 280000 1/1/2007 12/1/2036 1487.5 360 80 CA 2/1/2007 N 350000 1 2.75 1487.5 90011 12/29/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 673 33.719 3YR 12/1/2011 6 3 1 6.375 1103639566 SFR 1 OO PURCHASE N 7.125 7.125 240000 240000 1/1/2007 12/1/2036 1425 360 75 VA 2/1/2007 N 320000 1 4 1425 23454 12/27/2006 8 SA2605EI_ARM-INTONLY 0 320000 80000 100 691 0 2YR 12/1/2011 6 6 2 4 1103639569 2-4FAMILY 2 OO PURCHASE N 7.125 7.125 96750 96750 1/1/2007 12/1/2036 574.45 360 75 VA 2/1/2007 N 140000 1 4 574.45 23504 12/27/2006 12 SA0605EI_ARM-INTONLY 0 129000 19350 90 690 0 2YR 12/1/2011 6 6 2 4 1103639570 TOWNHOUSE 1 OO REFI Y 7.125 7.125 322500 322500 1/1/2007 12/1/2036 1914.84 360 75 MD 2/1/2007 N 430000 1 4 1914.84 21113 12/27/2006 8 SA0605EI_ARM-INTONLY 0 0 107500 100 681 0 2YR 12/1/2011 6 6 2 4 1103639574 CONDO 1 OO REFI Y 7.25 7.25 202500 202500 1/1/2007 12/1/2036 1223.44 360 73.64 MD 2/1/2007 N 275000 1 4 1223.44 20879 12/27/2006 8 SA2605EI_ARM-INTONLY 0 0 59750 95.37 626 0 2YR 12/1/2011 6 6 2 4 1103639576 SFR 1 OO PURCHASE N 8.75 8.75 448000 448000 1/1/2007 12/1/2036 3266.67 360 80 VA 2/1/2007 N 675000 1 4 3266.67 22101 12/27/2006 8 SA2605EI_ARM-INTONLY 0 560000 112000 100 636 0 2YR 12/1/2011 6 6 2 4 1103639577 TOWNHOUSE 1 OO REFI N 6.375 6.375 316600 316549.66 1/1/2007 12/1/2036 1681.94 360 79.15 MD 2/1/2007 N 400000 1 4 1681.94 21666 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.15 720 47.56 2YR 12/1/2011 6 6 2 4 1103639578 TOWNHOUSE 1 OO PURCHASE N 7.25 7.25 319900 319900 1/1/2007 12/1/2036 1932.73 360 80 MD 2/1/2007 N 402000 1 4 1932.73 20879 12/27/2006 8 SA0605EI_ARM-INTONLY 0 399900 79950 99.99 687 0 2YR 12/1/2011 6 6 2 4 1103639581 TOWNHOUSE 1 OO PURCHASE N 7.125 7.125 434850 434850 1/1/2007 12/1/2036 2581.92 360 80 VA 2/1/2007 N 566000 1 4 2581.92 22407 12/27/2006 12 SA2605EI_ARM-INTONLY 0 543616 54350 89.99 679 0 2YR 12/1/2011 6 6 2 4 1103639594 SFR 1 NOO PURCHASE N 12.25 12.25 35000 34980.96 1/1/2007 12/1/2021 366.76 180 20 VA 2/1/2007 Y 210000 2 0 366.76 23220 12/27/2006 8 UB1330_BALLOON 0 175000 0 95 671 0 2YR 0 0 0 0 1103639624 SFR 1 NOO REFI Y 7.75 7.75 64000 63909.37 1/1/2007 12/1/2036 458.5 360 80 TN 2/1/2007 N 80000 1 3.25 458.5 37917 12/18/2006 2 XA1605D_ARM 0 0 0 80 657 24.02 1YR 12/1/2011 5 5 2 3.25 0000000000 SFR 1 NOO REFI Y 6.5 6.5 455000 455000 1/1/2007 12/1/2036 2464.58 360 65 NJ 2/1/2007 N 700000 1 3.25 2464.58 07740 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 99960 79.28 687 36 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639626 TOWNHOUSE 1 NOO PURCHASE N 7.125 7.125 104000 104000 1/1/2007 12/1/2036 617.5 360 80 FL 2/1/2007 N 196000 1 3.25 617.5 32250 12/18/2006 2 XA0605DI_ARM-INTONLY 0 130000 0 80 748 26.34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639627 TOWNHOUSE 1 NOO PURCHASE N 7.125 7.125 104000 104000 1/1/2007 12/1/2036 617.5 360 80 FL 2/1/2007 N 196000 1 3.25 617.5 32250 12/18/2006 2 XA0605DI_ARM-INTONLY 0 130000 0 80 748 26.34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639628 SFR 1 NOO PURCHASE N 7 7 417000 417000 1/1/2007 12/1/2036 2432.5 360 66.2 CA 2/1/2007 N 630000 1 3.25 2432.5 92505 12/18/2006 2 XA1605DI_ARM-INTONLY 0 630000 0 66.2 654 35.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639629 SFR 1 NOO PURCHASE N 7 7 143600 143600 1/1/2007 12/1/2036 837.67 360 80 UT 2/1/2007 N 180000 1 3.25 837.67 84058 12/18/2006 2 XA0605DI_ARM-INTONLY 0 179500 17950 90 710 43.35 3YR 12/1/2011 5 5 2 3.25 1103639630 SFR 1 NOO REFI Y 6.875 6.875 309600 309600 1/1/2007 12/1/2036 1773.75 360 80 AZ 2/1/2007 N 387000 1 3.25 1773.75 85257 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 690 38.16 3YR 12/1/2011 5 5 2 3.25 1103639631 SFR 1 NOO REFI Y 6.5 6.5 154000 154000 1/1/2007 12/1/2036 834.17 360 53.48 AZ 2/1/2007 N 288000 1 3.25 834.17 85013 12/18/2006 12 XA0605DI_ARM-INTONLY 0 0 0 53.48 683 0 3YR 12/1/2011 5 5 2 3.25 1103639632 SFR 1 NOO REFI Y 6.5 6.5 253500 253500 1/1/2007 12/1/2036 1373.13 360 65 CA 2/1/2007 N 390000 1 3.25 1373.13 95377 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 65 659 37.05 1YR 12/1/2011 5 5 2 3.25 0000000000 SFR 1 NOO REFI Y 6.5 6.5 245000 245000 1/1/2007 12/1/2036 1327.08 360 56.98 CA 2/1/2007 N 430000 1 3.25 1327.08 95377 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 56.98 659 36.69 1YR 12/1/2011 5 5 2 3.25 1103639634 CONDO 1 NOO REFI Y 6.875 6.875 529750 529750 1/1/2007 12/1/2036 3035.03 360 65 CA 2/1/2007 N 815000 1 3.25 3035.03 93546 12/18/2006 8 XA0605DI_ARM-INTONLY 0 0 0 65 769 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639635 2-4FAMILY 2 NOO REFI Y 7 7 118000 118000 12/1/2006 11/1/2036 688.33 360 80 CT 2/1/2007 N 147500 1 3.25 688.33 06705 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 652 27.06 1YR 11/1/2011 5 5 2 3.25 1103639636 SFR 1 NOO REFI Y 6.75 6.75 237000 237000 1/1/2007 12/1/2036 1333.13 360 67.72 MD 2/1/2007 N 350000 1 3.25 1333.13 20748 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 67.72 672 30.04 3YR 12/1/2011 5 5 2 3.25 1103639637 SFR 1 OO REFI N 6.5 6.5 202000 201633.79 1/1/2007 12/1/2036 1276.78 360 79.22 NH 2/1/2007 N 255000 1 2.25 1276.78 03835 12/18/2006 1 XA2605D_ARM 0 0 25016 89.03 637 45 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639638 SFR 1 OO REFI Y 6.25 6.25 175000 174667.03 1/1/2007 12/1/2036 1077.51 360 70 ME 2/1/2007 N 250000 1 2.25 1077.51 04092 12/18/2006 2 XA0605D_ARM 0 0 0 70 705 30.75 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639639 SFR 1 OO PURCHASE N 7 7 226800 226800 1/1/2007 12/1/2036 1323 360 80 MA 2/1/2007 N 289000 1 2.25 1323 02648 12/18/2006 1 XA1605DI_ARM-INTONLY 0 283500 56700 100 669 43.6 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639640 SFR 1 OO PURCHASE N 5.375 5.375 550800 550800 1/1/2007 12/1/2036 2467.13 360 80 NJ 2/1/2007 N 725500 1 2.25 2467.13 08003 12/18/2006 1 XA0605DI_ARM-INTONLY 0 688500 0 80 792 35.64 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI Y 5.875 5.875 592000 592000 1/1/2007 12/1/2036 2898.33 360 65.64 VA 2/1/2007 N 902000 1 2.25 2898.33 20187 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65.64 764 42.93 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639642 PUD 1 OO PURCHASE N 6.25 6.25 495000 495000 1/1/2007 12/1/2036 2578.13 360 58.58 CA 2/1/2007 N 875000 1 2.25 2578.13 94952 12/18/2006 2 XA0605DI_ARM-INTONLY 0 845000 0 58.58 796 42.67 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639643 SFR 1 OO REFI Y 5.875 5.875 873000 873000 1/1/2007 12/1/2036 4274.06 360 74.94 CA 2/1/2007 N 1165000 1 2.25 4274.06 95070 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 74.94 690 43.4 3YR 12/1/2011 5 5 2 2.25 1103639644 CONDO 1 OO PURCHASE N 6.5 6.5 410000 409256.7 1/1/2007 12/1/2036 2591.48 360 69.5 CA 2/1/2007 N 640000 1 3.25 2591.48 92782 12/18/2006 12 XA0605D_ARM 0 590000 0 69.5 743 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639645 SFR 1 OO REFI Y 6.5 6.5 266000 265517.76 1/1/2007 12/1/2036 1681.3 360 67.18 MD 2/1/2007 N 396000 1 3.25 1681.3 20601 12/18/2006 2 XA1605D_ARM 0 0 0 67.18 666 27.79 3YR 12/1/2011 5 5 2 3.25 1103639646 SFR 1 OO PURCHASE N 7.375 7.375 1333500 1333500 1/1/2007 12/1/2036 8195.47 360 70 NJ 2/1/2007 N 2000000 1 3.25 8195.47 07722 12/18/2006 2 XA0605DI_ARM-INTONLY 0 1905000 381000 90 684 37 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639647 2-4FAMILY 2 OO REFI N 6.625 6.625 368000 368000 1/1/2007 12/1/2036 2031.67 360 80 MA 2/1/2007 N 460000 1 3.25 2031.67 01960 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 92000 100 716 44 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639648 SFR 1 OO REFI Y 6.625 6.625 1333800 1333800 1/1/2007 12/1/2036 7363.69 360 60 FL 2/1/2007 N 2223000 1 3.25 7363.69 32080 12/18/2006 12 XA0605DI_ARM-INTONLY 0 0 0 60 681 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639649 SFR 1 OO PURCHASE N 7 7 454139 454134 1/1/2007 12/1/2036 2649.14 360 70 IL 2/1/2007 N 650000 1 3.25 2649.14 60103 12/18/2006 8 XA0605DI_ARM-INTONLY 0 648771 194631 100 704 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639650 2-4FAMILY 2 OO REFI Y 6.875 6.875 480000 480000 1/1/2007 12/1/2036 2750 360 75 NJ 2/1/2007 N 640000 1 3.25 2750 07407 12/18/2006 8 XA1605DI_ARM-INTONLY 0 0 128000 95 668 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639651 SFR 1 OO PURCHASE N 6.5 6.5 616000 616000 1/1/2007 12/1/2036 3336.67 360 80 CA 2/1/2007 N 770000 1 3.25 3336.67 95129 12/18/2006 2 XA0605DI_ARM-INTONLY 0 770000 149996 99.48 689 45.71 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639652 PUD 1 OO PURCHASE N 6.75 6.75 244000 244000 1/1/2007 12/1/2036 1372.5 360 80 CA 2/1/2007 N 305000 1 3.25 1372.5 95401 12/18/2006 2 XA0605DI_ARM-INTONLY 0 305000 61000 100 810 49.99 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639653 SFR 1 OO PURCHASE N 6.375 6.375 583200 583200 1/1/2007 12/1/2036 3098.25 360 80 CA 2/1/2007 N 759500 1 3.25 3098.25 95492 12/18/2006 2 XA0605DI_ARM-INTONLY 0 729000 109350 95 707 46.35 3YR 12/1/2011 5 5 2 3.25 1103639654 SFR 1 OO REFI N 6.375 6.375 324000 324000 1/1/2007 12/1/2036 1721.25 360 80 CA 2/1/2007 N 405000 1 3.25 1721.25 90002 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 81000 100 698 43.11 3YR 12/1/2011 5 5 2 3.25 1103639655 CONDO 1 OO REFI Y 6.875 6.875 240000 239990.07 1/1/2007 12/1/2036 1375 360 80 AZ 2/1/2007 N 300000 1 3.25 1375 85268 12/18/2006 1 XA1605DI_ARM-INTONLY 0 0 0 80 649 43.05 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639656 SFR 1 OO REFI Y 7.25 7.25 196000 195999.99 1/1/2007 12/1/2036 1184.17 360 80 AZ 2/1/2007 N 245000 1 3.25 1184.17 85301 12/18/2006 1 XA2605DI_ARM-INTONLY 0 0 49000 100 629 30.93 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639657 PUD 1 OO PURCHASE N 6.375 6.375 150000 150000 1/1/2007 12/1/2036 796.88 360 30.62 AZ 2/1/2007 N 490000 1 3.25 796.88 86351 12/18/2006 12 XA0605DI_ARM-INTONLY 0 490000 0 30.62 816 0 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO REFI Y 6.875 6.875 252000 252000 1/1/2007 12/1/2036 1443.75 360 80 CA 2/1/2007 N 315000 1 3.25 1443.75 95843 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 55976 97.78 713 42.57 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639659 CONDO 1 OO REFI Y 6.5 6.5 175000 175000 1/1/2007 12/1/2036 947.92 360 41.67 CA 2/1/2007 N 420000 1 3.25 947.92 94577 12/18/2006 12 XA2605DI_ARM-INTONLY 0 0 0 41.67 628 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639660 SFR 1 OO PURCHASE N 6.375 6.375 260000 260000 1/1/2007 12/1/2036 1381.25 360 80 CA 2/1/2007 N 325000 1 3.25 1381.25 95376 12/18/2006 2 XA0605DI_ARM-INTONLY 0 325000 65000 100 751 43.95 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639661 SFR 1 OO REFI N 6.5 6.5 317500 317460.46 1/1/2007 12/1/2036 1719.79 360 75.6 CA 2/1/2007 N 420000 1 3.25 1719.79 95758 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 75.6 692 46.47 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639662 PUD 1 OO PURCHASE N 6.5 6.5 468000 468000 1/1/2007 12/1/2036 2535 360 80 CA 2/1/2007 N 585000 1 3.25 2535 94577 12/18/2006 2 XA0605DI_ARM-INTONLY 0 585000 58500 90 745 41.82 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639663 SFR 1 OO PURCHASE N 6.25 6.25 750000 750000 1/1/2007 12/1/2036 3906.25 360 78.13 CA 2/1/2007 N 960000 1 3.25 3906.25 95945 12/18/2006 2 XA0605DI_ARM-INTONLY 0 960000 199968 98.96 718 28.17 3YR 12/1/2011 5 5 2 3.25 1103639664 SFR 1 OO REFI Y 6.5 6.5 496000 496000 1/1/2007 12/1/2036 2686.67 360 80 CA 2/1/2007 N 620000 1 3.25 2686.67 91790 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 648 35.99 3YR 12/1/2011 5 5 2 3.25 1103639666 PUD 1 OO PURCHASE N 6.75 6.75 221600 221600 1/1/2007 12/1/2036 1246.5 360 80 MD 2/1/2007 N 277000 1 3.25 1246.5 20743 12/18/2006 8 XA1605DI_ARM-INTONLY 0 277000 55400 100 669 0 3YR 12/1/2011 5 5 2 3.25 1103639667 CONDO 1 OO REFI N 7.75 7.75 156000 155994.98 1/1/2007 12/1/2036 1007.5 360 80 MD 2/1/2007 N 195000 1 3.25 1007.5 21209 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 29250 95 645 31.24 3YR 12/1/2011 5 5 2 3.25 1103639668 SFR 1 OO PURCHASE N 6.875 6.875 316000 316000 1/1/2007 12/1/2036 1810.42 360 80 VA 2/1/2007 N 395000 1 3.25 1810.42 22191 12/18/2006 8 XA0605DI_ARM-INTONLY 0 395000 79000 100 803 0 1YR 12/1/2011 5 5 2 3.25 1103639669 PUD 1 2ND REFI Y 6.5 6.5 220720 220720 1/1/2007 12/1/2036 1195.57 360 80 FL 2/1/2007 N 275900 1 2.25 1195.57 34746 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 813 34.49 1YR 12/1/2011 5 5 2 2.25 1103639675 SFR 1 OO REFI Y 6.625 6.625 337500 337500 1/1/2007 12/1/2036 1863.28 360 75 FL 2/1/2007 N 450000 1 2.25 1863.28 33177 12/15/2006 8 SA2605EI_ARM-INTONLY 0 0 0 75 678 0 3YR 12/1/2011 6 6 2 2.25 1103639679 CONDO 1 2ND PURCHASE N 6.5 6.5 153450 153450 1/1/2007 12/1/2036 831.19 360 49.99 FL 2/1/2007 N 315000 1 2.25 831.19 33178 12/28/2006 1 XA2605EI_ARM-INTONLY 0 306990 0 49.99 620 22.81 3YR 12/1/2011 6 6 2 2.25 1103639680 PUD 1 OO REFI N 6.375 6.375 999000 999000 1/1/2007 12/1/2036 5307.19 360 74 NC 2/1/2007 N 1350000 1 2.25 5307.19 28117 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74 708 37.45 6MO 12/1/2011 6 6 2 2.25 1103639682 SFR 1 OO REFI Y 6.25 6.25 268000 268000 1/1/2007 12/1/2036 1395.83 360 73.83 IL 2/1/2007 N 363000 1 2.25 1395.83 60164 12/15/2006 2 PA0603EI_ARM-INTONLY 0 0 27000 81.27 766 46.56 NO-PREPAY 12/1/2009 6 2 1 2.25 1103639684 SFR 1 OO PURCHASE N 6.875 6.875 152800 152800 1/1/2007 12/1/2036 875.42 360 80 SC 2/1/2007 N 195000 1 2.25 875.42 29910 12/15/2006 2 PA0605EI_ARM-INTONLY 0 191000 38200 100 745 42.24 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639685 SFR 1 OO PURCHASE N 6.875 6.875 183340 183340 1/1/2007 12/1/2036 1050.39 360 80 FL 2/1/2007 N 240000 1 2.25 1050.39 32907 12/15/2006 1 PA0605EI_ARM-INTONLY 0 229175 45835 100 695 39.9 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639686 CONDO 1 OO PURCHASE N 6.75 6.75 131600 131600 1/1/2007 12/1/2036 740.25 360 80 SC 2/1/2007 N 172000 1 2.25 740.25 29928 12/15/2006 2 PA0605EI_ARM-INTONLY 0 164500 32900 100 771 25.62 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639687 CONDO 1 OO PURCHASE N 7.5 7.5 193592 193592 1/1/2007 12/1/2036 1209.95 360 80 FL 2/1/2007 N 242000 1 2.25 1209.95 33176 12/15/2006 2 PA0605EI_ARM-INTONLY 0 241990 48398 100 690 41.5 3YR 12/1/2011 6 6 2 2.25 1103639688 SFR 1 OO PURCHASE N 6.875 6.875 239992 239992 1/1/2007 12/1/2036 1374.95 360 80 FL 2/1/2007 N 315000 1 2.25 1374.95 33196 12/15/2006 8 SA2605EI_ARM-INTONLY 0 299990 59998 100 639 0 3YR 12/1/2011 6 6 2 2.25 1103639689 SFR 1 OO REFI Y 6.75 6.75 174400 174098.84 1/1/2007 12/1/2036 1131.16 360 80 IL 2/1/2007 N 218000 1 5 1131.16 60440 12/15/2006 2 PA0603E_ARM 0 0 43600 100 717 19.27 NO-PREPAY 12/1/2009 6 2 2 5 1103639691 SFR 1 OO REFI Y 6.75 6.75 135800 135800 1/1/2007 12/1/2036 763.88 360 79.89 FL 2/1/2007 N 170000 1 2.25 763.88 32712 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.89 691 24.83 3YR 12/1/2011 6 6 2 2.25 1103639727 SFR 1 OO REFI N 5.75 5.75 256000 256000 2/1/2007 1/1/2037 1226.67 360 80 CA 2/1/2007 N 320000 1 3 1226.67 92345 1/3/2007 1 PA1605EI_ARM-INTONLY 0 0 48000 95 671 47.93 3YR 1/1/2012 6 3 1 3 1103639769 HI-RISE 1 2ND PURCHASE N 7.375 7.375 408750 408750 2/1/2007 1/1/2037 2512.11 360 75 NV 2/1/2007 N 600000 1 3 2512.11 89109 12/29/2006 2 PA1607EI_ARM-INTONLY 0 545000 0 75 677 38.02 1YR 1/1/2014 6 3 1 3 1103639778 SFR 1 OO PURCHASE N 6.375 6.375 466500 466500 2/1/2007 1/1/2037 2478.28 360 75 CA 2/1/2007 N 630000 1 3 2478.28 91345 12/26/2006 2 PA0605EI_ARM-INTONLY 0 622000 93300 90 708 45.9 2YR 1/1/2012 6 3 1 3 1103639816 SFR 1 NOO REFI Y 6.875 6.875 166500 166360.12 2/1/2007 1/1/2037 1093.79 360 75 CA 2/1/2007 N 222000 1 0 1093.79 93292 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 75 686 27.69 2YR 0 0 0 0 1103639826 TOWNHOUSE 1 NOO PURCHASE N 10.375 10.375 156591 156591 1/1/2007 12/1/2036 1353.86 360 90 FL 2/1/2007 N 234000 1 3.875 1353.86 33032 12/13/2006 17 PA1405EI_ARM-INTONLY 25 173990 0 90 669 44 1YR 12/1/2011 6 3 1 3.875 1103639833 SFR 1 NOO REFI N 5.625 5.625 170000 169818.26 2/1/2007 1/1/2037 978.62 360 52.31 CA 2/1/2007 N 325000 1 3 978.62 95204 12/22/2006 1 PA0605E_ARM 0 0 0 52.31 754 42.32 NO-PREPAY 1/1/2012 6 3 1 3 1103639881 SFR 1 OO REFI Y 6.375 6.375 149500 149361.53 2/1/2007 1/1/2037 932.69 360 49.84 CA 2/1/2007 N 300000 1 0 932.69 92543 12/26/2006 17 PF0630_FIXEDRATE 0 0 0 49.84 725 40 3YR 0 0 0 0 1103639893 CONDO 1 OO REFI N 7.5 7.5 672000 672000 2/1/2007 1/1/2037 4200 360 80 CA 2/1/2007 N 840000 1 2.75 4200 92673 12/18/2006 2 PA1607EI_ARM-INTONLY 0 0 126000 95 651 39.5 NO-PREPAY 1/1/2014 6 3 1 2.75 1103639912 SFR 1 OO PURCHASE N 7.5 7.5 174400 174400 1/1/2007 12/1/2036 1090 360 80 FL 2/1/2007 N 230000 1 3 1090 34231 12/21/2006 2 PA0605EI_ARM-INTONLY 0 218000 43600 100 807 41.4 3YR 12/1/2011 6 3 1 7.5 1103639918 SFR 1 OO PURCHASE N 7.75 7.75 760000 760000 2/1/2007 1/1/2037 4908.33 360 80 CA 2/1/2007 N 1005000 1 3 4908.33 92107 12/29/2006 2 PA1605EI_ARM-INTONLY 0 950000 190000 100 648 41.56 NO-PREPAY 1/1/2012 6 3 1 3 1103639920 SFR 1 OO REFI N 6.25 6.25 1925000 1925000 2/1/2007 1/1/2037 10026.04 360 70 CA 2/1/2007 N 2750000 1 3 10026.04 91436 12/29/2006 2 PA1603EI_ARM-INTONLY 0 0 0 70 662 35.9 1YR 1/1/2010 6 3 1 3 1103639938 SFR 1 OO PURCHASE N 8 8 156800 156700.33 11/1/2006 10/1/2036 1045.33 360 80 FL 2/1/2007 N 220000 1 0 1045.33 33990 12/22/2006 8 SF2630I_FIX-INTONLY 0 196000 39200 100 659 0 3YR 0 0 0 0 1103639940 SFR 1 OO PURCHASE N 7.625 7.625 175750 175494.78 1/1/2007 12/1/2036 1243.95 360 95 FL 2/1/2007 N 215000 1 0 1243.95 34736 12/22/2006 12 SF1630_FIXEDRATE 30 185000 0 95 695 0 3YR 0 0 0 0 1103639941 SFR 1 OO REFI Y 7.375 7.375 100000 99931.25 1/1/2007 12/1/2036 648.85 360 56.18 FL 2/1/2007 Y 178000 1 0 648.85 34753 12/22/2006 12 SB1640_BALLOON 0 0 0 56.18 734 0 3YR 0 0 0 0 1103639942 CONDO 1 OO PURCHASE N 6.25 6.25 500000 499048.69 1/1/2007 12/1/2036 3078.59 360 63.27 FL 2/1/2007 N 875000 1 0 3078.59 33629 12/22/2006 1 PF0630_FIXEDRATE 0 790365.85 0 63.27 795 30.25 3YR 0 0 0 0 1103639944 CONDO 1 2ND PURCHASE N 7.875 7.875 125000 124827.38 1/1/2007 12/1/2036 906.34 360 89.35 FL 2/1/2007 N 142000 1 0 906.34 33617 12/22/2006 8 EF1630_FIXEDRATE 25 139900 0 89.35 686 0 3YR 0 0 0 0 1103639945 CONDO 1 OO PURCHASE N 7.5 7.5 119192 119145.59 1/1/2007 12/1/2036 744.95 360 80 FL 2/1/2007 N 157000 1 0 744.95 33556 12/22/2006 8 SF2630I_FIX-INTONLY 0 148990 0 80 620 0 3YR 0 0 0 0 1103639946 CONDO 1 NOO PURCHASE N 7.125 7.125 104350 104182.6 1/1/2007 12/1/2036 703.03 360 69.87 FL 2/1/2007 N 155000 1 0 703.03 33615 12/22/2006 8 SF1630_FIXEDRATE 0 149350 0 69.87 738 0 3YR 0 0 0 0 1103639947 CONDO 1 NOO PURCHASE N 7.125 7.125 104350 104182.6 1/1/2007 12/1/2036 703.03 360 67.61 FL 2/1/2007 N 155000 1 0 703.03 33615 12/22/2006 8 SF1630_FIXEDRATE 0 154350 0 67.61 738 0 3YR 0 0 0 0 1103639948 CONDO 1 OO PURCHASE N 6.875 6.875 156000 156000 1/1/2007 12/1/2036 893.75 360 80 FL 2/1/2007 N 203000 1 0 893.75 33556 12/22/2006 12 SF1630I_FIX-INTONLY 0 195000 0 80 753 0 3YR 0 0 0 0 1103639949 SFR 1 NOO REFI Y 7.5 7.5 93000 92861.53 1/1/2007 12/1/2036 650.27 360 58.13 FL 2/1/2007 N 160000 1 0 650.27 32955 12/22/2006 8 SF2630_FIXEDRATE 0 0 0 58.13 663 0 3YR 0 0 0 0 1103639950 SFR 1 OO REFI Y 7.875 7.875 296000 295823.58 1/1/2007 12/1/2036 2030.41 360 80 FL 2/1/2007 Y 370000 1 0 2030.41 34212 12/22/2006 8 SB2640_BALLOON 0 0 0 80 641 0 3YR 0 0 0 0 1103639951 HI-RISE 1 OO PURCHASE N 7.125 7.125 346091 345835.66 1/1/2007 12/1/2036 2182.21 360 80 FL 2/1/2007 Y 500000 1 0 2182.21 34236 12/22/2006 8 SB1640_BALLOON 0 432614 0 80 709 0 3YR 0 0 0 0 1103639952 SFR 1 OO PURCHASE N 7.125 7.125 229500 229330.68 1/1/2007 12/1/2036 1447.07 360 90 FL 2/1/2007 Y 260000 1 0 1447.07 34207 12/22/2006 8 SB2640_BALLOON 25 255000 0 90 674 0 3YR 0 0 0 0 1103639953 SFR 1 OO PURCHASE N 7.25 7.25 145000 144773.08 1/1/2007 12/1/2036 989.16 360 74.36 NH 2/1/2007 N 208000 1 0 989.16 03249 12/22/2006 8 SF2630_FIXEDRATE 0 195000 0 74.36 654 0 1YR 0 0 0 0 1103639954 SFR 1 NOO PURCHASE N 7.5 7.5 117520 117442.04 1/1/2007 12/1/2036 773.36 360 80 FL 2/1/2007 Y 148000 1 0 773.36 33619 12/22/2006 8 SB1640_BALLOON 0 146900 0 80 703 0 3YR 0 0 0 0 1103639955 PUD 1 NOO PURCHASE N 8.125 8.125 208585 208311.18 1/1/2007 12/1/2036 1548.74 360 90 FL 2/1/2007 N 240000 1 0 1548.74 33897 12/22/2006 8 SF2630_FIXEDRATE 25 231762 0 90 645 0 1YR 0 0 0 0 1103639956 PUD 1 OO PURCHASE N 6.875 6.875 154400 154277.81 1/1/2007 12/1/2036 945.5 360 80 TX 2/1/2007 Y 203000 1 0 945.5 78613 12/22/2006 8 SB1640_BALLOON 0 193000 38600 100 689 0 3YR 0 0 0 0 1103639957 SFR 1 OO REFI Y 7.5 7.5 60000 59910.66 1/1/2007 12/1/2036 419.53 360 32.44 MD 2/1/2007 N 185000 1 0 419.53 21222 12/22/2006 8 XF2630_FIXEDRATE 0 0 0 32.44 669 0 3YR 0 0 0 0 1103639959 PUD 1 OO PURCHASE N 8.5 8.5 439900 439681.39 1/1/2007 12/1/2036 3224.88 360 100 VA 2/1/2007 Y 460000 1 0 3224.88 22003 12/22/2006 8 XB1440_BALLOON 35 439900 0 100 694 0 3YR 0 0 0 0 1103639960 SFR 1 OO REFI N 7.25 7.25 163500 163274.81 1/1/2007 12/1/2036 987.81 360 41.93 CA 2/1/2007 N 390000 1 0 987.81 90059 12/22/2006 12 SF1630I_FIX-INTONLY 0 0 0 41.93 773 0 1YR 0 0 0 0 1103639962 SFR 1 OO REFI Y 6.875 6.875 380000 379699.26 1/1/2007 12/1/2036 2327.02 360 80 CA 2/1/2007 Y 475000 1 0 2327.02 91767 12/22/2006 12 SB2640_BALLOON 0 0 0 80 662 0 3YR 0 0 0 0 1103639963 SFR 1 OO PURCHASE N 9.25 9.25 279000 278832.78 12/1/2006 11/1/2036 2205.94 360 100 NV 2/1/2007 Y 285000 1 0 2205.94 89434 12/22/2006 8 XB2440_BALLOON 35 279000 0 100 671 0 NO-PREPAY 0 0 0 0 1103639965 SFR 1 2ND PURCHASE N 7.75 7.75 112800 112695.14 12/1/2006 11/1/2036 763.23 360 80 IL 2/1/2007 Y 141000 1 0 763.23 60073 12/22/2006 8 SB2640_BALLOON 0 141001 21150 95 680 0 1YR 0 0 0 0 1103639967 CONDO 1 OO PURCHASE N 7.25 7.25 379900 379492.9 12/1/2006 11/1/2036 2430.11 360 100 CA 2/1/2007 Y 385000 1 0 2430.11 91737 12/22/2006 1 PB0440_BALLOON 35 379900 0 100 801 47.69 1YR 0 0 0 0 1103639968 PUD 1 OO REFI N 6.5 6.5 524000 523074.68 11/1/2006 10/1/2036 3067.79 360 80 CA 2/1/2007 Y 655000 1 0 3067.79 94513 12/22/2006 8 SB1640_BALLOON 0 0 65000 89.93 741 0 1YR 0 0 0 0 1103639970 SFR 1 OO REFI Y 6.875 6.875 140000 139889.21 1/1/2007 12/1/2036 857.32 360 58.1 NJ 2/1/2007 Y 241000 1 0 857.32 08244 12/22/2006 8 SB1640_BALLOON 0 0 0 58.1 725 0 NO-PREPAY 0 0 0 0 1103639971 SFR 1 OO REFI N 6.5 6.5 276800 276556.93 1/1/2007 12/1/2036 1620.54 360 79.09 NV 2/1/2007 Y 350000 1 0 1620.54 89434 12/22/2006 2 PB1640_BALLOON 0 0 0 79.09 665 45.97 3YR 0 0 0 0 1103639972 SFR 1 OO PURCHASE N 6.375 6.375 239200 238982.58 1/1/2007 12/1/2036 1379.17 360 80 NV 2/1/2007 Y 305000 1 0 1379.17 89434 12/22/2006 2 PB0640_BALLOON 0 299000 0 80 763 44.87 3YR 0 0 0 0 1103639973 CONDO 1 OO PURCHASE N 6.75 6.75 122400 122299.7 1/1/2007 12/1/2036 738.51 360 80 NV 2/1/2007 Y 155000 1 0 738.51 89502 12/22/2006 2 PB0640_BALLOON 0 153000 30600 100 682 42.93 3YR 0 0 0 0 1103640007 SFR 1 OO REFI N 5.675 5.675 790000 790000 2/1/2007 1/1/2037 3736.04 360 68.7 CA 2/1/2007 N 1150000 1 3 3736.04 93035 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.7 715 35.92 3YR 1/1/2012 6 3 1 3 1103640039 PUD 1 OO REFI Y 6.875 6.875 95000 95000 1/1/2007 12/1/2036 544.27 360 51.36 NJ 2/1/2007 N 185000 1 2.25 544.27 08757 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 51.36 719 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640040 PUD 1 OO REFI Y 6.25 6.25 133000 132977.3 12/1/2006 11/1/2036 692.71 360 57.09 AZ 2/1/2007 N 233000 1 2.25 692.71 85746 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 57.09 752 36.19 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640041 SFR 1 OO REFI N 6.375 6.375 162400 162334.87 12/1/2006 11/1/2036 862.75 360 80 UT 2/1/2007 N 203000 1 2.25 862.75 84065 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 735 44.44 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640042 PUD 1 OO REFI Y 6.25 6.25 165000 164527.88 12/1/2006 11/1/2036 1015.93 360 71.74 AL 2/1/2007 N 230000 1 2.25 1015.93 36526 12/28/2006 2 XA0605D_ARM 0 0 0 71.74 802 25.57 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640043 PUD 1 OO PURCHASE N 6.875 6.875 170000 170000 12/1/2006 11/1/2036 973.96 360 73.92 GA 2/1/2007 N 233000 1 2.25 973.96 30043 12/28/2006 12 SA0605EI_ARM-INTONLY 0 230000 0 73.92 804 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640044 SFR 1 NOO REFI Y 7.625 7.625 171700 171700 1/1/2007 12/1/2036 1091.01 360 53.66 MD 2/1/2007 N 320000 1 2.25 1091.01 20743 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 53.66 739 37.42 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640045 PUD 1 OO REFI Y 6.5 6.5 186000 186000 11/1/2006 10/1/2036 1007.5 360 77.83 VA 2/1/2007 N 239000 1 2.25 1007.5 22408 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 77.83 686 43.07 NO-PREPAY 10/1/2011 5 5 2 2.25 1103640046 PUD 1 OO REFI Y 6.25 6.25 188500 188500 12/1/2006 11/1/2036 981.77 360 74.81 AZ 2/1/2007 N 252000 1 2.25 981.77 85226 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 74.81 732 26.95 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640047 PUD 1 OO REFI N 6.25 6.25 196000 196000 12/1/2006 11/1/2036 1020.83 360 80 AZ 2/1/2007 N 245000 1 2.25 1020.83 85339 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 47996 99.6 756 34.52 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640048 PUD 1 OO PURCHASE N 5.875 5.875 201600 201600 12/1/2006 11/1/2036 987 360 80 AZ 2/1/2007 N 255000 1 2.25 987 85250 12/28/2006 1 PA0605EI_ARM-INTONLY 0 252000 50400 100 751 43.35 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640049 SFR 1 OO REFI Y 6.625 6.625 204000 204000 12/1/2006 11/1/2036 1126.25 360 80 CO 2/1/2007 N 255000 1 2.25 1126.25 80645 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 51000 100 682 47.47 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640050 SFR 1 OO REFI Y 6.125 6.125 220000 220000 12/1/2006 11/1/2036 1122.92 360 80 MD 2/1/2007 N 275000 1 2.25 1122.92 20659 12/28/2006 17 PA1603EI_ARM-INTONLY 0 0 27500 90 666 27.03 NO-PREPAY 11/1/2009 5 3 1 2.25 1103640051 SFR 1 OO REFI Y 7 7 224000 224000 1/1/2007 12/1/2036 1306.67 360 80 MN 2/1/2007 N 280000 1 2.25 1306.67 56442 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 663 48.05 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640052 PUD 1 NOO PURCHASE N 7.75 7.75 230320 230320 12/1/2006 11/1/2036 1487.48 360 80 MD 2/1/2007 N 295000 1 2.25 1487.48 20876 12/28/2006 2 XA0605DI_ARM-INTONLY 0 287900 0 80 716 54.23 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640053 SFR 1 OO REFI Y 6.5 6.5 238500 237849.65 12/1/2006 11/1/2036 1507.49 360 78.98 NV 2/1/2007 N 302000 1 2.25 1507.49 89131 12/28/2006 1 PA0605E_ARM 0 0 0 78.98 683 34.001 NO-PREPAY 11/1/2011 5 3 1 2.25 1103640054 SFR 1 OO REFI Y 6.625 6.625 262500 262500 12/1/2006 11/1/2036 1449.22 360 75 IL 2/1/2007 N 350000 1 2.25 1449.22 60706 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75 731 33.39 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640055 CONDO 1 OO REFI Y 6.875 6.875 264000 264000 12/1/2006 11/1/2036 1512.5 360 80 MD 2/1/2007 N 330000 1 2.25 1512.5 20877 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 23001 86.97 662 44.69 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640056 CONDO 1 OO PURCHASE N 7.25 7.25 276000 276000 1/1/2007 12/1/2036 1667.5 360 80 NV 2/1/2007 N 390000 1 2.25 1667.5 89123 12/28/2006 12 SA0605EI_ARM-INTONLY 0 345000 0 80 789 0 1YR 12/1/2011 5 5 2 2.25 1103640057 TOWNHOUSE 1 OO REFI Y 7.375 7.375 293000 293000 1/1/2007 12/1/2036 1800.73 360 73.25 MA 2/1/2007 N 400000 1 2.25 1800.73 02127 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 26160 79.79 645 47.36 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640058 PUD 1 OO REFI Y 6.75 6.75 300000 300000 12/1/2006 11/1/2036 1687.5 360 66.67 MN 2/1/2007 N 450000 1 2.25 1687.5 55126 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 66.67 816 45 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640059 CONDO 1 NOO REFI Y 7 7 303000 302501.81 1/1/2007 12/1/2036 2015.87 360 45.91 CA 2/1/2007 N 660000 1 2.25 2015.87 94539 12/28/2006 12 XA0605E_ARM 0 0 0 45.91 702 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640061 SFR 1 OO REFI Y 6.75 6.75 320000 319699.44 12/1/2006 11/1/2036 1800 360 80 MD 2/1/2007 N 400000 1 2.25 1800 21403 12/28/2006 1 PA2605EI_ARM-INTONLY 0 0 0 80 628 36.58 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640062 SFR 1 OO REFI Y 6.875 6.875 323000 323000 11/1/2006 10/1/2036 1850.52 360 79.76 IL 2/1/2007 N 405000 1 2.25 1850.52 60046 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.76 754 36.88 NO-PREPAY 10/1/2011 5 5 1 2.25 1103640064 SFR 1 OO REFI Y 6.875 6.875 348000 348000 1/1/2007 12/1/2036 1993.75 360 80 MD 2/1/2007 N 435000 1 2.25 1993.75 20906 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 647 44.13 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640066 PUD 1 OO PURCHASE N 6 6 356000 356000 12/1/2006 11/1/2036 1780 360 80 VA 2/1/2007 N 465000 1 2.25 1780 22406 12/28/2006 2 PA0605EI_ARM-INTONLY 0 445000 44500 90 754 49.97 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640067 PUD 1 OO PURCHASE N 6.375 6.375 364000 364000 12/1/2006 11/1/2036 1933.75 360 80 MD 2/1/2007 N 460000 1 2.25 1933.75 20879 12/28/2006 2 PA0605EI_ARM-INTONLY 0 455000 91000 100 685 47.29 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640068 SFR 1 OO REFI Y 7.125 7.125 365000 365000 12/1/2006 11/1/2036 2167.19 360 78.5 NJ 2/1/2007 N 465000 1 2.25 2167.19 07036 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 78.5 799 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640069 CONDO 1 NOO PURCHASE N 6.25 6.25 380000 380000 12/1/2006 11/1/2036 1979.17 360 50.67 CA 2/1/2007 N 750000 1 2.25 1979.17 93463 12/28/2006 2 PA1605EI_ARM-INTONLY 0 750000 0 50.67 676 31.83 3YR 11/1/2011 5 5 1 2.25 1103640070 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 384000 384000 1/1/2007 12/1/2036 2200 360 80 NY 2/1/2007 N 540000 1 2.25 2200 10461 12/28/2006 17 PA0605EI_ARM-INTONLY 0 480000 47952 89.99 754 27.926 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640072 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 520000 520000 1/1/2007 12/1/2036 3141.67 360 80 NY 2/1/2007 N 650000 1 2.25 3141.67 11413 12/28/2006 8 SA0603EI_ARM-INTONLY 0 650000 0 80 757 0 NO-PREPAY 12/1/2009 5 3 1 2.25 1103640073 PUD 1 OO REFI Y 7 7 544000 544000 1/1/2007 12/1/2036 3173.33 360 80 NC 2/1/2007 N 680000 1 2.25 3173.33 27513 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 49980 87.35 645 47 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640074 SFR 1 OO PURCHASE N 6.75 6.75 560000 560000 12/1/2006 11/1/2036 3150 360 80 MD 2/1/2007 N 700000 1 2.25 3150 20814 12/28/2006 2 PA0605EI_ARM-INTONLY 0 710000 140000 100 727 42.21 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640075 SFR 1 OO REFI Y 6.25 6.25 612000 612000 1/1/2007 12/1/2036 3187.5 360 66.53 CA 2/1/2007 N 920000 1 2.25 3187.5 92646 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 66.53 732 51.93 1YR 12/1/2011 5 5 1 2.25 1103640076 SFR 1 OO REFI Y 6.875 6.875 651000 651000 12/1/2006 11/1/2036 3729.69 360 70 FL 2/1/2007 N 930000 1 2.25 3729.69 32211 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 70 734 31.41 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640077 SFR 1 OO REFI N 6.125 6.125 738575 738575 12/1/2006 11/1/2036 3769.81 360 53.72 MA 2/1/2007 N 1375000 1 2.25 3769.81 02459 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 53.72 796 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640078 2-4FAMILY 2 NOO PURCHASE N 7.625 7.625 169200 169200 12/1/2006 11/1/2036 1075.13 360 89.06 NJ 2/1/2007 N 198000 1 2.25 1075.13 08322 12/29/2006 2 XA1605DI_ARM-INTONLY 25 190000 0 89.06 673 45.55 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640089 SFR 1 NOO REFI Y 8 8 164800 164799.15 2/1/2007 1/1/2037 1098.67 360 80 MN 2/1/2007 N 206000 1 3 1098.67 55106 12/20/2006 8 SA2607EI_ARM-INTONLY 0 0 0 80 668 0 3YR 1/1/2014 6 3 1 3 1103640161 SFR 1 2ND REFI Y 7.375 7.375 275000 274790.74 2/1/2007 1/1/2037 1899.36 360 78.58 AZ 2/1/2007 N 350000 1 0 1899.36 85344 12/29/2006 8 SF2630_FIXEDRATE 0 0 0 78.58 665 0 3YR 0 0 0 0 1103640175 SFR 1 OO REFI Y 7.68 7.68 262500 262500 2/1/2007 1/1/2037 1680 360 74.58 VA 2/1/2007 N 352000 1 0 1680 23456 1/2/2007 17 PF0630I_FIX-INTONLY 0 0 0 74.58 715 43.74 3YR 0 0 0 0 1103640179 SFR 1 OO REFI Y 6.875 6.875 165000 165000 2/1/2007 1/1/2037 945.31 360 38.38 FL 2/1/2007 N 430000 1 0 945.31 34120 12/19/2006 12 SF1630I_FIX-INTONLY 0 0 0 38.38 723 38.38 3YR 0 0 0 0 1103640181 SFR 1 NOO PURCHASE N 8.125 8.125 146400 146304.23 2/1/2007 1/1/2037 1087.02 360 80 MO 2/1/2007 N 183000 1 3 1087.02 64139 12/27/2006 7 SA0605E_ARM 0 183000 0 80 758 0 3YR 1/1/2012 6 3 1 3 1103640210 CONDO 1 NOO REFI Y 6.5 6.5 120000 120000 2/1/2007 1/1/2037 650 360 74.54 MD 2/1/2007 N 161000 1 3 650 20784 1/2/2007 2 PA0605EI_ARM-INTONLY 0 0 0 74.54 697 37.03 2YR 1/1/2012 6 3 1 3 1103640216 SFR 1 NOO REFI Y 6.125 6.125 159250 158708.22 2/1/2007 1/1/2022 1354.62 180 65 CA 2/1/2007 N 245000 1 0 1354.62 95322 1/4/2007 2 PF0615_FIXEDRATE 0 0 0 65 772 54.84 NO-PREPAY 0 0 0 0 1103640221 SFR 1 NOO REFI Y 6.5 6.5 245000 244778.51 2/1/2007 1/1/2037 1548.57 360 68.06 CA 2/1/2007 N 360000 1 0 1548.57 92346 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 68.06 781 32.79 NO-PREPAY 0 0 0 0 1103640283 PUD 1 OO PURCHASE N 5.875 5.875 556500 555932.62 2/1/2007 1/1/2037 3291.91 360 76.76 AZ 2/1/2007 N 725000 1 0 3291.91 85396 1/2/2007 1 PF1630_FIXEDRATE 0 724987 0 76.76 669 42.5 NO-PREPAY 0 0 0 0 1103640284 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 70250 70250 2/1/2007 1/1/2037 431.74 360 73.95 WA 2/1/2007 N 98000 1 3 431.74 98632 12/20/2006 2 PA0605EI_ARM-INTONLY 0 95000 20000 95 735 31.27 1YR 1/1/2012 6 3 1 3 1103640290 2-4FAMILY 2 NOO PURCHASE N 13.15 13.15 20000 19995.58 2/1/2007 1/1/2022 223.59 180 21.06 WA 2/1/2007 Y 98000 2 0 223.59 98632 12/20/2006 2 TB0630_BALLOON 0 95000 0 95 735 31.27 NO-PREPAY 0 0 0 0 1103640293 2-4FAMILY 2 NOO PURCHASE N 8.125 8.125 94650 94379.49 2/1/2007 1/1/2022 911.37 180 79.98 UT 2/1/2007 N 133000 1 0 911.37 84401 12/29/2006 17 PF0615_FIXEDRATE 0 118350 0 79.98 695 21.74 NO-PREPAY 0 0 0 0 1103640317 HI-RISE 1 OO PURCHASE N 7.375 7.375 634500 634500 2/1/2007 1/1/2037 3899.53 360 75 AL 2/1/2007 N 846000 1 3 3899.53 36542 12/29/2006 7 SA1605EI_ARM-INTONLY 0 846000 200000 98.65 765 0 NO-PREPAY 1/1/2012 6 3 1 3 1103640333 SFR 1 OO REFI Y 6 6 170000 170000 2/1/2007 1/1/2037 850 360 70.84 CA 2/1/2007 N 240000 1 0 850 92314 1/3/2007 1 PF0630I_FIX-INTONLY 0 0 0 70.84 684 34.51 3YR 0 0 0 0 1103640349 SFR 1 OO REFI Y 8.25 8.25 525000 525000 2/1/2007 1/1/2037 3609.38 360 75 FL 2/1/2007 N 700000 1 3 3609.38 32503 12/21/2006 8 SA2605EI_ARM-INTONLY 0 0 0 75 620 0 NO-PREPAY 1/1/2012 6 3 1 3 1103640467 CONDO 1 NOO REFI Y 7.875 7.875 140250 140250 1/1/2007 12/1/2036 920.39 360 75 FL 2/1/2007 N 187000 1 2.25 920.39 33196 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 37400 95 692 35 3YR 12/1/2011 5 5 1 2.875 1103640468 CONDO 1 NOO REFI Y 7.875 7.875 152250 152250 1/1/2007 12/1/2036 999.14 360 75 FL 2/1/2007 N 203000 1 2.25 999.14 33193 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 40600 95 692 38 3YR 12/1/2011 5 5 1 2.25 1103640469 HI-RISE 1 OO PURCHASE N 8.75 8.75 504720 504720 1/1/2007 12/1/2036 3680.25 360 80 FL 2/1/2007 N 642000 1 5 3680.25 33139 12/29/2006 8 SA2605EI_ARM-INTONLY 0 630900 126180 100 664 0 6MO 12/1/2011 6 6 2 5 1103640470 PUD 1 OO PURCHASE N 6.875 6.875 435660 435660 1/1/2007 12/1/2036 2495.97 360 80 FL 2/1/2007 N 550000 1 2.25 2495.97 34288 12/20/2006 2 PA0605EI_ARM-INTONLY 0 544576 81686 95 709 33 3YR 12/1/2011 6 6 2 2.25 1103640471 CONDO 1 OO REFI Y 7.625 7.625 85000 85000 2/1/2007 1/1/2037 540.1 360 79.44 FL 2/1/2007 N 107000 1 2.25 540.1 33322 12/20/2006 12 XA1605DI_ARM-INTONLY 0 0 0 79.44 723 0 3YR 1/1/2012 5 5 2 2.625 1103640472 SFR 1 OO PURCHASE N 6.875 6.875 105000 104772.2 1/1/2007 12/1/2036 689.78 360 75 IL 2/1/2007 N 140000 1 2.25 689.78 61111 12/20/2006 2 PA0605E_ARM 0 140000 35000 100 703 37 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640473 SFR 1 NOO REFI Y 7.125 7.125 110000 110000 1/1/2007 12/1/2036 653.12 360 57.6 FL 2/1/2007 N 191000 1 2.25 653.12 32810 12/20/2006 12 XA2605EI_ARM-INTONLY 0 0 0 57.6 666 0 3YR 12/1/2011 5 5 1 2.25 1103640474 SFR 1 OO PURCHASE N 6.5 6.5 111750 111750 1/1/2007 12/1/2036 605.31 360 75 SC 2/1/2007 N 149000 1 2.25 605.31 29910 12/29/2006 1 PA0605EI_ARM-INTONLY 0 149000 37250 100 764 37 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640476 CONDO 1 2ND REFI Y 7.625 7.625 252000 252000 1/1/2007 12/1/2036 1601.25 360 80 NC 2/1/2007 N 315000 1 2.25 1601.25 28401 12/20/2006 8 SA2605EI_ARM-INTONLY 0 0 31500 90 630 0 3YR 12/1/2011 5 5 1 2.25 1103640477 SFR 1 NOO PURCHASE N 8.375 8.375 113400 113258.55 1/1/2007 12/1/2036 861.92 360 90 IN 2/1/2007 N 126000 1 2.25 861.92 46323 12/20/2006 17 PA0605E_ARM 25 126000 0 90 773 41 2YR 12/1/2011 5 5 1 3.375 1103640478 SFR 1 NOO PURCHASE N 8.375 8.375 125900 125742.95 1/1/2007 12/1/2036 956.93 360 90 IN 2/1/2007 N 140000 1 2.25 956.93 46410 12/20/2006 17 PA0605E_ARM 25 139900 0 90 773 40 2YR 12/1/2011 5 5 1 2.25 1103640480 2-4FAMILY 3 NOO REFI Y 7.5 7.5 329000 329000 1/1/2007 12/1/2036 2056.25 360 70 FL 2/1/2007 N 470000 1 2.25 2056.25 33135 12/20/2006 8 SA1607EI_ARM-INTONLY 0 0 94000 90 768 0 6MO 12/1/2013 5 5 1 2.25 1103640481 SFR 1 NOO REFI Y 6.375 6.375 415500 415500 1/1/2007 12/1/2036 2207.34 360 62.49 SC 2/1/2007 N 665000 1 2.25 2207.34 29575 12/20/2006 12 XA1605EI_ARM-INTONLY 0 0 183000 90 694 0 6MO 12/1/2011 5 5 1 2.25 1103640482 CONDO 1 OO PURCHASE N 6.375 6.375 243992 243927.19 1/1/2007 12/1/2036 1296.21 360 80 FL 2/1/2007 N 308000 1 2.25 1296.21 33178 12/20/2006 2 PA0605EI_ARM-INTONLY 0 304990 60998 100 771 48 3YR 12/1/2011 5 5 1 2.25 1103640483 SFR 1 OO PURCHASE N 7.875 7.875 334400 334400 2/1/2007 1/1/2037 2194.5 360 79.72 FL 2/1/2007 N 423000 1 2.75 2194.5 33189 12/29/2006 8 SA2605EI_ARM-INTONLY 0 419494 83600 99.65 648 0 NO-PREPAY 1/1/2012 6 6 2 7.875 1103640484 CONDO 1 NOO PURCHASE N 8 8 132000 131822.27 1/1/2007 12/1/2036 968.57 360 80 FL 2/1/2007 N 167000 1 2.25 968.57 34747 12/20/2006 8 XA1605D_ARM 0 165000 16500 90 644 0 3YR 12/1/2011 5 5 2 2.25 1103640485 CONDO 1 NOO PURCHASE N 8 8 124000 123833.04 1/1/2007 12/1/2036 909.87 360 80 FL 2/1/2007 N 159000 1 2.25 909.87 34747 12/20/2006 8 XA1605D_ARM 0 155000 15500 90 644 0 3YR 12/1/2011 5 5 2 2.25 1103640486 PUD 1 OO PURCHASE N 7 7 307200 307200 12/1/2006 11/1/2036 1792 360 80 FL 2/1/2007 N 410000 1 2.75 1792 33327 12/20/2006 8 SA2605EI_ARM-INTONLY 0 384000 76800 100 658 0 3YR 11/1/2011 6 6 2 2.75 1103640498 HI-RISE 1 2ND PURCHASE N 6.125 6.125 570500 568559.11 2/1/2007 1/1/2022 4852.82 180 70 NV 2/1/2007 N 815000 1 0 4852.82 89109 1/2/2007 2 PF0615_FIXEDRATE 0 815000 0 70 773 23.02 NO-PREPAY 0 0 0 0 1103640520 SFR 1 NOO REFI Y 6 6 190000 190000 2/1/2007 1/1/2037 950 360 69.1 AZ 2/1/2007 N 275000 1 3 950 85301 12/29/2006 17 PA0603EI_ARM-INTONLY 0 0 0 69.1 722 22.58 2YR 1/1/2010 6 3 1 3 1103640545 SFR 1 OO REFI Y 6 6 192000 191808.86 2/1/2007 1/1/2037 1151.14 360 51.2 CA 2/1/2007 N 375000 1 0 1151.14 92551 12/29/2006 2 PF2630_FIXEDRATE 0 0 0 51.2 635 34.48 1YR 0 0 0 0 1103640574 SFR 1 OO REFI Y 6 6 243000 242758.09 2/1/2007 1/1/2037 1456.91 360 42.27 CA 2/1/2007 N 575000 1 3 1456.91 92805 12/18/2006 2 PA1605E_ARM 0 0 0 42.27 646 40.54 3YR 1/1/2012 6 3 1 3 1103640579 SFR 1 NOO REFI N 6.75 6.75 150000 149870.85 2/1/2007 1/1/2037 972.9 360 75 CO 2/1/2007 N 200000 1 3 972.9 80229 1/2/2007 1 PA0605E_ARM 0 0 40000 95 698 25.05 3YR 1/1/2012 6 3 1 3 1103640611 2-4FAMILY 2 NOO REFI Y 7.25 7.25 436200 436200 2/1/2007 1/1/2037 2635.38 360 69.02 CA 2/1/2007 N 632000 1 0 2635.38 91706 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.02 681 28.91 1YR 0 0 0 0 1103640614 SFR 1 OO PURCHASE N 6.625 6.625 248000 247999.06 2/1/2007 1/1/2037 1369.17 360 80 CA 2/1/2007 N 317500 1 3 1369.17 93308 12/29/2006 2 PA1605EI_ARM-INTONLY 0 310000 62000 100 659 44.74 3YR 1/1/2012 6 3 1 3 1103640623 SFR 1 NOO REFI N 12.125 12.125 60150 60133.27 2/1/2007 1/1/2022 624.5 180 15 CA 2/1/2007 Y 401000 2 0 624.5 95355 12/29/2006 2 TB0630_BALLOON 0 0 0 90 741 40.9 NO-PREPAY 0 0 0 0 1103640673 SFR 1 OO REFI Y 6.625 6.625 500000 496731.9 1/1/2007 12/1/2021 4389.97 180 76.93 CA 2/1/2007 N 650000 1 0 4389.97 94564 12/20/2006 8 SF1615_FIXEDRATE 0 0 85023 90.01 776 0 NO-PREPAY 0 0 0 0 1103640674 SFR 1 NOO REFI Y 7 7 250000 250000 1/1/2007 12/1/2036 1458.33 360 31.65 CA 2/1/2007 N 790000 1 0 1458.33 94903 12/20/2006 12 XF1630I_FIX-INTONLY 0 0 0 31.65 693 0 NO-PREPAY 0 0 0 0 1103640675 CONDO 1 NOO PURCHASE N 6.875 6.875 741000 739751.38 1/1/2007 12/1/2036 4867.84 360 65 CA 2/1/2007 N 1150000 1 0 4867.84 94920 12/20/2006 2 PF0630_FIXEDRATE 0 1140000 92910 73.15 787 34.7 NO-PREPAY 0 0 0 0 1103640676 SFR 1 NOO REFI Y 6.75 6.75 539000 539000 1/1/2007 12/1/2036 3031.88 360 64.94 CA 2/1/2007 N 830000 1 0 3031.88 94080 12/20/2006 12 XF2630I_FIX-INTONLY 0 0 0 64.94 672 0 NO-PREPAY 0 0 0 0 1103640677 SFR 1 OO REFI N 6.375 6.375 540000 538997.04 1/1/2007 12/1/2036 3368.9 360 36.62 CA 2/1/2007 N 1475000 1 0 3368.9 94952 12/20/2006 1 PF0630_FIXEDRATE 0 0 0 36.62 786 30.69 NO-PREPAY 0 0 0 0 1103640678 SFR 1 OO PURCHASE N 6.25 6.25 576000 574904.09 1/1/2007 12/1/2036 3546.53 360 80 CA 2/1/2007 N 720000 1 0 3546.53 94602 12/20/2006 1 PF0630_FIXEDRATE 0 720000 72000 90 779 33.22 NO-PREPAY 0 0 0 0 1103640679 SFR 1 OO REFI N 6.5 6.5 422000 421598.92 1/1/2007 12/1/2036 2285.83 360 78.15 CA 2/1/2007 N 540000 1 0 2285.83 95834 12/20/2006 1 PF1630I_FIX-INTONLY 0 0 0 78.15 677 44.52 NO-PREPAY 0 0 0 0 1103640680 SFR 1 2ND REFI Y 7.125 7.125 225000 224639.07 1/1/2007 12/1/2036 1515.87 360 57.7 CA 2/1/2007 N 390000 1 0 1515.87 93536 12/28/2006 2 PF1630_FIXEDRATE 0 0 0 57.7 645 44.32 NO-PREPAY 0 0 0 0 1103640681 SFR 1 OO PURCHASE N 6.75 6.75 165000 164715.08 1/1/2007 12/1/2036 1070.19 360 40.74 CA 2/1/2007 N 440000 1 0 1070.19 90280 12/20/2006 12 SF1630_FIXEDRATE 0 405007 0 40.74 701 0 NO-PREPAY 0 0 0 0 1103640682 SFR 1 OO REFI N 6.875 6.875 244000 243995.82 1/1/2007 12/1/2036 1397.92 360 71.98 CA 2/1/2007 N 339000 1 0 1397.92 93291 12/28/2006 12 SF2630I_FIX-INTONLY 0 0 0 71.98 671 0 NO-PREPAY 0 0 0 0 1103640683 CONDO 1 NOO PURCHASE N 8.625 8.625 307900 307900 1/1/2007 12/1/2036 2213.03 360 79.99 NV 2/1/2007 N 410000 1 0 2213.03 89109 12/20/2006 2 PF0630I_FIX-INTONLY 0 384923 0 79.99 754 43.44 NO-PREPAY 0 0 0 0 1103640685 PUD 1 OO REFI Y 6.5 6.5 200000 200000 1/1/2007 12/1/2036 1083.33 360 63.5 NV 2/1/2007 N 315000 1 0 1083.33 89011 12/20/2006 12 SF1630I_FIX-INTONLY 0 0 0 63.5 727 0 3YR 0 0 0 0 1103640686 SFR 1 OO PURCHASE N 6.75 6.75 264000 263544.12 1/1/2007 12/1/2036 1712.3 360 80 CA 2/1/2007 N 330000 1 0 1712.3 92583 12/20/2006 2 PF0630_FIXEDRATE 0 330000 66000 100 713 44.5 NO-PREPAY 0 0 0 0 1103640687 SFR 1 OO REFI Y 6 6 1100000 1092416.23 1/1/2007 12/1/2021 9282.43 180 19.3 CA 2/1/2007 N 5700000 1 0 9282.43 94062 12/28/2006 1 PF0615_FIXEDRATE 0 0 0 19.3 761 36.87 NO-PREPAY 0 0 0 0 1103640688 PUD 1 OO REFI N 6.5 6.5 637000 627000 1/1/2007 12/1/2036 3450.42 360 55.4 CA 2/1/2007 N 1150000 1 0 3450.42 94568 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 235986 75.92 813 43.9 NO-PREPAY 0 0 0 0 1103640689 SFR 1 OO REFI Y 6.5 6.5 470000 470000 1/1/2007 12/1/2036 2545.83 360 52.23 CA 2/1/2007 N 900000 1 0 2545.83 95682 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 52.23 767 38.15 NO-PREPAY 0 0 0 0 1103640690 2-4FAMILY 2 NOO REFI N 6.25 6.25 78500 78235.77 2/1/2007 1/1/2022 673.08 180 14.28 CA 2/1/2007 N 550000 1 0 673.08 90011 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 14.28 779 44.42 NO-PREPAY 0 0 0 0 1103640694 SFR 1 OO REFI Y 6.625 6.625 130000 129576.32 2/1/2007 1/1/2022 1141.39 180 31.33 CA 2/1/2007 N 415000 1 0 1141.39 90044 12/29/2006 7 SF0615_FIXEDRATE 0 0 0 31.33 707 0 3YR 0 0 0 0 1103640696 SFR 1 OO REFI Y 6.375 6.375 220000 220000 2/1/2007 1/1/2037 1168.75 360 50 CA 2/1/2007 N 440000 1 3 1168.75 91706 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 50 682 40.91 1YR 1/1/2012 6 3 1 3 1103640757 SFR 1 OO REFI Y 6.875 6.875 488000 488000 1/1/2007 12/1/2036 2795.83 360 80 CA 2/1/2007 N 610000 1 3.25 2795.83 94565 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 740 38.76 3YR 12/1/2011 5 5 1 3.25 1103640758 PUD 1 2ND PURCHASE N 6.5 6.5 470000 268916.67 1/1/2007 12/1/2036 2545.83 360 54.03 VA 2/1/2007 N 920000 1 3.25 2545.83 22033 12/28/2006 12 BA2605EI_ARM-INTONLY 0 870000 0 54.03 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640759 PUD 1 OO PURCHASE N 6.875 6.875 279600 279600 1/1/2007 12/1/2036 1601.88 360 80 WA 2/1/2007 N 350000 1 3.25 1601.88 98001 12/28/2006 12 XA2605EI_ARM-INTONLY 0 349500 69900 100 677 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640760 2-4FAMILY 3 NOO PURCHASE N 8 8 396000 396000 1/1/2007 12/1/2036 2640 360 80 CA 2/1/2007 N 495000 1 3.25 2640 90044 12/28/2006 12 XA2605EI_ARM-INTONLY 0 495000 49500 90 664 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640761 SFR 1 OO REFI Y 6.125 6.125 352500 352500 1/1/2007 12/1/2036 1799.22 360 75 VA 2/1/2007 N 470000 1 3.25 1799.22 20164 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 677 47.73 3YR 12/1/2011 5 5 1 3.25 1103640763 SFR 1 OO PURCHASE N 7.5 7.5 452000 452000 1/1/2007 12/1/2036 2825 360 80 VA 2/1/2007 N 565000 1 3.25 2825 22312 12/28/2006 12 XA2605EI_ARM-INTONLY 0 565000 113000 100 667 0 3YR 12/1/2011 5 5 1 3.25 1103640764 PUD 1 OO PURCHASE N 6.875 6.875 248000 248000 2/1/2007 1/1/2037 1420.83 360 80 FL 2/1/2007 N 322000 1 3.25 1420.83 34786 12/28/2006 2 PA1605EI_ARM-INTONLY 0 310000 46500 95 650 35.72 NO-PREPAY 1/1/2012 5 5 1 3.25 1103640765 SFR 1 OO REFI Y 6.75 6.75 250000 249906.25 1/1/2007 12/1/2036 1406.25 360 51.03 CA 2/1/2007 N 490000 1 3.25 1406.25 93033 12/28/2006 8 SA2607EI_ARM-INTONLY 0 0 0 51.03 628 0 3YR 12/1/2013 5 5 1 3.25 1103640768 CONDO 1 OO PURCHASE N 6.25 6.25 256000 256000 1/1/2007 12/1/2036 1333.33 360 80 VA 2/1/2007 N 327000 1 3.25 1333.33 22003 12/28/2006 2 PA0605EI_ARM-INTONLY 0 320000 64000 100 683 43.85 3YR 12/1/2011 5 5 1 3.25 1103640769 TOWNHOUSE 1 OO REFI Y 6.75 6.75 360000 360000 1/1/2007 12/1/2036 2025 360 80 VA 2/1/2007 N 450000 1 3.25 2025 20164 12/28/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 627 0 1YR 12/1/2011 5 5 1 3.25 1103640771 2-4FAMILY 4 OO PURCHASE N 7.625 7.625 360000 359477.22 1/1/2007 12/1/2036 2548.06 360 80 NJ 2/1/2007 N 450000 1 3.25 2548.06 07503 12/28/2006 8 SA2607E_ARM 0 450000 90000 100 679 0 NO-PREPAY 12/1/2013 5 5 1 3.25 1103640773 SFR 1 OO PURCHASE N 6.625 6.625 184800 184800 1/1/2007 12/1/2036 1020.25 360 80 AZ 2/1/2007 N 231000 1 3.25 1020.25 85345 12/28/2006 8 SA0605EI_ARM-INTONLY 0 231000 46200 100 708 0 1YR 12/1/2011 5 5 1 3.25 1103640776 SFR 1 OO REFI N 6.625 6.625 480000 480000 1/1/2007 12/1/2036 2650 360 68.58 VA 2/1/2007 N 700000 1 3.25 2650 20121 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 68.58 704 0 3YR 12/1/2011 5 5 1 3.25 1103640777 PUD 1 OO PURCHASE N 6.625 6.625 255200 255200 1/1/2007 12/1/2036 1408.92 360 80 GA 2/1/2007 N 320000 1 3.25 1408.92 30024 12/28/2006 2 PA0605EI_ARM-INTONLY 0 319000 63800 100 755 38.549 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640779 PUD 1 OO PURCHASE N 7.25 7.25 480000 480000 1/1/2007 12/1/2036 2900 360 80 MD 2/1/2007 N 605000 1 3.25 2900 20705 12/28/2006 8 SA2605EI_ARM-INTONLY 0 600000 90000 95 636 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640780 TOWNHOUSE 1 OO PURCHASE N 7.375 7.375 335200 335200 1/1/2007 12/1/2036 2060.08 360 80 VA 2/1/2007 N 430000 1 3.25 2060.08 22031 12/28/2006 8 SA2605EI_ARM-INTONLY 0 419000 83800 100 677 0 3YR 12/1/2011 5 5 1 3.25 1103640781 SFR 1 OO PURCHASE N 7 7 252000 252000 1/1/2007 12/1/2036 1470 360 80 GA 2/1/2007 N 316000 1 3.25 1470 30228 12/28/2006 8 SA0605EI_ARM-INTONLY 0 315000 63000 100 694 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640782 CONDO 1 OO PURCHASE N 7.375 7.375 179900 179900 1/1/2007 12/1/2036 1105.64 360 80 MD 2/1/2007 N 230000 1 3.25 1105.64 20877 12/28/2006 2 PA0605EI_ARM-INTONLY 0 224900 45002 100 683 38.78 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640783 SFR 1 OO PURCHASE N 6.875 6.875 196000 196000 1/1/2007 12/1/2036 1122.92 360 80 TN 2/1/2007 N 245000 1 3.25 1122.92 38024 12/28/2006 2 PA0605EI_ARM-INTONLY 0 245000 49000 100 719 41.21 1YR 12/1/2011 5 5 1 3.25 1103640785 PUD 1 OO REFI Y 7.375 7.375 257000 257000 1/1/2007 12/1/2036 1579.48 360 77.88 VA 2/1/2007 N 330000 1 3.25 1579.48 20164 12/28/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.88 640 0 1YR 12/1/2011 5 5 1 3.25 1103640786 PUD 1 OO REFI Y 7.875 7.875 400000 400000 1/1/2007 12/1/2036 2625 360 80 GA 2/1/2007 N 500000 1 3.25 2625 30024 12/28/2006 12 SA2605EI_ARM-INTONLY 0 0 50000 90 671 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640787 PUD 1 OO PURCHASE N 7.25 7.25 370400 370400 1/1/2007 12/1/2036 2237.84 360 80 VA 2/1/2007 N 466000 1 3.25 2237.84 20151 12/28/2006 12 XA0605EI_ARM-INTONLY 0 463000 92600 100 692 0 3YR 12/1/2011 5 5 1 3.25 1103640788 SFR 1 OO PURCHASE N 6.875 6.875 424000 424000 1/1/2007 12/1/2036 2429.17 360 80 VA 2/1/2007 N 555000 1 3.25 2429.17 22030 12/28/2006 2 PA1605EI_ARM-INTONLY 0 530000 106000 100 671 44.23 1YR 12/1/2011 5 5 1 3.25 1103640789 PUD 1 OO PURCHASE N 6.25 6.25 239200 239200 1/1/2007 12/1/2036 1245.83 360 80 MD 2/1/2007 N 315000 1 3.25 1245.83 20886 12/28/2006 2 PA0605EI_ARM-INTONLY 0 299000 59800 100 711 40 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640790 PUD 1 OO PURCHASE N 6.625 6.625 180654 180654 1/1/2007 12/1/2036 997.36 360 80 GA 2/1/2007 N 226000 1 3.25 997.36 30519 12/28/2006 2 PA0605EI_ARM-INTONLY 0 225818 45164 100 682 39.244 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640791 TOWNHOUSE 1 OO PURCHASE N 6.875 6.875 212000 212000 1/1/2007 12/1/2036 1214.58 360 80 MD 2/1/2007 N 284000 1 3.25 1214.58 21117 12/28/2006 2 PA1605EI_ARM-INTONLY 0 265000 53000 100 674 34.073 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640792 SFR 1 OO PURCHASE N 7.125 7.125 480000 480000 1/1/2007 12/1/2036 2850 360 80 VA 2/1/2007 N 600000 1 3.25 2850 22042 12/28/2006 8 SA2605EI_ARM-INTONLY 0 600000 120000 100 662 0 3YR 12/1/2011 5 5 1 3.25 1103640795 PUD 1 OO PURCHASE N 7.25 7.25 464000 464000 1/1/2007 12/1/2036 2803.33 360 80 MD 2/1/2007 N 580000 1 3.25 2803.33 20877 12/28/2006 8 SA0605EI_ARM-INTONLY 0 580000 116000 100 688 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640796 SFR 1 OO PURCHASE N 6.875 6.875 650000 650000 1/1/2007 12/1/2036 3723.96 360 79.27 VA 2/1/2007 N 820000 1 3.25 3723.96 22042 12/28/2006 8 SA2605EI_ARM-INTONLY 0 820000 128986 95 656 0 1YR 12/1/2011 5 5 1 3.25 1103640797 PUD 1 OO PURCHASE N 6.75 6.75 184000 184000 1/1/2007 12/1/2036 1035 360 80 AZ 2/1/2007 N 230000 1 3.25 1035 85353 12/28/2006 2 PA0605EI_ARM-INTONLY 0 230000 46000 100 732 38.285 1YR 12/1/2011 5 5 1 3.25 1103640799 PUD 1 OO PURCHASE N 6.625 6.625 194320 194320 1/1/2007 12/1/2036 1072.81 360 79.98 GA 2/1/2007 N 250000 1 3.25 1072.81 30043 12/28/2006 2 PA1605EI_ARM-INTONLY 0 242990 48574 99.97 673 37.316 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640802 SFR 1 OO PURCHASE N 6.75 6.75 80000 79861.85 1/1/2007 12/1/2036 518.88 360 45.72 AZ 2/1/2007 N 180000 1 3.25 518.88 85701 12/28/2006 12 BA2605E_ARM 0 175000 0 45.72 667 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640804 PUD 1 OO REFI Y 6.125 6.125 240000 239532.27 1/1/2007 12/1/2036 1458.27 360 64.87 NV 2/1/2007 N 370000 1 3.25 1458.27 89147 12/28/2006 8 SA0605E_ARM 0 0 0 64.87 706 0 NO-PREPAY 12/1/2011 5 5 1 3.25 0000000000 2-4FAMILY 2 OO PURCHASE N 7.375 7.375 367600 367038.86 1/1/2007 12/1/2036 2538.92 360 80 NJ 2/1/2007 N 460000 1 3.25 2538.92 07057 12/28/2006 8 SA2605E_ARM 0 459500 91900 100 667 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640807 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 400000 399433.54 1/1/2007 12/1/2036 2865.65 360 80 NJ 2/1/2007 N 512000 1 3.25 2865.65 07201 12/28/2006 12 BA2605E_ARM 0 500000 100000 100 671 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640808 TOWNHOUSE 1 OO PURCHASE N 6.25 6.25 303440 303439.8 1/1/2007 12/1/2036 1580.42 360 80 VA 2/1/2007 N 390000 1 3.25 1580.42 22315 12/28/2006 8 SA2603EI_ARM-INTONLY 0 379300 75860 100 678 0 3YR 12/1/2009 6 2 1 3.25 1103640809 SFR 1 OO REFI Y 7.75 7.75 312000 311558.16 1/1/2007 12/1/2036 2235.21 360 80 MD 2/1/2007 N 390000 1 3.25 2235.21 20740 12/28/2006 8 SA2603E_ARM 0 0 58500 95 626 0 NO-PREPAY 12/1/2009 6 2 1 3.25 0000000000 2-4FAMILY 2 OO REFI Y 7 7 588000 587550.65 1/1/2007 12/1/2036 3654.02 360 80 CA 2/1/2007 Y 735000 1 0 3654.02 92701 12/28/2006 8 SB0640_BALLOON 0 0 36456 84.96 719 0 3YR 0 0 0 0 1103640814 PUD 1 OO PURCHASE N 7 7 247200 246793.56 1/1/2007 12/1/2036 1644.63 360 80 TX 2/1/2007 N 315000 1 0 1644.63 77382 12/28/2006 12 XF0630_FIXEDRATE 0 309000 61800 100 764 0 3YR 0 0 0 0 1103640815 PUD 1 OO REFI Y 6.875 6.875 340000 339427.07 1/1/2007 12/1/2036 2233.56 360 66.15 VA 2/1/2007 N 514000 1 0 2233.56 20164 12/28/2006 2 PF1630_FIXEDRATE 0 0 0 66.15 667 38.443 NO-PREPAY 0 0 0 0 1103640817 CONDO 1 OO REFI N 7.375 7.375 200000 199694.7 1/1/2007 12/1/2036 1381.35 360 80 VA 2/1/2007 N 250000 1 0 1381.35 22042 12/28/2006 2 PF1630_FIXEDRATE 0 0 12500 85 647 45.289 1YR 0 0 0 0 1103640819 TOWNHOUSE 1 OO PURCHASE N 6.375 6.375 216305 215903.26 1/1/2007 12/1/2036 1349.46 360 80 GA 2/1/2007 N 277000 1 0 1349.46 30097 12/28/2006 2 PF0630_FIXEDRATE 0 270385 54104 100 697 39.6 NO-PREPAY 0 0 0 0 1103640820 SFR 1 OO PURCHASE N 6.875 6.875 531952 531055.62 1/1/2007 12/1/2036 3494.55 360 80 MD 2/1/2007 N 675000 1 0 3494.55 21076 12/28/2006 2 PF1630_FIXEDRATE 0 664940 0 80 676 38.267 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 6.5 6.5 211000 209605.99 1/1/2007 12/1/2021 1838.04 180 41.3 CA 2/1/2007 N 511000 1 0 1838.04 91790 12/28/2006 2 PF0615_FIXEDRATE 0 0 0 41.3 684 37.91 1YR 0 0 0 0 1103640824 CONDO 1 OO REFI Y 6.5 6.5 220000 219806.81 1/1/2007 12/1/2036 1288 360 45.37 CA 2/1/2007 Y 485000 1 0 1288 90241 12/28/2006 12 SB0640_BALLOON 0 0 0 45.37 731 0 3YR 0 0 0 0 1103640894 SFR 1 OO REFI Y 6 6 577100 576525.49 2/1/2007 1/1/2037 3460.01 360 67.9 CA 2/1/2007 N 850000 1 0 3460.01 92886 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 67.9 716 24.06 3YR 0 0 0 0 1103640897 SFR 1 OO REFI N 6.375 6.375 500000 500000 2/1/2007 1/1/2037 2656.25 360 74.08 CA 2/1/2007 N 675000 1 3 2656.25 95624 12/22/2006 1 PA1605EI_ARM-INTONLY 0 0 80000 85.93 652 35.97 2YR 1/1/2012 6 3 1 3 1103640921 SFR 1 OO PURCHASE N 6.125 6.125 169600 169600 2/1/2007 1/1/2037 865.67 360 80 CO 2/1/2007 N 212000 1 3 865.67 80013 1/2/2007 2 PA0605EI_ARM-INTONLY 0 212000 42400 100 694 38.41 2YR 1/1/2012 6 3 1 3 1103641010 SFR 1 NOO PURCHASE N 7.5 7.5 118400 118312.13 2/1/2007 1/1/2037 827.87 360 80 GA 2/1/2007 N 148000 1 0 827.87 30161 1/8/2007 17 PF0630_FIXEDRATE 0 148000 0 80 714 22.96 NO-PREPAY 0 0 0 0 1103641054 SFR 1 OO REFI Y 6.875 6.875 273000 272309.3 1/1/2007 12/1/2036 1793.42 360 65 NJ 2/1/2007 N 420000 1 0 1793.42 07083 12/19/2006 12 SF0630_FIXEDRATE 0 0 0 65 705 0 NO-PREPAY 0 0 0 0 1103641055 SFR 1 NOO REFI N 6.75 6.75 450000 448833.3 1/1/2007 12/1/2036 2918.69 360 75 NJ 2/1/2007 N 600000 1 0 2918.69 08008 12/19/2006 8 SF0630_FIXEDRATE 0 0 0 75 687 0 NO-PREPAY 0 0 0 0 1103641056 2-4FAMILY 3 NOO REFI Y 8.25 8.25 480000 479385.74 1/1/2007 12/1/2036 3606.08 360 80 NY 2/1/2007 N 600000 1 0 3606.08 10314 12/19/2006 2 BF0230_FIXEDRATE 0 0 24000 84 779 43.95 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 7.125 7.125 113600 113417.11 1/1/2007 12/1/2036 765.34 360 80 TX 2/1/2007 N 143000 1 0 765.34 75002 12/19/2006 8 SF0630_FIXEDRATE 0 142000 28400 100 681 0 NO-PREPAY 0 0 0 0 1103641058 SFR 1 OO REFI N 7 7 358000 357706.54 2/1/2007 1/1/2037 2381.78 360 79.56 NY 2/1/2007 N 450000 1 0 2381.78 11716 12/19/2006 17 PF0630_FIXEDRATE 0 0 0 79.56 685 40.33 NO-PREPAY 0 0 0 0 1103641059 SFR 1 OO REFI N 6.625 6.625 528000 527065.74 1/1/2007 12/1/2036 3380.84 360 80 NY 2/1/2007 N 660000 1 0 3380.84 11949 12/19/2006 1 PF1630_FIXEDRATE 0 0 66000 90 670 37.89 NO-PREPAY 0 0 0 0 1103641073 2-4FAMILY 3 NOO REFI Y 12.5 12.5 24000 23987.65 1/1/2007 12/1/2021 256.14 180 4 NY 2/1/2007 Y 600000 2 0 256.14 10314 12/19/2006 2 TB0630_BALLOON 0 0 0 84 779 43.95 NO-PREPAY 0 0 0 0 1103641081 SFR 1 OO REFI Y 5.875 5.875 255000 255000 1/1/2007 12/1/2036 1248.44 360 57.96 CA 2/1/2007 N 440000 1 2.25 1248.44 95687 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 57.96 739 13.55 3YR 12/1/2011 6 6 2 2.25 1103641082 SFR 1 OO PURCHASE N 6.75 6.75 392000 391608.9 1/1/2007 12/1/2036 2205 360 80 CA 2/1/2007 N 490000 1 2.25 2205 96094 12/22/2006 2 PA0605EI_ARM-INTONLY 0 490000 98000 100 683 38.72 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641083 2-4FAMILY 2 OO REFI N 6.875 6.875 322400 322400 1/1/2007 12/1/2036 1847.08 360 80 CA 2/1/2007 N 403000 1 2.25 1847.08 95817 12/22/2006 17 PA0605EI_ARM-INTONLY 0 0 55977 93.89 690 47.34 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 SFR 1 OO PURCHASE N 5.75 5.75 1000000 1000000 1/1/2007 12/1/2036 4791.67 360 74.08 CA 2/1/2007 N 1645000 1 2.25 4791.67 95076 12/22/2006 2 PA0605EI_ARM-INTONLY 0 1350000 135682 84.13 772 43.67 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641085 CONDO 1 OO PURCHASE N 5.5 5.5 688000 686490.43 1/1/2007 12/1/2036 3906.39 360 80 CA 2/1/2007 N 860000 1 2.25 3906.39 94110 12/22/2006 1 PA0605E_ARM 0 860000 49966 85.81 699 47.47 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641086 SFR 1 OO PURCHASE N 6.5 6.5 328000 328000 1/1/2007 12/1/2036 1776.67 360 80 CA 2/1/2007 N 410000 1 2.25 1776.67 92345 12/22/2006 2 PA0605EI_ARM-INTONLY 0 410000 82000 100 697 43.33 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641087 PUD 1 OO PURCHASE N 6.25 6.25 314000 314000 2/1/2007 1/1/2037 1635.42 360 80 CA 2/1/2007 N 393000 1 2.25 1635.42 92064 12/22/2006 2 PA0605EI_ARM-INTONLY 0 392500 78500 100 696 48.91 NO-PREPAY 1/1/2012 6 6 2 2.25 1103641088 SFR 1 OO PURCHASE N 6 6 212000 212000 1/1/2007 12/1/2036 1060 360 80 CA 2/1/2007 N 265000 1 2.25 1060 93535 12/22/2006 1 PA1605EI_ARM-INTONLY 0 265000 53000 100 650 42.07 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641089 SFR 1 NOO REFI Y 6.875 6.875 484000 482773.12 12/1/2006 11/1/2036 3179.54 360 80 CA 2/1/2007 N 605000 1 2.25 3179.54 90755 12/22/2006 2 PA0605E_ARM 0 0 30190 84.99 691 38.33 NO-PREPAY 11/1/2011 6 6 2 2.25 1103641090 SFR 1 OO REFI Y 6.875 6.875 399100 398427.5 1/1/2007 12/1/2036 2621.8 360 73.23 CA 2/1/2007 N 545000 1 2.25 2621.8 95688 12/22/2006 17 PA1605E_ARM 0 0 86012 89.02 673 43.17 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 SFR 1 2ND REFI N 5.5 5.5 475000 475000 1/1/2007 12/1/2036 2177.08 360 62.1 CA 2/1/2007 N 765000 1 2.25 2177.08 96137 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 62.1 703 35.49 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641093 SFR 1 OO REFI N 5.875 5.875 359000 359000 1/1/2007 12/1/2036 1757.6 360 63.43 CA 2/1/2007 N 566000 1 2.25 1757.6 95405 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 100024 81.1 668 26.71 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641094 SFR 1 OO REFI Y 7.375 7.375 424000 424000 1/1/2007 12/1/2036 2605.83 360 80 CA 2/1/2007 N 530000 1 2.25 2605.83 94544 12/22/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 620 38.35 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641095 SFR 1 NOO PURCHASE N 6.5 6.5 203450 203081.16 1/1/2007 12/1/2036 1285.94 360 65 CA 2/1/2007 N 338500 1 2.25 1285.94 93312 12/22/2006 2 PA0605E_ARM 0 313000 0 65 691 44.7 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641096 SFR 1 OO REFI Y 7.125 7.125 352000 352000 1/1/2007 12/1/2036 2090 360 80 CA 2/1/2007 N 440000 1 2.25 2090 95949 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 29964 86.81 647 37.92 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641097 SFR 1 OO REFI Y 6.75 6.75 720000 720000 1/1/2007 12/1/2036 4050 360 52.37 CA 2/1/2007 N 1375000 1 2.25 4050 95003 12/28/2006 12 XA1605EI_ARM-INTONLY 0 0 0 52.37 647 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641098 SFR 1 OO PURCHASE N 6.375 6.375 544000 544000 1/1/2007 12/1/2036 2890 360 80 CA 2/1/2007 N 680000 1 2.25 2890 94560 12/22/2006 2 PA0605EI_ARM-INTONLY 0 680000 136000 100 722 48.28 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641099 2-4FAMILY 4 OO REFI N 6.875 6.875 508400 508400 1/1/2007 12/1/2036 2912.71 360 76.8 CA 2/1/2007 N 662000 1 2.25 2912.71 94804 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.8 684 44.89 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 SFR 1 NOO REFI Y 6.375 6.375 360000 360000 1/1/2007 12/1/2036 1912.5 360 62.07 CA 2/1/2007 N 580000 1 2.25 1912.5 95405 12/22/2006 8 SA0605EI_ARM-INTONLY 0 0 0 62.07 795 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641101 SFR 1 OO PURCHASE N 6.75 6.75 430000 430000 1/1/2007 12/1/2036 2418.75 360 80 CA 2/1/2007 N 540000 1 2.25 2418.75 91342 12/22/2006 2 PA0605EI_ARM-INTONLY 0 537500 107500 100 792 39.02 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641102 PUD 1 OO PURCHASE N 6.125 6.125 368000 368000 1/1/2007 12/1/2036 1878.33 360 79.66 CA 2/1/2007 N 462000 1 2.25 1878.33 93065 12/22/2006 2 PA0605EI_ARM-INTONLY 0 462000 91988 99.57 723 41.6 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641103 CONDO 1 OO PURCHASE N 5.875 5.875 532000 532000 1/1/2007 12/1/2036 2604.58 360 80 CA 2/1/2007 N 665000 1 2.25 2604.58 94107 12/22/2006 1 PA1605EI_ARM-INTONLY 0 665000 99750 95 660 39.9 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641128 SFR 1 OO PURCHASE N 6.125 6.125 384300 381700 2/1/2007 1/1/2037 1961.53 360 70 CA 2/1/2007 N 570000 1 0 1961.53 91740 12/22/2006 17 PF0630I_FIX-INTONLY 0 549000 0 70 735 40 3YR 0 0 0 0 1103641148 PUD 1 NOO PURCHASE N 8.125 8.125 92283 92161.85 1/1/2007 12/1/2036 685.2 360 80 TX 2/1/2007 N 121000 1 2.75 685.2 77433 12/29/2006 2 PA1605E_ARM 0 115354 17303 95 674 19.43 NO-PREPAY 12/1/2011 6 3 1 8.125 1103641153 CONDO 1 NOO PURCHASE N 8.25 8.25 223600 223600 1/1/2007 12/1/2036 1537.25 360 80 FL 2/1/2007 N 280000 1 2.75 1537.25 34747 12/29/2006 2 PA0605EI_ARM-INTONLY 0 279500 41925 95 702 29.09 3YR 12/1/2011 6 3 1 8.25 1103641155 SFR 1 OO REFI Y 5.75 5.75 316000 316000 1/1/2007 12/1/2036 1514.17 360 42.14 CA 2/1/2007 N 750000 1 2.75 1514.17 94087 12/29/2006 1 XA0610EI_ARM-INTONLY 0 0 0 42.14 789 49.33 3YR 12/1/2016 6 3 1 5.75 1103641157 SFR 1 NOO REFI Y 8.5 8.5 296000 296000 1/1/2007 12/1/2036 2096.67 360 80 CA 2/1/2007 N 370000 1 2.75 2096.67 95757 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 55500 95 705 42.53 3YR 12/1/2011 6 3 1 8.5 0000000000 SFR 1 OO REFI Y 6.5 6.5 445000 445000 1/1/2007 12/1/2036 2410.42 360 58.79 CA 2/1/2007 N 757000 1 2.75 2410.42 91913 12/29/2006 1 PA1605EI_ARM-INTONLY 0 0 0 58.79 677 40.14 3YR 12/1/2011 6 3 1 6.5 1103641160 2-4FAMILY 2 OO REFI Y 6.875 6.875 345000 345000 1/1/2007 12/1/2036 1976.56 360 66.35 CA 2/1/2007 N 520000 1 2.75 1976.56 90262 12/29/2006 2 BA3205EI_ARM-INTONLY 0 0 0 66.35 616 41.46 3YR 12/1/2011 6 3 1 6.875 1103641161 SFR 1 2ND REFI Y 6.49 6.49 232500 232500 1/1/2007 12/1/2036 1257.44 360 75 CA 2/1/2007 N 310000 1 2.75 1257.44 96094 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 653 49.56 3YR 12/1/2011 6 3 1 6.49 1103641162 SFR 1 OO REFI Y 6.625 6.625 480000 480000 1/1/2007 12/1/2036 2650 360 80 CA 2/1/2007 N 600000 1 2.75 2650 93030 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 120000 100 666 47.7 3YR 12/1/2011 6 3 1 6.625 1103641163 SFR 1 OO PURCHASE N 6.875 6.875 240000 240000 1/1/2007 12/1/2036 1375 360 80 WA 2/1/2007 N 300000 1 2.75 1375 98058 12/29/2006 2 PA1605EI_ARM-INTONLY 0 300000 60000 100 667 49.7 1YR 12/1/2011 6 3 1 6.875 1103641164 SFR 1 OO PURCHASE N 7.375 7.375 368000 368000 1/1/2007 12/1/2036 2261.67 360 80 CA 2/1/2007 N 460000 1 2.75 2261.67 91733 12/29/2006 2 PA1605EI_ARM-INTONLY 0 460000 92000 100 666 45.29 3YR 12/1/2011 6 3 1 7.375 1103641165 SFR 1 OO PURCHASE N 6.375 6.375 480000 480000 1/1/2007 12/1/2036 2550 360 80 CA 2/1/2007 N 620000 1 2.75 2550 91911 12/29/2006 2 PA1605EI_ARM-INTONLY 0 600000 120000 100 674 48.09 3YR 12/1/2011 6 3 1 6.375 1103641166 SFR 1 NOO REFI Y 8.25 8.25 111200 111057.69 1/1/2007 12/1/2036 835.41 360 80 IL 2/1/2007 N 139000 1 2.75 835.41 60827 12/29/2006 2 PA1605E_ARM 0 0 20850 95 660 41 NO-PREPAY 12/1/2011 6 3 1 8.25 1103641168 SFR 1 OO PURCHASE N 6.99 6.99 458400 458400 1/1/2007 12/1/2036 2670.18 360 80 CA 2/1/2007 N 580000 1 2.75 2670.18 91342 12/29/2006 2 PA0605EI_ARM-INTONLY 0 573000 114600 100 761 45.9 3YR 12/1/2011 6 3 1 6.99 1103641169 SFR 1 OO PURCHASE N 7.5 7.5 276000 276000 1/1/2007 12/1/2036 1725 360 80 CA 2/1/2007 N 350000 1 2.75 1725 92404 12/29/2006 2 PA1605EI_ARM-INTONLY 0 345000 69000 100 655 41.05 3YR 12/1/2011 6 3 1 7.5 1103641170 2-4FAMILY 4 OO PURCHASE N 8.125 8.125 860000 860000 1/1/2007 12/1/2036 5822.92 360 80 CA 2/1/2007 N 1075000 1 2.75 5822.92 91205 12/29/2006 2 XA1605EI_ARM-INTONLY 0 1075000 161250 95 669 43.66 1YR 12/1/2011 6 3 1 8.125 1103641171 2-4FAMILY 4 NOO REFI Y 8.25 8.25 746250 746250 1/1/2007 12/1/2036 5130.47 360 75 CA 2/1/2007 N 995000 1 2.75 5130.47 92831 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 726 36.81 3YR 12/1/2011 6 3 1 8.25 1103641172 SFR 1 OO PURCHASE N 7.625 7.625 483200 483200 1/1/2007 12/1/2036 3070.33 360 80 CA 2/1/2007 N 604000 1 2.75 3070.33 90016 12/29/2006 2 PA1605EI_ARM-INTONLY 0 604000 120800 100 647 35.11 3YR 12/1/2011 6 3 1 7.625 1103641173 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 640000 639136.54 1/1/2007 12/1/2036 4691.63 360 80 CA 2/1/2007 N 800000 1 2.75 4691.63 90058 12/29/2006 2 PA0605E_ARM 0 800000 160000 100 683 23.59 NO-PREPAY 12/1/2011 6 3 1 7.99 1103641174 CONDO 1 OO PURCHASE N 8.5 8.5 195120 195120 1/1/2007 12/1/2036 1382.1 360 80 FL 2/1/2007 N 244000 1 2.75 1382.1 33161 12/29/2006 2 PA1605EI_ARM-INTONLY 0 243900 48780 100 661 38.28 3YR 12/1/2011 6 3 1 8.5 0000000000 CONDO 1 OO PURCHASE N 8.75 8.75 560000 560000 1/1/2007 12/1/2036 4083.33 360 80 CA 2/1/2007 N 700000 1 2.75 4083.33 92887 12/29/2006 2 PA0605EI_ARM-INTONLY 0 700000 140000 100 682 40.06 3YR 12/1/2011 6 3 1 8.75 1103641176 SFR 1 OO REFI Y 7.25 7.25 456000 456000 1/1/2007 12/1/2036 2755 360 80 CA 2/1/2007 N 570000 1 2.75 2755 91350 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 114000 100 726 49.03 NO-PREPAY 12/1/2011 6 3 1 7.25 1103641177 PUD 1 OO PURCHASE N 6.99 6.99 183999 183999 1/1/2007 12/1/2036 1071.79 360 80 NV 2/1/2007 N 230000 1 2.75 1071.79 89108 12/29/2006 2 PA1605EI_ARM-INTONLY 0 229999 46000 100 668 41.77 3YR 12/1/2011 6 3 1 6.99 1103641178 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 680000 680000 1/1/2007 12/1/2036 4527.67 360 80 CA 2/1/2007 N 920000 1 2.75 4527.67 90813 12/29/2006 8 SA0605EI_ARM-INTONLY 0 850000 170000 100 685 0 3YR 12/1/2011 6 3 1 7.99 1103641180 CONDO 1 OO PURCHASE N 7.875 7.875 253600 253600 1/1/2007 12/1/2036 1664.25 360 80 CA 2/1/2007 N 317000 1 2.75 1664.25 91706 12/29/2006 2 PA0605EI_ARM-INTONLY 0 317000 63400 100 718 45.53 3YR 12/1/2011 6 3 1 7.875 1103641181 2-4FAMILY 3 OO PURCHASE N 7.625 7.625 456000 455911.54 1/1/2007 12/1/2036 2897.5 360 80 CA 2/1/2007 N 570000 1 2.75 2897.5 90022 12/29/2006 2 PA0605EI_ARM-INTONLY 0 570000 114000 100 686 44.34 3YR 12/1/2011 6 3 1 7.625 0000000000 SFR 1 OO PURCHASE N 8.375 8.375 370000 370000 1/1/2007 12/1/2036 2582.29 360 80 CA 2/1/2007 N 505000 1 2.75 2582.29 92111 12/29/2006 2 PA1605EI_ARM-INTONLY 0 462500 92500 100 649 44.39 3YR 12/1/2011 6 3 1 8.375 1103641185 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 432000 432000 1/1/2007 12/1/2036 2790 360 80 CA 2/1/2007 N 540000 1 2.75 2790 90262 12/29/2006 8 SA0605EI_ARM-INTONLY 0 540000 108000 100 695 0 3YR 12/1/2011 6 3 1 2.75 1103641186 SFR 1 OO PURCHASE N 8.125 8.125 592000 592000 1/1/2007 12/1/2036 4008.33 360 80 CA 2/1/2007 N 890000 1 2.75 4008.33 92653 12/29/2006 2 PA1605EI_ARM-INTONLY 0 740000 148000 100 659 36.2 3YR 12/1/2011 6 3 1 8.125 1103641187 SFR 1 OO PURCHASE N 7.125 7.125 430400 430400 1/1/2007 12/1/2036 2555.5 360 80 CA 2/1/2007 N 555000 1 2.75 2555.5 91605 12/29/2006 2 PA0605EI_ARM-INTONLY 0 538000 107600 100 726 39.76 NO-PREPAY 12/1/2011 6 3 1 7.125 1103641190 PUD 1 OO PURCHASE N 8.25 8.25 412000 412000 1/1/2007 12/1/2036 2832.5 360 80 CA 2/1/2007 N 520000 1 2.75 2832.5 92883 12/29/2006 2 PA1605EI_ARM-INTONLY 0 515000 103000 100 650 39.11 3YR 12/1/2011 6 3 1 8.25 1103641192 SFR 1 OO REFI Y 7.125 7.125 428000 428000 1/1/2007 12/1/2036 2541.25 360 80 CA 2/1/2007 N 535000 1 2.75 2541.25 90042 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 688 18.75 3YR 12/1/2011 6 3 1 7.125 1103641193 CONDO 1 NOO PURCHASE N 8.375 8.375 156000 156000 1/1/2007 12/1/2036 1088.75 360 80 IL 2/1/2007 N 196000 1 2.75 1088.75 61801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 195000 29250 95 636 47.48 NO-PREPAY 12/1/2011 6 3 1 8.375 1103641194 CONDO 1 NOO PURCHASE N 8.375 8.375 132000 132000 1/1/2007 12/1/2036 921.25 360 80 IL 2/1/2007 N 170000 1 2.75 921.25 61801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 165000 24750 95 636 47.48 NO-PREPAY 12/1/2011 6 3 1 8.375 1103641230 2-4FAMILY 2 OO REFI Y 7.99 7.99 510000 510000 2/1/2007 1/1/2037 3395.75 360 85 CA 2/1/2007 N 600000 1 3.5 3395.75 90255 12/21/2006 2 PA0405EI_ARM-INTONLY 22 0 0 85 768 44.9 3YR 1/1/2012 6 3 1 3.5 1103641304 SFR 1 NOO REFI Y 6.375 6.375 240000 240000 2/1/2007 1/1/2037 1275 360 75 HI 2/1/2007 N 320000 1 3 1275 96792 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 75 698 30.31 NO-PREPAY 1/1/2010 6 3 1 3 1103641339 SFR 1 OO REFI Y 6.875 6.875 128000 128000 2/1/2007 1/1/2037 733.33 360 80 CA 2/1/2007 N 160000 1 0 733.33 93307 12/28/2006 2 PF2630I_FIX-INTONLY 0 0 0 80 637 40.15 3YR 0 0 0 0 1103641369 SFR 1 OO PURCHASE N 7 7 439200 439200 2/1/2007 1/1/2037 2562 360 80 CA 2/1/2007 N 549000 1 3 2562 91342 12/21/2006 2 PA0605EI_ARM-INTONLY 0 549000 109800 100 722 38.06 3YR 1/1/2012 6 3 1 3 1103641411 SFR 1 OO REFI Y 6.375 6.375 203500 203500 2/1/2007 1/1/2037 1081.09 360 69.94 FL 2/1/2007 N 291000 1 3 1081.09 32533 1/3/2007 1 PA1607EI_ARM-INTONLY 0 0 0 69.94 655 15.69 1YR 1/1/2014 6 3 1 3 0000000000 SFR 1 NOO REFI Y 6.25 6.25 390000 389629.93 2/1/2007 1/1/2037 2401.3 360 60 CA 2/1/2007 N 650000 1 0 2401.3 95076 1/3/2007 7 SF1630_FIXEDRATE 0 0 0 60 683 0 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 7.5 7.5 256000 256000 2/1/2007 1/1/2037 1600 360 80 CA 2/1/2007 N 365000 1 3 1600 92571 12/29/2006 2 PA1605EI_ARM-INTONLY 0 320000 64000 100 669 41.21 3YR 1/1/2012 6 3 1 3 1103641486 SFR 1 OO REFI Y 6.25 6.25 202000 202000 2/1/2007 1/1/2037 1052.08 360 67.34 CA 2/1/2007 N 300000 1 3 1052.08 92345 12/28/2006 12 SA1605EI_ARM-INTONLY 0 0 0 67.34 693 0 1YR 1/1/2012 6 3 1 3 1103641539 D-PUDS 1 NOO REFI N 6.625 6.625 185000 184836.77 2/1/2007 1/1/2037 1184.58 360 58.74 CA 2/1/2007 N 315000 1 0 1184.58 93312 1/9/2007 2 PF1630_FIXEDRATE 0 0 0 58.74 663 40.67 3YR 0 0 0 0 1103641542 SFR 1 OO REFI N 7.375 7.375 101000 100923.14 2/1/2007 1/1/2037 697.59 360 77.7 PA 2/1/2007 N 130000 1 0 697.59 17756 12/27/2006 7 SF0630_FIXEDRATE 0 0 0 77.7 695 0 3YR 0 0 0 0 1103641559 SFR 1 OO PURCHASE N 7.125 7.125 163000 163000 2/1/2007 1/1/2037 967.81 360 80 CA 2/1/2007 N 210000 1 3 967.81 92314 12/29/2006 2 PA1605EI_ARM-INTONLY 0 203750 40750 100 680 46.64 2YR 1/1/2012 6 3 1 3 1103641600 SFR 1 OO REFI Y 7.25 7.25 366400 365826.63 1/1/2007 12/1/2036 2499.49 360 80 NJ 2/1/2007 N 458000 1 0 2499.49 07461 12/28/2006 12 SF0630_FIXEDRATE 0 0 0 80 771 0 NO-PREPAY 0 0 0 0 1103641602 SFR 1 OO PURCHASE N 7.5 7.5 226600 226260.49 1/1/2007 12/1/2036 1416.25 360 80 NY 2/1/2007 N 286000 1 0 1416.25 12550 12/28/2006 12 XF0630I_FIX-INTONLY 0 283250 56650 100 760 0 NO-PREPAY 0 0 0 0 1103641608 2-4FAMILY 2 NOO REFI Y 7 7 720000 718816.2 1/1/2007 12/1/2036 4790.18 360 40 NY 2/1/2007 N 1800000 1 0 4790.18 11232 12/28/2006 8 BF0230_FIXEDRATE 0 0 0 40 775 0 NO-PREPAY 0 0 0 0 1103641609 SFR 1 OO REFI Y 6.25 6.25 178700 178360 1/1/2007 12/1/2036 1100.29 360 30.82 NJ 2/1/2007 N 580000 1 0 1100.29 07649 12/28/2006 8 SF0630_FIXEDRATE 0 0 0 30.82 752 0 NO-PREPAY 0 0 0 0 1103641610 2-4FAMILY 3 OO PURCHASE N 6.375 6.375 420000 419219.93 1/1/2007 12/1/2036 2620.25 360 80 NY 2/1/2007 N 690000 1 0 2620.25 11221 12/28/2006 2 PF0630_FIXEDRATE 0 525000 105000 100 688 23.17 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XX XXXXXXXX N 8.25 8.25 391760 391760 1/1/2007 12/1/2036 2693.35 360 80 NY 2/1/2007 N 494000 1 0 2693.35 10456 12/28/2006 12 XF0630I_FIX-INTONLY 0 489700 97940 100 740 0 NO-PREPAY 0 0 0 0 1103641612 SFR 1 OO REFI Y 6.375 6.375 885000 883356.27 1/1/2007 12/1/2036 5521.25 360 40.23 NJ 2/1/2007 N 2200000 1 0 5521.25 07458 12/28/2006 12 BF0230_FIXEDRATE 0 0 550220 65.24 791 0 NO-PREPAY 0 0 0 0 1103641622 SFR 1 OO REFI N 6.25 6.25 248000 247528.15 1/1/2007 12/1/2036 1526.98 360 80 WA 2/1/2007 N 310000 1 0 1526.98 98021 12/28/2006 1 PF1630_FIXEDRATE 0 0 32984 90.64 655 42 NO-PREPAY 0 0 0 0 1103641643 SFR 1 OO REFI Y 7 7 207920 207920 2/1/2007 1/1/2037 1212.87 360 79.36 OR 2/1/2007 N 262000 1 2.5 1212.87 97306 1/2/2007 1 PA0605EI_ARM-INTONLY 0 0 0 79.36 721 18.07 3YR 1/1/2012 6 3 1 2.5 1103641709 D-PUDS 1 OO PURCHASE N 5.75 5.75 332000 332000 2/1/2007 1/1/2037 1590.83 360 80 CA 2/1/2007 N 415000 1 3 1590.83 92883 12/29/2006 2 PA0605EI_ARM-INTONLY 0 415000 83000 100 709 37.21 2YR 1/1/2012 6 3 1 3 1103641834 SFR 1 NOO PURCHASE N 13 13 25400 25400 2/1/2007 1/1/2022 275.17 180 14.95 MS 2/1/2007 Y 170000 2 0 275.17 39503 12/29/2006 2 TB0630I_BALLOON-INTONLY 0 169900 0 89.94 709 41.92 NO-PREPAY 0 0 0 0 1103641919 SFR 1 OO REFI Y 7.625 7.625 123900 123900 3/1/2007 2/1/2037 876.96 360 70 FL 2/1/2007 N 177000 1 0 876.96 32566 1/31/2007 12 SF2630_FIXEDRATE 0 0 0 70 677 0 3YR 0 0 0 0 1103642004 SFR 1 OO REFI N 6.5 6.5 558400 558400 1/1/2007 12/1/2036 3024.67 360 80 CA 2/1/2007 N 698000 1 2.25 3024.67 95713 12/28/2006 2 PA0602EI_ARM-INTONLY 0 0 69591 89.97 764 38.48 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642005 SFR 1 OO PURCHASE N 6.125 6.125 424000 424000 1/1/2007 12/1/2036 2164.17 360 80 CA 2/1/2007 N 530000 1 2.25 2164.17 94544 12/28/2006 2 PA0602EI_ARM-INTONLY 0 530000 106000 100 689 37.06 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642006 SFR 1 OO PURCHASE N 6.625 6.625 560000 560000 1/1/2007 12/1/2036 3091.67 360 80 CA 2/1/2007 N 750000 1 2.25 3091.67 94403 12/28/2006 2 PA0602EI_ARM-INTONLY 0 700000 140000 100 701 44.05 NO-PREPAY 12/1/2008 6 3 1 2.25 0000000000 SFR 1 OO PURCHASE N 6.625 6.625 375920 375920 1/1/2007 12/1/2036 2075.39 360 80 NV 2/1/2007 N 519000 1 2.25 2075.39 89074 12/28/2006 2 PA0602EI_ARM-INTONLY 0 469900 93980 100 705 34.09 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642010 SFR 1 OO PURCHASE N 6.5 6.5 768000 766515.99 1/1/2007 12/1/2036 4160 360 80 CA 2/1/2007 N 960000 1 2.25 4160 94610 12/28/2006 2 PA0602EI_ARM-INTONLY 0 960000 144000 95 785 37.34 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642045 D-PUDS 1 OO REFI N 6.625 6.625 343200 343200 2/1/2007 1/1/2037 1894.75 360 80 CA 2/1/2007 N 429000 1 0 1894.75 92585 1/3/2007 1 PF0630I_FIX-INTONLY 0 0 37500 88.75 692 42 NO-PREPAY 0 0 0 0 1103642092 SFR 1 OO REFI Y 7.625 7.625 492000 492000 12/1/2006 11/1/2036 3126.25 360 80 CA 2/1/2007 N 615000 1 2.75 3126.25 91342 12/21/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 684 0 3YR 11/1/2011 5 5 1 2.75 1103642094 PUD 1 OO REFI Y 6.875 6.875 435500 434766.17 1/1/2007 12/1/2036 2860.92 360 65 FL 2/1/2007 N 670000 1 2.25 2860.92 33647 12/21/2006 12 SA1605E_ARM 0 0 0 65 667 0 3YR 12/1/2011 5 5 1 2.25 1103642095 SFR 1 OO REFI Y 5.75 5.75 205000 205000 1/1/2007 12/1/2036 982.29 360 43.16 CA 2/1/2007 N 475000 1 2.25 982.29 90037 12/21/2006 12 SA1605EI_ARM-INTONLY 0 0 0 43.16 664 0 3YR 12/1/2011 5 5 1 2.25 1103642096 SFR 1 OO REFI Y 6.5 6.5 248000 248000 1/1/2007 12/1/2036 1343.33 360 61.24 CA 2/1/2007 N 405000 1 2.75 1343.33 91766 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 61.24 684 38.4 3YR 12/1/2011 5 5 1 2.75 1103642097 SFR 1 OO REFI Y 6.5 6.5 417000 417000 1/1/2007 12/1/2036 2258.75 360 64.16 CA 2/1/2007 N 650000 1 2.25 2258.75 90620 12/21/2006 12 BA0205EI_ARM-INTONLY 0 0 33000 69.24 684 0 3YR 12/1/2011 5 5 1 2.25 1103642099 SFR 1 OO PURCHASE N 6.875 6.875 212000 212000 1/1/2007 12/1/2036 1214.58 360 80 CA 2/1/2007 N 269000 1 2.25 1214.58 92543 12/21/2006 17 PA0605EI_ARM-INTONLY 0 265000 53000 100 705 41.24 3YR 12/1/2011 5 5 1 2.25 1103642201 D-PUDS 1 OO REFI Y 11.625 11.625 263150 263150 2/1/2007 1/1/2037 2549.27 360 95 NV 2/1/2007 N 277000 1 4.25 2549.27 89148 1/5/2007 7 EA1602EI_ARM-INTONLY 30 0 0 95 676 0 3YR 1/1/2009 6 3 1 5.625 1103642204 SFR 1 OO REFI Y 6.625 6.625 613600 613600 2/1/2007 1/1/2037 3387.58 360 80 CA 2/1/2007 N 767000 1 3 3387.58 92886 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 80 716 45.97 2YR 1/1/2010 6 3 1 3 0000000000 2-4FAMILY 3 NOO REFI N 6.875 6.875 313000 313000 1/1/2007 12/1/2036 1793.23 360 63.62 CA 2/1/2007 N 492000 1 2.25 1793.23 95207 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 63.62 670 32.17 1YR 12/1/2011 6 6 2 2.25 1103642225 SFR 1 NOO REFI Y 7.25 7.25 450000 450000 1/1/2007 12/1/2036 2718.75 360 75 CA 2/1/2007 N 600000 1 2.25 2718.75 91405 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 699 51 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642226 SFR 1 OO REFI Y 6.625 6.625 450000 449964.92 1/1/2007 12/1/2036 2484.38 360 74.39 CA 2/1/2007 N 605000 1 2.25 2484.38 93551 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.39 702 31.48 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642227 SFR 1 OO PURCHASE N 6.5 6.5 1000000 1000000 1/1/2007 12/1/2036 5416.67 360 76.93 CA 2/1/2007 N 1350000 1 2.25 5416.67 93021 12/27/2006 2 PA0605EI_ARM-INTONLY 0 1300000 0 76.93 791 31.73 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642228 SFR 1 OO PURCHASE N 6.875 6.875 239200 237830 1/1/2007 12/1/2036 1370.42 360 80 CA 2/1/2007 N 300000 1 2.25 1370.42 92325 12/27/2006 1 PA2605EI_ARM-INTONLY 0 299000 59800 100 631 39.8 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642229 SFR 1 OO REFI N 6.75 6.75 380000 380000 1/1/2007 12/1/2036 2137.5 360 80 CA 2/1/2007 N 475000 1 2.25 2137.5 93458 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 44983 89.48 698 43.26 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642230 SFR 1 OO REFI Y 6.75 6.75 270000 270000 1/1/2007 12/1/2036 1518.75 360 54 CA 2/1/2007 N 500000 1 2.25 1518.75 94805 12/27/2006 12 XA2605EI_ARM-INTONLY 0 0 0 54 628 0 NO-PREPAY 12/1/2011 6 6 2 2.25 0000000000 CONDO 1 NOO REFI Y 6.5 6.5 150000 150000 1/1/2007 12/1/2036 812.5 360 28.58 CA 2/1/2007 N 525000 1 2.25 812.5 93111 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 28.58 715 35.67 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642232 SFR 1 OO PURCHASE N 6.25 6.25 641000 641000 1/1/2007 12/1/2036 3338.54 360 68.12 CA 2/1/2007 N 941000 1 2.25 3338.54 94925 12/27/2006 2 PA1605EI_ARM-INTONLY 0 941000 0 68.12 672 33.87 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642233 PUD 1 OO PURCHASE N 6.75 6.75 922300 922300 1/1/2007 12/1/2036 5187.94 360 80 CA 2/1/2007 N 1153000 1 2.25 5187.94 94952 12/27/2006 2 PA0605EI_ARM-INTONLY 0 1152934 172479 94.96 691 43.95 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642234 SFR 1 OO PURCHASE N 6.625 6.625 304000 304000 1/1/2007 12/1/2036 1678.33 360 80 CA 2/1/2007 N 401000 1 2.25 1678.33 93706 12/27/2006 2 PA0605EI_ARM-INTONLY 0 380000 38000 90 688 43.91 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642235 SFR 1 OO PURCHASE N 6.375 6.375 692000 691952.37 1/1/2007 12/1/2036 3676.25 360 80 CA 2/1/2007 N 980000 1 2.25 3676.25 94610 12/27/2006 2 PA1605EI_ARM-INTONLY 0 865000 173000 100 679 39.3 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642236 SFR 1 OO REFI N 6.625 6.625 730000 730000 1/1/2007 12/1/2036 4030.21 360 75.26 CA 2/1/2007 N 970000 1 2.25 4030.21 94030 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75.26 652 39.43 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642237 CONDO 1 OO PURCHASE N 6.25 6.25 231200 231200 1/1/2007 12/1/2036 1204.17 360 80 CA 2/1/2007 N 290000 1 2.25 1204.17 92111 12/27/2006 2 PA0605EI_ARM-INTONLY 0 289000 57800 100 784 32.76 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642238 SFR 1 OO REFI Y 6.75 6.75 356000 356000 1/1/2007 12/1/2036 2002.5 360 80 CA 2/1/2007 N 445000 1 2.25 2002.5 92508 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 54958 92.36 686 40.64 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642239 2-4FAMILY 4 NOO REFI Y 7.25 7.25 862500 862500 1/1/2007 12/1/2036 5210.94 360 75 CA 2/1/2007 N 1150000 1 2.75 5210.94 94952 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 709 43.9 NO-PREPAY 12/1/2011 6 6 2 2.75 1103642240 CONDO 1 OO PURCHASE N 6.625 6.625 155700 155699.59 1/1/2007 12/1/2036 859.59 360 79.99 NV 2/1/2007 N 197000 1 2.25 859.59 89149 12/27/2006 2 PA0605EI_ARM-INTONLY 0 194670 38915 99.98 685 42.4 3YR 12/1/2011 6 6 2 2.25 1103642241 SFR 1 OO REFI Y 6.625 6.625 411450 411450 1/1/2007 12/1/2036 2271.55 360 65 CA 2/1/2007 N 633000 1 2.25 2271.55 94545 12/27/2006 7 PA0605EI_ARM-INTONLY 0 0 157554 89.89 761 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642242 SFR 1 OO PURCHASE N 7.125 7.125 512000 512000 1/1/2007 12/1/2036 3040 360 80 CA 2/1/2007 N 660000 1 2.25 3040 91354 12/27/2006 2 PA1605EI_ARM-INTONLY 0 640000 128000 100 650 33.56 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642281 SFR 1 NOO REFI N 6 6 220000 220000 2/1/2007 1/1/2037 1100 360 55 CA 2/1/2007 N 400000 1 0 1100 92253 1/8/2007 2 PF0630I_FIX-INTONLY 0 0 0 55 707 40 2YR 0 0 0 0 1103642295 SFR 1 NOO REFI Y 7.875 7.875 330000 330000 12/1/2006 11/1/2036 2165.63 360 75 NY 2/1/2007 N 440000 1 0 2165.63 11575 1/4/2007 8 SF2630I_FIX-INTONLY 0 0 0 75 661 0 1YR 0 0 0 0 1103642296 HI-RISE 1 NOO PURCHASE N 7.75 7.75 1939000 1939000 12/1/2006 11/1/2036 12522.71 360 70 NY 2/1/2007 N 2780000 1 0 12522.71 10022 1/4/2007 8 XF0630I_FIX-INTONLY 0 2770036 0 70 757 0 1YR 0 0 0 0 1103642309 2-4FAMILY 4 NOO PURCHASE N 8 8 94400 94208.72 12/1/2006 11/1/2036 692.67 360 80 NY 2/1/2007 N 118000 1 0 692.67 14207 1/10/2007 8 SF0630_FIXEDRATE 0 118000 0 80 736 0 3YR 0 0 0 0 1103642312 2-4FAMILY 3 NOO REFI Y 7.25 7.25 546000 544714.48 12/1/2006 11/1/2036 3724.68 360 65 NY 2/1/2007 N 840000 1 0 3724.68 11105 1/4/2007 8 SF2630_FIXEDRATE 0 0 0 65 657 0 1YR 0 0 0 0 1103642316 2-4FAMILY 2 NOO REFI Y 8.25 8.25 942500 940684.58 12/1/2006 11/1/2036 7080.69 360 65 NY 2/1/2007 N 1450000 1 0 7080.69 11238 1/4/2007 8 BF2230_FIXEDRATE 0 0 0 65 647 0 1YR 0 0 0 0 1103642320 2-4FAMILY 3 NOO REFI Y 7 7 380000 379060.09 12/1/2006 11/1/2036 2528.15 360 69.1 NY 2/1/2007 N 550000 1 0 2528.15 10462 1/4/2007 8 SF0630_FIXEDRATE 0 0 0 69.1 729 0 1YR 0 0 0 0 0000000000 2-4FAMILY 2 OO REFI Y 7.375 7.375 150000 149771.03 1/1/2007 12/1/2036 1036.01 360 31.58 NY 2/1/2007 N 475000 1 0 1036.01 11203 1/4/2007 12 BF2230_FIXEDRATE 0 0 0 31.58 634 0 1YR 0 0 0 0 1103642324 SFR 1 OO REFI Y 7.125 7.125 225000 224639.07 1/1/2007 12/1/2036 1515.87 360 51.37 NY 2/1/2007 N 438000 1 0 1515.87 11580 1/4/2007 8 SF2630_FIXEDRATE 0 0 0 51.37 664 0 1YR 0 0 0 0 1103642327 SFR 1 NOO REFI Y 8.25 8.25 330000 329577.69 1/1/2007 12/1/2036 2479.18 360 55 NY 2/1/2007 N 600000 1 0 2479.18 11726 1/4/2007 8 XF3630_FIXEDRATE 0 0 0 55 624 0 1YR 0 0 0 0 1103642329 SFR 1 OO REFI Y 6.875 6.875 185000 184844.58 2/1/2007 1/1/2037 1215.32 360 48.06 NY 2/1/2007 N 385000 1 0 1215.32 11752 1/4/2007 8 SF0630_FIXEDRATE 0 0 0 48.06 686 0 1YR 0 0 0 0 1103642331 2-4FAMILY 3 NOO REFI Y 7 7 507000 502173.27 12/1/2006 11/1/2021 4557.06 180 65 NY 2/1/2007 N 780000 1 0 4557.06 11354 1/4/2007 8 SF2615_FIXEDRATE 0 0 0 65 639 0 1YR 0 0 0 0 1103642333 2-4FAMILY 2 NOO REFI Y 6.875 6.875 165000 163412.2 12/1/2006 11/1/2021 1471.56 180 23.58 NY 2/1/2007 N 700000 1 0 1471.56 11355 1/4/2007 8 SF2615_FIXEDRATE 0 0 0 23.58 669 0 1YR 0 0 0 0 1103642357 SFR 1 NOO PURCHASE N 7 7 476250 476250 2/1/2007 1/1/2037 2778.13 360 75 CA 2/1/2007 N 635000 1 3 2778.13 94044 1/5/2007 2 PA0603EI_ARM-INTONLY 0 635000 95250 90 738 32.88 6MO 1/1/2010 6 3 1 3 1103642372 SFR 1 2ND REFI Y 5.625 5.625 270000 270000 2/1/2007 1/1/2037 1265.63 360 75 CA 2/1/2007 N 360000 1 3 1265.63 92122 1/3/2007 2 PA0603EI_ARM-INTONLY 0 0 41700 86.59 721 39.6 NO-PREPAY 1/1/2010 6 3 1 3 1103642375 SFR 1 NOO PURCHASE N 7.875 7.875 139300 139107.65 1/1/2007 12/1/2036 1010.02 360 70 NJ 2/1/2007 N 241000 1 0 1010.02 08250 12/29/2006 12 XF0630_FIXEDRATE 0 199000 39800 90 725 0 NO-PREPAY 0 0 0 0 1103642376 SFR 1 OO REFI Y 6.875 6.875 489250 488425.59 1/1/2007 12/1/2036 3214.02 360 59.67 NY 2/1/2007 N 820000 1 0 3214.02 10512 1/3/2007 12 BF2230_FIXEDRATE 0 0 289706 95 680 0 1YR 0 0 0 0 1103642377 SFR 1 OO PURCHASE N 7.125 7.125 239200 238816.3 1/1/2007 12/1/2036 1611.53 360 80 NJ 2/1/2007 N 300000 1 0 1611.53 08723 12/29/2006 17 PF1630_FIXEDRATE 0 299000 0 80 678 42.245 NO-PREPAY 0 0 0 0 1103642378 SFR 1 OO REFI Y 7.75 7.75 160000 159719.33 1/1/2007 12/1/2036 1146.26 360 80 FL 2/1/2007 N 200000 1 0 1146.26 32953 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 80 695 28.677 NO-PREPAY 0 0 0 0 1103642379 SFR 1 OO REFI Y 6.5 6.5 432000 431216.82 1/1/2007 12/1/2036 2730.53 360 80 NY 2/1/2007 N 540000 1 0 2730.53 11793 12/29/2006 2 XF1630_FIXEDRATE 0 0 0 80 647 51.523 1YR 0 0 0 0 1103642380 SFR 1 OO REFI Y 6.75 6.75 200000 199654.63 1/1/2007 12/1/2036 1297.2 360 66.67 NJ 2/1/2007 N 300000 1 0 1297.2 08753 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 66.67 730 34.597 NO-PREPAY 0 0 0 0 1103642382 SFR 1 OO REFI Y 7.25 7.25 320000 319499.24 1/1/2007 12/1/2036 2182.96 360 79.02 NJ 2/1/2007 N 405000 1 0 2182.96 08050 12/29/2006 2 PF1630_FIXEDRATE 0 0 0 79.02 643 35.11 NO-PREPAY 0 0 0 0 1103642383 SFR 1 OO REFI Y 6.875 6.875 120000 119797.8 1/1/2007 12/1/2036 788.31 360 48 NJ 2/1/2007 N 250000 1 0 788.31 08757 12/29/2006 1 PF1630_FIXEDRATE 0 0 0 48 669 21.663 NO-PREPAY 0 0 0 0 1103642384 SFR 1 OO REFI Y 7.375 7.375 384000 383413.82 1/1/2007 12/1/2036 2652.19 360 78.37 NY 2/1/2007 N 490000 1 0 2652.19 11766 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 78.37 730 35.472 1YR 0 0 0 0 1103642385 2-4FAMILY 2 OO REFI Y 7.25 7.25 400000 399236.77 1/1/2007 12/1/2036 2728.71 360 80 NJ 2/1/2007 N 500000 1 0 2728.71 07644 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 80 701 48.223 NO-PREPAY 0 0 0 0 1103642386 SFR 1 NOO PURCHASE N 8.5 8.5 262500 262180.83 1/1/2007 12/1/2036 2018.4 360 70 FL 2/1/2007 N 375000 1 0 2018.4 33625 12/29/2006 12 XF0630_FIXEDRATE 0 375000 75000 90 710 0 2YR 0 0 0 0 1103642387 2-4FAMILY 4 NOO PURCHASE N 7.25 7.25 188800 188504.55 1/1/2007 12/1/2036 1287.95 360 80 WI 2/1/2007 N 238000 1 0 1287.95 53218 12/29/2006 1 PF1630_FIXEDRATE 0 236000 0 80 660 29.092 3YR 0 0 0 0 1103642388 SFR 1 OO REFI Y 7.375 7.375 324000 323505.4 1/1/2007 12/1/2036 2237.79 360 80 NY 2/1/2007 N 405000 1 0 2237.79 11704 12/29/2006 2 PF0630_FIXEDRATE 0 0 60750 95 699 40.52 1YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.5 6.5 352000 351681.79 2/1/2007 1/1/2037 2224.88 360 80 NJ 2/1/2007 N 440000 1 0 2224.88 07712 12/29/2006 17 PF0630_FIXEDRATE 0 440000 0 80 756 45.27 NO-PREPAY 0 0 0 0 1103642390 2-4FAMILY 2 OO PURCHASE N 7.5 7.5 440000 439971.36 1/1/2007 12/1/2036 2750 360 80 NY 2/1/2007 N 550000 1 0 2750 10550 12/29/2006 2 PF0630I_FIX-INTONLY 0 550000 110000 100 782 34.074 1YR 0 0 0 0 1103642391 SFR 1 OO PURCHASE N 7.5 7.5 329600 329600 1/1/2007 12/1/2036 2060 360 80 NY 2/1/2007 N 412000 1 0 2060 10704 12/29/2006 8 SF0630I_FIX-INTONLY 0 412500 82400 100 726 0 1YR 0 0 0 0 1103642393 2-4FAMILY 2 OO PURCHASE N 8.875 8.875 304850 304850 1/1/2007 12/1/2036 2254.62 360 80 NY 2/1/2007 N 382000 1 0 2254.62 10460 12/29/2006 17 PF0630I_FIX-INTONLY 0 381100 76220 100 751 40.724 NO-PREPAY 0 0 0 0 1103642394 2-4FAMILY 4 OO REFI Y 7.65 7.65 508000 507677.07 1/1/2007 12/1/2036 3399.45 360 80 NY 2/1/2007 Y 635000 1 0 3399.45 11212 12/29/2006 2 PB0640_BALLOON 0 0 31750 85 748 36.841 1YR 0 0 0 0 1103642517 SFR 1 OO PURCHASE N 6.5 6.5 455000 455000 1/1/2007 12/1/2036 2464.58 360 79.14 CA 2/1/2007 N 585000 1 3.25 2464.58 94550 12/28/2006 2 XA1605DI_ARM-INTONLY 0 575000 0 79.14 655 44.98 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642518 2-4FAMILY 4 NOO REFI Y 6.25 6.25 380000 380000 1/1/2007 12/1/2036 1979.17 360 40.87 CA 2/1/2007 N 930000 1 3.25 1979.17 92805 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 40.87 709 20.24 3YR 12/1/2011 5 5 2 3.25 1103642519 PUD 1 OO REFI Y 6.375 6.375 207000 206805.44 1/1/2007 12/1/2036 1099.69 360 55.95 CA 2/1/2007 N 370000 1 3.25 1099.69 93446 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 55.95 697 0 3YR 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO PURCHASE N 7 7 252000 252000 1/1/2007 12/1/2036 1470 360 80 CA 2/1/2007 N 315000 1 3.25 1470 95206 12/28/2006 2 XA1605DI_ARM-INTONLY 0 315000 63000 100 676 41.46 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642521 SFR 1 OO PURCHASE N 6.5 6.5 417000 417000 1/1/2007 12/1/2036 2258.75 360 78.68 CA 2/1/2007 N 530000 1 3.25 2258.75 94565 12/28/2006 2 XA0605DI_ARM-INTONLY 0 530000 113049 100 706 42.94 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642522 SFR 1 OO PURCHASE N 6.875 6.875 482400 482400 1/1/2007 12/1/2036 2763.75 360 80 CA 2/1/2007 N 605000 1 3.25 2763.75 90250 12/28/2006 8 XA1605DI_ARM-INTONLY 0 603000 120600 100 668 0 3YR 12/1/2011 5 5 2 3.25 1103642523 SFR 1 OO REFI Y 6.375 6.375 345000 345000 1/1/2007 12/1/2036 1832.81 360 75 CA 2/1/2007 N 460000 1 3.25 1832.81 92316 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 46000 85 697 0 3YR 12/1/2011 5 5 2 3.25 1103642524 PUD 1 OO PURCHASE N 6 6 167200 167200 1/1/2007 12/1/2036 836 360 80 PA 2/1/2007 N 214000 1 2.25 836 19320 12/28/2006 1 XA1605DI_ARM-INTONLY 0 209000 41800 100 676 44.22 3YR 12/1/2011 5 5 2 2.25 1103642526 CONDO 1 OO PURCHASE N 6.25 6.25 228000 228000 1/1/2007 12/1/2036 1187.5 360 80 CA 2/1/2007 N 300000 1 3.25 1187.5 92127 12/28/2006 1 XA1605DI_ARM-INTONLY 0 285000 57000 100 642 40.46 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642527 SFR 1 NOO REFI N 6.375 6.375 393000 393000 1/1/2007 12/1/2036 2087.81 360 64.43 CA 2/1/2007 N 610000 1 3.25 2087.81 92563 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 64.43 705 0 3YR 12/1/2011 5 5 2 3.25 1103642528 SFR 1 OO PURCHASE N 6.375 6.375 248000 248000 1/1/2007 12/1/2036 1317.5 360 80 CA 2/1/2007 N 340000 1 3.25 1317.5 92544 12/28/2006 2 XA0605DI_ARM-INTONLY 0 310000 62000 100 747 40.95 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642529 PUD 1 OO REFI Y 5.875 5.875 225000 223928.4 1/1/2007 12/1/2036 1101.56 360 69.24 CA 2/1/2007 N 325000 1 2.25 1101.56 94589 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 69.24 799 27.5 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642530 SFR 1 OO REFI N 6.625 6.625 504000 504000 1/1/2007 12/1/2036 2782.5 360 70 CA 2/1/2007 N 720000 1 3.25 2782.5 92703 12/28/2006 12 XA1605DI_ARM-INTONLY 0 0 0 70 678 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642531 SFR 1 NOO REFI Y 6.875 6.875 544000 543916.67 1/1/2007 12/1/2036 3116.67 360 80 CA 2/1/2007 N 680000 1 3.25 3116.67 94578 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 733 40.75 1YR 12/1/2011 5 5 2 3.25 1103642532 PUD 1 OO PURCHASE N 6.625 6.625 565609 565609 1/1/2007 12/1/2036 3122.63 360 80 VA 2/1/2007 N 735000 1 3.25 3122.63 22191 12/28/2006 8 XA0605DI_ARM-INTONLY 0 707012 105981 94.99 708 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642533 SFR 1 OO REFI Y 6.75 6.75 273750 273750 1/1/2007 12/1/2036 1539.84 360 75 CA 2/1/2007 N 365000 1 3.25 1539.84 95360 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 54750 90 682 39.66 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642534 CONDO 1 OO PURCHASE N 6.375 6.375 116000 116000 1/1/2007 12/1/2036 616.25 360 80 NJ 2/1/2007 N 145000 1 2.25 616.25 08823 12/28/2006 1 XA0605DI_ARM-INTONLY 0 145000 29000 100 729 37.32 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642535 PUD 1 NOO REFI N 6.875 6.875 209000 209000 2/1/2007 1/1/2037 1197.4 360 74.65 FL 2/1/2007 N 280000 1 3.25 1197.4 32246 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 74.65 713 44.6 1YR 1/1/2012 5 5 2 3.25 1103642536 CONDO 1 OO PURCHASE N 6.5 6.5 240000 240000 1/1/2007 12/1/2036 1300 360 80 CA 2/1/2007 N 300000 1 3.25 1300 91762 12/28/2006 2 XA1605DI_ARM-INTONLY 0 300000 60000 100 661 41.62 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 CONDO 1 OO PURCHASE N 7 7 480000 480000 1/1/2007 12/1/2036 2800 360 80 CA 2/1/2007 N 615000 1 3.25 2800 94582 12/28/2006 2 XA0605DI_ARM-INTONLY 0 600000 120000 100 780 42.45 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642539 PUD 1 OO PURCHASE N 6.5 6.5 173600 173600 1/1/2007 12/1/2036 940.33 360 80 AZ 2/1/2007 N 225000 1 3.25 940.33 85323 12/28/2006 8 XA0605DI_ARM-INTONLY 0 217000 43400 100 687 0 3YR 12/1/2011 5 5 2 3.25 1103642540 CONDO 1 OO REFI N 6.375 6.375 301500 301500 1/1/2007 12/1/2036 1601.72 360 79.35 CA 2/1/2007 N 380000 1 3.25 1601.72 92126 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 73910 98.8 745 46.26 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642542 SFR 1 OO REFI N 6.375 6.375 412500 412500 2/1/2007 1/1/2037 2191.41 360 75 CA 2/1/2007 N 550000 1 3.25 2191.41 94931 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 55000 85 695 34.45 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642544 SFR 1 OO REFI Y 6.625 6.625 664000 664000 1/1/2007 12/1/2036 3665.83 360 80 CA 2/1/2007 N 830000 1 3.25 3665.83 95117 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 672 42.43 3YR 12/1/2011 5 5 2 3.25 1103642545 SFR 1 2ND PURCHASE N 7.5 7.5 708000 708000 1/1/2007 12/1/2036 4425 360 80 CA 2/1/2007 N 925000 1 3.25 4425 92084 12/28/2006 2 XA0605DI_ARM-INTONLY 0 885000 88500 90 788 35.12 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO PURCHASE N 6.875 6.875 142400 142400 1/1/2007 12/1/2036 815.83 360 80 NH 2/1/2007 N 178000 1 3.25 815.83 03103 12/28/2006 1 XA2605DI_ARM-INTONLY 0 178000 35600 100 633 48.92 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642547 SFR 1 NOO REFI Y 6.25 6.25 270000 270000 1/1/2007 12/1/2036 1406.25 360 63.53 CA 2/1/2007 N 425000 1 3.25 1406.25 90059 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 63.53 728 40.02 3YR 12/1/2011 5 5 2 3.25 1103642548 SFR 1 OO REFI Y 6.375 6.375 350000 350000 1/1/2007 12/1/2036 1859.38 360 58.34 CA 2/1/2007 N 600000 1 3.25 1859.38 92307 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 58.34 739 0 3YR 12/1/2011 5 5 2 3.25 1103642549 SFR 1 NOO REFI Y 7.75 7.75 206250 206250 2/1/2007 1/1/2037 1332.03 360 75 CT 2/1/2007 N 275000 1 3.25 1332.03 06513 12/28/2006 2 XA2605DI_ARM-INTONLY 0 0 0 75 628 29.03 1YR 1/1/2012 5 5 2 3.25 1103642550 PUD 1 NOO REFI Y 6.25 6.25 392000 392000 1/1/2007 12/1/2036 2041.67 360 70 CA 2/1/2007 N 560000 1 3.25 2041.67 92129 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 70 741 45.19 3YR 12/1/2011 5 5 2 3.25 1103642551 CONDO 1 OO PURCHASE N 6.875 6.875 182478 182314.18 1/1/2007 12/1/2036 1045.45 360 80 NJ 2/1/2007 N 229000 1 3.25 1045.45 08075 12/28/2006 1 XA0605DI_ARM-INTONLY 0 228123 45602 99.99 719 44 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642552 SFR 1 OO REFI Y 6.5 6.5 200000 200000 1/1/2007 12/1/2036 1083.33 360 41.03 CA 2/1/2007 N 487500 1 3.25 1083.33 94954 12/28/2006 12 XA2605DI_ARM-INTONLY 0 0 0 41.03 634 0 NO-PREPAY 12/1/2011 5 5 2 3.25 0000000000 SFR 1 OO REFI Y 6.375 6.375 450000 450000 1/1/2007 12/1/2036 2390.63 360 46.16 NH 2/1/2007 N 975000 1 3.25 2390.63 03801 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 46.16 715 34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642554 SFR 1 OO PURCHASE N 6.5 6.5 196000 195950 1/1/2007 12/1/2036 1061.67 360 80 AZ 2/1/2007 N 246000 1 3.25 1061.67 85015 12/28/2006 2 XA0605DI_ARM-INTONLY 0 245000 49000 100 751 37.34 3YR 12/1/2011 5 5 2 3.25 1103642556 SFR 1 OO REFI Y 6.75 6.75 304000 304000 1/1/2007 12/1/2036 1710 360 80 CT 2/1/2007 N 380000 1 2.25 1710 06234 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 709 41 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642557 SFR 1 OO REFI Y 6.75 6.75 397500 397500 1/1/2007 12/1/2036 2235.94 360 75 CA 2/1/2007 N 530000 1 3.25 2235.94 90745 12/28/2006 8 XA0605DI_ARM-INTONLY 0 0 132500 100 681 0 3YR 12/1/2011 5 5 2 3.25 1103642558 SFR 1 OO REFI N 6.25 6.25 296000 296000 1/1/2007 12/1/2036 1541.67 360 80 NJ 2/1/2007 N 370000 1 2.25 1541.67 08854 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 66489 97.97 747 39.5 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642559 SFR 1 OO REFI Y 6.625 6.625 432000 432000 1/1/2007 12/1/2036 2385 360 80 CA 2/1/2007 N 540000 1 3.25 2385 90805 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 668 47.48 3YR 12/1/2011 5 5 2 3.25 1103642560 SFR 1 OO REFI N 6.25 6.25 304000 304000 1/1/2007 12/1/2036 1583.33 360 73.26 CA 2/1/2007 N 415000 1 2.25 1583.33 94603 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 73.26 704 39.54 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 NOO PURCHASE N 7.25 7.25 248000 247611.9 1/1/2007 12/1/2036 1691.8 360 80 CT 2/1/2007 N 370000 1 3.25 1691.8 06239 12/28/2006 2 XA0605D_ARM 0 310000 0 80 718 44.02 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642562 PUD 1 OO REFI N 6.625 6.625 195200 195200 1/1/2007 12/1/2036 1077.67 360 80 AZ 2/1/2007 N 244000 1 3.25 1077.67 85326 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 48800 100 696 41.09 3YR 12/1/2011 5 5 2 3.25 1103642563 SFR 1 OO REFI N 6.75 6.75 216000 216000 1/1/2007 12/1/2036 1215 360 80 AZ 2/1/2007 N 270000 1 3.25 1215 85015 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 40500 95 678 42 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642564 PUD 1 OO REFI Y 6.625 6.625 368000 368000 2/1/2007 1/1/2037 2031.67 360 80 AZ 2/1/2007 N 460000 1 3.25 2031.67 85086 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 687 45.34 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642565 SFR 1 OO PURCHASE N 6.625 6.625 412000 412000 1/1/2007 12/1/2036 2274.58 360 80 CA 2/1/2007 N 525000 1 3.25 2274.58 95401 12/28/2006 2 XA0605DI_ARM-INTONLY 0 515000 103000 100 684 33.54 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642567 SFR 1 NOO REFI Y 6.625 6.625 308000 307455.02 1/1/2007 12/1/2036 1972.16 360 80 CA 2/1/2007 N 385000 1 3.25 1972.16 95621 12/28/2006 1 XA0605D_ARM 0 0 0 80 692 47.33 3YR 12/1/2011 5 5 2 3.25 1103642568 CONDO 1 OO REFI Y 7.25 7.25 129600 129600 1/1/2007 12/1/2036 783 360 78.55 AZ 2/1/2007 N 165000 1 3.25 783 85719 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 32406 98.19 666 25.74 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642569 PUD 1 OO REFI Y 7.75 7.75 492000 492000 2/1/2007 1/1/2037 3177.5 360 80 AZ 2/1/2007 N 615000 1 3.25 3177.5 85242 12/28/2006 8 XA1605DI_ARM-INTONLY 0 0 0 80 643 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642570 PUD 1 OO REFI Y 5.875 5.875 388000 387206.9 1/1/2007 12/1/2036 2295.17 360 80 VA 2/1/2007 N 485000 1 2.25 2295.17 20148 12/28/2006 2 XA0605D_ARM 0 0 44960 89.28 731 43.29 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642571 SFR 1 OO REFI N 6.625 6.625 698000 697853.54 1/1/2007 12/1/2036 3853.54 360 77.56 CA 2/1/2007 N 900000 1 2.25 3853.54 94066 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 99990 88.67 687 43.14 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642572 2-4FAMILY 4 NOO REFI Y 6.5 6.5 682500 682500 1/1/2007 12/1/2036 3696.88 360 65 CA 2/1/2007 N 1050000 1 3.25 3696.88 90242 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 710 38.71 3YR 12/1/2011 5 5 2 3.25 1103642586 SFR 1 OO REFI Y 6.75 6.75 406000 405999.88 10/1/2006 9/1/2036 2283.75 360 70 CO 2/1/2007 N 580000 1 2.25 2283.75 80207 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 70 674 49.4339 3YR 9/1/2011 6 6 2 2.25 0000000000 PUD 1 OO PURCHASE N 7.25 7.25 83920 83518.73 10/1/2006 9/1/2036 572.49 360 80 AZ 2/1/2007 N 105000 1 2.25 572.49 85033 12/29/2006 12 XA0605D_ARM 0 104900 0 80 694 0 3YR 9/1/2011 6 6 2 2.25 1103642588 PUD 1 OO REFI Y 6.875 6.875 605500 605350 11/1/2006 10/1/2036 3469.01 360 70 VA 2/1/2007 N 865000 1 2.25 3469.01 22030 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 70 732 35.9061 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642589 SFR 1 OO REFI N 6.875 6.875 324000 323795.15 10/1/2006 9/1/2036 1856.25 360 80 MN 2/1/2007 N 405000 1 2.25 1856.25 55371 12/29/2006 12 SA1605EI_ARM-INTONLY 0 0 40500 90 690 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642590 PUD 1 OO PURCHASE N 6.875 6.875 400000 399909.26 10/1/2006 9/1/2036 2291.67 360 80 AZ 2/1/2007 N 505000 1 2.25 2291.67 85641 12/29/2006 17 XA0605DI_ARM-INTONLY 0 500000 75000 95 717 36.2758 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642591 PUD 1 OO PURCHASE N 7.625 7.625 163992 163992 10/1/2006 9/1/2036 1042.03 360 80 GA 2/1/2007 N 205000 1 2.25 1042.03 30052 12/29/2006 12 SA2605EI_ARM-INTONLY 0 204990 0 80 664 0 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642592 PUD 1 OO PURCHASE N 7.375 7.375 221600 221600 10/1/2006 9/1/2036 1361.92 360 80 NM 2/1/2007 N 277000 1 2.75 1361.92 87113 12/29/2006 12 SA1605EI_ARM-INTONLY 0 277000 0 80 731 0 NO-PREPAY 9/1/2011 6 6 2 7.375 1103642593 SFR 1 OO REFI Y 7 7 387200 387200 10/1/2006 9/1/2036 2258.67 360 70 VA 2/1/2007 N 553200 1 2.25 2258.67 23322 12/29/2006 12 SA1605EI_ARM-INTONLY 0 0 83035 85.01 718 0 3YR 9/1/2011 6 6 2 2.25 1103642594 PUD 1 OO REFI N 6.5 6.5 459700 458024.13 11/1/2006 10/1/2036 2905.62 360 76.62 ID 2/1/2007 N 600000 1 2.25 2905.62 83642 12/29/2006 1 XA0605D_ARM 0 0 0 76.62 739 18.9108 NO-PREPAY 10/1/2011 5 5 2 2.25 0000000000 2-4FAMILY 2 NOO REFI Y 7 7 165000 164259.73 10/1/2006 9/1/2036 1097.75 360 39.29 FL 2/1/2007 N 420000 1 2.25 1097.75 33133 12/29/2006 12 XA1605D_ARM 0 0 0 39.29 673 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642596 PUD 1 OO PURCHASE N 6.75 6.75 684324 684324 11/1/2006 10/1/2036 3849.32 360 80 MD 2/1/2007 N 856000 1 2.25 3849.32 20705 12/29/2006 17 XA0605DI_ARM-INTONLY 0 855405 0 80 732 32.9046 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642597 SFR 1 OO REFI Y 6.375 6.375 192500 191781.13 11/1/2006 10/1/2036 1200.95 360 70 AZ 2/1/2007 N 275000 1 2.25 1200.95 85203 12/29/2006 12 SA2605E_ARM 0 0 0 70 671 0 3YR 10/1/2011 6 6 2 2.25 1103642598 SFR 1 OO REFI N 6.25 6.25 440000 437146.32 11/1/2006 10/1/2036 2291.67 360 80 CA 2/1/2007 N 550000 1 2.25 2291.67 95492 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 23045 84.19 736 31.0916 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642599 SFR 1 OO REFI N 6.5 6.5 459500 459500 11/1/2006 10/1/2036 2488.96 360 78.55 AZ 2/1/2007 N 585000 1 2.25 2488.96 85254 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 78.55 701 37.887 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642600 PUD 1 OO REFI Y 6.75 6.75 531000 531000 11/1/2006 10/1/2036 2986.88 360 75 AZ 2/1/2007 N 708000 1 2.25 2986.88 86336 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 49985 82.06 674 40.7468 3YR 10/1/2011 5 5 2 2.25 1103642601 SFR 1 OO REFI Y 5.875 5.875 648000 647599.46 11/1/2006 10/1/2036 3172.5 360 80 CA 2/1/2007 N 810000 1 2.25 3172.5 94122 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 60993 87.53 732 39.7098 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642602 PUD 1 OO REFI N 5.875 5.875 528000 528000 11/1/2006 10/1/2036 2585 360 75.43 AZ 2/1/2007 N 700000 1 2.25 2585 85310 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 75.43 740 33.1019 NO-PREPAY 10/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI Y 6.5 6.5 975000 975000 12/1/2006 11/1/2036 5281.25 360 65 AZ 2/1/2007 N 1500000 1 2.25 5281.25 85749 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 0 65 664 34.7414 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642604 SFR 1 OO REFI Y 6.875 6.875 428000 428000 11/1/2006 10/1/2036 2452.08 360 80 CA 2/1/2007 N 535000 1 2.25 2452.08 92111 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 671 45.161 3YR 10/1/2011 6 6 2 2.25 1103642605 SFR 1 OO REFI Y 6.875 6.875 536000 536000 11/1/2006 10/1/2036 3070.83 360 80 CA 2/1/2007 N 670000 1 2.25 3070.83 91340 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 661 44.9066 3YR 10/1/2011 6 6 2 2.25 1103642606 PUD 1 OO PURCHASE N 6.875 6.875 210400 210400 11/1/2006 10/1/2036 1205.42 360 80 AZ 2/1/2007 N 305000 1 2.75 1205.42 85297 12/29/2006 12 SA1605EI_ARM-INTONLY 0 263000 26300 90 702 0 NO-PREPAY 10/1/2011 5 5 1 2.75 1103642607 PUD 1 OO PURCHASE N 6.125 6.125 519299 517264.56 11/1/2006 10/1/2036 3155.32 360 80 WA 2/1/2007 N 650000 1 2.25 3155.32 98029 12/29/2006 17 XA0605D_ARM 0 649124 0 80 703 42.6208 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642608 PUD 1 OO PURCHASE N 7.375 7.375 363200 363200 11/1/2006 10/1/2036 2232.17 360 80 NC 2/1/2007 N 460000 1 3.25 2232.17 28117 12/29/2006 12 XA1605DI_ARM-INTONLY 0 454000 31780 87 664 0 NO-PREPAY 10/1/2011 5 5 2 3.25 1103642609 PUD 1 OO PURCHASE N 6.875 6.875 231328 229268.06 11/1/2006 10/1/2036 1325.32 360 80 AZ 2/1/2007 N 292000 1 2.25 1325.32 85741 12/29/2006 12 XA0605DI_ARM-INTONLY 0 289160 0 80 732 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642610 SFR 1 NOO REFI Y 6.5 6.5 78331 77930.91 11/1/2006 10/1/2036 495.11 360 68.12 VA 2/1/2007 N 115000 1 3.25 495.11 23607 12/29/2006 12 XA1605D_ARM 0 0 0 68.12 672 0 3YR 10/1/2011 5 5 2 3.25 0000000000 SFR 1 NOO REFI Y 8 8 62000 61831.88 11/1/2006 10/1/2036 454.93 360 79.49 PA 2/1/2007 N 78000 1 2.25 454.93 18702 12/29/2006 17 PA0605E_ARM 0 0 0 79.49 701 37.7707 3YR 10/1/2011 5 5 1 2.25 1103642612 XXX 0 XX XXXX X 0 0 000000 959461.55 11/1/2006 10/1/2036 5600 360 80 AZ 2/1/2007 N 1200000 1 3.25 5600 85086 12/29/2006 8 XA0605DI_ARM-INTONLY 0 0 175560 94.63 722 0 NO-PREPAY 10/1/2011 5 5 2 3.25 1103642613 SFR 1 OO REFI Y 6 6 412500 412322.11 11/1/2006 10/1/2036 2062.5 360 75 CA 2/1/2007 N 550000 1 2.25 2062.5 94952 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 76505 88.91 740 39.5361 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642614 PUD 1 OO PURCHASE N 6.25 6.25 536973 535434.98 12/1/2006 11/1/2036 3306.24 360 80 CA 2/1/2007 N 671500 1 2.25 3306.24 90305 12/29/2006 17 XA0605D_ARM 0 671217 67122 90 716 42.2103 1YR 11/1/2011 5 5 2 2.25 1103642616 SFR 1 NOO REFI Y 6.75 6.75 429000 427392.53 11/1/2006 10/1/2036 2782.49 360 65 CA 2/1/2007 N 660000 1 2.25 2782.49 95112 12/29/2006 17 XA1605D_ARM 0 0 0 65 678 24.2003 1YR 10/1/2011 5 5 2 2.25 1103642617 PUD 1 OO REFI N 6.25 6.25 639975 639951.32 12/1/2006 11/1/2036 3333.2 360 79.5 KS 2/1/2007 N 805000 1 2.25 3333.2 67230 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 84525 90 710 30.93 6MO 11/1/2011 5 5 2 2.25 1103642618 PUD 1 2ND PURCHASE N 6.625 6.625 480000 478291.96 11/1/2006 10/1/2036 3073.49 360 80 CA 2/1/2007 N 600000 1 2.25 3073.49 91913 12/29/2006 17 XA1605D_ARM 0 600000 0 80 660 28.8577 1YR 10/1/2011 5 5 2 2.25 1103642619 SFR 1 OO REFI Y 5.625 5.625 620000 620000 12/1/2006 11/1/2036 2906.25 360 59.05 AZ 2/1/2007 N 1050000 1 2.25 2906.25 85086 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 59.05 732 46.9093 3YR 11/1/2011 5 5 2 2.25 1103642620 SFR 1 OO PURCHASE N 6 6 1000000 993951.77 9/1/2006 8/1/2036 5995.51 360 79.06 CA 2/1/2007 N 1265000 1 2.25 5995.51 95014 12/29/2006 17 XA0605D_ARM 0 1265000 138518 90.01 730 42.4196 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642621 SFR 1 OO REFI Y 5.875 5.875 372000 372000 11/1/2006 10/1/2036 1821.25 360 80 CA 2/1/2007 N 465000 1 2.25 1821.25 91762 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 663 26.7694 3YR 10/1/2011 5 5 2 2.25 1103642623 CONDO 1 OO REFI Y 5.875 5.875 215000 214116.71 11/1/2006 10/1/2036 1271.81 360 55.13 CA 2/1/2007 N 390000 1 2.25 1271.81 91342 12/29/2006 12 XA0605D_ARM 0 0 0 55.13 713 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642624 SFR 1 OO REFI Y 7.375 7.375 577500 577500 10/1/2006 9/1/2036 3549.22 360 70 UT 2/1/2007 N 825000 1 2.25 3549.22 84054 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 165000 90 661 39.819 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642625 PUD 1 OO REFI N 5.625 5.625 652000 652000 12/1/2006 11/1/2036 3056.25 360 80 CA 2/1/2007 N 815000 1 2.25 3056.25 92010 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 43032 85.28 738 45.5273 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642626 SFR 1 OO PURCHASE N 6.375 6.375 624000 623903.65 10/1/2006 9/1/2036 3315 360 78.99 TX 2/1/2007 N 800000 1 2.25 3315 77055 12/29/2006 17 XA0605DI_ARM-INTONLY 0 790000 0 78.99 703 31.0182 5YR 9/1/2011 5 5 2 2.25 1103642627 SFR 1 OO REFI Y 5.625 5.625 480000 480000 11/1/2006 10/1/2036 2250 360 80 CA 2/1/2007 N 600000 1 2.25 2250 94568 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 740 44.5876 1YR 10/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI N 6.125 6.125 488000 488000 12/1/2006 11/1/2036 2490.83 360 80 CA 2/1/2007 N 610000 1 2.25 2490.83 92683 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 50020 88.2 701 37.0843 1YR 11/1/2011 5 5 2 2.25 1103642630 PUD 1 OO REFI N 5.875 5.875 457600 457599.97 11/1/2006 10/1/2036 2240.33 360 80 CA 2/1/2007 N 572000 1 2.25 2240.33 91915 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 688 37.281 1YR 10/1/2011 5 5 2 2.25 1103642631 SFR 1 OO REFI Y 6.25 6.25 448000 448000 11/1/2006 10/1/2036 2333.33 360 80 IN 2/1/2007 N 560000 1 2.25 2333.33 47119 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 39984 87.14 727 47.665 1YR 10/1/2011 5 5 2 2.25 1103642632 CONDO 1 OO PURCHASE N 6.625 6.625 899000 899000 12/1/2006 11/1/2036 4963.23 360 79.99 HI 2/1/2007 N 1150000 1 2.25 4963.23 96753 12/29/2006 17 XA0605DI_ARM-INTONLY 0 1124000 0 79.99 710 27.4824 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642634 PUD 1 OO REFI N 6.875 6.875 450000 450000 12/1/2006 11/1/2036 2578.13 360 44.78 UT 2/1/2007 N 1005000 1 2.25 2578.13 84062 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 249944 69.65 727 54.743 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642635 SFR 1 OO REFI N 5.875 5.875 296000 296000 11/1/2006 10/1/2036 1449.17 360 80 CA 2/1/2007 N 370000 1 2.25 1449.17 95945 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 55500 95 740 45.1619 3YR 10/1/2011 5 5 2 2.25 1103642636 PUD 1 OO REFI N 6 6 700000 700000 12/1/2006 11/1/2036 3500 360 80 CA 2/1/2007 N 875000 1 2.25 3500 92025 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 52238 85.97 700 27.1365 1YR 11/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI N 5.875 5.875 760000 760000 12/1/2006 11/1/2036 3720.83 360 80 CA 2/1/2007 N 950000 1 2.25 3720.83 94547 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 61845 86.51 740 42.8362 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642638 SFR 1 OO REFI Y 5.875 5.875 595000 593042.51 12/1/2006 11/1/2036 3519.65 360 79.34 CA 2/1/2007 N 750000 1 2.25 3519.65 91750 12/29/2006 1 XA0605D_ARM 0 0 0 79.34 703 41.2798 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642639 PUD 1 OO PURCHASE N 5.5 5.5 440000 438060.3 11/1/2006 10/1/2036 2498.27 360 74.58 KS 2/1/2007 N 592000 1 2.25 2498.27 66221 12/29/2006 1 XA0605D_ARM 0 590000 0 74.58 699 53.4695 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642640 SFR 1 OO PURCHASE N 5.625 5.625 475027 475027 12/1/2006 11/1/2036 2226.69 360 80 KY 2/1/2007 N 600000 1 2.25 2226.69 40245 12/29/2006 1 XA0605DI_ARM-INTONLY 0 593785 89068 95 711 47.3989 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642641 SFR 1 OO REFI N 5.875 5.875 1520000 1513301.72 11/1/2006 10/1/2036 8991.37 360 72.39 MN 2/1/2007 N 2100000 1 2.25 8991.37 55373 12/29/2006 1 XA0605D_ARM 0 0 0 72.39 721 10.5255 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642642 SFR 1 OO REFI Y 6.625 6.625 586600 586600 12/1/2006 11/1/2036 3238.52 360 70 CT 2/1/2007 N 838000 1 2.25 3238.52 06443 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 70 724 50.5669 3YR 11/1/2011 5 5 2 2.25 1103642643 SFR 1 OO REFI Y 8.25 8.25 344800 343911.41 11/1/2006 10/1/2036 2590.37 360 80 IL 2/1/2007 N 431000 1 2.25 2590.37 60625 12/29/2006 12 SA1605E_ARM 0 0 0 80 698 0 NO-PREPAY 10/1/2011 5 5 1 2.25 1103642644 SFR 1 OO REFI Y 6.75 6.75 416000 416000 10/1/2006 9/1/2036 2340 360 80 CA 2/1/2007 N 520000 1 2.75 2340 92555 12/29/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 663 49.0614 3YR 9/1/2011 5 5 1 2.75 0000000000 SFR 1 2ND REFI N 6.875 6.875 197164.13 196326.37 10/1/2006 9/1/2036 1295.23 360 55.54 FL 2/1/2007 N 355000 1 2.25 1295.23 32060 12/29/2006 17 XA1605D_ARM 0 0 0 55.54 669 49.682 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642646 SFR 1 OO REFI N 6.75 6.75 220400.58 219159.44 9/1/2006 8/1/2036 1239.75 360 79.43 AZ 2/1/2007 N 277500 1 2.25 1239.75 85615 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 79.43 704 50.9356 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642647 SFR 1 OO PURCHASE N 6.375 6.375 1000000 994368.47 9/1/2006 8/1/2036 6238.7 360 76.99 WI 2/1/2007 N 1350000 1 2.25 6238.7 53146 12/29/2006 17 XA0605D_ARM 0 1299000 164194 89.63 731 48.2206 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642648 PUD 1 OO PURCHASE N 5.875 5.875 690000 685414.22 9/1/2006 8/1/2036 3378.13 360 75 MD 2/1/2007 N 925000 1 2.25 3378.13 21043 12/29/2006 17 XA0605DI_ARM-INTONLY 0 920025 0 75 707 37 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642649 SFR 1 OO REFI Y 6.75 6.75 200000 199983.66 9/1/2006 8/1/2036 1124.98 360 57.48 AZ 2/1/2007 N 348000 1 2.25 1124.98 85251 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 57.48 697 44.5637 NO-PREPAY 8/1/2011 5 2 2 2.25 1103642650 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 588000 584767.15 9/1/2006 8/1/2036 3716.56 360 80 CA 2/1/2007 N 750000 1 2.25 3716.56 90006 12/29/2006 17 XA0605D_ARM 0 735000 0 80 739 45.2815 1YR 8/1/2011 5 5 2 2.25 1103642651 SFR 1 OO PURCHASE N 8 8 746250 746250 9/1/2006 8/1/2036 4975 360 75 NC 2/1/2007 N 995000 1 2.25 4975 27587 12/29/2006 17 PA1605EI_ARM-INTONLY 0 995000 0 75 661 30.55 1YR 8/1/2011 6 6 2 2.25 0000000000 PUD 1 OO REFI N 6.75 6.75 218800 218756.44 11/1/2006 10/1/2036 1230.75 360 65.32 AZ 2/1/2007 N 335000 1 2.25 1230.75 85086 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 65.32 665 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642653 SFR 1 OO REFI Y 6.375 6.375 377000 375235.11 10/1/2006 9/1/2036 2351.99 360 74.66 CA 2/1/2007 N 505000 1 2.25 2351.99 91901 12/29/2006 17 PA0605E_ARM 0 0 0 74.66 684 32.4244 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642654 SFR 1 OO REFI Y 6.375 6.375 820000 819782.19 11/1/2006 10/1/2036 4356.25 360 80 PA 2/1/2007 N 1025000 1 2.25 4356.25 19422 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 707 46.732 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642655 SFR 1 OO REFI Y 5.75 5.75 352000 352000 11/1/2006 10/1/2036 1686.67 360 74.9 CA 2/1/2007 N 470000 1 2.25 1686.67 92335 12/29/2006 17 PA0605EI_ARM-INTONLY 0 0 0 74.9 691 39.2903 3YR 10/1/2011 6 6 2 2.25 1103642656 PUD 1 OO PURCHASE N 6.875 6.875 515200 488890.62 11/1/2006 10/1/2036 2951.67 360 80 IL 2/1/2007 N 645000 1 2.25 2951.67 60618 12/29/2006 17 XA0605DI_ARM-INTONLY 0 644000 0 80 738 43.6898 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642657 SFR 1 OO REFI N 6.375 6.375 389000 389000 11/1/2006 10/1/2036 2066.56 360 77.03 MN 2/1/2007 N 505000 1 2.25 2066.56 55330 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 77.03 663 36.169 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642658 SFR 1 OO PURCHASE N 6.875 6.875 520000 518237.47 11/1/2006 10/1/2036 3416.03 360 80 PA 2/1/2007 N 673000 1 2.25 3416.03 15044 12/29/2006 17 XA0605D_ARM 0 650000 0 80 717 28.6601 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642659 SFR 1 OO REFI Y 6 6 490000 490000 11/1/2006 10/1/2036 2450 360 78.15 ID 2/1/2007 N 627000 1 2.25 2450 83860 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 0 78.15 730 53.8648 NO-PREPAY 10/1/2011 5 5 2 2.25 0000000000 XXX 0 XX XXXX X 0 0 000000 553592.41 11/1/2006 10/1/2036 3351.49 360 69.88 WI 2/1/2007 N 800000 1 2.25 3351.49 53092 12/29/2006 1 XA1605D_ARM 0 0 0 69.88 673 37.7382 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642661 PUD 1 OO REFI N 6.5 6.5 486400 486400 12/1/2006 11/1/2036 2634.67 360 71.53 GA 2/1/2007 N 680000 1 2.25 2634.67 30041 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 71.53 710 23.2722 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642662 SFR 1 OO REFI Y 6.875 6.875 152250 152250 10/1/2006 9/1/2036 872.27 360 75 OR 2/1/2007 N 203000 1 2.25 872.27 97501 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 75 684 0 3YR 9/1/2011 5 5 2 2.25 1103642663 SFR 1 OO PURCHASE N 6.25 6.25 788000 788000 11/1/2006 10/1/2036 4104.17 360 80 HI 2/1/2007 N 1000000 1 2.25 4104.17 96713 12/29/2006 17 XA0605DI_ARM-INTONLY 0 985000 0 80 706 36.2305 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642664 SFR 1 OO PURCHASE N 6 6 518793 516711.6 11/1/2006 10/1/2036 3110.43 360 80 CA 2/1/2007 N 650000 1 2.25 3110.43 93306 12/29/2006 17 XA0605D_ARM 0 648492 0 80 727 44.3632 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642665 SFR 1 OO PURCHASE N 7.25 7.25 244000 244000 9/1/2006 8/1/2036 1474.17 360 80 UT 2/1/2007 N 305000 1 2.25 1474.17 84047 12/29/2006 12 SA1605EI_ARM-INTONLY 0 305000 30500 90 714 0 NO-PREPAY 8/1/2011 6 6 2 2.25 1103642666 PUD 1 OO PURCHASE N 6.5 6.5 278488 278488 10/1/2006 9/1/2036 1508.48 360 80 AZ 2/1/2007 N 406000 1 2.25 1508.48 85379 12/29/2006 1 PA1605EI_ARM-INTONLY 0 348111 34811 90 677 48.2138 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642667 PUD 1 OO REFI Y 7.125 7.125 224000 224000 10/1/2006 9/1/2036 1330 360 80 AZ 2/1/2007 N 280000 1 2.25 1330 85323 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 80 703 0 3YR 9/1/2011 6 6 2 2.25 1103642668 SFR 1 OO REFI Y 6.75 6.75 255000 255000 10/1/2006 9/1/2036 1434.38 360 61.45 OR 2/1/2007 N 415000 1 2.25 1434.38 97526 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 61.45 673 0 3YR 9/1/2011 6 6 2 2.25 1103642670 SFR 1 OO REFI Y 7.125 7.125 402400 401101.33 11/1/2006 10/1/2036 2711.04 360 80 CA 2/1/2007 N 503000 1 2.75 2711.04 92882 12/29/2006 12 SA1605E_ARM 0 0 73488 94.61 684 0 3YR 10/1/2011 5 5 1 2.75 1103642671 PUD 1 OO PURCHASE N 7.5 7.5 266721 266721 11/1/2006 10/1/2036 1667.01 360 80 AZ 2/1/2007 N 348000 1 2.25 1667.01 85629 12/29/2006 17 XA0605DI_ARM-INTONLY 0 333402 50010 95 723 41.949 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642672 PUD 1 OO PURCHASE N 7.125 7.125 365290 365290 11/1/2006 10/1/2036 2168.91 360 80 UT 2/1/2007 N 459000 1 2.25 2168.91 84043 12/29/2006 17 PA1605EI_ARM-INTONLY 0 456613 68492 95 669 43.3664 NO-PREPAY 10/1/2011 5 5 1 2.25 1103642673 PUD 1 OO PURCHASE N 6 6 327498 327498 11/1/2006 10/1/2036 1637.49 360 80 AZ 2/1/2007 N 410000 1 2.25 1637.49 85382 12/29/2006 1 XA0605DI_ARM-INTONLY 0 409373 40937 90 685 36.794 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642674 SFR 1 OO REFI Y 6.5 6.5 502000 502000 12/1/2006 11/1/2036 2719.17 360 70.71 IL 2/1/2007 N 710000 1 2.25 2719.17 60302 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 0 70.71 680 51.2323 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642675 PUD 1 2ND PURCHASE N 6.125 6.125 483000 481067.72 12/1/2006 11/1/2036 2934.76 360 60 TN 2/1/2007 N 824000 1 2.25 2934.76 37774 12/29/2006 1 XA0605D_ARM 0 805000 0 60 683 41.3088 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642677 PUD 1 OO REFI N 6.125 6.125 729600 729310.54 11/1/2006 10/1/2036 3724 360 80 VA 2/1/2007 N 912000 1 2.25 3724 20136 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 720 51.0127 NO-PREPAY 10/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI Y 5.875 5.875 167200 167199.7 11/1/2006 10/1/2036 818.58 360 73.99 AZ 2/1/2007 N 226000 1 2.25 818.58 85326 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 73.99 717 0 1YR 10/1/2011 5 5 2 2.25 1103642679 SFR 1 OO REFI Y 6.5 6.5 425000 424949.93 11/1/2006 10/1/2036 2302.08 360 70.84 IL 2/1/2007 N 600000 1 2.25 2302.08 60067 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 115020 90.01 716 50.3991 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642680 CONDO 1 OO REFI N 6.375 6.375 496946 496946 12/1/2006 11/1/2036 2640.03 360 80 CA 2/1/2007 N 621183 1 2.25 2640.03 92101 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 62118 90 740 19.9265 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642681 PUD 1 OO PURCHASE N 6 6 1440000 1435677.87 12/1/2006 11/1/2036 8633.53 360 80 FL 2/1/2007 N 1800000 1 2.25 8633.53 33076 12/29/2006 1 XA0605D_ARM 0 1800000 0 80 700 8.1654 1YR 11/1/2011 5 5 2 2.25 1103642682 SFR 1 OO REFI N 6.25 6.25 612000 612000 12/1/2006 11/1/2036 3187.5 360 80 CA 2/1/2007 N 765000 1 2.25 3187.5 92865 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 25016 83.27 721 36.6234 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642683 PUD 1 OO REFI Y 5.375 5.375 195000 195000 11/1/2006 10/1/2036 873.44 360 72.23 AZ 2/1/2007 N 270000 1 2.25 873.44 85379 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 72.23 661 43.0584 5YR 10/1/2011 5 5 2 2.25 1103642685 SFR 1 OO REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 60.61 CO 2/1/2007 N 1650000 1 2.25 5520.83 80231 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 349965 81.82 700 27.8237 1YR 11/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI Y 6 6 450000 448647.29 12/1/2006 11/1/2036 2697.98 360 61.23 CA 2/1/2007 N 735000 1 2.25 2697.98 91304 12/29/2006 17 XA0605D_ARM 0 0 0 61.23 732 31.1732 3YR 11/1/2011 5 5 2 2.25 1103642687 SFR 1 OO REFI N 5.875 5.875 530500 530123.12 12/1/2006 11/1/2036 2597.24 360 78.95 MA 2/1/2007 N 672000 1 2.25 2597.24 02472 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 78.95 711 43.7279 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642688 PUD 1 OO PURCHASE N 6.125 6.125 880000 876552.5 11/1/2006 10/1/2036 5346.97 360 80 AZ 2/1/2007 N 1100000 1 2.25 5346.97 85213 12/29/2006 17 XA0605D_ARM 0 1100000 0 80 721 50.1301 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642689 SFR 1 OO REFI Y 7.375 7.375 562000 562000 11/1/2006 10/1/2036 3453.96 360 74.94 ID 2/1/2007 N 750000 1 2.25 3453.96 83406 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 74.94 663 35.1904 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642690 SFR 1 2ND REFI Y 8 8 800000 798378.87 12/1/2006 11/1/2036 5870.12 360 74.42 IL 2/1/2007 N 1075000 1 2.25 5870.12 60543 12/29/2006 8 XA0605D_ARM 0 0 0 74.42 684 0 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642691 SFR 1 OO REFI N 6.25 6.25 528000 526266.42 12/1/2006 11/1/2036 2750 360 80 CA 2/1/2007 N 660000 1 2.25 2750 94545 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 737 24.0497 1YR 11/1/2011 5 5 2 2.25 1103642692 SFR 1 OO REFI Y 6.5 6.5 476000 476000 12/1/2006 11/1/2036 2578.33 360 58.41 AZ 2/1/2007 N 815000 1 2.25 2578.33 86406 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 58.41 721 18.8209 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642693 SFR 1 OO REFI N 6.25 6.25 580000 580000 12/1/2006 11/1/2036 3020.83 360 80 CA 2/1/2007 N 725000 1 2.25 3020.83 94112 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 55028 87.59 718 35.3 NO-PREPAY 11/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI Y 5.875 5.875 450400 448859.42 12/1/2006 11/1/2036 2664.29 360 73.84 CA 2/1/2007 N 610000 1 2.25 2664.29 96150 12/29/2006 17 XA0605D_ARM 0 0 0 73.84 689 14.1068 1YR 11/1/2011 5 5 2 2.25 1103642695 PUD 1 OO REFI Y 6.375 6.375 488000 488000 12/1/2006 11/1/2036 2592.5 360 80 CA 2/1/2007 N 610000 1 2.25 2592.5 91301 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 674 27.3112 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642696 SFR 1 OO REFI N 6.125 6.125 440000 440000 12/1/2006 11/1/2036 2245.83 360 80 CA 2/1/2007 N 550000 1 2.25 2245.83 91342 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 43010 87.82 704 42.5457 1YR 11/1/2011 5 5 2 2.25 1103642698 PUD 1 OO REFI N 6.125 6.125 424000 423989.86 12/1/2006 11/1/2036 2164.17 360 80 AZ 2/1/2007 N 530000 1 2.25 2164.17 85249 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 79500 95 698 40.5977 3YR 11/1/2011 5 5 2 2.25 1103642699 SFR 1 OO REFI N 6.25 6.25 510000 510000 12/1/2006 11/1/2036 2656.25 360 79.2 MA 2/1/2007 N 644000 1 2.25 2656.25 01730 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 79.2 707 48.7168 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642700 SFR 1 OO REFI Y 6.875 6.875 672950 672821.32 12/1/2006 11/1/2036 3855.44 360 79.18 GA 2/1/2007 N 850000 1 2.25 3855.44 30101 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 0 79.18 712 36.235 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642701 2-4FAMILY 2 OO REFI Y 7 7 536000 534674.24 12/1/2006 11/1/2036 3566.02 360 80 CA 2/1/2007 N 670000 1 2.25 3566.02 90042 12/29/2006 17 XA1605D_ARM 0 0 0 80 665 36.5501 3YR 11/1/2011 5 5 2 2.25 0000000000 PUD 1 OO REFI Y 6.75 6.75 960000 958342.27 1/1/2007 12/1/2036 6226.54 360 80 CA 2/1/2007 N 1200000 1 2.25 6226.54 94404 12/29/2006 17 XA0605D_ARM 0 0 0 80 709 32.4272 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642706 PUD 1 OO PURCHASE N 6.875 6.875 440000 440000 12/1/2006 11/1/2036 2520.83 360 80 VA 2/1/2007 N 560000 1 2.25 2520.83 20147 12/29/2006 17 XA0605DI_ARM-INTONLY 0 550000 110000 100 685 34.366 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642707 PUD 1 OO REFI Y 6.875 6.875 308000 308000 10/1/2006 9/1/2036 1764.58 360 59.24 NM 2/1/2007 N 520000 1 2.25 1764.58 87508 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 59.24 720 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642708 PUD 1 OO REFI Y 6.75 6.75 300000 300000 10/1/2006 9/1/2036 1687.5 360 57.92 CA 2/1/2007 N 518000 1 2.25 1687.5 94536 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 57.92 662 27.8867 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642709 SFR 1 OO REFI Y 6.875 6.875 204000 203826.35 10/1/2006 9/1/2036 1168.75 360 80 OR 2/1/2007 N 255000 1 2.25 1168.75 97230 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 683 45.5475 NO-PREPAY 9/1/2011 6 6 2 2.25 0000000000 PUD 1 OO PURCHASE N 7.25 7.25 282738 282738 10/1/2006 9/1/2036 1708.21 360 80 AZ 2/1/2007 N 355000 1 2.75 1708.21 85297 12/29/2006 8 SA2605EI_ARM-INTONLY 0 353423 0 80 677 0 NO-PREPAY 9/1/2011 5 5 1 2.75 1103642711 2-4FAMILY 4 OO REFI Y 7 7 260000 258921.88 10/1/2006 9/1/2036 1729.79 360 46.02 MA 2/1/2007 N 565000 1 2.25 1729.79 01970 12/29/2006 12 XA0605D_ARM 0 0 0 46.02 692 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642712 SFR 1 NOO REFI Y 7.375 7.375 102400 102005.54 10/1/2006 9/1/2036 707.26 360 73.15 IN 2/1/2007 N 140000 1 2.25 707.26 47868 12/29/2006 17 XA1605D_ARM 0 0 0 73.15 671 42.55 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642713 PUD 1 OO REFI N 6.875 6.875 1141000 1141000 10/1/2006 9/1/2036 6536.98 360 63.39 AZ 2/1/2007 N 1800000 1 2.25 6536.98 85383 12/29/2006 8 XA1605DI_ARM-INTONLY 0 0 0 63.39 678 0 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642714 SFR 1 OO REFI Y 6.5 6.5 920000 920000 12/1/2006 11/1/2036 4983.33 360 80 AL 2/1/2007 N 1150000 1 2.25 4983.33 36064 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 80040 86.96 689 47.0962 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642716 SFR 1 OO REFI Y 7.25 7.25 321600 320330.35 10/1/2006 9/1/2036 2193.88 360 80 NH 2/1/2007 N 402000 1 2.25 2193.88 03031 12/29/2006 12 XA0605D_ARM 0 0 40200 90 729 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642717 PUD 1 OO PURCHASE N 6.125 6.125 231870 231870 10/1/2006 9/1/2036 1183.5 360 80 AZ 2/1/2007 N 299000 1 2.25 1183.5 85043 12/29/2006 1 PA1605EI_ARM-INTONLY 0 289838 0 80 662 48.1075 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642718 PUD 1 OO PURCHASE N 6.875 6.875 212000 211599.3 10/1/2006 9/1/2036 1214.58 360 80 AZ 2/1/2007 N 303000 1 2.25 1214.58 85297 12/29/2006 8 SA1605EI_ARM-INTONLY 0 265000 0 80 686 0 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642720 PUD 1 OO PURCHASE N 6.5 6.5 598500 597414.9 1/1/2007 12/1/2036 3782.93 360 80 CA 2/1/2007 N 748184 1 2.25 3782.93 94089 12/29/2006 1 XA0605D_ARM 0 748184 0 80 795 47.0258 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642721 SFR 1 OO REFI Y 6.375 6.375 720000 718662.8 1/1/2007 12/1/2036 4491.86 360 64.58 CA 2/1/2007 N 1115000 1 2.25 4491.86 93001 12/29/2006 1 XA0605D_ARM 0 0 0 64.58 728 41.7477 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642722 SFR 1 OO PURCHASE N 6.625 6.625 575000 575000 11/1/2006 10/1/2036 3174.48 360 86.47 NJ 2/1/2007 N 695000 1 2.25 3174.48 08807 12/29/2006 1 XA1605DI_ARM-INTONLY 25 665000 0 86.47 660 50.9789 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642723 PUD 1 OO PURCHASE N 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 80 AZ 2/1/2007 N 341000 1 2.25 1443.75 85297 12/29/2006 1 XA0605DI_ARM-INTONLY 0 315000 63000 100 703 52.4493 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642724 SFR 1 OO PURCHASE N 6.75 6.75 220000 220000 12/1/2006 11/1/2036 1237.5 360 80 TN 2/1/2007 N 275000 1 2.25 1237.5 37221 12/29/2006 2 XA0605DI_ARM-INTONLY 0 275000 55000 100 711 22.57 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642725 PUD 1 OO PURCHASE N 6.375 6.375 225495 225435 12/1/2006 11/1/2036 1197.94 360 80 NV 2/1/2007 N 290000 1 2.25 1197.94 89130 12/29/2006 2 PA0605EI_ARM-INTONLY 0 281869 56374 100 690 39.6612 NO-PREPAY 11/1/2011 5 5 1 2.25 1103642726 PUD 1 OO PURCHASE N 6.75 6.75 153378 153377.76 12/1/2006 11/1/2036 862.75 360 75 AZ 2/1/2007 N 205000 1 2.25 862.75 85232 12/29/2006 1 PA0605EI_ARM-INTONLY 0 204504 11882 80.82 729 22.437 NO-PREPAY 11/1/2011 5 5 1 2.25 1103642727 SFR 1 OO REFI Y 6.375 6.375 555000 553455.1 1/1/2007 12/1/2036 3462.48 360 75 CA 2/1/2007 N 740000 1 2.25 3462.48 91387 12/29/2006 1 XA0605D_ARM 0 0 0 75 690 47.3569 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 OO REFI Y 6.5 6.5 450000 450000 12/1/2006 11/1/2036 2437.5 360 75 CA 2/1/2007 N 600000 1 2.25 2437.5 92021 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 90000 90 678 42.4046 1YR 11/1/2011 5 5 2 2.25 1103642729 CONDO 1 OO REFI N 6.125 6.125 450000 449123 1/1/2007 12/1/2036 2734.25 360 69.24 MA 2/1/2007 N 650000 1 2.25 2734.25 02152 12/29/2006 17 XA0605D_ARM 0 0 0 69.24 715 33.5874 NO-PREPAY 12/1/2011 5 5 2 2.25 0000000000 SFR 1 NOO REFI Y 8.25 8.25 612000 612000 1/1/2007 12/1/2036 4207.5 360 80 CA 2/1/2007 N 765000 1 5 4207.5 91344 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 40.97 NO-PREPAY 12/1/2011 6 3 1 8.25 0000000000 CONDO 1 NOO REFI Y 6.625 6.625 352500 352500 1/1/2007 12/1/2036 1946.09 360 74.22 CA 2/1/2007 N 475000 1 2.25 1946.09 95124 1/4/2007 2 XA0605DI_ARM-INTONLY 0 0 0 74.22 681 43 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642974 SFR 1 OO PURCHASE N 6.75 6.75 126400 126400 1/1/2007 12/1/2036 711 360 80 FL 2/1/2007 N 160000 1 5 711 34982 12/29/2006 17 PA1603EI_ARM-INTONLY 0 158000 31600 100 658 34.8 NO-PREPAY 12/1/2009 6 3 2 5 1103642979 2-4FAMILY 3 OO REFI Y 6.875 6.875 322500 322500 1/1/2007 12/1/2036 1847.66 360 75 CT 2/1/2007 N 430000 1 2.25 1847.66 06606 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 697 44.39 3YR 12/1/2011 6 6 2 2.25 1103642981 SFR 1 NOO PURCHASE N 8.75 8.75 198400 198400 2/1/2007 1/1/2037 1446.67 360 79.81 FL 2/1/2007 N 295000 1 2.75 1446.67 33756 12/29/2006 12 SA2605EI_ARM-INTONLY 0 248600 0 79.81 661 0 1YR 1/1/2012 5 5 1 2.75 1103643045 SFR 1 OO PURCHASE N 6.25 6.25 480000 480000 2/1/2007 1/1/2037 2500 360 80 CA 2/1/2007 N 644000 1 0 2500 92646 12/29/2006 2 PF0630I_FIX-INTONLY 0 600000 0 80 764 43.63 1YR 0 0 0 0 1103643070 PUD 1 NOO REFI Y 7.425 7.425 189000 189000 2/1/2007 1/1/2037 1169.44 360 70 FL 2/1/2007 N 270000 1 0 1169.44 33025 1/9/2007 2 PF0630I_FIX-INTONLY 0 0 54000 90 721 41 1YR 0 0 0 0 1103643160 SFR 1 OO REFI Y 9.625 9.625 88000 87957.84 2/1/2007 1/1/2037 747.99 360 80 FL 2/1/2007 N 110000 1 0 747.99 33801 2/1/2007 7 SF2630_FIXEDRATE 0 0 0 80 652 0 3YR 0 0 0 0 1103643568 2-4FAMILY 2 NOO REFI Y 6.75 6.75 435000 435000 2/1/2007 1/1/2037 2446.88 360 75 CA 2/1/2007 N 580000 1 3 2446.88 91767 1/5/2007 2 PA0605EI_ARM-INTONLY 0 0 0 75 683 32.56 2YR 1/1/2012 6 3 1 3 1103643667 PUD 1 OO REFI Y 6.25 6.25 230400 230181.39 2/1/2007 1/1/2037 1418.61 360 80 AZ 2/1/2007 N 288000 1 3.25 1418.61 85233 12/29/2006 2 XA0605D_ARM 0 0 57600 100 698 49.14 3YR 1/1/2012 5 5 2 3.25 1103643669 CONDO 1 OO PURCHASE N 6.25 6.25 232000 232000 1/1/2007 12/1/2036 1208.33 360 80 CA 2/1/2007 N 300000 1 3.25 1208.33 92677 12/29/2006 2 XA0605DI_ARM-INTONLY 0 290000 58000 100 760 35.21 3YR 12/1/2011 5 5 2 3.25 1103643670 SFR 1 OO REFI N 6.25 6.25 325000 325000 2/1/2007 1/1/2037 1692.71 360 78.89 CA 2/1/2007 N 412000 1 3.25 1692.71 92104 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 40994 88.84 652 41.29 3YR 1/1/2012 5 5 2 3.25 1103643671 CONDO 1 OO REFI N 6.5 6.5 274400 274400 2/1/2007 1/1/2037 1486.33 360 80 CA 2/1/2007 N 343000 1 3.25 1486.33 92040 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 68600 100 677 37.1 3YR 1/1/2012 5 5 2 3.25 1103643672 PUD 1 OO REFI Y 6.25 6.25 383500 383497.4 2/1/2007 1/1/2037 1997.4 360 65 AZ 2/1/2007 N 590000 1 3.25 1997.4 85242 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 65 688 0 3YR 1/1/2012 5 5 2 3.25 1103643673 SFR 1 NOO REFI Y 7.25 7.25 320000 320000 2/1/2007 1/1/2037 1933.33 360 80 AZ 2/1/2007 N 400000 1 3.25 1933.33 85213 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 735 31.49 3YR 1/1/2012 5 5 2 3.25 1103643674 PUD 1 OO PURCHASE N 6.5 6.5 400000 400000 2/1/2007 1/1/2037 2166.67 360 80 AZ 2/1/2007 N 500000 1 3.25 2166.67 85207 12/29/2006 2 XA0605DI_ARM-INTONLY 0 500000 100000 100 705 43.97 3YR 1/1/2012 5 5 2 3.25 1103643675 SFR 1 OO PURCHASE N 6.625 6.625 796000 796000 1/1/2007 12/1/2036 4394.58 360 80 CA 2/1/2007 N 1052000 1 3.25 4394.58 91001 12/29/2006 2 XA0605DI_ARM-INTONLY 0 995000 199000 100 760 44.81 3YR 12/1/2011 5 5 2 3.25 0000000000 PUD 1 OO PURCHASE N 6.5 6.5 309600 309600 2/1/2007 1/1/2037 1677 360 80 CA 2/1/2007 N 390000 1 3.25 1677 95209 12/29/2006 2 XA0605DI_ARM-INTONLY 0 387000 77400 100 695 44.41 3YR 1/1/2012 5 5 2 3.25 1103643678 PUD 1 OO REFI N 6.5 6.5 504700 504700 2/1/2007 1/1/2037 2733.79 360 77.65 CA 2/1/2007 N 650000 1 3.25 2733.79 95247 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 77.65 684 46.96 3YR 1/1/2012 5 5 2 3.25 1103643681 SFR 1 NOO REFI Y 7.125 7.125 288000 288000 2/1/2007 1/1/2037 1710 360 80 AZ 2/1/2007 N 360000 1 3.25 1710 85296 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 707 34.54 1YR 1/1/2012 5 5 2 3.25 1103643683 SFR 1 NOO PURCHASE N 7.625 7.625 401250 401250 2/1/2007 1/1/2037 2549.61 360 75 CT 2/1/2007 N 535000 1 3.25 2549.61 06460 12/29/2006 2 XA1605DI_ARM-INTONLY 0 535000 53500 85 658 45.65 1YR 1/1/2012 5 5 2 3.25 0000000000 SFR 1 OO PURCHASE N 6.25 6.25 209000 208822.25 1/1/2007 12/1/2036 1088.54 360 77.99 GA 2/1/2007 N 300000 1 3.25 1088.54 30071 12/29/2006 8 SA1630EI_ARM-INTONLY 0 268000 59014 100 724 0 NO-PREPAY 6/1/2007 6 1 1 3.25 1103643685 PUD 1 OO PURCHASE N 6.375 6.375 690000 690000 2/1/2007 1/1/2037 3665.63 360 80 FL 2/1/2007 N 862500 1 2.25 3665.63 32225 12/29/2006 2 XA1605DI_ARM-INTONLY 0 862500 86250 90 679 45 NO-PREPAY 1/1/2012 5 5 2 2.25 1103643686 SFR 1 OO REFI N 6.125 6.125 264500 264500 2/1/2007 1/1/2037 1350.05 360 74.51 ME 2/1/2007 N 355000 1 2.25 1350.05 04092 12/29/2006 1 XA2605DI_ARM-INTONLY 0 0 32412 83.64 631 45 NO-PREPAY 1/1/2012 5 5 2 2.25 1103643687 CONDO 1 OO PURCHASE N 6.375 6.375 150000 149861.08 2/1/2007 1/1/2037 935.8 360 75 NJ 2/1/2007 N 205000 1 3.25 935.8 07416 12/29/2006 8 XA1605D_ARM 0 200000 50000 100 702 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643688 TOWNHOUSE 1 OO PURCHASE N 6.5 6.5 351800 351800 1/1/2007 12/1/2036 1905.58 360 77.99 FL 2/1/2007 N 460000 1 3.25 1905.58 33626 12/29/2006 2 XA1605DI_ARM-INTONLY 0 451085 99239 99.99 668 47.67 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643689 CONDO 1 2ND PURCHASE N 6.875 6.875 272000 272000 2/1/2007 1/1/2037 1558.33 360 80 SC 2/1/2007 N 340000 1 3.25 1558.33 29582 12/29/2006 8 XA1605DI_ARM-INTONLY 0 340000 0 80 811 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643690 SFR 1 OO REFI N 6.5 6.5 330000 330000 2/1/2007 1/1/2037 1787.5 360 79.91 NH 2/1/2007 N 413000 1 3.25 1787.5 03801 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 80411 99.38 703 41 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643691 SFR 1 OO PURCHASE N 7 7 293205 293205 2/1/2007 1/1/2037 1710.36 360 80 IL 2/1/2007 N 370000 1 3.25 1710.36 60543 12/29/2006 2 XA0605DI_ARM-INTONLY 0 366507 73301 100 759 46.23 NO-PREPAY 1/1/2012 5 5 2 3.25 0000000000 CONDO 1 OO PURCHASE N 7 7 362000 362000 2/1/2007 1/1/2037 2111.67 360 80 MA 2/1/2007 N 452500 1 3.25 2111.67 02155 12/29/2006 8 XA1605DI_ARM-INTONLY 0 457500 90500 100 682 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643693 SFR 1 OO PURCHASE N 6.5 6.5 237200 237200 2/1/2007 1/1/2037 1284.83 360 80 NJ 2/1/2007 N 300000 1 3.25 1284.83 08857 12/29/2006 8 XA1605DI_ARM-INTONLY 0 296500 59300 100 701 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643694 SFR 1 OO PURCHASE N 6.875 6.875 296000 296000 2/1/2007 1/1/2037 1695.83 360 80 NJ 2/1/2007 N 370000 1 3.25 1695.83 08742 12/29/2006 8 XA1605DI_ARM-INTONLY 0 384000 74000 100 690 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643695 SFR 1 OO PURCHASE N 6.25 6.25 280000 280000 2/1/2007 1/1/2037 1458.33 360 80 NJ 2/1/2007 N 355000 1 3.25 1458.33 07748 12/29/2006 2 XA0605DI_ARM-INTONLY 0 350000 70000 100 696 39.44 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643696 SFR 1 OO REFI Y 6.5 6.5 257600 257600 2/1/2007 1/1/2037 1395.33 360 80 CA 2/1/2007 N 322000 1 3.25 1395.33 95662 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 64400 100 722 42.76 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643698 CONDO 1 OO PURCHASE N 6.875 6.875 417000 416939.06 2/1/2007 1/1/2037 2389.06 360 78.69 CA 2/1/2007 N 535000 1 3.25 2389.06 95136 12/29/2006 1 XA1605DI_ARM-INTONLY 0 529950 105937 98.68 650 43.3 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643699 SFR 1 OO REFI N 6.75 6.75 205600 205600 2/1/2007 1/1/2037 1156.5 360 80 AZ 2/1/2007 N 257000 1 3.25 1156.5 85338 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 51400 100 680 44.64 NO-PREPAY 1/1/2012 5 5 2 3.25 0000000000 SFR 1 OO REFI N 6.5 6.5 229000 229000 2/1/2007 1/1/2037 1240.42 360 76.34 AZ 2/1/2007 N 300000 1 3.25 1240.42 85022 12/29/2006 8 XA1605DI_ARM-INTONLY 0 0 0 76.34 760 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643701 SFR 1 OO PURCHASE N 7.5 7.5 267900 267900 1/1/2007 12/1/2036 1674.38 360 95 AZ 2/1/2007 N 288000 1 3.25 1674.38 85251 12/29/2006 12 XA1605DI_ARM-INTONLY 30 282000 0 95 689 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643702 PUD 1 OO REFI N 6.625 6.625 182000 182000 2/1/2007 1/1/2037 1004.79 360 70 AZ 2/1/2007 N 260000 1 3.25 1004.79 85086 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 52000 90 671 40.96 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643703 PUD 1 OO PURCHASE N 6.5 6.5 127900 127900 2/1/2007 1/1/2037 692.79 360 79.99 AZ 2/1/2007 N 160000 1 3.25 692.79 85746 12/29/2006 2 XA0605DI_ARM-INTONLY 0 159900 31948 99.97 688 44.01 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643704 SFR 1 OO REFI N 6.5 6.5 396000 396000 2/1/2007 1/1/2037 2145 360 80 CA 2/1/2007 N 495000 1 3.25 2145 95765 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 99000 100 672 44.57 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643705 SFR 1 OO PURCHASE N 6.5 6.5 258750 258750 1/1/2007 12/1/2036 1401.56 360 75 CA 2/1/2007 N 345000 1 3.25 1401.56 92342 12/29/2006 2 XA0605DI_ARM-INTONLY 0 345000 86250 100 718 44.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643706 CONDO 1 OO REFI N 6.625 6.625 356000 356000 2/1/2007 1/1/2037 1965.42 360 80 CA 2/1/2007 N 445000 1 3.25 1965.42 94401 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 89000 100 707 40.76 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643707 CONDO 1 OO REFI Y 6.25 6.25 292000 291981.05 2/1/2007 1/1/2037 1520.83 360 62.8 CA 2/1/2007 N 465000 1 3.25 1520.83 93546 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 62.8 682 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643708 SFR 1 2ND REFI Y 7 7 300000 300000 2/1/2007 1/1/2037 1750 360 80 CA 2/1/2007 N 375000 1 3.25 1750 92315 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 682 33.52 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643709 CONDO 1 OO PURCHASE N 6.875 6.875 257600 257600 2/1/2007 1/1/2037 1475.83 360 80 CA 2/1/2007 N 350000 1 3.25 1475.83 93546 12/29/2006 17 XA0605DI_ARM-INTONLY 0 322000 64400 100 690 40.54 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643710 SFR 1 OO REFI N 6.99 6.99 280000 280000 1/1/2007 12/1/2036 1631 360 80 MD 2/1/2007 N 350000 1 3.25 1631 20781 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 80 700 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103644600 SFR 1 NOO PURCHASE N 6.875 6.875 175500 175500 2/1/2007 1/1/2037 1005.47 360 75 FL 2/1/2007 N 260000 1 2.75 1005.47 33020 1/4/2007 8 SA2605EI_ARM-INTONLY 0 234000 46800 95 671 0 3YR 1/1/2012 6 3 1 2.75 0000000000 PUD 1 NOO PURCHASE N 7.75 7.75 258700 258700 3/1/2007 2/1/2037 1670.77 360 65 CA 2/1/2007 N 400000 1 2.875 1670.77 92240 1/4/2007 2 PA0602EI_ARM-INTONLY 0 398000 139300 100 753 33.35 6MO 2/1/2009 6 3 1 2.875 1103647943 2-4FAMILY 3 NOO PURCHASE N 8.875 8.875 224000 223874.43 2/1/2007 1/1/2037 1782.24 360 80 NJ 2/1/2007 N 320000 1 0 1782.24 08244 1/30/2007 12 XF1630_FIXEDRATE 0 280000 0 80 796 0 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XXX REFI N 6.5 6.5 322500 322500 2/1/2007 1/1/2037 1746.88 360 75 CA 2/1/2007 N 430000 1 3 1746.88 92557 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 64500 90 644 36.54 2YR 1/1/2012 6 3 1 3 2503161588 D-PUDS 1 NOO REFI Y 13.7 13.7 64500 64487.43 2/1/2007 1/1/2022 748.95 180 15 CA 2/1/2007 Y 430000 2 0 748.95 92557 12/18/2006 2 TB1630_BALLOON 0 0 0 90 644 33.46 2YR 0 0 0 0 2503178287 CONDO 1 OO PURCHASE N 11.5 11.5 63800 63759.02 1/1/2007 12/1/2021 631.81 180 19.86 CA 2/1/2007 Y 330000 2 0 631.81 92025 11/8/2006 2 TB1630_BALLOON 0 321343 0 99.85 667 44.92 1YR 0 0 0 0 2503178866 CONDO 1 OO PURCHASE N 12.375 12.375 63600 63546.89 12/1/2006 11/1/2021 672.61 180 20 CA 2/1/2007 Y 325000 2 0 672.61 92025 11/2/2006 2 TB1630_BALLOON 0 318000 0 100 646 48.07 1YR 0 0 0 0 2503179897 2-4FAMILY 3 OO PURCHASE N 12.55 12.55 114000 113942 1/1/2007 12/1/2021 1221.1 180 20 CA 2/1/2007 Y 570000 2 0 1221.1 90003 11/20/2006 2 TB2630_BALLOON 0 570000 0 100 635 46.23 3YR 0 0 0 0 2503180695 SFR 1 OO PURCHASE N 10.99 10.99 108000 107883.17 12/1/2006 11/1/2021 1027.69 180 20 CA 2/1/2007 Y 540000 2 0 1027.69 90043 11/6/2006 2 TB1630_BALLOON 0 540000 0 100 670 49.39 3YR 0 0 0 0 2503182837 SFR 1 NOO REFI Y 14.9 14.9 20000 19994.05 1/1/2007 12/1/2021 251.29 180 15.39 RI 2/1/2007 Y 130000 2 0 251.29 02889 11/2/2006 2 TB1630_BALLOON 0 0 0 95 652 48.05 NO-PREPAY 0 0 0 0 2503182942 SFR 1 OO REFI Y 11.65 11.65 43000 42959.74 12/1/2006 11/1/2021 430.75 180 20 OR 2/1/2007 Y 215000 2 0 430.75 97501 11/2/2006 2 TB1630_BALLOON 0 0 0 95 644 28.5 3YR 0 0 0 0 2503183583 CONDO 1 OO PURCHASE N 13.4 13.4 40400 40383.03 1/1/2007 12/1/2021 459.57 180 19.94 FL 2/1/2007 Y 202700 2 0 459.57 33193 11/6/2006 2 TB1630_BALLOON 0 205000 0 99.86 653 43.83 NO-PREPAY 0 0 0 0 2503183972 SFR 1 OO PURCHASE N 13.65 13.65 52000 51968.77 12/1/2006 11/1/2021 601.76 180 20 CO 2/1/2007 Y 260000 2 0 601.76 80013 10/31/2006 2 TB2630_BALLOON 0 260000 0 100 638 43.34 NO-PREPAY 0 0 0 0 2503184597 SFR 1 OO REFI N 5.875 5.875 303000 303000 2/1/2007 1/1/2037 1483.44 360 23.28 CA 2/1/2007 N 1302000 1 3 1483.44 91316 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 50000 27.12 780 17.05 3YR 1/1/2012 6 3 1 3 2503184739 SFR 1 NOO PURCHASE N 11.7 11.7 44500 44472.66 1/1/2007 12/1/2021 447.48 180 20 NY 2/1/2007 Y 229000 2 0 447.48 11901 11/2/2006 2 TB0630_BALLOON 0 222600 0 95 761 42.33 1YR 0 0 0 0 2503184950 SFR 1 OO PURCHASE N 12.7 12.7 66000 65967.53 1/1/2007 12/1/2021 714.65 180 20 CA 2/1/2007 Y 331000 2 0 714.65 93535 11/16/2006 2 TB2630_BALLOON 0 330000 0 100 623 43.24 2YR 0 0 0 0 2503185063 CONDOTEL 1 2ND PURCHASE N 8.05 8.05 242150 241989.16 2/1/2007 1/1/2037 1785.26 360 80 FL 2/1/2007 N 370000 1 3 1785.26 32821 12/12/2006 2 PA1605E_ARM 0 302700 0 80 640 49.58 3YR 1/1/2012 6 3 1 3 2503185199 D-PUDS 1 OO PURCHASE N 6.65 6.65 215182 215182 1/1/2007 12/1/2036 1192.47 360 80 AZ 2/1/2007 N 275000 1 3 1192.47 85339 12/7/2006 2 PA1605EI_ARM-INTONLY 0 268978 53795 100 655 44.85 3YR 12/1/2011 6 3 1 3 2503185200 D-PUDS 1 OO PURCHASE N 11.9 11.9 53795 53763.38 1/1/2007 12/1/2021 549.2 180 20 AZ 2/1/2007 Y 275000 2 0 549.2 85339 12/7/2006 2 TB1630_BALLOON 0 268978 0 100 655 44.85 3YR 0 0 0 0 2503185223 HI-RISE 1 OO REFI Y 13.35 13.35 28000 27982.07 12/1/2006 11/1/2021 317.41 180 20 FL 2/1/2007 Y 140000 2 0 317.41 33162 10/31/2006 2 TB1630_BALLOON 0 0 0 100 643 44.7 NO-PREPAY 0 0 0 0 2503185827 2-4FAMILY 4 OO PURCHASE N 9.15 9.15 446250 446250 1/1/2007 12/1/2036 3402.66 360 75 NY 2/1/2007 N 595000 1 3 3402.66 10301 11/20/2006 2 PA1605EI_ARM-INTONLY 0 595000 148750 100 641 41.66 1YR 12/1/2011 6 3 1 3 2503185828 2-4FAMILY 4 OO PURCHASE N 13.5 13.5 148750 148688.94 1/1/2007 12/1/2021 1703.8 180 25 NY 2/1/2007 Y 595000 2 0 1703.8 10301 11/20/2006 2 TB1630_BALLOON 0 595000 0 100 641 41.66 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX PURCHASE N 12.6 12.6 29250 29235.3 1/1/2007 12/1/2021 314.44 180 15 NJ 2/1/2007 Y 265000 2 0 314.44 08901 11/14/2006 2 TB0630_BALLOON 0 195000 0 95 743 29.52 NO-PREPAY 0 0 0 0 2503186162 SFR 1 NOO REFI Y 12.45 12.45 60000 59968.78 1/1/2007 12/1/2021 638.03 180 20 FL 2/1/2007 Y 300000 2 0 638.03 33312 11/20/2006 2 TB0630_BALLOON 0 0 0 95 733 48.48 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO PURCHASE N 11.975 11.975 47400 47358.68 12/1/2006 11/1/2021 486.65 180 20.01 FL 2/1/2007 Y 290000 2 0 486.65 33064 10/17/2006 1 TB0630_BALLOON 0 236900 0 95 687 18.7 NO-PREPAY 0 0 0 0 2503186545 D-PUDS 1 OO PURCHASE N 11.25 11.25 39950 39909.15 12/1/2006 11/1/2021 388.02 180 10 FL 2/1/2007 Y 400000 2 0 388.02 33428 10/12/2006 2 TB1630_BALLOON 0 399500 0 90 666 37.05 2YR 0 0 0 0 2503186678 CONDO 1 OO REFI Y 12.5 12.5 20000 19984.49 12/1/2006 11/1/2021 213.45 180 10 FL 2/1/2007 Y 200000 2 0 213.45 33324 10/23/2006 2 TB1630_BALLOON 0 0 0 90 657 39.11 3YR 0 0 0 0 2503186740 D-PUDS 1 OO PURCHASE N 10 10 150000 149799.26 12/1/2006 11/1/2021 1316.36 180 20 CA 2/1/2007 Y 750000 2 0 1316.36 90746 10/13/2006 1 TB0630_BALLOON 0 755000 0 100 759 44.55 NO-PREPAY 0 0 0 0 2503186933 SFR 1 OO REFI Y 11.4 11.4 41800 41758.63 12/1/2006 11/1/2021 410.76 180 10 VA 2/1/2007 Y 418000 2 0 410.76 22193 10/11/2006 2 TB1630_BALLOON 0 0 0 90 677 30.94 2YR 0 0 0 0 2503187002 2-4FAMILY 4 OO PURCHASE N 12.69 12.69 132500 132434.67 1/1/2007 12/1/2021 1433.68 180 25 IL 2/1/2007 Y 540000 2 0 1433.68 60639 11/10/2006 2 TB1630_BALLOON 0 530000 0 100 665 49.52 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX PURCHASE N 14.2 14.2 32950 32938.47 1/1/2007 12/1/2021 395.64 180 19.97 FL 2/1/2007 Y 170000 2 0 395.64 33064 11/6/2006 2 TB1630_BALLOON 0 164999 0 94.94 646 38.73 1YR 0 0 0 0 2503187241 SFR 1 OO REFI N 5.125 5.125 320000 320000 1/1/2007 12/1/2036 1366.67 360 48.13 CA 2/1/2007 N 665000 1 0 1366.67 95404 11/17/2006 1 PF0630I_FIX-INTONLY 0 0 0 48.13 767 46.34 3YR 0 0 0 0 2503187276 HI-RISE 1 OO PURCHASE N 7.6 7.6 282200 282200 3/1/2007 2/1/2037 1787.27 360 75 MN 2/1/2007 N 376283 1 3.875 1787.27 55415 1/2/2007 2 PA1605EI_ARM-INTONLY 0 380000 94000 99.98 660 49.04 3YR 2/1/2012 6 3 1 3.875 0000000000 CONDO 1 OO REFI Y 7.5 7.5 206000 205847.09 2/1/2007 1/1/2037 1440.38 360 78.04 FL 2/1/2007 N 264000 1 3 1440.38 33351 12/11/2006 2 PA1605E_ARM 0 0 0 78.04 643 31.83 3YR 1/1/2012 6 3 1 3 2503187715 SFR 1 NOO PURCHASE N 6.43 6.43 167600 167600 1/1/2007 12/1/2036 898.06 360 74.99 NY 2/1/2007 N 225000 1 3 898.06 12186 11/28/2006 2 PA0605EI_ARM-INTONLY 0 223500 44700 94.99 700 45.83 1YR 12/1/2011 6 3 1 3 2503187716 SFR 1 NOO PURCHASE N 12.55 12.55 44700 44677.26 1/1/2007 12/1/2021 478.8 180 20 NY 2/1/2007 Y 225000 2 0 478.8 12186 11/28/2006 2 TB0630_BALLOON 0 223500 0 94.99 700 45.83 NO-PREPAY 0 0 0 0 2503187746 CONDO 1 OO REFI Y 12.7 12.7 90000 89933.24 12/1/2006 11/1/2021 974.52 180 25 CA 2/1/2007 Y 360000 2 0 974.52 92804 10/31/2006 2 TB2630_BALLOON 0 0 0 100 620 44.43 3YR 0 0 0 0 2503187759 CONDO 1 OO REFI Y 10.875 10.875 29500 29467.29 12/1/2006 11/1/2021 278.15 180 10 CA 2/1/2007 Y 295000 2 0 278.15 90723 10/19/2006 2 TB1630_BALLOON 0 0 0 90 679 38.61 2YR 0 0 0 0 2503187908 SFR 1 OO REFI Y 11.74 11.74 188000 187827.38 12/1/2006 11/1/2021 1896.25 180 25 CA 2/1/2007 Y 752000 2 0 1896.25 95062 10/31/2006 2 TB1630_BALLOON 0 0 0 95 658 37.37 3YR 0 0 0 0 2503188012 SFR 1 OO REFI N 6.75 6.75 456000 455999.44 1/1/2007 12/1/2036 2565 360 80 CA 2/1/2007 N 570000 1 3 2565 92509 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 85500 95 712 46.83 3YR 12/1/2011 6 3 1 3 2503188140 CONDO 1 NOO PURCHASE N 13.9 13.9 20000 19988.7 12/1/2006 11/1/2021 235.39 180 20.21 FL 2/1/2007 Y 99000 2 0 235.39 33613 10/30/2006 2 TB0630_BALLOON 0 99900 0 94.95 707 45.29 NO-PREPAY 0 0 0 0 2503188393 SFR 1 NOO REFI Y 6.5 6.5 300000 299678.95 2/1/2007 1/1/2037 1896.2 360 51.11 HI 2/1/2007 N 587000 1 0 1896.2 96744 12/28/2006 1 PF0630_FIXEDRATE 0 0 0 51.11 733 38.79 NO-PREPAY 0 0 0 0 2503188489 SFR 1 NOO PURCHASE N 13.5 13.5 22000 21901.39 12/1/2006 11/1/2021 251.99 180 20 FL 2/1/2007 Y 121000 2 0 251.99 34690 10/31/2006 2 TB1630_BALLOON 0 110000 0 95 648 28.36 3YR 0 0 0 0 2503188558 D-PUDS 1 OO REFI Y 6.25 6.25 178500 178500 2/1/2007 1/1/2037 929.69 360 70 FL 2/1/2007 N 255000 1 3 929.69 33025 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 49745 89.51 719 47.42 3YR 1/1/2012 6 3 1 3 2503188590 SFR 1 OO REFI Y 11.55 11.55 97000 96907.15 12/1/2006 11/1/2021 964.28 180 20 CA 2/1/2007 Y 485000 2 0 964.28 95828 10/31/2006 2 TB1630_BALLOON 0 0 0 100 660 49.44 3YR 0 0 0 0 2503188620 SFR 1 OO REFI Y 12 12 24600 24578.67 12/1/2006 11/1/2021 253.04 180 10 AZ 2/1/2007 Y 246000 2 0 253.04 85201 10/24/2006 2 TB1630_BALLOON 0 0 0 90 657 37.71 3YR 0 0 0 0 2503188630 CONDO 1 OO PURCHASE N 11.575 11.575 43500 43458.57 12/1/2006 11/1/2021 433.27 180 10 CA 2/1/2007 Y 475000 2 0 433.27 91401 10/25/2006 2 TB1630_BALLOON 0 435000 0 90 670 37.89 1YR 0 0 0 0 2503188834 SFR 1 OO PURCHASE N 13.24 13.24 67500 67470.6 1/1/2007 12/1/2036 759.37 360 25 FL 2/1/2007 N 300000 2 0 759.37 33024 11/9/2006 2 TF2630_FIXEDRATE 0 270000 0 100 636 43.08 2YR 0 0 0 0 2503188888 SFR 1 OO REFI Y 12.85 12.85 105000 104924.7 12/1/2006 11/1/2021 1149.21 180 20 CA 2/1/2007 Y 525000 2 0 1149.21 90621 10/31/2006 2 TB1630_BALLOON 0 0 0 100 653 49.68 2YR 0 0 0 0 2503188970 2-4FAMILY 3 OO PURCHASE N 6.5 6.5 420000 420000 1/1/2007 12/1/2036 2275 360 75 NY 2/1/2007 N 560000 1 3 2275 11207 11/22/2006 2 PA2605EI_ARM-INTONLY 0 560000 140000 100 630 49.37 1YR 12/1/2011 6 3 1 3 0000000000 2-4FAMILY 3 OO PURCHASE N 13.625 13.625 140000 139944.13 1/1/2007 12/1/2021 1617.36 180 25 NY 2/1/2007 Y 560000 2 0 1617.36 11207 11/22/2006 2 TB2630_BALLOON 0 560000 0 100 630 48.67 NO-PREPAY 0 0 0 0 2503188985 SFR 1 OO REFI Y 12.5 12.5 35000 34972.85 12/1/2006 11/1/2021 373.54 180 7.3 FL 2/1/2007 Y 480000 2 0 373.54 34761 10/31/2006 2 TB1630_BALLOON 0 0 0 87.3 658 32.65 3YR 0 0 0 0 0000000000 SFR 1 NOO PURCHASE N 8.75 8.75 381600 381600 1/1/2007 12/1/2036 2782.5 360 80 NY 2/1/2007 N 480000 1 3 2782.5 11417 11/27/2006 2 PA1605EI_ARM-INTONLY 0 477000 71550 95 640 37.83 NO-PREPAY 12/1/2011 6 3 1 3 2503189040 SFR 1 NOO PURCHASE N 13.55 13.55 71550 71520.96 1/1/2007 12/1/2021 822.36 180 15 NY 2/1/2007 Y 480000 2 0 822.36 11417 11/27/2006 2 TB1630_BALLOON 0 477000 0 95 640 37.83 NO-PREPAY 0 0 0 0 2503189068 2-4FAMILY 3 OO PURCHASE N 8.5 8.5 322500 322107.86 1/1/2007 12/1/2036 2479.75 360 75 NY 2/1/2007 N 430000 1 3 2479.75 10701 11/29/2006 2 PA1605E_ARM 0 430000 107500 100 651 38.11 1YR 12/1/2011 6 3 1 3 2503189069 2-4FAMILY 3 OO PURCHASE N 13.25 13.25 107500 107453.28 1/1/2007 12/1/2021 1210.21 180 25 NY 2/1/2007 Y 430000 2 0 1210.21 10701 11/29/2006 2 TB1630_BALLOON 0 430000 0 100 651 38.11 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX PURCHASE N 12 12 87000 86924.58 12/1/2006 11/1/2021 894.89 180 15 CA 2/1/2007 Y 585000 2 0 894.89 90064 10/31/2006 1 TB0630_BALLOON 0 580000 0 95 787 20.87 NO-PREPAY 0 0 0 0 2503189217 2-4FAMILY 3 OO PURCHASE N 13.35 13.35 149975 149911.29 1/1/2007 12/1/2021 1700.15 180 25 NJ 2/1/2007 Y 610000 2 0 1700.15 07047 11/3/2006 2 TB1630_BALLOON 0 599900 0 100 649 44.09 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XX XXXXXXXX N 12.875 12.875 150000 149929.05 1/1/2007 12/1/2021 1644.66 180 25 NY 2/1/2007 Y 600000 2 0 1644.66 11236 11/28/2006 2 TB1630_BALLOON 0 600000 0 100 669 49.43 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 12.5 12.5 45900 45833.7 12/1/2006 11/1/2021 489.87 180 12.08 MD 2/1/2007 Y 380000 2 0 489.87 21060 10/31/2006 2 TB1630_BALLOON 0 0 0 89.98 648 37.13 NO-PREPAY 0 0 0 0 2503189448 CONDO 1 2ND PURCHASE N 8.163 8.163 183100 183100 1/1/2007 12/1/2036 1245.54 360 80 FL 2/1/2007 N 234000 1 3 1245.54 33190 11/28/2006 1 PA1605EI_ARM-INTONLY 0 228900 0 80 640 31.48 3YR 12/1/2011 6 3 1 3 2503189459 SFR 1 OO PURCHASE N 11.99 11.99 91000 79837.63 1/1/2007 12/1/2021 935.34 180 20 NY 2/1/2007 Y 510000 2 0 935.34 11801 11/13/2006 2 TB1630_BALLOON 0 455000 0 95 649 44.51 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX XXXXXXXX N 6.9 6.9 136850 136850 1/1/2007 12/1/2036 786.89 360 74.99 FL 2/1/2007 N 185000 1 3 786.89 33064 11/22/2006 2 PA0605EI_ARM-INTONLY 0 182500 36500 94.99 770 47.43 3YR 12/1/2011 6 3 1 3 2503189537 CONDO 1 NOO PURCHASE N 12.625 12.625 36500 36481.74 1/1/2007 12/1/2021 393.09 180 20 FL 2/1/2007 Y 185000 2 0 393.09 33064 11/22/2006 2 TB0630_BALLOON 0 182500 0 94.99 770 47.43 NO-PREPAY 0 0 0 0 2503189540 SFR 1 OO PURCHASE N 12.5 12.5 155000 154879.75 12/1/2006 11/1/2021 1654.25 180 20 CA 2/1/2007 Y 775000 2 0 1654.25 91791 11/6/2006 2 TB1630_BALLOON 0 775000 0 100 655 38.06 2YR 0 0 0 0 2503189555 2-4FAMILY 3 OO PURCHASE N 13.3 13.3 162500 162394.69 12/1/2006 11/1/2021 1835.76 180 25 NY 2/1/2007 Y 650000 2 0 1835.76 11422 10/30/2006 2 TB1630_BALLOON 0 650000 0 100 645 46.03 NO-PREPAY 0 0 0 0 2503189606 SFR 1 NOO REFI N 12.05 12.05 54600 54553.2 12/1/2006 11/1/2021 563.72 180 20 NV 2/1/2007 Y 273000 2 0 563.72 89032 11/2/2006 2 TB0630_BALLOON 0 0 0 90 730 33.1 1YR 0 0 0 0 2503189639 PUD 1 OO REFI N 5.25 5.25 211500 211500 2/1/2007 1/1/2037 925.31 360 52.23 CA 2/1/2007 N 405000 1 0 925.31 95409 12/11/2006 1 PF0630I_FIX-INTONLY 0 0 0 52.23 797 44.58 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 11.39 11.39 25000 24975.2 12/1/2006 11/1/2021 245.48 180 10 FL 2/1/2007 Y 250000 2 0 245.48 34205 11/6/2006 2 TB1630_BALLOON 0 0 0 88.8 675 28.72 3YR 0 0 0 0 2503189706 SFR 1 OO REFI Y 5 5 1000000 1000000 1/1/2007 12/1/2036 4166.67 360 58.83 CA 2/1/2007 N 1700000 1 0 4166.67 95448 11/30/2006 2 PF0630I_FIX-INTONLY 0 0 0 58.83 725 27.63 3YR 0 0 0 0 2503189711 2-4FAMILY 3 OO PURCHASE N 10.84 10.84 57400 57335.83 12/1/2006 11/1/2021 539.71 180 20 RI 2/1/2007 Y 320000 2 0 539.71 02907 10/31/2006 1 TB0630_BALLOON 0 287000 0 100 694 37.93 1YR 0 0 0 0 2503189756 SFR 1 OO REFI N 7.125 7.125 104000 103916.83 2/1/2007 1/1/2037 700.67 360 78.79 OH 2/1/2007 N 132000 1 0 700.67 44405 12/20/2006 2 PF2630_FIXEDRATE 0 0 26000 98.49 624 33.16 3YR 0 0 0 0 2503189777 SFR 1 OO REFI Y 11.1 11.1 42000 41955.64 12/1/2006 11/1/2021 403.15 180 15 CA 2/1/2007 Y 280000 2 0 403.15 93722 10/24/2006 2 TB1630_BALLOON 0 0 0 90 674 33.71 2YR 0 0 0 0 2503189802 D-PUDS 1 OO REFI Y 11.6 11.6 99800 99705.36 12/1/2006 11/1/2021 995.93 180 20 CA 2/1/2007 Y 499000 2 0 995.93 92057 11/1/2006 2 TB1630_BALLOON 0 0 0 100 662 43.49 1YR 0 0 0 0 2503189908 SFR 1 OO REFI N 11.6 11.6 72500 72431.33 12/1/2006 11/1/2021 723.5 180 10 CA 2/1/2007 Y 725000 2 0 723.5 91941 10/20/2006 2 TB1630_BALLOON 0 0 0 90 653 39.8 3YR 0 0 0 0 0000000000 2-4FAMILY 3 OO PURCHASE N 12.59 12.59 167500 167415.54 1/1/2007 12/1/2021 1799.36 180 25 NY 2/1/2007 Y 670000 2 0 1799.36 11208 11/10/2006 2 TB1630_BALLOON 0 670000 0 100 672 49.89 NO-PREPAY 0 0 0 0 2503190156 SFR 1 OO PURCHASE N 10.99 10.99 70800 70749.17 1/1/2007 12/1/2021 673.71 180 10 CA 2/1/2007 Y 708400 2 0 673.71 93905 11/13/2006 2 TB1630_BALLOON 0 708400 0 90 669 36.9 3YR 0 0 0 0 2503190173 SFR 1 NOO REFI Y 12.8 12.8 142000 141931.69 1/1/2007 12/1/2021 1548.64 180 20 FL 2/1/2007 Y 710000 2 0 1548.64 34787 11/8/2006 2 TB0630_BALLOON 0 0 0 95 704 41.31 2YR 0 0 0 0 2503190251 CONDO 1 OO PURCHASE N 12.35 12.35 45000 44971.1 1/1/2007 12/1/2021 475.03 180 20 CA 2/1/2007 Y 225000 2 0 475.03 92335 11/3/2006 2 TB1630_BALLOON 0 225000 0 100 643 41 3YR 0 0 0 0 2503190422 SFR 1 OO REFI N 5.875 5.875 495000 495000 2/1/2007 1/1/2037 2423.44 360 26.89 CA 2/1/2007 N 1841500 1 3 2423.44 90272 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 26.89 769 14.22 3YR 1/1/2012 6 3 1 3 2503190448 SFR 1 OO REFI Y 13.15 13.15 78750 78697.19 12/1/2006 11/1/2021 880.37 180 25 FL 2/1/2007 Y 315000 2 0 880.37 33068 10/31/2006 2 TB2630_BALLOON 0 0 0 100 625 47.64 3YR 0 0 0 0 2503190463 SFR 1 OO PURCHASE N 11.54 11.54 46800 46770.2 1/1/2007 12/1/2021 464.89 180 20 AZ 2/1/2007 Y 237000 2 0 464.89 85225 11/22/2006 2 TB1630_BALLOON 0 234000 0 100 672 39.84 2YR 0 0 0 0 2503190525 SFR 1 OO REFI N 12.45 12.45 54000 53945.92 12/1/2006 11/1/2021 574.22 180 10 VA 2/1/2007 Y 540000 2 0 574.22 22193 10/30/2006 2 TB1630_BALLOON 0 0 0 90 646 33.61 NO-PREPAY 0 0 0 0 2503190549 PUD 1 OO REFI Y 12.4 12.4 95500 95449.74 1/1/2007 12/1/2021 1011.83 180 25 FL 2/1/2007 Y 382000 2 0 1011.83 34771 11/8/2006 2 TB1630_BALLOON 0 0 0 100 643 34.96 3YR 0 0 0 0 2503190552 SFR 1 OO PURCHASE N 13.45 13.45 41800 41782.64 1/1/2007 12/1/2021 477.14 180 20 OR 2/1/2007 Y 215000 2 0 477.14 97266 11/16/2006 2 TB2630_BALLOON 0 209000 0 100 630 44.42 NO-PREPAY 0 0 0 0 2503190574 D-PUDS 1 NOO REFI Y 13.2 13.2 110000 109951.66 1/1/2007 12/1/2021 1234.04 180 20 NV 2/1/2007 Y 550000 2 0 1234.04 89015 11/15/2006 2 TB1630_BALLOON 0 0 0 95 678 28.18 2YR 0 0 0 0 2503190675 SFR 1 OO REFI N 10.89 10.89 35500 35460.74 12/1/2006 11/1/2021 335.13 180 10 CA 2/1/2007 Y 355000 2 0 335.13 92551 11/1/2006 2 TB1630_BALLOON 0 0 0 90 658 38.22 3YR 0 0 0 0 2503190696 2-4FAMILY 2 OO PURCHASE N 13.3 13.3 125000 124946.3 1/1/2007 12/1/2021 1412.12 180 25 NY 2/1/2007 Y 500000 2 0 1412.12 10458 11/14/2006 2 TB1630_BALLOON 0 500000 0 100 647 49.98 NO-PREPAY 0 0 0 0 2503190780 SFR 1 OO REFI N 10.775 10.775 165750 165562.14 12/1/2006 11/1/2021 1550.36 180 25.04 CA 2/1/2007 Y 662000 2 0 1550.36 94086 10/30/2006 2 TB0630_BALLOON 0 0 0 100 713 37.32 NO-PREPAY 0 0 0 0 2503190805 2-4FAMILY 2 NOO PURCHASE N 8.75 8.75 202400 202400 1/1/2007 12/1/2036 1475.83 360 80 FL 2/1/2007 N 253000 1 3 1475.83 33441 11/30/2006 7 SA2605EI_ARM-INTONLY 0 253000 0 80 635 0 3YR 12/1/2011 6 3 1 3 2503190809 CONDO 1 OO REFI Y 12.5 12.5 26000 25979.81 12/1/2006 11/1/2021 277.49 180 10 IL 2/1/2007 Y 260000 2 0 277.49 60660 10/31/2006 2 TB1630_BALLOON 0 0 0 90 654 39.66 NO-PREPAY 0 0 0 0 2503190816 SFR 1 OO PURCHASE N 12.49 12.49 55000 54942.3 1/1/2007 12/1/2021 586.57 180 25 FL 2/1/2007 Y 225000 2 0 586.57 32822 11/3/2006 2 TB1630_BALLOON 0 220000 0 100 642 37.32 2YR 0 0 0 0 2503190844 SFR 1 OO REFI N 11.5 11.5 41200 40191.38 12/1/2006 11/1/2021 408 180 8.87 CA 2/1/2007 Y 465000 2 0 408 92377 10/25/2006 2 TB1630_BALLOON 0 0 0 88.87 651 38.27 3YR 0 0 0 0 2503190871 SFR 1 OO REFI Y 11.925 11.925 49000 48946.72 12/1/2006 11/1/2021 501.19 180 10 CA 2/1/2007 Y 490000 2 0 501.19 92026 10/24/2006 2 TB1630_BALLOON 0 0 0 90 650 36.38 3YR 0 0 0 0 2503190896 CONDO 1 NOO PURCHASE N 12.4 12.4 26050 26029.33 12/1/2006 11/1/2021 276 180 21.71 IL 2/1/2007 Y 134000 2 0 276 60641 10/30/2006 2 TB0630_BALLOON 0 120000 0 95 713 41.3 NO-PREPAY 0 0 0 0 2503190898 SFR 1 NOO REFI N 6.6 6.6 151700 151700 1/1/2007 12/1/2036 834.35 360 70.56 MO 2/1/2007 N 215000 1 4 834.35 63021 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 42700 90.42 735 45.54 NO-PREPAY 12/1/2011 6 3 1 4 2503190899 SFR 1 NOO REFI N 12.25 12.25 42700 42676.78 1/1/2007 12/1/2021 447.45 180 19.87 MO 2/1/2007 Y 215000 2 0 447.45 63021 11/30/2006 2 TB0630_BALLOON 0 0 0 90.42 735 45.54 NO-PREPAY 0 0 0 0 2503190929 SFR 1 OO PURCHASE N 12.3 12.3 137500 137426.04 1/1/2007 12/1/2021 1446.17 180 25 IL 2/1/2007 Y 550000 2 0 1446.17 60646 11/6/2006 2 TB1630_BALLOON 0 550000 0 100 673 48.94 NO-PREPAY 0 0 0 0 2503190934 CONDO 1 OO PURCHASE N 11.625 11.625 68600 68557.14 1/1/2007 12/1/2021 685.89 180 19.99 CA 2/1/2007 Y 345000 2 0 685.89 92025 11/9/2006 2 TB1630_BALLOON 0 343241 0 99.98 666 49.27 1YR 0 0 0 0 2503190998 SFR 1 NOO REFI Y 6.7 6.7 150000 150000 2/1/2007 1/1/2037 837.5 360 75 MD 2/1/2007 N 200000 1 3 837.5 21234 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 40000 95 800 28.27 3YR 1/1/2012 6 3 1 3 2503190999 SFR 1 NOO REFI Y 12.59 12.59 40000 39989.97 2/1/2007 1/1/2022 429.7 180 20 MD 2/1/2007 Y 200000 2 0 429.7 21234 12/19/2006 2 TB0630_BALLOON 0 0 0 95 800 28.27 NO-PREPAY 0 0 0 0 2503191044 SFR 1 OO PURCHASE N 12.85 12.85 60500 60471.23 1/1/2007 12/1/2021 662.16 180 25 RI 2/1/2007 Y 242000 2 0 662.16 02904 11/7/2006 2 TB1630_BALLOON 0 242000 0 100 640 48.08 1YR 0 0 0 0 2503191128 CONDO 1 OO PURCHASE N 8.405 8.405 321090 320691.91 1/1/2007 12/1/2036 2447.32 360 95 FL 2/1/2007 N 338000 1 4.25 2447.32 33178 11/22/2006 12 EA0605E_ARM 30 337990 0 95 694 0 2YR 12/1/2011 6 3 1 4.25 2503191167 HI-RISE 1 OO PURCHASE N 13.44 13.44 93750 93691.14 12/1/2006 11/1/2021 1069.4 180 25 FL 2/1/2007 Y 395000 2 0 1069.4 33020 10/31/2006 2 TB1630_BALLOON 0 375000 0 100 656 44.32 NO-PREPAY 0 0 0 0 2503191218 D-PUDS 1 NOO PURCHASE N 12.75 12.75 61150 61105.15 12/1/2006 11/1/2021 664.51 180 20 AZ 2/1/2007 Y 500000 2 0 664.51 85239 11/7/2006 2 TB0630_BALLOON 0 305890 0 94.99 690 41.9 NO-PREPAY 0 0 0 0 2503191220 2-4FAMILY 2 NOO REFI N 11.9 11.9 125000 121874.33 12/1/2006 11/1/2036 1276.15 360 20 CA 2/1/2007 N 625000 2 0 1276.15 92113 11/2/2006 2 TF0630_FIXEDRATE 0 0 0 90 720 23.12 3YR 0 0 0 0 2503191313 CONDO 1 2ND PURCHASE N 12.79 12.79 39747 39717.51 1/1/2007 12/1/2021 433.17 180 25 FL 2/1/2007 Y 195000 2 0 433.17 32822 11/9/2006 2 TB1630_BALLOON 0 158990 0 95 675 40.85 NO-PREPAY 0 0 0 0 2503191318 SFR 1 NOO PURCHASE N 12.05 12.05 130000 129926.07 1/1/2007 12/1/2021 1342.2 180 20 FL 2/1/2007 Y 650000 2 0 1342.2 32136 11/8/2006 2 TB0630_BALLOON 0 650000 0 94.93 772 37.88 NO-PREPAY 0 0 0 0 2503191337 CONDO 1 2ND PURCHASE N 6.375 6.375 151900 151900 1/1/2007 12/1/2036 806.97 360 70 CA 2/1/2007 N 290000 1 3 806.97 92101 11/30/2006 2 PA0605EI_ARM-INTONLY 0 217030 54257 94.99 686 34.97 NO-PREPAY 12/1/2011 6 3 1 3 2503191379 SFR 1 OO REFI N 12.25 12.25 29000 28976.21 12/1/2006 11/1/2021 303.89 180 10 IL 2/1/2007 Y 290000 2 0 303.89 60107 10/27/2006 2 TB1630_BALLOON 0 0 0 90 657 35.67 NO-PREPAY 0 0 0 0 2503191384 2-4FAMILY 2 OO PURCHASE N 13.775 13.775 90000 90000 12/1/2006 11/1/2021 1033.13 180 30 FL 2/1/2007 Y 300000 2 0 1033.13 33020 10/30/2006 2 TB1630I_BALLOON-INTONLY 0 300000 0 100 649 46.19 NO-PREPAY 0 0 0 0 2503191416 SFR 1 OO REFI Y 12.99 12.99 93750 93684.84 12/1/2006 11/1/2021 1036.33 180 25 OR 2/1/2007 Y 375000 2 0 1036.33 97211 10/31/2006 2 TB2630_BALLOON 0 0 0 100 636 49.66 3YR 0 0 0 0 2503191417 HI-RISE 1 OO PURCHASE N 13.1 13.1 42000 41976.87 1/1/2007 12/1/2021 467.89 180 20.01 FL 2/1/2007 Y 209900 2 0 467.89 33162 11/7/2006 2 TB1630_BALLOON 0 209900 0 100 677 44.15 2YR 0 0 0 0 2503191472 SFR 1 OO REFI Y 6.21 6.21 240000 240000 1/1/2007 12/1/2036 1242 360 72.73 FL 2/1/2007 N 330000 1 3 1242 34232 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 72.73 682 37.28 3YR 12/1/2011 6 3 1 3 2503191487 CONDO 1 OO REFI N 6.125 6.125 120000 120000 2/1/2007 1/1/2037 612.5 360 59.71 CA 2/1/2007 N 201000 1 3 612.5 92105 12/11/2006 1 PA1603EI_ARM-INTONLY 0 0 70800 94.93 678 44.26 3YR 1/1/2010 6 3 1 3 2503191508 D-PUDS 1 OO REFI Y 11 11 225000 224757.09 12/1/2006 11/1/2021 2142.73 180 25.72 VA 2/1/2007 Y 875000 2 0 2142.73 22079 10/31/2006 2 TB0630_BALLOON 0 0 0 100 712 36.2 3YR 0 0 0 0 2503191521 SFR 1 OO PURCHASE N 12.55 12.55 82500 82458.02 1/1/2007 12/1/2021 883.69 180 25 FL 2/1/2007 Y 330000 2 0 883.69 33157 11/2/2006 1 TB2630_BALLOON 0 330000 0 100 624 45.3 2YR 0 0 0 0 2503191538 SFR 1 OO REFI Y 10.7 10.7 64000 63926.29 12/1/2006 11/1/2021 595.02 180 9.56 CA 2/1/2007 Y 670000 2 0 595.02 92802 10/31/2006 1 TB1630_BALLOON 0 0 0 89.56 644 48.95 3YR 0 0 0 0 2503191551 CONDO 1 OO PURCHASE N 12.19 12.19 85500 85428.93 12/1/2006 11/1/2021 891.99 180 25 CA 2/1/2007 Y 348000 2 0 891.99 92691 10/27/2006 2 TB1630_BALLOON 0 342000 0 100 655 37.93 3YR 0 0 0 0 2503191563 SFR 1 OO PURCHASE N 12.6 12.6 70000 69964.78 1/1/2007 12/1/2021 752.52 180 20 CA 2/1/2007 Y 350000 2 0 752.52 92324 11/8/2006 2 TB2630_BALLOON 0 350000 0 100 625 42.43 3YR 0 0 0 0 2503191596 CONDO 1 OO PURCHASE N 12.54 12.54 62500 62468.12 1/1/2007 12/1/2021 668.98 180 25.01 FL 2/1/2007 Y 256000 2 0 668.98 33196 11/22/2006 2 TB1630_BALLOON 0 249900 0 100 669 43.11 NO-PREPAY 0 0 0 0 2503191676 SFR 1 OO PURCHASE N 11.65 11.65 68000 67957.75 1/1/2007 12/1/2021 681.19 180 25 CA 2/1/2007 Y 273500 2 0 681.19 93706 11/21/2006 2 TB1630_BALLOON 0 272000 0 100 663 48.75 2YR 0 0 0 0 2503191757 CONDO 1 OO PURCHASE N 12.75 12.75 109500 109419.68 12/1/2006 11/1/2021 1189.93 180 25 CA 2/1/2007 Y 438000 2 0 1189.93 94303 10/31/2006 2 TB2630_BALLOON 0 438000 0 100 638 31.5 3YR 0 0 0 0 2503191788 D-PUDS 1 2ND PURCHASE N 7.99 7.99 418000 418000 2/1/2007 1/1/2037 2783.18 360 89.93 FL 2/1/2007 N 515000 1 3.875 2783.18 34747 12/20/2006 2 PA1405EI_ARM-INTONLY 25 464840 0 89.93 666 33.29 3YR 1/1/2012 6 3 1 3.875 2503191795 CONDO 1 OO PURCHASE N 12.6 12.6 50000 49974.85 1/1/2007 12/1/2021 537.51 180 20 CA 2/1/2007 Y 260000 2 0 537.51 95242 11/10/2006 2 TB2630_BALLOON 0 250000 0 100 634 47.03 3YR 0 0 0 0 2503191796 D-PUDS 1 OO REFI Y 11.85 11.85 58000 57948.01 12/1/2006 11/1/2036 589.91 360 8.17 AZ 2/1/2007 N 710000 2 0 589.91 85338 10/31/2006 2 TF1630_FIXEDRATE 0 0 0 88.17 642 35.54 3YR 0 0 0 0 2503191801 SFR 1 OO PURCHASE N 11.75 11.75 76250 76203.66 1/1/2007 12/1/2021 769.67 180 25 IL 2/1/2007 Y 305000 2 0 769.67 60634 11/2/2006 2 TB1630_BALLOON 0 305000 0 100 676 40.75 NO-PREPAY 0 0 0 0 2503191823 PUD 1 NOO REFI Y 12.6 12.6 50000 49969.92 1/1/2007 12/1/2021 537.51 180 20 TX 2/1/2007 Y 250000 2 0 537.51 78746 11/20/2006 2 TB0630_BALLOON 0 0 0 95 746 36 NO-PREPAY 0 0 0 0 2503191861 SFR 1 NOO REFI Y 13.99 13.99 132000 131926.89 12/1/2006 11/1/2021 1562.99 180 15 CA 2/1/2007 Y 880000 2 0 1562.99 94563 11/3/2006 2 TB1630_BALLOON 0 0 0 90 657 26.14 NO-PREPAY 0 0 0 0 2503191867 2-4FAMILY 2 OO PURCHASE N 7.4 7.4 438750 438750 1/1/2007 12/1/2036 2705.63 360 75 NY 2/1/2007 N 585000 1 3 2705.63 10466 11/30/2006 2 PA1605EI_ARM-INTONLY 0 585000 146250 100 662 45.86 1YR 12/1/2011 6 3 1 3 2503191868 2-4FAMILY 2 OO PURCHASE N 12.24 12.24 146250 146170.26 1/1/2007 12/1/2021 1531.42 180 25 NY 2/1/2007 Y 585000 2 0 1531.42 10466 11/30/2006 2 TB1630_BALLOON 0 585000 0 100 662 45.86 NO-PREPAY 0 0 0 0 2503191878 2-4FAMILY 4 NOO PURCHASE N 6.375 6.375 712500 712500 1/1/2007 12/1/2036 3785.16 360 75 CA 2/1/2007 N 975000 1 3 3785.16 90026 11/15/2006 2 PA0605EI_ARM-INTONLY 0 950000 142500 90 691 36.8 3YR 12/1/2011 6 3 1 3 2503191879 2-4FAMILY 4 NOO PURCHASE N 12.25 12.25 142500 142422.48 1/1/2007 12/1/2021 1493.25 180 15 CA 2/1/2007 Y 975000 2 0 1493.25 90026 11/15/2006 2 TB0630_BALLOON 0 950000 0 90 691 36.8 3YR 0 0 0 0 2503191880 CONDO 1 NOO REFI Y 7 7 326250 325713.6 1/1/2007 12/1/2036 2170.55 360 75 CA 2/1/2007 N 435000 1 3 2170.55 94109 11/29/2006 17 PA0605E_ARM 0 0 0 75 743 13.15 2YR 12/1/2011 6 3 1 3 2503191893 SFR 1 NOO REFI N 11.99 11.99 81000 80929.63 12/1/2006 11/1/2021 832.55 180 20 CA 2/1/2007 Y 405000 2 0 832.55 92571 10/31/2006 2 TB0630_BALLOON 0 0 0 95 715 44.79 3YR 0 0 0 0 2503191911 SFR 1 NOO PURCHASE N 13.35 13.35 39000 38975.02 12/1/2006 11/1/2021 442.11 180 20 MN 2/1/2007 Y 201991 2 0 442.11 55411 10/31/2006 2 TB1630_BALLOON 0 195000 0 95 647 45.33 NO-PREPAY 0 0 0 0 2503191917 2-4FAMILY 4 NOO PURCHASE N 12.44 12.44 82000 81957.24 1/1/2007 12/1/2021 871.34 180 20 MN 2/1/2007 Y 415000 2 0 871.34 55106 11/14/2006 2 TB0630_BALLOON 0 410000 0 90 724 26.3 NO-PREPAY 0 0 0 0 2503191970 SFR 1 NOO PURCHASE N 12 12 42000 41963.58 12/1/2006 11/1/2021 432.02 180 20 CO 2/1/2007 Y 210000 2 0 432.02 80550 10/30/2006 2 TB0630_BALLOON 0 210000 0 95 788 25.59 NO-PREPAY 0 0 0 0 2503192004 CONDO 1 OO PURCHASE N 12.5 12.5 66250 66198.6 12/1/2006 11/1/2021 707.06 180 25 CA 2/1/2007 Y 265000 2 0 707.06 92337 11/6/2006 2 TB2630_BALLOON 0 265000 0 100 639 39.03 3YR 0 0 0 0 2503192032 2-4FAMILY 2 NOO PURCHASE N 13.99 13.99 67500 67475.23 1/1/2007 12/1/2021 799.25 180 25 MN 2/1/2007 Y 270000 2 0 799.25 55411 11/10/2006 2 TB1630_BALLOON 0 270000 0 95 661 48.14 NO-PREPAY 0 0 0 0 2503192037 SFR 1 OO PURCHASE N 13.25 13.25 90100 90040.95 12/1/2006 11/1/2021 1014.32 180 25 NY 2/1/2007 Y 361000 2 0 1014.32 11706 11/3/2006 2 TB2630_BALLOON 0 360400 0 100 629 38.89 NO-PREPAY 0 0 0 0 2503192096 SFR 1 OO REFI Y 12.5 12.5 31000 30944.5 1/1/2007 12/1/2021 330.85 180 10 WA 2/1/2007 Y 310000 2 0 330.85 98042 11/13/2006 2 TB1630_BALLOON 0 0 0 90 642 35.75 NO-PREPAY 0 0 0 0 2503192100 SFR 1 OO REFI Y 11.875 11.875 32700 32680.67 1/1/2007 12/1/2021 333.21 180 15 OR 2/1/2007 Y 218000 2 0 333.21 97146 11/14/2006 2 TB1630_BALLOON 0 0 0 90 648 41.95 1YR 0 0 0 0 2503192104 CONDO 1 OO REFI Y 12.75 12.75 92250 92182.35 12/1/2006 11/1/2021 1002.47 180 25 CA 2/1/2007 Y 369000 2 0 1002.47 92618 11/7/2006 2 TB2630_BALLOON 0 0 0 100 625 37.57 3YR 0 0 0 0 2503192175 SFR 1 OO REFI Y 11.49 11.49 28500 28470.74 12/1/2006 11/1/2021 282.02 180 10 CA 2/1/2007 Y 285000 2 0 282.02 92311 11/6/2006 2 TB1630_BALLOON 0 0 0 90 647 38.27 3YR 0 0 0 0 2503192185 SFR 1 OO REFI N 11.85 11.85 72500 72435.04 12/1/2006 11/1/2021 737.38 180 10 CA 2/1/2007 Y 725000 2 0 737.38 94503 10/20/2006 2 TB1630_BALLOON 0 0 0 90 672 38.26 3YR 0 0 0 0 2503192261 SFR 1 OO REFI Y 11.8 11.8 66500 66460.02 1/1/2007 12/1/2021 673.81 180 10 CA 2/1/2007 Y 665000 2 0 673.81 95037 11/14/2006 2 TB1630_BALLOON 0 0 0 90 641 39.14 2YR 0 0 0 0 2503192290 HI-RISE 1 2ND PURCHASE N 6.75 6.75 180800 180800 2/1/2007 1/1/2037 1017 360 69.99 CA 2/1/2007 N 290000 1 3 1017 92101 12/8/2006 2 PA0605EI_ARM-INTONLY 0 258346 64550 94.97 687 35.79 NO-PREPAY 1/1/2012 6 3 1 3 2503192312 SFR 1 NOO PURCHASE N 11.75 11.75 53400 53348.04 12/1/2006 11/1/2021 539.02 180 20 FL 2/1/2007 Y 267000 2 0 539.02 32807 10/31/2006 2 TB0630_BALLOON 0 267000 0 95 745 31.16 1YR 0 0 0 0 2503192316 CONDO 1 2ND PURCHASE N 8.163 8.163 183150 183150 1/1/2007 12/1/2036 1245.88 360 79.99 FL 2/1/2007 N 234000 1 3 1245.88 33190 11/28/2006 1 PA1605EI_ARM-INTONLY 0 228990 0 79.99 640 30.28 3YR 12/1/2011 6 3 1 3 2503192331 CONDO 1 2ND PURCHASE N 12.25 12.25 24450 24132.98 12/1/2006 11/1/2021 256.21 180 15 FL 2/1/2007 Y 163000 2 0 256.21 33172 10/31/2006 2 TB0630_BALLOON 0 163000 0 90 807 36.02 NO-PREPAY 0 0 0 0 2503192354 SFR 1 OO REFI N 10.99 10.99 53100 53017.3 12/1/2006 11/1/2021 505.28 180 10 CA 2/1/2007 Y 531000 2 0 505.28 92407 10/27/2006 2 TB1630_BALLOON 0 0 0 90 675 36.88 3YR 0 0 0 0 2503192365 SFR 1 OO REFI N 6.25 6.25 496000 496000 1/1/2007 12/1/2036 2583.33 360 79.24 CA 2/1/2007 N 626000 1 3 2583.33 94536 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.24 748 41.16 NO-PREPAY 12/1/2011 6 3 1 3 2503192366 SFR 1 OO PURCHASE N 12.74 12.74 147000 146928.34 1/1/2007 12/1/2021 1596.29 180 30 CA 2/1/2007 Y 493000 2 0 1596.29 91722 11/21/2006 2 TB2630_BALLOON 0 490000 0 100 629 41.82 3YR 0 0 0 0 2503192376 SFR 1 OO REFI Y 11.99 11.99 55000 54952.21 12/1/2006 11/1/2021 565.31 180 20 CA 2/1/2007 Y 275000 2 0 565.31 95991 11/2/2006 1 TB1630_BALLOON 0 0 0 100 646 37.65 NO-PREPAY 0 0 0 0 2503192397 SFR 1 OO PURCHASE N 11.75 11.75 20500 20481.22 12/1/2006 11/1/2021 206.93 180 5 CA 2/1/2007 Y 412000 2 0 206.93 92879 10/31/2006 2 TB1630_BALLOON 0 410000 0 85 653 35.56 NO-PREPAY 0 0 0 0 2503192429 SFR 1 OO REFI N 11.45 11.45 59000 58942.21 12/1/2006 11/1/2021 582.02 180 10 CA 2/1/2007 Y 590000 2 0 582.02 95667 10/31/2006 2 TB1630_BALLOON 0 0 0 90 648 38.79 3YR 0 0 0 0 2503192496 CONDO 1 OO REFI N 12.55 12.55 57000 56956.27 12/1/2006 11/1/2021 610.55 180 20 FL 2/1/2007 Y 285000 2 0 610.55 33126 10/31/2006 2 TB1630_BALLOON 0 0 0 100 649 39.18 3YR 0 0 0 0 2503192520 SFR 1 OO PURCHASE N 12.5 12.5 116800 116709.39 12/1/2006 11/1/2021 1246.56 180 20 CA 2/1/2007 Y 584000 2 0 1246.56 93004 10/30/2006 2 TB2630_BALLOON 0 584000 0 100 625 42.49 3YR 0 0 0 0 2503192559 SFR 1 OO REFI Y 12.3 12.3 60000 59967.72 1/1/2007 12/1/2021 631.06 180 20 IL 2/1/2007 Y 300000 2 0 631.06 60441 11/7/2006 2 TB1630_BALLOON 0 0 0 100 667 44.64 NO-PREPAY 0 0 0 0 2503192560 SFR 1 NOO REFI Y 6.49 6.49 250000 249545.88 2/1/2007 1/1/2037 1578.53 360 60.98 NY 2/1/2007 N 410000 1 3 1578.53 11575 12/5/2006 8 SA1605E_ARM 0 0 0 60.98 668 0 1YR 1/1/2012 6 3 1 3 2503192566 2-4FAMILY 2 OO PURCHASE N 13.55 13.55 162500 162400.51 12/1/2006 11/1/2021 1867.69 180 25 NY 2/1/2007 Y 650000 2 0 1867.69 11236 10/31/2006 2 TB2630_BALLOON 0 650000 0 100 628 46.1 NO-PREPAY 0 0 0 0 2503192578 2-4FAMILY 3 OO PURCHASE N 12.8 12.8 177500 177414.61 1/1/2007 12/1/2021 1935.8 180 25 NY 2/1/2007 Y 710000 2 0 1935.8 11207 11/15/2006 2 TB1630_BALLOON 0 710000 0 100 643 43.51 NO-PREPAY 0 0 0 0 2503192591 SFR 1 OO PURCHASE N 11.75 11.75 88750 88696.06 1/1/2007 12/1/2021 895.85 180 25 CA 2/1/2007 Y 355000 2 0 895.85 93552 11/13/2006 2 TB1630_BALLOON 0 355000 0 100 641 41.25 3YR 0 0 0 0 2503192612 SFR 1 OO REFI Y 6.125 6.125 487500 487500 1/1/2007 12/1/2036 2488.28 360 75 CA 2/1/2007 N 650000 1 3 2488.28 92504 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 162500 100 704 38.51 3YR 12/1/2011 6 3 1 3 2503192691 SFR 1 OO REFI N 5.155 5.155 536000 535324.01 1/1/2007 12/1/2036 2639.84 360 80 HI 2/1/2007 Y 670000 1 3 2639.84 96817 11/30/2006 2 PL0605E_ARM-BALLOON 0 0 0 80 720 42.8 NO-PREPAY 12/1/2011 6 3 1 3 2503192715 CONDO 1 NOO PURCHASE N 12.975 12.975 74236 74184.23 12/1/2006 11/1/2021 819.75 180 15 CA 2/1/2007 Y 494910 2 0 819.75 91103 11/7/2006 2 TB0630_BALLOON 0 494910 0 90 690 34.03 NO-PREPAY 0 0 0 0 2503192736 SFR 1 OO PURCHASE N 12.05 12.05 79500 79450.54 1/1/2007 12/1/2021 820.81 180 25 FL 2/1/2007 Y 335000 2 0 820.81 33408 11/16/2006 2 TB1630_BALLOON 0 318000 0 100 662 37.76 NO-PREPAY 0 0 0 0 2503192738 SFR 1 NOO PURCHASE N 9.055 9.055 225000 224905.07 1/1/2007 12/1/2036 1745.1 360 90 FL 2/1/2007 Y 250000 1 4.375 1745.1 34986 11/29/2006 2 PL2405E_ARM-BALLOON 25 250000 0 90 623 44.8 3YR 12/1/2011 6 3 1 4.375 2503192780 CONDO 1 OO PURCHASE N 12.29 12.29 114750 114688.13 1/1/2007 12/1/2021 1206.01 180 25 CA 2/1/2007 Y 459000 2 0 1206.01 92630 11/8/2006 2 TB1630_BALLOON 0 459000 0 100 644 42.42 3YR 0 0 0 0 2503192790 D-PUDS 1 NOO PURCHASE N 6.4 6.4 101200 101106.72 2/1/2007 1/1/2037 633.01 360 74.97 TX 2/1/2007 N 135000 1 0 633.01 77318 12/27/2006 2 PF0630_FIXEDRATE 0 134990 20200 89.94 688 29.13 NO-PREPAY 0 0 0 0 2503192791 D-PUDS 1 NOO PURCHASE N 12.35 12.35 20200 20198.64 2/1/2007 1/1/2022 213.24 180 14.97 TX 2/1/2007 Y 135000 2 0 213.24 77318 12/27/2006 2 TB0630_BALLOON 0 134990 0 89.94 688 28.22 NO-PREPAY 0 0 0 0 2503192799 HI-RISE 1 OO REFI Y 12.875 12.875 104000 103925.81 12/1/2006 11/1/2021 1140.3 180 20 HI 2/1/2007 Y 520000 2 0 1140.3 96826 10/31/2006 2 TB1630_BALLOON 0 0 0 100 646 43.7 NO-PREPAY 0 0 0 0 2503192818 SFR 1 OO PURCHASE N 7.1 7.1 387550 387550 2/1/2007 1/1/2037 2293 360 80 HI 2/1/2007 N 490000 1 0 2293 96743 12/13/2006 2 PF1630I_FIX-INTONLY 0 484494 96900 100 657 44.03 3YR 0 0 0 0 2503192819 SFR 1 OO PURCHASE N 11.9 11.9 96900 96871.66 2/1/2007 1/1/2022 989.27 180 20.01 HI 2/1/2007 Y 490000 2 0 989.27 96743 12/13/2006 2 TB1630_BALLOON 0 484494 0 100 657 44.03 3YR 0 0 0 0 2503192881 SFR 1 OO PURCHASE N 12.5 12.5 90981 90934.2 1/1/2007 12/1/2021 971 180 25 CA 2/1/2007 Y 365000 2 0 971 93535 11/10/2006 2 TB2630_BALLOON 0 363926 0 100 632 49.14 3YR 0 0 0 0 2503192917 CONDO 1 OO PURCHASE N 12.74 12.74 42000 41956.73 1/1/2007 12/1/2021 456.08 180 24.57 FL 2/1/2007 Y 192000 2 0 456.08 32822 11/13/2006 2 TB1630_BALLOON 0 170990 0 99.57 642 45.82 3YR 0 0 0 0 2503192941 2-4FAMILY 3 OO PURCHASE N 12.14 12.14 66000 65928.89 1/1/2007 12/1/2021 686.01 180 20 RI 2/1/2007 Y 340000 2 0 686.01 02907 11/3/2006 2 TB1630_BALLOON 0 330000 0 100 663 39.47 1YR 0 0 0 0 2503192974 SFR 1 OO REFI Y 12.5 12.5 75000 74941.83 12/1/2006 11/1/2021 800.44 180 15 MD 2/1/2007 Y 500000 2 0 800.44 21108 11/3/2006 2 TB1630_BALLOON 0 0 0 95 649 44.55 NO-PREPAY 0 0 0 0 2503192976 CONDO 1 NOO REFI Y 12.75 12.75 114000 113916.38 12/1/2006 11/1/2021 1238.83 180 20 CA 2/1/2007 Y 570000 2 0 1238.83 92653 11/3/2006 2 TB0630_BALLOON 0 0 0 95 707 47.64 1YR 0 0 0 0 2503193020 SFR 1 OO PURCHASE N 12.5 12.5 90000 89930.19 12/1/2006 11/1/2021 960.53 180 20 CA 2/1/2007 Y 465000 2 0 960.53 95624 11/6/2006 2 TB2630_BALLOON 0 450000 0 95 635 38.18 2YR 0 0 0 0 2503193022 SFR 1 OO PURCHASE N 12 12 64500 64462.9 1/1/2007 12/1/2021 663.46 180 25 IL 2/1/2007 Y 266000 2 0 663.46 60160 11/8/2006 2 TB2630_BALLOON 0 258000 0 100 627 43.09 NO-PREPAY 0 0 0 0 2503193031 SFR 1 OO REFI Y 12.7 12.7 160000 159921.29 1/1/2007 12/1/2021 1732.48 180 13.34 CA 2/1/2007 Y 1200000 2 0 1732.48 92131 11/21/2006 2 TB2630_BALLOON 0 0 0 88.34 620 44.84 NO-PREPAY 0 0 0 0 2503193035 SFR 1 NOO PURCHASE N 13.75 13.75 98250 98211.9 1/1/2007 12/1/2021 1144.72 180 15 WA 2/1/2007 Y 900000 2 0 1144.72 98014 11/13/2006 2 TB0630_BALLOON 0 655000 0 95 694 44.04 NO-PREPAY 0 0 0 0 2503193130 CONDO 1 OO PURCHASE N 6.05 6.05 159750 159670.87 2/1/2007 1/1/2037 884.54 360 75 FL 2/1/2007 Y 214000 1 3 884.54 33183 12/8/2006 2 PL0605E_ARM-BALLOON 0 213000 53250 100 706 33.27 3YR 1/1/2012 6 3 1 3 2503193135 SFR 1 OO REFI Y 12.5 12.5 60700 60668.76 1/1/2007 12/1/2021 647.83 180 20 CA 2/1/2007 Y 303500 2 0 647.83 92346 11/9/2006 2 TB2630_BALLOON 0 0 0 100 624 32.43 1YR 0 0 0 0 2503193140 SFR 1 OO REFI Y 6.375 6.375 331500 331500 1/1/2007 12/1/2036 1761.09 360 75 MD 2/1/2007 N 442000 1 3 1761.09 20906 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 43500 84.85 646 40.11 3YR 12/1/2011 6 3 1 3 2503193143 SFR 1 OO REFI Y 12.4 12.4 66250 66215.14 1/1/2007 12/1/2021 701.92 180 17.67 CA 2/1/2007 Y 375000 2 0 701.92 95621 11/17/2006 2 TB2630_BALLOON 0 0 0 92.67 621 42.19 3YR 0 0 0 0 2503193158 HI-RISE 1 NOO PURCHASE N 6.92 6.92 170925 170925 2/1/2007 1/1/2037 985.67 360 75 FL 2/1/2007 N 275000 1 3 985.67 33308 12/20/2006 2 PA0605EI_ARM-INTONLY 0 227900 45550 94.99 739 37.82 3YR 1/1/2012 6 3 1 3 2503193161 HI-RISE 1 NOO PURCHASE N 12.875 12.875 45550 45539.28 2/1/2007 1/1/2022 499.43 180 19.99 FL 2/1/2007 Y 275000 2 0 499.43 33308 12/20/2006 2 TB0630_BALLOON 0 227900 0 94.99 739 37.02 NO-PREPAY 0 0 0 0 2503193170 HI-RISE 1 NOO PURCHASE N 6.9 6.9 246750 246750 2/1/2007 1/1/2037 1418.81 360 74.8 FL 2/1/2007 N 340000 1 3 1418.81 33308 12/15/2006 2 PA0605EI_ARM-INTONLY 0 329900 49350 89.76 742 41.41 3YR 1/1/2012 6 3 1 3 2503193174 HI-RISE 1 NOO PURCHASE N 12.75 12.75 49350 49338.06 2/1/2007 1/1/2022 536.28 180 14.96 FL 2/1/2007 Y 340000 2 0 536.28 33308 12/15/2006 2 TB0630_BALLOON 0 329900 0 89.76 742 41.41 NO-PREPAY 0 0 0 0 2503193269 SFR 1 OO PURCHASE N 12.66 12.66 50400 50307.53 12/1/2006 11/1/2021 544.16 180 20 CA 2/1/2007 Y 252000 2 0 544.16 95817 10/30/2006 2 TB2630_BALLOON 0 252000 0 100 639 35.6 1YR 0 0 0 0 2503193301 SFR 1 OO REFI N 6.238 6.238 588000 588000 1/1/2007 12/1/2036 3056.62 360 80 VA 2/1/2007 N 735000 1 3 3056.62 22193 11/21/2006 2 PA1605EI_ARM-INTONLY 0 0 147000 100 661 43.36 3YR 12/1/2011 6 3 1 3 2503193302 SFR 1 OO REFI Y 11.19 11.19 147000 146898.97 1/1/2007 12/1/2021 1421.06 180 20 VA 2/1/2007 Y 735000 2 0 1421.06 22193 11/21/2006 2 TB1630_BALLOON 0 0 0 100 661 43.36 3YR 0 0 0 0 2503193304 SFR 1 OO REFI N 6.99 6.99 264000 264000 2/1/2007 1/1/2037 1537.8 360 80 CA 2/1/2007 N 330000 1 4 1537.8 95660 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 66000 100 654 39.89 2YR 1/1/2012 6 3 1 4 2503193357 SFR 1 OO PURCHASE N 11.89 11.89 38700 38677.19 1/1/2007 12/1/2021 394.8 180 15 FL 2/1/2007 Y 265000 2 0 394.8 32712 11/13/2006 2 TB1630_BALLOON 0 258000 0 95 658 26.52 2YR 0 0 0 0 2503193379 CONDO 1 OO PURCHASE N 13.34 13.34 53450 53427.25 1/1/2007 12/1/2021 605.5 180 24.99 FL 2/1/2007 Y 214000 2 0 605.5 33021 11/15/2006 2 TB1630_BALLOON 0 213900 0 99.98 649 47.1 1YR 0 0 0 0 2503193385 SFR 1 OO REFI Y 11.675 11.675 30000 29972.06 12/1/2006 11/1/2021 301.1 180 10 CA 2/1/2007 Y 300000 2 0 301.1 93307 10/31/2006 2 TB1630_BALLOON 0 0 0 90 643 29.22 3YR 0 0 0 0 2503193400 SFR 1 NOO PURCHASE N 12.2 12.2 37600 37568.81 12/1/2006 11/1/2021 392.56 180 20 CA 2/1/2007 Y 188000 2 0 392.56 93235 11/6/2006 2 TB0630_BALLOON 0 188000 0 95 754 41.09 1YR 0 0 0 0 2503193427 SFR 1 OO PURCHASE N 11.55 11.55 76000 75889.47 12/1/2006 11/1/2021 755.52 180 20 CA 2/1/2007 Y 380000 2 0 755.52 92324 11/1/2006 2 TB1630_BALLOON 0 380000 0 100 664 44.99 1YR 0 0 0 0 2503193442 SFR 1 OO REFI Y 11.29 11.29 21000 20985.89 1/1/2007 12/1/2021 204.6 180 9.93 AZ 2/1/2007 Y 211500 2 0 204.6 85210 11/10/2006 2 TB1630_BALLOON 0 0 0 89.37 660 36.96 3YR 0 0 0 0 2503193444 2-4FAMILY 3 OO PURCHASE N 12.49 12.49 137500 137393.11 12/1/2006 11/1/2021 1466.41 180 25 NY 2/1/2007 Y 565000 2 0 1466.41 10457 10/30/2006 2 TB1630_BALLOON 0 550000 0 100 661 48.27 NO-PREPAY 0 0 0 0 2503193450 D-PUDS 1 OO REFI N 6.85 6.85 322500 322500 2/1/2007 1/1/2037 1840.94 360 67.19 CA 2/1/2007 N 480000 1 0 1840.94 92223 12/19/2006 2 PF1630I_FIX-INTONLY 0 0 0 67.19 674 43.3 3YR 0 0 0 0 2503193461 SFR 1 OO PURCHASE N 11.6 11.6 48000 47954.53 12/1/2006 11/1/2021 479.01 180 20 AZ 2/1/2007 Y 240000 2 0 479.01 85203 11/6/2006 2 TB1630_BALLOON 0 240000 0 100 672 41.84 NO-PREPAY 0 0 0 0 2503193487 CONDO 1 2ND PURCHASE N 6.625 6.625 192300 192300 2/1/2007 1/1/2037 1061.66 360 69.99 CA 2/1/2007 N 291000 1 3 1061.66 92101 12/22/2006 2 PA0605EI_ARM-INTONLY 0 274776 68650 94.97 682 44.12 NO-PREPAY 1/1/2012 6 3 1 3 2503193493 2-4FAMILY 2 OO PURCHASE N 7.875 7.875 562500 562500 1/1/2007 12/1/2036 3691.41 360 75 NY 2/1/2007 N 750000 1 3 3691.41 11433 11/27/2006 2 PA1605EI_ARM-INTONLY 0 750000 187500 100 659 49.76 1YR 12/1/2011 6 3 1 3 2503193498 2-4FAMILY 2 OO PURCHASE N 13.14 13.14 187500 187416.47 1/1/2007 12/1/2021 2094.66 180 25 NY 2/1/2007 Y 750000 2 0 2094.66 11433 11/27/2006 2 TB1630_BALLOON 0 750000 0 100 659 49.54 NO-PREPAY 0 0 0 0 2503193558 CONDO 1 OO REFI N 6.25 6.25 344000 343881.25 1/1/2007 12/1/2036 1791.67 360 80 CA 2/1/2007 N 430000 1 3 1791.67 93906 11/21/2006 2 PA1405EI_ARM-INTONLY 0 0 43000 90 679 44.56 1YR 12/1/2011 6 3 1 3 2503193574 SFR 1 OO REFI N 6.875 6.875 750000 750000 2/1/2007 1/1/2037 4296.88 360 62.5 MI 2/1/2007 N 1200000 1 3 4296.88 48304 12/14/2006 2 PA1405EI_ARM-INTONLY 0 0 390000 95 648 44.51 NO-PREPAY 1/1/2012 6 3 1 3 2503193575 SFR 1 OO REFI Y 13.55 13.55 390000 389921.3 2/1/2007 1/1/2022 4482.45 180 32.5 MI 2/1/2007 Y 1200000 2 0 4482.45 48304 12/14/2006 2 TB1630_BALLOON 0 0 0 95 648 44.51 NO-PREPAY 0 0 0 0 2503193609 D-PUDS 1 OO REFI Y 11.8 11.8 49500 49455.13 12/1/2006 11/1/2021 501.56 180 15 MD 2/1/2007 Y 330000 2 0 501.56 20601 11/6/2006 2 TB1630_BALLOON 0 0 0 90 670 41.21 NO-PREPAY 0 0 0 0 2503193627 SFR 1 NOO PURCHASE N 11.5 11.5 73750 73678.61 12/1/2006 11/1/2021 730.34 180 25 CA 2/1/2007 Y 300000 2 0 730.34 92545 11/3/2006 2 TB0630_BALLOON 0 295000 0 95 733 36.56 1YR 0 0 0 0 2503193669 SFR 1 OO REFI Y 10.975 10.975 38700 38672.12 1/1/2007 12/1/2021 367.82 180 5.91 CA 2/1/2007 Y 655000 2 0 367.82 93955 11/7/2006 2 TB1630_BALLOON 0 0 0 84.69 665 38.93 3YR 0 0 0 0 2503193735 SFR 1 OO PURCHASE N 11.625 11.625 40400 40374.75 1/1/2007 12/1/2021 403.94 180 20 AZ 2/1/2007 Y 204000 2 0 403.94 85204 11/10/2006 2 TB1630_BALLOON 0 202000 0 100 664 39.08 NO-PREPAY 0 0 0 0 2503193745 D-PUDS 1 NOO REFI N 5.75 5.75 180000 180000 1/1/2007 12/1/2036 862.5 360 59.02 NV 2/1/2007 N 305000 1 3 862.5 89032 12/4/2006 2 PA0605EI_ARM-INTONLY 0 0 0 59.02 717 44.5 1YR 12/1/2011 6 3 1 3 2503193806 TOWNHOUSE 1 OO REFI Y 12.375 12.375 46250 46225.52 1/1/2007 12/1/2021 489.13 180 25 IL 2/1/2007 Y 185000 2 0 489.13 60544 11/20/2006 2 TB1630_BALLOON 0 0 0 100 658 35.66 NO-PREPAY 0 0 0 0 2503193826 HI-RISE 1 NOO PURCHASE N 13.525 13.525 30200 30187.67 1/1/2007 12/1/2021 346.51 180 20 FL 2/1/2007 Y 164000 2 0 346.51 33014 9/16/2006 2 TB0630_BALLOON 0 151000 0 95 760 49.07 NO-PREPAY 0 0 0 0 2503193839 SFR 1 NOO REFI Y 11.85 11.85 118000 117929.84 1/1/2007 12/1/2021 1200.16 180 20 CA 2/1/2007 Y 590000 2 0 1200.16 95023 11/6/2006 2 TB0630_BALLOON 0 0 0 95 729 48.86 2YR 0 0 0 0 2503193852 SFR 1 NOO PURCHASE N 13.89 13.89 40000 39984.97 1/1/2007 12/1/2021 470.47 180 20 FL 2/1/2007 Y 200000 2 0 470.47 34207 11/3/2006 2 TB1630_BALLOON 0 200000 0 95 655 30.15 NO-PREPAY 0 0 0 0 2503193871 SFR 1 OO PURCHASE N 11.85 11.85 37000 36948.03 12/1/2006 11/1/2021 376.32 180 20 FL 2/1/2007 Y 185000 2 0 376.32 33055 10/30/2006 2 TB1630_BALLOON 0 185000 0 100 673 48.77 2YR 0 0 0 0 2503193884 D-PUDS 1 OO PURCHASE N 11.99 11.99 116250 116148.97 12/1/2006 11/1/2021 1194.87 180 25 FL 2/1/2007 Y 470000 2 0 1194.87 33196 10/31/2006 2 TB1630_BALLOON 0 465000 0 100 658 38.77 3YR 0 0 0 0 2503193910 SFR 1 NOO REFI Y 6.35 6.35 341250 341250 1/1/2007 12/1/2036 1805.78 360 65 CA 2/1/2007 N 525000 1 3 1805.78 91790 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 65 676 44.81 3YR 12/1/2011 6 3 1 3 2503193935 SFR 1 OO REFI Y 12.55 12.55 139000 138929.29 1/1/2007 12/1/2021 1488.88 180 20 CA 2/1/2007 Y 695000 2 0 1488.88 92701 11/17/2006 2 TB1630_BALLOON 0 0 0 100 652 41.81 1YR 0 0 0 0 2503193981 SFR 1 OO REFI Y 12.29 12.29 112000 111939.61 1/1/2007 12/1/2021 1177.11 180 20 PA 2/1/2007 Y 560000 2 0 1177.11 18901 11/9/2006 2 TB1630_BALLOON 0 0 0 100 667 21.8 3YR 0 0 0 0 2503194017 D-PUDS 1 OO PURCHASE N 6.9 6.9 560000 560000 1/1/2007 12/1/2036 3220 360 80 HI 2/1/2007 N 700000 1 3 3220 96720 11/29/2006 2 PA1605EI_ARM-INTONLY 0 700000 140000 100 644 42.08 NO-PREPAY 12/1/2011 6 3 1 3 2503194019 SFR 1 NOO PURCHASE N 9.05 9.05 103500 103444.05 2/1/2007 1/1/2037 836.51 360 90 FL 2/1/2007 N 116000 1 3.625 836.51 33712 12/12/2006 17 PA0405E_ARM 25 115000 0 90 705 34.4 NO-PREPAY 1/1/2012 6 3 1 3.625 2503194147 SFR 1 OO REFI Y 12.625 12.625 78000 77960.99 1/1/2007 12/1/2021 840.03 180 19.95 IL 2/1/2007 Y 391000 2 0 840.03 60142 12/1/2006 2 TB2630_BALLOON 0 0 0 94.95 632 35 NO-PREPAY 0 0 0 0 2503194157 D-PUDS 1 NOO PURCHASE N 12.725 12.725 100000 99950.83 1/1/2007 12/1/2021 1084.75 180 20 VA 2/1/2007 Y 538000 2 0 1084.75 20136 11/7/2006 2 TB0630_BALLOON 0 500000 0 95 685 46.6 NO-PREPAY 0 0 0 0 2503194201 SFR 1 OO REFI Y 11.7 11.7 48750 48720.04 1/1/2007 12/1/2021 490.22 180 15 CA 2/1/2007 Y 325000 2 0 490.22 92301 11/13/2006 2 TB1630_BALLOON 0 0 0 90 652 31.79 3YR 0 0 0 0 2503194241 2-4FAMILY 3 OO PURCHASE N 13.25 13.25 135150 135091.28 1/1/2007 12/1/2021 1521.48 180 25 NY 2/1/2007 Y 560000 2 0 1521.48 10453 11/3/2006 2 TB1630_BALLOON 0 540600 0 100 655 42.77 NO-PREPAY 0 0 0 0 2503194291 2-4FAMILY 3 OO REFI N 6.42 6.42 502500 502500 2/1/2007 1/1/2037 2688.38 360 75 NY 2/1/2007 N 670000 1 3 2688.38 11207 12/20/2006 2 PA0602EI_ARM-INTONLY 0 0 167500 100 680 44.12 1YR 1/1/2009 6 3 1 3 2503194307 SFR 1 NOO REFI Y 13.875 13.875 85000 84951.66 12/1/2006 11/1/2021 998.74 180 17 CA 2/1/2007 Y 500000 2 0 998.74 91352 10/30/2006 2 TB1630_BALLOON 0 0 0 92 657 30.77 NO-PREPAY 0 0 0 0 2503194313 CONDO 1 NOO PURCHASE N 14.09 14.09 57000 56979.56 1/1/2007 12/1/2021 679.44 180 20 FL 2/1/2007 Y 285000 2 0 679.44 33444 11/14/2006 2 TB1630_BALLOON 0 285000 0 95 648 45.32 2YR 0 0 0 0 2503194375 D-PUDS 1 OO REFI Y 6.363 6.363 155000 154711.45 1/1/2007 12/1/2036 965.78 360 66.24 FL 2/1/2007 N 234000 1 3 965.78 33189 11/30/2006 2 PA1605E_ARM 0 0 0 66.24 655 40.2 2YR 12/1/2011 6 3 1 3 2503194376 D-PUDS 1 OO PURCHASE N 12.99 12.99 112500 112448.14 1/1/2007 12/1/2021 1243.6 180 25 FL 2/1/2007 Y 450000 2 0 1243.6 33027 11/7/2006 2 TB1630_BALLOON 0 450000 0 100 644 43.56 NO-PREPAY 0 0 0 0 2503194415 SFR 1 NOO PURCHASE N 12.35 12.35 50400 50373.18 1/1/2007 12/1/2021 532.04 180 20 FL 2/1/2007 Y 255000 2 0 532.04 34232 11/14/2006 2 TB0630_BALLOON 0 252000 0 95 691 35.33 NO-PREPAY 0 0 0 0 2503194473 D-PUDS 1 OO PURCHASE N 6.825 6.825 164000 164000 1/1/2007 12/1/2036 932.75 360 80 AZ 2/1/2007 N 210000 1 3 932.75 85242 11/30/2006 2 PA1605EI_ARM-INTONLY 0 205000 41000 100 666 48.31 1YR 12/1/2011 6 3 1 3 2503194474 D-PUDS 1 OO PURCHASE N 12 12 41000 40976.42 1/1/2007 12/1/2021 421.73 180 20 AZ 2/1/2007 Y 205000 2 0 421.73 85242 11/30/2006 2 TB1630_BALLOON 0 205000 0 100 666 46.91 1YR 0 0 0 0 2503194495 HI-RISE 1 NOO PURCHASE N 14.55 14.55 44250 44228.45 12/1/2006 11/1/2021 543.63 180 15 HI 2/1/2007 Y 295000 2 0 543.63 96818 11/3/2006 2 TB1630_BALLOON 0 295000 0 95 659 41.14 NO-PREPAY 0 0 0 0 2503194500 HI-RISE 1 NOO PURCHASE N 13.5 13.5 35200 35185.54 1/1/2007 12/1/2021 403.19 180 20.02 FL 2/1/2007 Y 176000 2 0 403.19 33162 11/17/2006 2 TB1630_BALLOON 0 175900 0 95 650 43.44 3YR 0 0 0 0 2503194502 SFR 1 OO PURCHASE N 12.5 12.5 81000 80958.32 1/1/2007 12/1/2021 864.48 180 20 CA 2/1/2007 Y 405000 2 0 864.48 93927 11/13/2006 2 TB1630_BALLOON 0 405000 0 100 655 45.1 1YR 0 0 0 0 2503194540 SFR 1 OO REFI N 6.25 6.25 509845 509845 1/1/2007 12/1/2036 2655.44 360 75 CA 2/1/2007 N 679794 1 3 2655.44 91910 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 81000 86.92 652 46.64 3YR 12/1/2011 6 3 1 3 2503194541 SFR 1 OO REFI Y 11.65 11.65 81000 80949.67 1/1/2007 12/1/2021 811.42 180 11.92 CA 2/1/2007 Y 679794 2 0 811.42 91910 11/27/2006 2 TB1630_BALLOON 0 0 0 86.92 652 46.61 3YR 0 0 0 0 2503194550 HI-RISE 1 2ND REFI Y 12.1 12.1 54500 54469.35 1/1/2007 12/1/2021 564.79 180 10 FL 2/1/2007 Y 545000 2 0 564.79 33141 11/9/2006 2 TB0630_BALLOON 0 0 0 90 736 40.47 NO-PREPAY 0 0 0 0 2503194587 SFR 1 NOO PURCHASE N 8 8 309900 309482.73 1/1/2007 12/1/2036 2273.94 360 80 CA 2/1/2007 N 430000 1 3 2273.94 93536 11/21/2006 2 PA0605E_ARM 0 387400 58100 95 699 49.58 3YR 12/1/2011 6 3 1 3 2503194588 SFR 1 NOO PURCHASE N 12.2 12.2 58100 58068.04 1/1/2007 12/1/2021 606.58 180 15 CA 2/1/2007 Y 430000 2 0 606.58 93536 11/21/2006 2 TB0630_BALLOON 0 387400 0 95 699 49.58 3YR 0 0 0 0 2503194626 D-PUDS 1 NOO REFI Y 7.125 7.125 721000 721000 2/1/2007 1/1/2037 4280.94 360 77.12 CA 2/1/2007 N 935000 1 3 4280.94 92587 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.12 710 22.89 NO-PREPAY 1/1/2012 6 3 1 3 2503194658 HI-RISE 1 NOO PURCHASE N 14.5 14.5 91000 90970.28 1/1/2007 12/1/2021 1114.35 180 20 FL 2/1/2007 Y 490500 2 0 1114.35 33131 11/2/2006 2 TB1630_BALLOON 0 455000 0 90 644 39.78 NO-PREPAY 0 0 0 0 2503194673 D-PUDS 1 OO PURCHASE N 12.35 12.35 57000 56969.68 1/1/2007 12/1/2021 601.71 180 20 FL 2/1/2007 Y 290000 2 0 601.71 33437 11/14/2006 2 TB1630_BALLOON 0 285000 0 100 674 32.73 NO-PREPAY 0 0 0 0 2503194696 SFR 1 NOO PURCHASE N 7.25 7.25 340000 340000 1/1/2007 12/1/2036 2054.17 360 80 HI 2/1/2007 N 425000 1 3 2054.17 96706 11/30/2006 2 PA0605EI_ARM-INTONLY 0 425000 63750 95 696 46.61 NO-PREPAY 12/1/2011 6 3 1 3 2503194697 SFR 1 NOO PURCHASE N 12.85 12.85 63750 63719.67 1/1/2007 12/1/2021 697.74 180 15 HI 2/1/2007 Y 425000 2 0 697.74 96706 11/29/2006 2 TB0630_BALLOON 0 425000 0 95 696 46.61 NO-PREPAY 0 0 0 0 2503194704 2-4FAMILY 3 OO REFI N 8.09 8.09 251250 251109.29 1/1/2007 12/1/2036 1763.96 360 74.78 RI 2/1/2007 Y 336000 1 3 1763.96 02863 12/5/2006 2 PL1605E_ARM-BALLOON 0 0 83750 99.71 666 41.96 1YR 12/1/2011 6 3 1 3 2503194706 2-4FAMILY 3 OO REFI N 12.34 12.34 83750 83705.35 1/1/2007 12/1/2021 883.44 180 24.93 RI 2/1/2007 Y 336000 2 0 883.44 02863 12/5/2006 2 TB1630_BALLOON 0 0 0 99.71 666 41.96 1YR 0 0 0 0 2503194714 SFR 1 OO REFI Y 11.825 11.825 125000 124925.27 1/1/2007 12/1/2021 1268.95 180 20 CA 2/1/2007 Y 625000 2 0 1268.95 95337 11/7/2006 2 TB1630_BALLOON 0 0 0 100 672 42.81 1YR 0 0 0 0 2503194720 SFR 1 NOO PURCHASE N 12 12 28750 28693.58 1/1/2007 12/1/2021 295.73 180 25 IL 2/1/2007 Y 115000 2 0 295.73 60617 11/9/2006 2 TB1630_BALLOON 0 115000 0 90 659 34.78 NO-PREPAY 0 0 0 0 2503194737 SFR 1 OO REFI Y 5.99 5.99 312000 312000 1/1/2007 12/1/2036 1557.4 360 80 CA 2/1/2007 N 390000 1 3 1557.4 92553 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 661 38.82 5YR 12/1/2011 6 3 1 3 2503194742 CONDO 1 OO PURCHASE N 12.45 12.45 28000 27983.17 1/1/2007 12/1/2021 297.75 180 20 IL 2/1/2007 Y 154500 2 0 297.75 60634 11/14/2006 2 TB1630_BALLOON 0 140000 0 100 675 46.47 NO-PREPAY 0 0 0 0 2503194762 SFR 1 OO REFI Y 6.75 6.75 371250 371250 1/1/2007 12/1/2036 2088.28 360 75 CA 2/1/2007 N 495000 1 3 2088.28 91733 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 99000 95 702 38.02 3YR 12/1/2011 6 3 1 3 2503194766 SFR 1 OO PURCHASE N 12.05 12.05 43800 43674.09 1/1/2007 12/1/2021 452.22 180 20 IL 2/1/2007 Y 221000 2 0 452.22 60544 11/20/2006 2 TB1630_BALLOON 0 219000 0 100 660 33.96 NO-PREPAY 0 0 0 0 2503194769 SFR 1 NOO REFI N 8.48 8.48 151200 151015.41 1/1/2007 12/1/2036 1160.45 360 80 FL 2/1/2007 N 189000 1 3 1160.45 32720 11/30/2006 2 PA1605E_ARM 0 0 28350 95 665 35.61 3YR 12/1/2011 6 3 1 3 2503194770 SFR 1 NOO REFI Y 13.4 13.4 28350 28338.09 1/1/2007 12/1/2021 322.5 180 15 FL 2/1/2007 Y 189000 2 0 322.5 32720 11/30/2006 2 TB1630_BALLOON 0 0 0 95 665 35.61 NO-PREPAY 0 0 0 0 2503194805 HI-RISE 1 NOO PURCHASE N 6.99 6.99 142500 142491.76 1/1/2007 12/1/2036 830.06 360 75 PA 2/1/2007 N 203000 1 3 830.06 19107 11/30/2006 2 PA0605EI_ARM-INTONLY 0 190000 38000 95 707 39.88 NO-PREPAY 12/1/2011 6 3 1 3 2503194809 HI-RISE 1 NOO PURCHASE N 12.94 12.94 38000 37982.3 1/1/2007 12/1/2021 418.57 180 20 PA 2/1/2007 Y 203000 2 0 418.57 19107 11/30/2006 2 TB0630_BALLOON 0 190000 0 95 707 39.88 NO-PREPAY 0 0 0 0 2503194827 SFR 1 NOO PURCHASE N 14.3 14.3 35900 35887.73 1/1/2007 12/1/2021 433.91 180 19 NV 2/1/2007 Y 189000 2 0 433.91 89015 11/16/2006 2 TB1630_BALLOON 0 189000 0 95 652 42.5 NO-PREPAY 0 0 0 0 2503194835 SFR 1 NOO REFI Y 14.375 14.375 20000 19993.28 1/1/2007 12/1/2021 242.92 180 20 FL 2/1/2007 Y 100000 2 0 242.92 34482 11/13/2006 2 TB1630_BALLOON 0 0 0 95 649 33.17 2YR 0 0 0 0 2503194897 SFR 1 OO PURCHASE N 13.79 13.79 74400 74371.42 1/1/2007 12/1/2021 869.19 180 20 FL 2/1/2007 Y 372000 2 0 869.19 33032 11/8/2006 2 TB2630_BALLOON 0 372000 0 100 628 45.35 NO-PREPAY 0 0 0 0 2503194899 D-PUDS 1 OO PURCHASE N 12.375 12.375 62800 62766.78 1/1/2007 12/1/2021 664.15 180 20 AZ 2/1/2007 Y 330000 2 0 664.15 85242 11/21/2006 2 TB2630_BALLOON 0 314000 0 100 628 39.05 1YR 0 0 0 0 2503194920 SFR 1 OO REFI N 6.95 6.95 165000 165000 1/1/2007 12/1/2036 955.63 360 75 CA 2/1/2007 N 220000 1 3 955.63 95901 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 48400 97 663 45.84 3YR 12/1/2011 6 3 1 3 2503194921 SFR 1 OO REFI Y 11.35 11.35 48400 48367.87 1/1/2007 12/1/2021 473.77 180 22 CA 2/1/2007 Y 220000 2 0 473.77 95901 11/27/2006 2 TB1630_BALLOON 0 0 0 97 663 45.84 3YR 0 0 0 0 0000000000 D-PUDS 1 NOO REFI N 13.2 13.2 34250 34227.31 12/1/2006 11/1/2021 384.23 180 5 HI 2/1/2007 Y 685000 2 0 384.23 96707 11/7/2006 2 TB1630_BALLOON 0 0 0 85 673 31.46 NO-PREPAY 0 0 0 0 2503194940 SFR 1 NOO REFI N 11.625 11.625 25500 25484.06 1/1/2007 12/1/2021 254.96 180 10 CA 2/1/2007 Y 255000 2 0 254.96 93292 11/17/2006 2 TB0630_BALLOON 0 0 0 90 725 41.58 2YR 0 0 0 0 2503194945 SFR 1 OO PURCHASE N 12.5 12.5 137800 137729.11 1/1/2007 12/1/2021 1470.68 180 20 CA 2/1/2007 Y 689000 2 0 1470.68 95023 11/13/2006 2 TB1630_BALLOON 0 689000 0 100 664 44.44 NO-PREPAY 0 0 0 0 2503194947 SFR 1 OO REFI N 6.6 6.6 341250 341250 1/1/2007 12/1/2036 1876.88 360 75 NJ 2/1/2007 N 455000 1 3 1876.88 07644 11/20/2006 1 PA1605EI_ARM-INTONLY 0 0 91000 95 641 47.45 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 438750 438750 2/1/2007 1/1/2037 2833.59 360 75 CA 2/1/2007 N 589000 1 0 2833.59 91766 12/13/2006 2 PF0630I_FIX-INTONLY 0 585000 146250 100 694 44.16 3YR 0 0 0 0 2503194958 D-PUDS 1 NOO PURCHASE N 13 13 99000 98954.47 1/1/2007 12/1/2021 1095.14 180 20 FL 2/1/2007 Y 495000 2 0 1095.14 33029 11/9/2006 2 TB0630_BALLOON 0 495000 0 90 693 38.15 NO-PREPAY 0 0 0 0 2503194959 SFR 1 OO REFI Y 12.15 12.15 91000 90949.38 1/1/2007 12/1/2021 946.56 180 20 NJ 2/1/2007 Y 455000 2 0 946.56 07644 11/20/2006 1 TB1630_BALLOON 0 0 0 95 641 47.45 NO-PREPAY 0 0 0 0 2503194962 SFR 1 OO PURCHASE N 6.45 6.45 240000 240000 1/1/2007 12/1/2036 1290 360 80 FL 2/1/2007 N 320000 1 3 1290 34746 11/30/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 100 723 39 NO-PREPAY 12/1/2011 6 3 1 3 2503194981 CONDO 1 OO PURCHASE N 6.875 6.875 359900 359900 1/1/2007 12/1/2036 2061.93 360 80 CA 2/1/2007 N 458000 1 3 2061.93 92881 11/27/2006 2 PA0605EI_ARM-INTONLY 0 449900 90000 100 766 43.51 1YR 12/1/2011 6 3 1 3 2503194984 SFR 1 NOO REFI Y 12.54 12.54 75000 74961.76 1/1/2007 12/1/2021 802.77 180 20 FL 2/1/2007 Y 375000 2 0 802.77 33060 11/15/2006 2 TB0630_BALLOON 0 0 0 95 699 42.49 3YR 0 0 0 0 2503195015 CONDO 1 OO REFI Y 7.27 7.27 428000 428000 2/1/2007 1/1/2037 2592.97 360 80 CA 2/1/2007 N 535000 1 3 2592.97 94551 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 80250 95 643 32.4 NO-PREPAY 1/1/2012 6 3 1 3 2503195026 2-4FAMILY 2 OO PURCHASE N 11.89 11.89 94500 94444.32 1/1/2007 12/1/2021 964.04 180 25 FL 2/1/2007 Y 378000 2 0 964.04 33144 11/10/2006 2 TB1630_BALLOON 0 378000 0 100 677 41.34 3YR 0 0 0 0 2503195038 CONDO 1 OO PURCHASE N 13.5 13.5 47950 47930.31 1/1/2007 12/1/2021 549.23 180 24.99 FL 2/1/2007 Y 194000 2 0 549.23 33021 11/30/2006 2 TB1630_BALLOON 0 191900 0 99.98 658 45.19 1YR 0 0 0 0 2503195043 SFR 1 NOO PURCHASE N 6.75 6.75 151500 151369.56 2/1/2007 1/1/2037 982.63 360 75 FL 2/1/2007 N 205000 1 4 982.63 32909 12/6/2006 2 PA0605E_ARM 0 202000 40400 95 721 45.49 3YR 1/1/2012 6 3 1 4 0000000000 SFR 1 NOO PURCHASE N 11.5 11.5 40400 40387.09 2/1/2007 1/1/2022 400.08 180 20 FL 2/1/2007 Y 205000 2 0 400.08 32909 12/6/2006 2 TB0630_BALLOON 0 202000 0 95 721 45.49 3YR 0 0 0 0 2503195046 SFR 1 OO REFI Y 10.75 10.75 55750 55706.66 1/1/2007 12/1/2021 520.42 180 25 FL 2/1/2007 Y 223000 2 0 520.42 33991 11/15/2006 2 TB1630_BALLOON 0 0 0 95 676 36.34 3YR 0 0 0 0 2503195074 SFR 1 NOO PURCHASE N 12.7 12.7 75000 74963.11 1/1/2007 12/1/2021 812.1 180 20 IL 2/1/2007 Y 375000 2 0 812.1 60647 11/16/2006 2 TB0630_BALLOON 0 375000 0 95 692 49.03 NO-PREPAY 0 0 0 0 2503195100 CONDO 1 NOO PURCHASE N 12.65 12.65 22500 22488.82 1/1/2007 12/1/2021 242.75 180 10 DC 2/1/2007 Y 225000 2 0 242.75 20010 11/30/2006 2 TB0630_BALLOON 0 225000 0 90 730 50.41 NO-PREPAY 0 0 0 0 2503195106 SFR 1 NOO PURCHASE N 6.375 6.375 300000 300000 1/1/2007 12/1/2036 1593.75 360 75 CA 2/1/2007 N 400000 1 3 1593.75 91754 12/7/2006 1 PA0605EI_ARM-INTONLY 0 400000 0 75 680 35.23 3YR 12/1/2011 6 3 1 3 2503195125 SFR 1 OO REFI N 6.375 6.375 392000 392000 1/1/2007 12/1/2036 2082.5 360 80 CA 2/1/2007 N 490000 1 3 2082.5 93905 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 88500 98.07 698 38.22 2YR 12/1/2011 6 3 1 3 2503195136 SFR 1 OO REFI Y 6.6 6.6 420000 419547.06 1/1/2007 12/1/2036 2310 360 80 HI 2/1/2007 N 525000 1 3 2310 96793 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 666 39.5 NO-PREPAY 12/1/2011 6 3 1 3 2503195145 SFR 1 OO PURCHASE N 5.875 5.875 367500 367500 1/1/2007 12/1/2036 1799.22 360 70 CA 2/1/2007 N 560000 1 3 1799.22 90715 12/1/2006 2 PA1605EI_ARM-INTONLY 0 525000 78750 85 669 41.8 3YR 12/1/2011 6 3 1 3 2503195146 SFR 1 OO PURCHASE N 10.625 10.625 78750 78688.81 1/1/2007 12/1/2021 727.73 180 15 CA 2/1/2007 Y 560000 2 0 727.73 90715 12/1/2006 2 TB1630_BALLOON 0 525000 0 85 669 41.8 3YR 0 0 0 0 2503195164 SFR 1 OO PURCHASE N 6.25 6.25 624000 624000 1/1/2007 12/1/2036 3250 360 80 HI 2/1/2007 N 780000 1 2.75 3250 96797 12/6/2006 2 PA0605EI_ARM-INTONLY 0 790000 156000 100 730 39.65 NO-PREPAY 12/1/2011 6 3 1 2.75 2503195166 D-PUDS 1 OO PURCHASE N 7.67 7.67 361600 361600 1/1/2007 12/1/2036 2311.23 360 90 DE 2/1/2007 N 406000 1 3 2311.23 19977 11/29/2006 17 PA2605EI_ARM-INTONLY 25 401780 0 90 625 50.44 2YR 12/1/2011 6 3 1 3 2503195169 D-PUDS 1 OO PURCHASE N 12.21 12.21 23800 23786.95 1/1/2007 12/1/2021 248.66 180 10 NV 2/1/2007 Y 265000 2 0 248.66 89015 11/30/2006 2 TB1630_BALLOON 0 238065 0 90 665 45.24 3YR 0 0 0 0 2503195216 CONDO 1 OO PURCHASE N 12 12 27200 27184.36 1/1/2007 12/1/2021 279.78 180 20 IL 2/1/2007 Y 140000 2 0 279.78 60008 11/14/2006 2 TB1630_BALLOON 0 136000 0 95 648 33.94 NO-PREPAY 0 0 0 0 2503195243 SFR 1 OO PURCHASE N 5.875 5.875 504000 504000 1/1/2007 12/1/2036 2467.5 360 80 NY 2/1/2007 N 630000 1 3 2467.5 11369 11/21/2006 2 PA0605EI_ARM-INTONLY 0 630000 63000 90 687 31.35 NO-PREPAY 12/1/2011 6 3 1 3 2503195245 SFR 1 OO PURCHASE N 6.781 6.781 180000 179851.88 1/1/2007 12/1/2036 1090.06 360 75 FL 2/1/2007 Y 240000 1 3 1090.06 33032 11/30/2006 1 PL2605E_ARM-BALLOON 0 240000 60000 100 629 48.38 1YR 12/1/2011 6 3 1 3 2503195246 SFR 1 OO PURCHASE N 12.84 12.84 60000 59966.81 1/1/2007 12/1/2021 656.22 180 25 FL 2/1/2007 Y 240000 2 0 656.22 33032 11/30/2006 1 TB2630_BALLOON 0 240000 0 100 629 48.38 1YR 0 0 0 0 2503195252 2-4FAMILY 2 NOO PURCHASE N 11.7 11.7 42000 41474.19 1/1/2007 12/1/2021 422.34 180 20 OK 2/1/2007 Y 210000 2 0 422.34 74403 12/1/2006 1 TB0630_BALLOON 0 210000 0 95 730 38.26 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 11.84 11.84 108150 108085.56 1/1/2007 12/1/2021 1099.14 180 20 NY 2/1/2007 Y 550000 2 0 1099.14 10705 11/14/2006 2 TB1630_BALLOON 0 540750 0 100 667 41.24 NO-PREPAY 0 0 0 0 2503195273 CONDO 1 2ND REFI Y 6.315 6.315 200000 200000 2/1/2007 1/1/2037 1052.5 360 56.34 FL 2/1/2007 N 355000 1 0 1052.5 32963 12/14/2006 2 PF0630I_FIX-INTONLY 0 0 0 56.34 708 30.42 1YR 0 0 0 0 2503195338 SFR 1 OO REFI N 7.5 7.5 484500 484500 2/1/2007 1/1/2037 3028.12 360 75 IL 2/1/2007 N 646000 1 3 3028.12 60422 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 161500 100 674 36.28 NO-PREPAY 1/1/2012 6 3 1 3 2503195359 SFR 1 OO REFI Y 6.5 6.5 584800 584800 1/1/2007 12/1/2036 3167.67 360 80 HI 2/1/2007 N 731000 1 3 3167.67 96740 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 49200 86.74 673 47.12 NO-PREPAY 12/1/2011 6 3 1 3 2503195360 SFR 1 OO REFI Y 10.875 10.875 49200 49163.79 1/1/2007 12/1/2021 463.9 180 6.74 HI 2/1/2007 Y 731000 2 0 463.9 96740 11/29/2006 2 TB1630_BALLOON 0 0 0 86.74 673 47.12 3YR 0 0 0 0 2503195373 D-PUDS 1 OO PURCHASE N 11.39 11.39 137000 136909.87 1/1/2007 12/1/2021 1345.21 180 20 CA 2/1/2007 Y 687000 2 0 1345.21 90746 11/16/2006 2 TB1630_BALLOON 0 685000 0 100 671 45.29 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.25 6.25 368000 368000 1/1/2007 12/1/2036 1916.67 360 80 CA 2/1/2007 N 470000 1 3 1916.67 93063 11/29/2006 2 PA0605EI_ARM-INTONLY 0 460000 92000 100 688 44.1 3YR 12/1/2011 6 3 1 3 2503195414 SFR 1 NOO PURCHASE N 6.175 6.175 373100 373100 1/1/2007 12/1/2036 1919.91 360 70 CA 2/1/2007 N 533000 1 3 1919.91 94564 12/6/2006 2 PA0605EI_ARM-INTONLY 0 533000 53300 80 732 33.65 3YR 12/1/2011 6 3 1 3 2503195447 SFR 1 OO PURCHASE N 12.5 12.5 58750 58734.97 2/1/2007 1/1/2022 627.01 180 25 CA 2/1/2007 Y 235000 2 0 627.01 93702 12/8/2006 2 TB1630_BALLOON 0 235000 0 100 654 37.95 2YR 0 0 0 0 2503195476 D-PUDS 1 OO REFI Y 13.25 13.25 98000 97957.41 1/1/2007 12/1/2021 1103.26 180 20 WA 2/1/2007 Y 490000 2 0 1103.26 98682 11/16/2006 1 TB2630_BALLOON 0 0 0 100 626 43.02 NO-PREPAY 0 0 0 0 2503195492 SFR 1 OO REFI Y 5.375 5.375 330000 330000 1/1/2007 12/1/2036 1478.13 360 71.74 NY 2/1/2007 N 460000 1 3 1478.13 11714 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.74 709 43.15 NO-PREPAY 12/1/2011 6 3 1 3 2503195500 SFR 1 NOO PURCHASE N 11.69 11.69 53300 53267.16 1/1/2007 12/1/2021 535.57 180 10 CA 2/1/2007 Y 533000 2 0 535.57 94564 12/6/2006 2 TB0630_BALLOON 0 533000 0 80 732 33.91 NO-PREPAY 0 0 0 0 2503195525 SFR 1 OO PURCHASE N 12.375 12.375 141000 140925.4 1/1/2007 12/1/2021 1491.17 180 20 CA 2/1/2007 Y 705000 2 0 1491.17 92708 11/10/2006 2 TB1630_BALLOON 0 705000 0 100 652 44.44 XX-XXXXXX 0 0 0 0 0000000000 XX-XXXX 0 XXX REFI N 5.75 5.75 210000 210000 1/1/2007 12/1/2036 1006.25 360 66.67 FL 2/1/2007 N 315000 1 3 1006.25 33125 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 66.67 711 0 NO-PREPAY 12/1/2011 6 3 1 3 2503195594 CONDO 1 NOO REFI N 5.75 5.75 210000 210000 1/1/2007 12/1/2036 1006.25 360 66.67 FL 2/1/2007 N 315000 1 3 1006.25 33125 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 66.67 711 0 NO-PREPAY 12/1/2011 6 3 1 3 2503195618 D-PUDS 1 OO REFI Y 6.375 6.375 1560000 1558555.13 2/1/2007 1/1/2037 9732.37 360 65 CA 2/1/2007 N 2400000 1 3 9732.37 92648 12/11/2006 2 PA0605E_ARM 0 0 0 65 707 34.7 1YR 1/1/2012 6 3 1 3 0000000000 CONDO 1 OO PURCHASE N 7.15 7.15 227200 227200 2/1/2007 1/1/2037 1353.73 360 74.99 FL 2/1/2007 N 306000 1 3 1353.73 33178 12/4/2006 2 PA0605EI_ARM-INTONLY 0 302990 75748 99.99 693 28.93 NO-PREPAY 1/1/2012 6 3 1 3 2503195668 HI-RISE 1 NOO PURCHASE N 13.99 13.99 51000 50981.29 1/1/2007 12/1/2021 603.88 180 20 FL 2/1/2007 Y 270000 2 0 603.88 33125 11/29/2006 2 TB1630_BALLOON 0 255094 0 94.99 669 49.8 NO-PREPAY 0 0 0 0 2503195674 SFR 1 NOO PURCHASE N 6.5 6.5 84000 83847.71 1/1/2007 12/1/2036 530.94 360 70 FL 2/1/2007 N 135000 1 3 530.94 32208 11/30/2006 1 PA1605E_ARM 0 120000 24000 90 648 42.26 2YR 12/1/2011 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 6.75 6.75 468000 468000 1/1/2007 12/1/2036 2632.5 360 80 CA 2/1/2007 N 585000 1 3 2632.5 92078 11/29/2006 2 PA0605EI_ARM-INTONLY 0 585000 117000 100 686 48.09 3YR 12/1/2011 6 3 1 3 2503195725 CONDO 1 OO PURCHASE N 6.25 6.25 276000 275800 1/1/2007 12/1/2036 1437.5 360 80 HI 2/1/2007 N 350000 1 3 1437.5 96782 11/30/2006 2 PA0603EI_ARM-INTONLY 0 345000 69000 100 780 40.65 NO-PREPAY 12/1/2009 6 3 1 3 2503195729 D-PUDS 1 2ND REFI Y 6.1 6.1 460000 460000 1/1/2007 12/1/2036 2338.33 360 80 HI 2/1/2007 N 575000 1 3 2338.33 96797 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 678 32.18 NO-PREPAY 12/1/2011 6 3 1 3 2503195740 SFR 1 OO PURCHASE N 12.05 12.05 124000 123929.48 1/1/2007 12/1/2021 1280.25 180 20 CA 2/1/2007 Y 620000 2 0 1280.25 91786 11/16/2006 2 TB1630_BALLOON 0 620000 0 100 670 42.23 NO-PREPAY 0 0 0 0 2503195759 D-PUDS 1 OO REFI Y 8 8 248000 248000 1/1/2007 12/1/2036 1653.33 360 80 FL 2/1/2007 N 310000 1 3 1653.33 33035 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 658 34.32 3YR 12/1/2011 6 3 1 3 2503195778 CONDO 1 OO REFI N 5.9 5.9 463000 462992.24 1/1/2007 12/1/2036 2276.42 360 78.88 CA 2/1/2007 N 587000 1 4 2276.42 92123 11/28/2006 2 PA0607EI_ARM-INTONLY 0 0 0 78.88 689 45.24 3YR 12/1/2013 6 3 1 4 2503195815 CONDO 1 OO REFI Y 6.9 6.9 110600 110600 1/1/2007 12/1/2036 635.95 360 70 FL 2/1/2007 N 158000 1 3 635.95 33319 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 47400 100 651 49.2 3YR 12/1/2011 6 3 1 3 2503195816 CONDO 1 OO REFI Y 12.99 12.99 47400 47378.16 1/1/2007 12/1/2021 523.97 180 30 FL 2/1/2007 Y 158000 2 0 523.97 33319 11/27/2006 2 TB1630_BALLOON 0 0 0 100 651 47.38 3YR 0 0 0 0 2503195823 XX-XXXX 0 0XX XXXXXXXX N 6.5 6.5 198900 198900 1/1/2007 12/1/2036 1077.38 360 70 CA 2/1/2007 N 285000 1 3 1077.38 92101 12/6/2006 2 PA0605EI_ARM-INTONLY 0 284159 71000 94.99 684 42.17 1YR 12/1/2011 6 3 1 3 2503195825 2-4FAMILY 4 OO PURCHASE N 8.75 8.75 487500 487500 2/1/2007 1/1/2037 3554.69 360 75 NY 2/1/2007 N 650000 1 3 3554.69 10462 12/28/2006 2 PA0605EI_ARM-INTONLY 0 650000 162500 100 741 49.58 NO-PREPAY 1/1/2012 6 3 1 3 2503195827 CONDO 1 NOO PURCHASE N 7.067 7.067 144742 144742 1/1/2007 12/1/2036 852.41 360 75 FL 2/1/2007 N 260000 1 3 852.41 33173 11/28/2006 2 PA0605EI_ARM-INTONLY 0 192990 38598 95 685 36.42 3YR 12/1/2011 6 3 1 3 2503195828 CONDO 1 NOO PURCHASE N 12.44 12.44 38598 38577.88 1/1/2007 12/1/2021 410.14 180 20 FL 2/1/2007 Y 260000 2 0 410.14 33173 11/28/2006 2 TB0630_BALLOON 0 192990 0 95 685 36.42 3YR 0 0 0 0 2503195845 SFR 1 OO REFI Y 12.7 12.7 111000 110945.39 1/1/2007 12/1/2021 1201.91 180 20 CA 2/1/2007 Y 555000 2 0 1201.91 92054 11/16/2006 2 TB1630_BALLOON 0 0 0 100 653 36.88 NO-PREPAY 0 0 0 0 2503195916 SFR 1 OO REFI N 6.125 6.125 308000 308000 1/1/2007 12/1/2036 1572.08 360 80 CA 2/1/2007 N 385000 1 3 1572.08 92501 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 38500 90 692 39.99 2YR 12/1/2011 6 3 1 3 2503195926 CONDO 1 NOO REFI Y 7.67 7.67 118500 118500 1/1/2007 12/1/2036 757.41 360 75 FL 2/1/2007 N 158000 1 3 757.41 32811 11/21/2006 2 PA0605EI_ARM-INTONLY 0 0 31600 95 689 38.26 2YR 12/1/2011 6 3 1 3 2503195927 CONDO 1 NOO REFI Y 12.74 12.74 31600 31584.6 1/1/2007 12/1/2021 343.15 180 20 FL 2/1/2007 Y 158000 2 0 343.15 32811 11/21/2006 2 TB0630_BALLOON 0 0 0 95 689 42.71 3YR 0 0 0 0 0000000000 XX-XXXX 0 0XX XXXXXXXX N 6.5 6.5 249650 249650 1/1/2007 12/1/2036 1352.27 360 69.99 CA 2/1/2007 N 395000 1 3 1352.27 92101 11/30/2006 2 PA0607EI_ARM-INTONLY 0 356694 89150 94.99 772 41.4 NO-PREPAY 12/1/2013 6 3 1 3 2503195957 SFR 1 OO PURCHASE N 11.725 11.725 80000 79951.1 1/1/2007 12/1/2021 806 180 20 CA 2/1/2007 Y 400000 2 0 806 90059 11/21/2006 2 TB1630_BALLOON 0 400000 0 100 652 39.32 3YR 0 0 0 0 2503195974 SFR 1 NOO PURCHASE N 12.125 12.125 102500 102442.67 1/1/2007 12/1/2021 1064.2 180 25 CA 2/1/2007 Y 410000 2 0 1064.2 90280 11/30/2006 2 TB0630_BALLOON 0 410000 0 95 794 43.06 NO-PREPAY 0 0 0 0 2503195975 SFR 1 OO REFI Y 6.3 6.3 316800 316800 1/1/2007 12/1/2036 1663.2 360 88 CA 2/1/2007 N 360000 1 3.875 1663.2 92405 11/30/2006 2 PA1405EI_ARM-INTONLY 25 0 0 88 671 44.94 5YR 12/1/2011 6 3 1 3.875 2503195983 SFR 1 NOO PURCHASE N 12.25 12.25 74700 74659.36 1/1/2007 12/1/2021 782.78 180 15 MN 2/1/2007 Y 498000 2 0 782.78 55378 11/17/2006 2 TB0630_BALLOON 0 498000 0 95 683 35.01 NO-PREPAY 0 0 0 0 2503195998 CONDO 1 NOO PURCHASE N 11.99 11.99 54200 54168.76 1/1/2007 12/1/2021 557.09 180 20.01 FL 2/1/2007 Y 293000 2 0 557.09 33141 11/15/2006 2 TB0630_BALLOON 0 270864 0 95 744 44.01 NO-PREPAY 0 0 0 0 2503196015 SFR 1 OO PURCHASE N 6.375 6.375 192500 192499.66 2/1/2007 1/1/2037 1022.66 360 70 CA 2/1/2007 N 275000 1 3 1022.66 92405 12/21/2006 2 PA1605EI_ARM-INTONLY 0 275000 82500 100 661 48.32 3YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI Y 12 12 58000 57966.63 1/1/2007 12/1/2021 596.6 180 14.88 OR 2/1/2007 Y 390000 2 0 596.6 97202 11/29/2006 2 TB1630_BALLOON 0 0 0 94.88 661 37.64 NO-PREPAY 0 0 0 0 2503196060 SFR 1 NOO PURCHASE N 7.07 7.07 286160 286160 1/1/2007 12/1/2036 1685.96 360 80 CA 2/1/2007 N 358000 1 3.875 1685.96 95824 12/4/2006 2 PA1605EI_ARM-INTONLY 0 357700 35770 90 657 33.08 1YR 12/1/2011 6 3 1 3.875 2503196062 SFR 1 OO REFI N 5.99 5.99 440000 439999.33 1/1/2007 12/1/2036 2196.33 360 80 CA 2/1/2007 N 550000 1 3 2196.33 91335 11/20/2006 2 PA1603EI_ARM-INTONLY 0 0 110000 100 677 31.02 3YR 12/1/2009 6 3 1 3 2503196063 SFR 1 OO REFI Y 11.125 11.125 110000 109923.31 1/1/2007 12/1/2021 1057.96 180 20 CA 2/1/2007 Y 550000 2 0 1057.96 91335 11/20/2006 2 TB1630_BALLOON 0 0 0 100 677 31.02 3YR 0 0 0 0 2503196064 SFR 1 NOO PURCHASE N 13.25 13.25 35770 35754.46 1/1/2007 12/1/2021 402.69 180 10 CA 2/1/2007 Y 358000 2 0 402.69 95824 12/4/2006 2 TB1630_BALLOON 0 357700 0 90 657 33.08 1YR 0 0 0 0 0000000000 CONDO 1 NOO PURCHASE N 6.99 6.99 270000 269793.1 1/1/2007 12/1/2036 1675.9 360 75 CA 2/1/2007 Y 360000 1 3 1675.9 94582 11/28/2006 2 PL0605E_ARM-BALLOON 0 360000 72000 95 711 39.19 1YR 12/1/2011 6 3 1 3 2503196092 CONDO 1 NOO PURCHASE N 12.49 12.49 72000 71962.87 1/1/2007 12/1/2021 767.87 180 20 CA 2/1/2007 Y 360000 2 0 767.87 94582 11/28/2006 2 TB0630_BALLOON 0 360000 0 95 711 39.19 1YR 0 0 0 0 2503196097 CONDO 1 NOO REFI N 6.5 6.5 141850 141532.85 1/1/2007 12/1/2036 896.59 360 73.03 FL 2/1/2007 N 194241 1 3 896.59 32903 11/29/2006 2 PA0605E_ARM 0 0 0 73.03 686 47.25 3YR 12/1/2011 6 3 1 3 2503196099 CONDO 1 OO REFI Y 6.875 6.875 247500 247500 2/1/2007 1/1/2037 1417.97 360 75 CA 2/1/2007 N 330000 1 3 1417.97 92701 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 82500 100 692 42.6 3YR 1/1/2012 6 3 1 3 2503196126 SFR 1 OO PURCHASE N 6.99 6.99 616000 616000 1/1/2007 12/1/2036 3588.2 360 80 CA 2/1/2007 N 770000 1 3 3588.2 91326 11/30/2006 2 PA0605EI_ARM-INTONLY 0 770000 154000 100 683 49.98 3YR 12/1/2011 6 3 1 3 2503196200 SFR 1 NOO PURCHASE N 6.25 6.25 294000 294000 1/1/2007 12/1/2036 1531.25 360 73.5 WA 2/1/2007 N 400000 1 3 1531.25 98118 11/30/2006 2 PA1605EI_ARM-INTONLY 0 435000 0 73.5 676 28.66 NO-PREPAY 12/1/2011 6 3 1 3 2503196206 SFR 1 OO PURCHASE N 12.24 12.24 207500 207386.87 1/1/2007 12/1/2021 2172.78 180 25 FL 2/1/2007 Y 850000 2 0 2172.78 33176 11/22/2006 2 TB1630_BALLOON 0 830000 0 100 651 41.92 3YR 0 0 0 0 2503196239 SFR 1 OO REFI N 11.6 11.6 97500 97438.75 1/1/2007 12/1/2021 972.98 180 15 MI 2/1/2007 Y 650000 2 0 972.98 48170 12/5/2006 2 TB1630_BALLOON 0 0 0 95 661 33.95 3YR 0 0 0 0 2503196242 D-PUDS 1 OO PURCHASE N 13.25 13.25 36000 35984.35 1/1/2007 12/1/2021 405.28 180 20 GA 2/1/2007 Y 180000 2 0 405.28 30110 11/16/2006 1 TB2630_BALLOON 0 180100 0 100 621 48.37 XX-XXXXXX 0 0 0 0 0000000000 XX-XXXX 0 XX XXXXXXXX N 7.5 7.5 200000 200000 1/1/2007 12/1/2036 1250 360 80 FL 2/1/2007 N 250000 1 3 1250 33126 11/30/2006 2 PA1605EI_ARM-INTONLY 0 250000 50000 100 647 41.03 5YR 12/1/2011 6 3 1 3 2503196253 CONDO 1 OO PURCHASE N 7.25 7.25 144750 144523.48 1/1/2007 12/1/2036 987.45 360 79.98 FL 2/1/2007 N 181000 1 3 987.45 33411 11/21/2006 2 PA1605E_ARM 0 180990 36200 99.98 655 34.89 3YR 12/1/2011 6 3 1 3 2503196254 CONDO 1 OO PURCHASE N 13.2 13.2 36200 36183.43 1/1/2007 12/1/2021 406.11 180 20.01 FL 2/1/2007 Y 181000 2 0 406.11 33411 11/21/2006 2 TB1630_BALLOON 0 180990 0 99.98 655 34.89 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XXX PURCHASE N 7.48 7.48 392000 389557 2/1/2007 1/1/2037 2443.47 360 80 FL 2/1/2007 N 490000 1 3 2443.47 32835 12/26/2006 2 PA0605EI_ARM-INTONLY 0 490000 73500 95 743 42.14 3YR 1/1/2012 6 3 1 3 0000000000 2-4FAMILY 3 OO PURCHASE N 7.875 7.875 316500 316500 2/1/2007 1/1/2037 2077.03 360 75 NJ 2/1/2007 N 450000 1 3 2077.03 07029 12/14/2006 2 PA1605EI_ARM-INTONLY 0 422000 105500 100 641 42.75 NO-PREPAY 1/1/2012 6 3 1 3 2503196258 2-4FAMILY 3 OO PURCHASE N 13.5 13.5 105500 105478.46 2/1/2007 1/1/2022 1208.41 180 25 NJ 2/1/2007 Y 450000 2 0 1208.41 07029 12/19/2006 2 TB1630_BALLOON 0 422000 0 100 641 42.75 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XXX PURCHASE N 11.54 11.54 73500 73476.72 2/1/2007 1/1/2022 730.11 180 15 FL 2/1/2007 Y 490000 2 0 730.11 32835 12/26/2006 2 TB0630_BALLOON 0 490000 0 95 743 42.14 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.875 6.875 264000 263468.44 1/1/2007 12/1/2036 1734.29 360 80 IL 2/1/2007 N 332000 1 3 1734.29 60638 11/30/2006 1 PA1605E_ARM 0 330000 66000 100 666 48.22 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 SFR 1 NOO REFI N 7.99 7.99 420000 420000 1/1/2007 12/1/2036 2796.5 360 80 CA 2/1/2007 N 525000 1 3 2796.5 94553 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 52500 90 643 45.18 NO-PREPAY 12/1/2011 6 3 1 3 2503196274 SFR 1 NOO REFI Y 13.925 13.925 52500 52480.45 1/1/2007 12/1/2021 618.94 180 10 CA 2/1/2007 Y 525000 2 0 618.94 94553 11/29/2006 2 TB1630_BALLOON 0 0 0 90 643 45.18 NO-PREPAY 0 0 0 0 2503196276 D-PUDS 1 2ND PURCHASE N 12.99 12.99 40500 40481.34 1/1/2007 12/1/2021 447.69 180 15.01 GA 2/1/2007 Y 270000 2 0 447.69 30019 11/22/2006 2 TB1630_BALLOON 0 269900 0 95 659 41.73 NO-PREPAY 0 0 0 0 2503196280 SFR 1 NOO REFI Y 6.75 6.75 165750 165528 1/1/2007 12/1/2036 932.34 360 70 FL 2/1/2007 N 236811 1 3 932.34 32164 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 707 47.41 3YR 12/1/2011 6 3 1 3 2503196322 SFR 1 OO PURCHASE N 6.685 6.685 1500000 1498692 2/1/2007 1/1/2037 9664.25 360 75 OH 2/1/2007 N 2000000 1 3 9664.25 44040 12/13/2006 2 PA1605E_ARM 0 2400000 0 75 650 42.82 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 12.1 12.1 57000 56967.94 1/1/2007 12/1/2021 590.7 180 20 MD 2/1/2007 Y 285000 2 0 590.7 20781 11/20/2006 2 TB1630_BALLOON 0 285000 0 100 660 39.05 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX XXXXXXXX N 12.34 12.34 35950 35930.84 1/1/2007 12/1/2021 379.22 180 19.99 FL 2/1/2007 Y 182000 2 0 379.22 33063 11/20/2006 2 TB0630_BALLOON 0 179900 0 94.97 745 38.47 1YR 0 0 0 0 2503196392 SFR 1 OO PURCHASE N 6.375 6.375 492000 492000 1/1/2007 12/1/2036 2613.75 360 80 CA 2/1/2007 N 615000 1 3 2613.75 92555 11/22/2006 2 PA0605EI_ARM-INTONLY 0 615000 123000 100 693 33.97 3YR 12/1/2011 6 3 1 3 2503196394 SFR 1 OO REFI Y 5.99 5.99 347000 347000 1/1/2007 12/1/2036 1732.11 360 77.98 CA 2/1/2007 N 445000 1 3 1732.11 91733 11/28/2006 17 PA2607EI_ARM-INTONLY 0 0 0 77.98 639 35.22 3YR 12/1/2013 6 3 1 3 0000000000 D-PUDS 1 NOO REFI N 5.75 5.75 203000 203000 1/1/2007 12/1/2036 972.71 360 70 NV 2/1/2007 N 290000 1 3.875 972.71 89032 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 43500 85 688 34.64 3YR 12/1/2011 6 3 1 3.875 2503196449 D-PUDS 1 NOO REFI N 12.925 12.925 43500 43479.65 1/1/2007 12/1/2021 478.65 180 15 NV 2/1/2007 Y 290000 2 0 478.65 89032 12/1/2006 2 TB0630_BALLOON 0 0 0 85 688 34.64 NO-PREPAY 0 0 0 0 2503196462 2-4FAMILY 2 NOO PURCHASE N 12.5 12.5 118000 117939.3 1/1/2007 12/1/2021 1259.36 180 20 IL 2/1/2007 Y 591000 2 0 1259.36 60618 11/30/2006 2 TB1630_BALLOON 0 590000 0 95 679 39.66 NO-PREPAY 0 0 0 0 2503196466 SFR 1 OO REFI Y 5.7 5.7 307000 307000 1/1/2007 12/1/2036 1458.25 360 59.39 CA 2/1/2007 N 517000 1 3 1458.25 90805 12/5/2006 1 PA0605EI_ARM-INTONLY 0 0 0 59.39 709 36.23 2YR 12/1/2011 6 3 1 3 2503196467 SFR 1 OO PURCHASE N 12.5 12.5 151250 151211.29 2/1/2007 1/1/2022 1614.23 180 25 CA 2/1/2007 Y 605000 2 0 1614.23 92505 12/7/2006 2 TB1630_BALLOON 0 605000 0 100 645 42.06 2YR 0 0 0 0 2503196476 2-4FAMILY 2 OO REFI Y 6.875 6.875 608000 608000 1/1/2007 12/1/2036 3483.33 360 80 CA 2/1/2007 N 760000 1 3 3483.33 90755 12/5/2006 7 SA0605EI_ARM-INTONLY 0 0 75900 89.99 703 0 3YR 12/1/2011 6 3 1 3 2503196504 SFR 1 OO REFI Y 6.25 6.25 570000 570000 1/1/2007 12/1/2036 2968.75 360 75 CA 2/1/2007 N 760000 1 3 2968.75 92562 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 114000 90 685 42.88 2YR 12/1/2011 6 3 1 3 2503196516 SFR 1 OO REFI Y 6.99 6.99 104250 104250 2/1/2007 1/1/2037 607.26 360 75 CO 2/1/2007 N 139000 1 3 607.26 80223 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 34750 100 643 46.47 3YR 1/1/2012 5 3 1 3 2503196527 SFR 1 OO REFI Y 6.25 6.25 487500 487500 1/1/2007 12/1/2036 2539.06 360 75 CA 2/1/2007 N 650000 1 3 2539.06 92019 11/30/2006 2 PA2605EI_ARM-INTONLY 0 0 97500 90 626 41.87 3YR 12/1/2011 6 3 1 3 2503196528 SFR 1 OO REFI N 12.4 12.4 97500 97448.7 1/1/2007 12/1/2021 1033.02 180 15 CA 2/1/2007 Y 650000 2 0 1033.02 92019 11/30/2006 2 TB2630_BALLOON 0 0 0 90 626 41.87 1YR 0 0 0 0 2503196584 D-PUDS 1 OO REFI N 6.5 6.5 352500 352181.34 2/1/2007 1/1/2037 2228.04 360 75 IL 2/1/2007 N 470000 1 3 2228.04 60154 12/19/2006 2 PA0605E_ARM 0 0 117500 100 682 46.77 NO-PREPAY 1/1/2012 6 3 1 3 2503196602 SFR 1 OO REFI Y 7.5 7.5 173000 172871.61 2/1/2007 1/1/2037 1209.64 360 79.73 FL 2/1/2007 N 217000 1 3 1209.64 34689 12/15/2006 8 SA1605E_ARM 0 0 0 79.73 640 0 3YR 1/1/2012 6 3 1 3 2503196605 SFR 1 NOO PURCHASE N 12.45 12.45 87500 87454.47 1/1/2007 12/1/2021 930.46 180 25 CA 2/1/2007 Y 439000 2 0 930.46 92553 11/30/2006 2 TB0630_BALLOON 0 350000 0 95 770 23.58 NO-PREPAY 0 0 0 0 2503196608 2-4FAMILY 4 NOO PURCHASE N 7.25 7.25 101250 101250 2/1/2007 1/1/2037 611.72 360 75 IL 2/1/2007 N 165000 1 3 611.72 60628 12/28/2006 2 PA0605EI_ARM-INTONLY 0 135000 20250 90 686 52.76 2YR 1/1/2012 6 3 1 3 2503196636 SFR 1 OO PURCHASE N 12.6 12.6 52900 52886.76 2/1/2007 1/1/2022 568.69 180 19.97 NJ 2/1/2007 Y 270000 2 0 568.69 08080 12/1/2006 2 TB1630_BALLOON 0 264948 0 99.95 658 41.77 NO-PREPAY 0 0 0 0 2503196640 2-4FAMILY 2 OO REFI Y 7.9 7.9 211000 210999.21 1/1/2007 12/1/2036 1389.08 360 79.63 IL 2/1/2007 N 265000 1 3 1389.08 60608 11/22/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.63 657 40.66 NO-PREPAY 12/1/2011 6 3 1 3 2503196648 SFR 1 OO REFI N 6.99 6.99 142500 142500 2/1/2007 1/1/2037 830.06 360 72.34 CO 2/1/2007 N 197000 1 3 830.06 80239 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 49250 97.34 654 41.65 3YR 1/1/2012 5 3 1 3 2503196654 SFR 1 OO REFI N 6.75 6.75 356000 355708.28 1/1/2007 12/1/2036 2147.95 360 80 CA 2/1/2007 Y 445000 1 3 2147.95 92371 11/28/2006 2 PL1605E_ARM-BALLOON 0 0 44500 90 651 40.22 3YR 12/1/2011 6 3 1 3 2503196655 SFR 1 OO REFI Y 11.5 11.5 44500 44471.42 1/1/2007 12/1/2021 440.68 180 10 CA 2/1/2007 Y 445000 2 0 440.68 92371 11/28/2006 2 TB1630_BALLOON 0 0 0 90 651 42.34 3YR 0 0 0 0 2503196656 D-PUDS 1 NOO REFI N 7.1 7.1 405000 405000 2/1/2007 1/1/2037 2396.25 360 75 MD 2/1/2007 N 540000 1 3 2396.25 20602 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 108000 95 661 31.8 NO-PREPAY 1/1/2012 6 3 1 3 2503196672 D-PUDS 1 NOO REFI Y 13.5 13.5 108000 107977.95 2/1/2007 1/1/2022 1237.05 180 20 MD 2/1/2007 Y 540000 2 0 1237.05 20602 12/14/2006 2 TB1630_BALLOON 0 0 0 95 661 35.49 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX REFI Y 6.875 6.875 90000 89924.39 2/1/2007 1/1/2037 591.24 360 75 FL 2/1/2007 N 120000 1 3 591.24 33445 12/18/2006 2 PA1605E_ARM 0 0 24000 95 668 40.9 3YR 1/1/2012 6 3 1 3 2503196678 CONDO 1 NOO REFI Y 13.85 13.85 24000 23995.48 2/1/2007 1/1/2022 281.52 180 20 FL 2/1/2007 Y 120000 2 0 281.52 33445 12/18/2006 2 TB1630_BALLOON 0 0 0 95 668 40.9 NO-PREPAY 0 0 0 0 2503196722 SFR 1 OO REFI Y 6.5 6.5 414400 414400 1/1/2007 12/1/2036 2244.67 360 80 CA 2/1/2007 N 518000 1 3 2244.67 90262 11/27/2006 17 PA2607EI_ARM-INTONLY 0 0 0 80 635 42.64 3YR 12/1/2013 6 3 1 3 2503196740 SFR 1 OO REFI N 5.5 5.5 444500 444500 2/1/2007 1/1/2037 2037.29 360 70 CA 2/1/2007 N 635000 1 3 2037.29 93422 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 722 36.84 3YR 1/1/2012 6 3 1 3 2503196750 SFR 1 OO REFI N 6.75 6.75 307500 307235.25 2/1/2007 1/1/2037 1994.44 360 69.89 FL 2/1/2007 N 440000 1 0 1994.44 33176 12/18/2006 17 PF2630_FIXEDRATE 0 0 0 69.89 628 40.41 5YR 0 0 0 0 2503196754 SFR 1 NOO REFI Y 12 12 50000 49971.24 1/1/2007 12/1/2021 514.31 180 20 FL 2/1/2007 Y 250000 2 0 514.31 33033 11/27/2006 2 TB0630_BALLOON 0 0 0 95 729 42.68 2YR 0 0 0 0 2503196762 SFR 1 NOO PURCHASE N 12.525 12.525 44250 44227.36 1/1/2007 12/1/2021 473.12 180 15 CA 2/1/2007 Y 295000 2 0 473.12 92346 11/30/2006 2 TB0630_BALLOON 0 295000 0 95 762 29.21 NO-PREPAY 0 0 0 0 2503196776 SFR 1 OO REFI Y 6.25 6.25 135500 135372.55 1/1/2007 12/1/2036 769.29 360 73.25 AZ 2/1/2007 Y 185000 1 3 769.29 85223 11/29/2006 2 PL2605E_ARM-BALLOON 0 0 0 73.25 622 41.38 3YR 12/1/2011 6 3 1 3 2503196779 SFR 1 OO REFI N 6.75 6.75 285000 285000 1/1/2007 12/1/2036 1603.13 360 74.22 CA 2/1/2007 N 384000 1 3 1603.13 92583 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 57000 89.07 659 46.98 2YR 12/1/2011 6 3 1 3 2503196782 SFR 1 OO REFI Y 12.65 12.65 57000 56971.65 1/1/2007 12/1/2021 614.98 180 14.85 CA 2/1/2007 Y 384000 2 0 614.98 92583 11/30/2006 2 TB1630_BALLOON 0 0 0 89.07 659 46.98 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 11.75 11.75 141750 140799.66 1/1/2007 12/1/2021 1430.84 180 25 CA 2/1/2007 Y 600000 2 0 1430.84 90278 11/30/2006 2 TB1630_BALLOON 0 567000 0 100 643 39.08 3YR 0 0 0 0 0000000000 D-PUDS 1 OO REFI Y 5.875 5.875 145000 145000 2/1/2007 1/1/2037 709.9 360 78.38 FL 2/1/2007 N 185000 1 3 709.9 34759 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.38 681 43.77 3YR 1/1/2012 6 3 1 3 2503196859 SFR 1 OO REFI N 6.55 6.55 352500 352500 1/1/2007 12/1/2036 1924.06 360 75 CA 2/1/2007 N 470000 1 3 1924.06 92114 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 70500 90 645 44.52 3YR 12/1/2011 6 3 1 3 2503196860 SFR 1 OO REFI Y 11.7 11.7 70500 70456.68 1/1/2007 12/1/2021 708.93 180 15 CA 2/1/2007 Y 470000 2 0 708.93 92114 11/29/2006 2 TB1630_BALLOON 0 0 0 90 645 44.52 3YR 0 0 0 0 2503196920 2-4FAMILY 2 NOO PURCHASE N 13 13 122000 121943.91 1/1/2007 12/1/2021 1349.56 180 20 NY 2/1/2007 Y 610000 2 0 1349.56 11435 11/29/2006 2 TB0630_BALLOON 0 610000 0 95 782 38.21 NO-PREPAY 0 0 0 0 2503196930 SFR 1 OO PURCHASE N 6.625 6.625 536000 536000 2/1/2007 1/1/2037 2959.17 360 80 CA 2/1/2007 N 670000 1 3 2959.17 94518 12/21/2006 2 PA0605EI_ARM-INTONLY 0 670000 134000 100 718 48.18 3YR 1/1/2012 6 3 1 3 2503196932 SFR 1 NOO REFI Y 6.75 6.75 470000 469595.34 2/1/2007 1/1/2037 3048.41 360 67.15 CA 2/1/2007 N 700000 1 3 3048.41 91307 12/18/2006 17 PA1605E_ARM 0 0 0 67.15 673 32.76 3YR 1/1/2012 6 3 1 3 2503196986 SFR 1 OO REFI Y 6.7 6.7 322240 322240 2/1/2007 1/1/2037 1799.17 360 80 HI 2/1/2007 N 402800 1 3.875 1799.17 96720 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 40280 90 649 39.3 NO-PREPAY 1/1/2012 6 3 1 3.875 2503196997 SFR 1 NOO PURCHASE N 6.5 6.5 231000 231000 1/1/2007 12/1/2036 1251.25 360 70 CA 2/1/2007 N 330000 1 3 1251.25 95820 11/30/2006 2 PA1605EI_ARM-INTONLY 0 330000 82500 95 643 38.33 1YR 12/1/2011 6 3 1 3 2503197005 SFR 1 NOO PURCHASE N 13.7 13.7 82500 82467.65 1/1/2007 12/1/2021 957.96 180 25 CA 2/1/2007 Y 330000 2 0 957.96 95820 11/30/2006 2 TB1630_BALLOON 0 330000 0 95 643 38.33 1YR 0 0 0 0 0000000000 SFR 1 NOO PURCHASE N 12.9 12.9 21000 20990.13 1/1/2007 12/1/2021 230.66 180 10 CA 2/1/2007 Y 210000 2 0 230.66 95815 11/15/2006 2 TB1630_BALLOON 0 210000 0 90 664 49.2 3YR 0 0 0 0 2503197026 CONDO 1 OO PURCHASE N 7.28 7.28 355200 355200 2/1/2007 1/1/2037 2154.88 360 80 CA 2/1/2007 N 445000 1 3 2154.88 91367 12/15/2006 2 PA1605EI_ARM-INTONLY 0 444000 88800 100 653 44.69 3YR 1/1/2012 6 3 1 3 2503197045 CONDO 1 NOO PURCHASE N 8.7 8.7 140000 140000 2/1/2007 1/1/2037 1015 360 80 IL 2/1/2007 N 180000 1 3 1015 60621 12/6/2006 2 PA0605EI_ARM-INTONLY 0 175000 26250 95 691 41.36 NO-PREPAY 1/1/2012 6 3 1 3 2503197053 CONDO 1 NOO PURCHASE N 10.5 10.5 274500 274280.88 1/1/2007 12/1/2036 2401.87 360 90 CA 2/1/2007 N 305000 1 5 2401.87 92111 12/6/2006 7 EA0605EI_ARM-INTONLY 25 305000 0 90 683 0 3YR 12/1/2011 6 3 1 5 2503197055 CONDO 1 2ND PURCHASE N 9.95 9.95 274500 274500 1/1/2007 12/1/2036 2276.06 360 90 CA 2/1/2007 N 305000 1 4.5 2276.06 92111 12/6/2006 7 EA1605EI_ARM-INTONLY 25 305000 0 90 678 0 3YR 12/1/2011 6 3 1 4.5 2503197066 SFR 1 OO PURCHASE N 6.5 6.5 329600 329600 1/1/2007 12/1/2036 1785.33 360 80 HI 2/1/2007 N 412000 1 3 1785.33 96792 11/30/2006 2 PA1605EI_ARM-INTONLY 0 412000 82400 100 670 47.37 NO-PREPAY 12/1/2011 6 3 1 3 2503197068 SFR 1 OO REFI Y 5.875 5.875 850000 849133.39 2/1/2007 1/1/2037 5028.07 360 62.97 HI 2/1/2007 N 1350000 1 0 5028.07 96761 12/7/2006 2 PF0630_FIXEDRATE 0 0 0 62.97 749 33.6 NO-PREPAY 0 0 0 0 2503197093 SFR 1 2ND REFI Y 12.625 12.625 98000 97950.97 1/1/2007 12/1/2021 1055.43 180 20 CA 2/1/2007 Y 490000 2 0 1055.43 92114 11/28/2006 2 TB1630_BALLOON 0 0 0 95 648 27.67 3YR 0 0 0 0 2503197157 SFR 1 OO REFI Y 11.99 11.99 165000 164904.9 1/1/2007 12/1/2021 1695.94 180 15 HI 2/1/2007 Y 1100000 2 0 1695.94 96821 11/20/2006 2 TB1630_BALLOON 0 0 0 90 647 43.98 XX-XXXXXX 0 0 0 0 0000000000 XX-XXXX 0 XX XXXXXXXX N 13.65 13.65 50000 49980.17 1/1/2007 12/1/2021 578.61 180 20 FL 2/1/2007 Y 250000 2 0 578.61 33126 11/30/2006 2 TB1630_BALLOON 0 250000 0 100 647 41.03 NO-PREPAY 0 0 0 0 2503197195 SFR 1 OO PURCHASE N 7.125 7.125 360000 360000 2/1/2007 1/1/2037 2137.5 360 80 FL 2/1/2007 N 460000 1 3.875 2137.5 33165 12/5/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 680 46.26 2YR 1/1/2012 6 3 1 3.875 0000000000 SFR 1 OO PURCHASE N 6.99 6.99 240000 239816.09 1/1/2007 12/1/2036 1489.69 360 80 CT 2/1/2007 Y 300000 1 4 1489.69 06604 11/27/2006 2 PL1605E_ARM-BALLOON 0 300000 60000 100 644 40.37 3YR 12/1/2011 6 3 1 4 2503197199 SFR 1 OO PURCHASE N 12.5 12.5 60000 59969.14 1/1/2007 12/1/2021 640.35 180 20 CT 2/1/2007 Y 300000 2 0 640.35 06604 11/27/2006 2 TB1630_BALLOON 0 300000 0 100 644 41.56 3YR 0 0 0 0 2503197204 SFR 1 NOO REFI Y 6.75 6.75 130000 129886.25 2/1/2007 1/1/2037 843.18 360 41.94 CA 2/1/2007 N 310000 1 0 843.18 93535 12/27/2006 1 PF0630_FIXEDRATE 0 0 0 41.94 701 33.96 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI Y 7.31 7.31 427500 427500 1/1/2007 12/1/2036 2604.19 360 75 CA 2/1/2007 N 570000 1 3 2604.19 90638 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 114000 95 656 44.47 2YR 12/1/2011 6 3 1 3 2503197223 SFR 1 NOO REFI Y 13.74 13.74 114000 113955.69 1/1/2007 12/1/2021 1327.33 180 20 CA 2/1/2007 Y 570000 2 0 1327.33 90638 11/29/2006 2 TB1630_BALLOON 0 0 0 95 656 44.47 2YR 0 0 0 0 2503197232 D-PUDS 1 NOO REFI N 6.125 6.125 193000 193000 2/1/2007 1/1/2037 985.1 360 59.39 AZ 2/1/2007 N 325000 1 3 985.1 85249 12/26/2006 1 PA1605EI_ARM-INTONLY 0 0 0 59.39 667 21.49 3YR 1/1/2012 6 3 1 3 2503197254 SFR 1 OO REFI Y 11.75 11.75 43500 43473.57 1/1/2007 12/1/2021 439.09 180 9.85 MD 2/1/2007 Y 442000 2 0 439.09 20906 11/28/2006 2 TB1630_BALLOON 0 0 0 84.85 646 44.71 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO REFI Y 11.215 11.215 254000 253826.35 1/1/2007 12/1/2021 2460.26 180 19.54 CA 2/1/2007 Y 1300000 2 0 2460.26 94939 11/30/2006 2 TB1630_BALLOON 0 0 0 80.31 662 45.77 3YR 0 0 0 0 2503197275 SFR 1 OO REFI N 6.4 6.4 224000 224000 2/1/2007 1/1/2037 1194.67 360 80 NV 2/1/2007 N 280000 1 3 1194.67 89129 12/11/2006 2 PA0605EI_ARM-INTONLY 0 0 56000 100 742 28.24 3YR 1/1/2012 6 3 1 3 2503197294 SFR 1 OO PURCHASE N 7.67 7.67 168750 168750 2/1/2007 1/1/2037 1078.59 360 75 IL 2/1/2007 N 230000 1 3 1078.59 60155 12/28/2006 2 PA0605EI_ARM-INTONLY 0 225000 56250 100 715 43.43 NO-PREPAY 1/1/2012 6 3 1 3 2503197296 SFR 1 OO REFI N 6.45 6.45 528500 528500 2/1/2007 1/1/2037 2840.69 360 70 CA 2/1/2007 N 755000 1 0 2840.69 94560 12/27/2006 2 PF2630I_FIX-INTONLY 0 0 0 70 632 41.55 3YR 0 0 0 0 2503197309 SFR 1 OO REFI Y 5.58 5.58 280000 280000 1/1/2007 12/1/2036 1302 360 70 CA 2/1/2007 N 400000 1 3.875 1302 92021 12/4/2006 2 PA0607EI_ARM-INTONLY 0 0 0 70 728 47.12 3YR 12/1/2013 6 3 1 3.875 2503197311 SFR 1 OO REFI Y 6.125 6.125 595000 594923.89 1/1/2007 12/1/2036 3036.98 360 72.13 CA 2/1/2007 N 825000 1 3 3036.98 92881 11/30/2006 17 PA1605EI_ARM-INTONLY 0 0 0 72.13 672 43.74 3YR 12/1/2011 6 3 1 3 2503197351 SFR 1 OO REFI Y 6.375 6.375 197000 197000 1/1/2007 12/1/2036 1046.56 360 70.36 CA 2/1/2007 N 280000 1 3 1046.56 93618 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70.36 676 27.28 NO-PREPAY 12/1/2011 6 3 1 3 2503197359 SFR 1 OO REFI N 6.6 6.6 416000 416000 1/1/2007 12/1/2036 2288 360 80 CA 2/1/2007 N 520000 1 3 2288 94513 11/20/2006 2 PA0605EI_ARM-INTONLY 0 0 104000 100 687 44.79 NO-PREPAY 12/1/2011 6 3 1 3 2503197369 SFR 1 OO REFI Y 5.625 5.625 548000 548000 1/1/2007 12/1/2036 2568.75 360 80 CA 2/1/2007 N 685000 1 3 2568.75 93927 11/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 768 42.05 1YR 12/1/2011 6 3 1 3 2503197385 CONDO 1 NOO PURCHASE N 6.95 6.95 118650 118650 3/1/2007 2/1/2037 687.18 360 70 AZ 2/1/2007 N 169500 1 3 687.18 85251 1/5/2007 2 PA0605EI_ARM-INTONLY 0 169500 42375 95 692 46.91 NO-PREPAY 2/1/2012 6 3 1 3 0000000000 CONDO 1 OO PURCHASE N 6.65 6.65 140400 140400 1/1/2007 12/1/2036 778.05 360 80 WA 2/1/2007 N 175500 1 3.875 778.05 98058 12/1/2006 2 PA0605EI_ARM-INTONLY 0 175500 35100 100 684 37.1 2YR 12/1/2011 6 3 1 3.875 2503197409 CONDO 1 NOO REFI N 11.75 11.75 35000 34978.02 1/1/2007 12/1/2021 353.29 180 20 CO 2/1/2007 Y 175000 2 0 353.29 80133 11/29/2006 2 TB0630_BALLOON 0 0 0 95 701 42.61 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.2 6.2 322500 322416.69 1/1/2007 12/1/2036 1666.25 360 75 CA 2/1/2007 N 460000 1 2.75 1666.25 93635 12/4/2006 2 PA0605EI_ARM-INTONLY 0 430000 107500 100 725 41.81 NO-PREPAY 12/1/2011 6 3 1 2.75 2503197443 SFR 1 OO PURCHASE N 6.5 6.5 188000 188000 1/1/2007 12/1/2036 1018.33 360 80 VA 2/1/2007 N 240000 1 4 1018.33 22407 11/30/2006 2 PA1605EI_ARM-INTONLY 0 235000 47000 100 654 31.79 3YR 12/1/2011 6 3 1 4 2503197444 SFR 1 OO REFI N 5.77 5.77 534000 532886.49 1/1/2007 12/1/2036 3123.07 360 48.11 WA 2/1/2007 N 1110000 1 0 3123.07 98004 11/28/2006 1 PF0630_FIXEDRATE 0 0 0 48.11 760 53.14 3YR 0 0 0 0 2503197445 SFR 1 OO PURCHASE N 12.7 12.7 47000 46976.87 1/1/2007 12/1/2021 508.92 180 20 VA 2/1/2007 Y 240000 2 0 508.92 22407 11/30/2006 2 TB1630_BALLOON 0 235000 0 100 654 31.79 NO-PREPAY 0 0 0 0 2503197466 SFR 1 OO PURCHASE N 7.375 7.375 122000 122000 2/1/2007 1/1/2037 749.79 360 80 MD 2/1/2007 N 195000 1 3 749.79 21206 12/1/2006 2 PA1605EI_ARM-INTONLY 0 152500 30500 100 676 13.15 1YR 1/1/2012 6 3 1 3 2503197502 CONDO 1 OO PURCHASE N 6.3 6.3 200925 200736.19 2/1/2007 1/1/2037 1243.67 360 75 FL 2/1/2007 N 267900 1 3 1243.67 33166 12/14/2006 1 PA2605E_ARM 0 267900 66975 100 625 43.05 2YR 1/1/2012 6 3 1 3 0000000000 CONDO 1 OO PURCHASE N 12.49 12.49 66975 66957.82 2/1/2007 1/1/2022 714.28 180 25 FL 2/1/2007 Y 267900 2 0 714.28 33166 12/14/2006 1 TB2630_BALLOON 0 267900 0 100 625 43.05 3YR 0 0 0 0 2503197519 SFR 1 2ND REFI Y 7.75 7.75 160000 160000 1/1/2007 12/1/2036 1033.33 360 80 WA 2/1/2007 N 200000 1 3 1033.33 98407 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 646 43.4 2YR 12/1/2011 6 3 1 3 2503197525 D-PUDS 1 OO REFI N 8.2 8.2 248000 248000 1/1/2007 12/1/2036 1694.67 360 80 IL 2/1/2007 N 310000 1 3 1694.67 60560 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 59500 99.2 699 42.29 NO-PREPAY 12/1/2011 6 3 1 3 2503197547 SFR 1 OO REFI Y 6.55 6.55 275600 275600 2/1/2007 1/1/2037 1504.32 360 74.09 CA 2/1/2007 N 372000 1 3.875 1504.32 95207 12/15/2006 2 PA0607EI_ARM-INTONLY 0 0 74400 94.09 704 46.82 1YR 1/1/2014 6 3 1 3.875 2503197570 SFR 1 OO PURCHASE N 6.8 6.8 284000 284000 2/1/2007 1/1/2037 1609.33 360 80 CA 2/1/2007 N 355000 1 3 1609.33 92503 12/13/2006 2 PA0605EI_ARM-INTONLY 0 355000 71000 100 694 40.69 3YR 1/1/2012 6 3 1 3 2503197584 D-PUDS 1 OO PURCHASE N 6.675 6.675 472500 472500 1/1/2007 12/1/2036 2628.28 360 75 AZ 2/1/2007 N 630000 1 3 2628.28 85086 11/27/2006 2 PA1605EI_ARM-INTONLY 0 630000 157500 100 673 44.07 1YR 12/1/2011 6 3 1 3 2503197585 D-PUDS 1 OO PURCHASE N 11.85 11.85 157500 157406.36 1/1/2007 12/1/2021 1601.9 180 25 AZ 2/1/2007 Y 630000 2 0 1601.9 85086 11/27/2006 2 TB1630_BALLOON 0 630000 0 100 673 44.07 1YR 0 0 0 0 2503197648 CONDO 1 NOO PURCHASE N 6.6 6.6 241500 241500 2/1/2007 1/1/2037 1328.25 360 70 CA 2/1/2007 N 345000 1 3 1328.25 92116 12/18/2006 2 PA1605EI_ARM-INTONLY 0 345000 86250 95 678 38.53 2YR 1/1/2012 6 3 1 3 2503197655 CONDO 1 NOO PURCHASE N 13.44 13.44 86250 86232.15 2/1/2007 1/1/2022 983.85 180 25 CA 2/1/2007 Y 345000 2 0 983.85 92116 12/18/2006 2 TB1630_BALLOON 0 345000 0 95 678 38.53 NO-PREPAY 0 0 0 0 2503197659 SFR 1 OO PURCHASE N 6.875 6.875 400000 400000 1/1/2007 12/1/2036 2291.67 360 80 CA 2/1/2007 N 500000 1 3 2291.67 95757 11/30/2006 2 PA0605EI_ARM-INTONLY 0 500000 100000 100 703 30.85 1YR 12/1/2011 6 3 1 3 2503197668 CONDO 1 OO PURCHASE N 7.25 7.25 126350 126350 2/1/2007 1/1/2037 763.36 360 79.98 FL 2/1/2007 N 166500 1 3 763.36 33411 12/12/2006 2 PA1605EI_ARM-INTONLY 0 157990 31600 99.98 676 27.5 3YR 1/1/2012 6 3 1 3 2503197678 SFR 1 NOO PURCHASE N 7.49 7.49 600000 600000 2/1/2007 1/1/2037 3745 360 80 WA 2/1/2007 N 750000 1 3 3745 98056 12/27/2006 2 PA1605EI_ARM-INTONLY 0 750000 112500 95 653 48.34 NO-PREPAY 1/1/2012 6 3 1 3 2503197679 SFR 1 NOO PURCHASE N 14.395 14.395 112500 112481.3 2/1/2007 1/1/2037 1368.23 360 15 WA 2/1/2007 N 750000 2 0 1368.23 98056 12/27/2006 2 TF1630_FIXEDRATE 0 750000 0 95 653 48.34 NO-PREPAY 0 0 0 0 2503197705 SFR 1 OO REFI N 7.65 7.65 520000 520000 1/1/2007 12/1/2036 3315 360 80 CA 2/1/2007 N 650000 1 3 3315 94565 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 130000 100 660 45.79 NO-PREPAY 12/1/2011 6 3 1 3 2503197706 SFR 1 OO REFI N 12.5 12.5 130000 129933.11 1/1/2007 12/1/2021 1387.44 180 20 CA 2/1/2007 Y 650000 2 0 1387.44 94565 11/29/2006 2 TB1630_BALLOON 0 0 0 100 656 45.79 NO-PREPAY 0 0 0 0 2503197718 SFR 1 OO PURCHASE N 5.875 5.875 615000 613742.89 1/1/2007 12/1/2036 3637.96 360 62.13 CA 2/1/2007 N 990000 1 3 3637.96 91302 12/4/2006 15 SA0605E_ARM 0 990000 0 62.13 778 0 3YR 12/1/2011 6 3 1 3 2503197742 2-4FAMILY 2 OO REFI N 6.99 6.99 595000 595000 2/1/2007 1/1/2037 3465.88 360 70 HI 2/1/2007 N 850000 1 2.75 3465.88 96717 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 0 70 635 44.05 NO-PREPAY 1/1/2012 6 3 1 2.75 2503197766 D-PUDS 1 OO REFI N 5.49 5.49 292800 292799.92 2/1/2007 1/1/2037 1339.56 360 80 CA 2/1/2007 N 366000 1 3.875 1339.56 93312 12/13/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 776 39.16 3YR 1/1/2012 6 3 1 3.875 2503197788 SFR 1 OO REFI Y 6.55 6.55 480000 480000 1/1/2007 12/1/2036 2620 360 71.12 MN 2/1/2007 N 675000 1 3 2620 55025 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.12 676 45 3YR 12/1/2011 6 3 1 3 2503197796 CONDO 1 OO PURCHASE N 7.075 7.075 213750 213750 2/1/2007 1/1/2037 1260.23 360 75 FL 2/1/2007 N 285000 1 3 1260.23 33444 12/22/2006 2 PA0605EI_ARM-INTONLY 0 285000 71250 100 733 34.38 NO-PREPAY 1/1/2012 6 3 1 3 2503197807 SFR 1 OO REFI Y 12.125 12.125 120000 119966.61 2/1/2007 1/1/2022 1245.89 180 20 CA 2/1/2007 Y 600000 2 0 1245.89 91321 12/7/2006 2 TB1630_BALLOON 0 0 0 95 646 45 1YR 0 0 0 0 2503197830 SFR 1 OO REFI N 6.6 6.6 357800 357800 1/1/2007 12/1/2036 1967.9 360 80 CA 2/1/2007 N 447250 1 3 1967.9 95240 12/5/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 673 38.08 3YR 12/1/2011 6 3 1 3 2503197833 D-PUDS 1 NOO REFI N 7 7 508500 508500 2/1/2007 1/1/2037 2966.25 360 75 GA 2/1/2007 N 678000 1 3 2966.25 30064 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 97000 89.31 753 28.62 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 D-PUDS 1 NOO REFI N 12.125 12.125 97000 96973 2/1/2007 1/1/2022 1007.1 180 14.31 GA 2/1/2007 Y 678000 2 0 1007.1 30064 12/29/2006 2 TB0630_BALLOON 0 0 0 89.31 753 28.62 NO-PREPAY 0 0 0 0 2503197848 SFR 1 NOO PURCHASE N 8.05 8.05 246400 246400 1/1/2007 12/1/2036 1652.93 360 80 CA 2/1/2007 N 308000 1 3 1652.93 95206 12/1/2006 2 PA0605EI_ARM-INTONLY 0 308000 46200 95 732 44.17 1YR 12/1/2011 6 3 1 3 2503197849 SFR 1 NOO PURCHASE N 11.95 11.95 46200 46173.14 1/1/2007 12/1/2021 473.44 180 15 CA 2/1/2007 Y 308000 2 0 473.44 95206 12/1/2006 2 TB0630_BALLOON 0 308000 0 95 732 44.17 NO-PREPAY 0 0 0 0 2503197855 SFR 1 OO REFI Y 12.5 12.5 99500 99448.81 1/1/2007 12/1/2021 1061.92 180 25 UT 2/1/2007 Y 398000 2 0 1061.92 84404 11/29/2006 2 TB1630_BALLOON 0 0 0 100 660 41.6 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XX XXXXXXXX N 7.65 7.65 224000 224000 1/1/2007 12/1/2036 1428 360 80 FL 2/1/2007 N 280000 1 3 1428 33312 11/27/2006 2 PA1605EI_ARM-INTONLY 0 280000 56000 100 656 44.43 2YR 12/1/2011 6 3 1 3 2503197860 CONDO 1 OO PURCHASE N 12.9 12.9 56000 55973.66 1/1/2007 12/1/2021 615.1 180 20 FL 2/1/2007 Y 280000 2 0 615.1 33312 11/27/2006 2 TB1630_BALLOON 0 280000 0 100 656 44.43 2YR 0 0 0 0 2503197864 D-PUDS 1 OO PURCHASE N 5.99 5.99 382500 382500 1/1/2007 12/1/2036 1909.31 360 75 CA 2/1/2007 N 550000 1 3 1909.31 91913 11/30/2006 2 PA0605EI_ARM-INTONLY 0 510000 76500 90 690 42.01 3YR 12/1/2011 6 3 1 3 2503197878 D-PUDS 1 OO PURCHASE N 7.25 7.25 522400 522400 1/1/2007 12/1/2036 3156.17 360 80 NV 2/1/2007 N 655000 1 3 3156.17 89129 12/6/2006 2 PA1605EI_ARM-INTONLY 0 653000 130600 100 666 44.46 1YR 12/1/2011 6 3 1 3 2503197879 SFR 1 NOO REFI N 7.75 7.75 120000 120000 2/1/2007 1/1/2037 775 360 80 IL 2/1/2007 N 150000 1 3 775 60617 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 654 41.92 NO-PREPAY 1/1/2012 6 3 1 3 2503197880 D-PUDS 1 OO PURCHASE N 11.35 11.35 130600 130513.33 1/1/2007 12/1/2021 1278.39 180 20 NV 2/1/2007 Y 655000 2 0 1278.39 89129 12/6/2006 2 TB1630_BALLOON 0 653000 0 100 666 44.46 2YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.25 6.25 252000 252000 2/1/2007 1/1/2037 1312.5 360 80 CA 2/1/2007 N 325000 1 0 1312.5 95209 12/13/2006 2 PF1630I_FIX-INTONLY 0 315000 0 80 655 40.04 3YR 0 0 0 0 2503197895 SFR 1 OO REFI Y 6 6 520000 519476.47 1/1/2007 12/1/2036 2861.11 360 69.8 HI 2/1/2007 Y 745000 1 3 2861.11 96732 11/27/2006 2 PL3605E_ARM-BALLOON 0 0 0 69.8 617 45.65 NO-PREPAY 12/1/2011 6 3 1 3 2503197897 SFR 1 OO PURCHASE N 11.4 11.4 82400 82345.9 1/1/2007 12/1/2021 809.72 180 20 HI 2/1/2007 Y 412000 2 0 809.72 96792 11/30/2006 2 TB1630_BALLOON 0 412000 0 100 670 47.36 3YR 0 0 0 0 2503197930 D-PUDS 1 OO PURCHASE N 7.5 7.5 292000 292000 1/1/2007 12/1/2036 1825 360 80 NV 2/1/2007 N 365000 1 3 1825 89512 12/6/2006 2 PA1605EI_ARM-INTONLY 0 365000 73000 100 660 47.82 NO-PREPAY 12/1/2011 6 3 1 3 2503197931 D-PUDS 1 OO PURCHASE N 12.19 12.19 73000 72959.75 1/1/2007 12/1/2021 761.58 180 20 NV 2/1/2007 Y 365000 2 0 761.58 89512 12/6/2006 2 TB1630_BALLOON 0 365000 0 100 660 47.82 NO-PREPAY 0 0 0 0 2503197949 SFR 1 NOO REFI N 6.7 6.7 124000 123948.62 2/1/2007 1/1/2037 743.71 360 71.68 MN 2/1/2007 Y 173000 1 3 743.71 55411 12/4/2006 2 PL0605E_ARM-BALLOON 0 0 14000 79.77 732 30.51 3YR 1/1/2012 6 3 1 3 2503197987 SFR 1 OO PURCHASE N 6.49 6.49 326250 325657.38 1/1/2007 12/1/2036 2059.98 360 75 FL 2/1/2007 N 435000 1 3.875 2059.98 33182 11/27/2006 2 PA1605E_ARM 0 435000 108750 100 660 39.76 2YR 12/1/2011 6 3 1 3.875 2503197988 SFR 1 OO PURCHASE N 11.74 11.74 108750 108683.76 1/1/2007 12/1/2021 1096.9 180 25 FL 2/1/2007 Y 435000 2 0 1096.9 33182 11/27/2006 2 TB1630_BALLOON 0 435000 0 100 660 39.92 2YR 0 0 0 0 0000000000 D-PUDS 1 OO PURCHASE N 7.5 7.5 235992 235356.61 2/1/2007 1/1/2037 1474.95 360 80 FL 2/1/2007 N 296000 1 3 1474.95 33033 12/7/2006 2 PA1605EI_ARM-INTONLY 0 294990 58998 100 647 48.9 1YR 1/1/2012 6 3 1 3 2503197991 D-PUDS 1 OO PURCHASE N 12.625 12.625 58998 58983.32 2/1/2007 1/1/2022 635.39 180 20 FL 2/1/2007 Y 296000 2 0 635.39 33033 12/7/2006 2 TB1630_BALLOON 0 294990 0 100 647 48.9 1YR 0 0 0 0 2503198003 SFR 1 OO PURCHASE N 6.15 6.15 238400 238399.6 1/1/2007 12/1/2036 1221.8 360 80 MD 2/1/2007 N 301300 1 3 1221.8 20743 11/29/2006 2 PA1605EI_ARM-INTONLY 0 298000 59600 100 678 31.58 3YR 12/1/2011 6 3 1 3 2503198004 SFR 1 OO PURCHASE N 11.75 11.75 59600 59562.98 1/1/2007 12/1/2021 601.61 180 20 MD 2/1/2007 Y 301300 2 0 601.61 20743 11/29/2006 2 TB1630_BALLOON 0 298000 0 100 678 31.58 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 6.082 6.082 273000 273000 2/1/2007 1/1/2037 1383.66 360 70 FL 2/1/2007 N 390000 1 3 1383.66 33013 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 97500 95 735 35.78 1YR 1/1/2012 6 3 1 3 2503198009 SFR 1 NOO REFI N 11.725 11.725 97500 97470.35 2/1/2007 1/1/2022 982.31 180 25 FL 2/1/2007 Y 390000 2 0 982.31 33013 12/27/2006 2 TB0630_BALLOON 0 0 0 95 735 35.78 NO-PREPAY 0 0 0 0 2503198012 2-4FAMILY 2 NOO PURCHASE N 8.75 8.75 202400 202400 1/1/2007 12/1/2036 1475.83 360 80 FL 2/1/2007 N 253000 1 3 1475.83 33441 11/30/2006 7 SA2605EI_ARM-INTONLY 0 253000 0 80 635 0 3YR 12/1/2011 6 3 1 3 2503198021 SFR 1 OO REFI N 6.25 6.25 568000 568000 1/1/2007 12/1/2036 2958.33 360 80 CA 2/1/2007 N 710000 1 3 2958.33 91343 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 142000 100 716 31.52 3YR 12/1/2011 6 3 1 3 2503198054 CONDO 1 NOO PURCHASE N 6.99 6.99 85500 85429.78 2/1/2007 1/1/2037 568.26 360 75 FL 2/1/2007 N 123000 1 3 568.26 32714 12/4/2006 2 PA0605E_ARM 0 114000 22800 95 730 29.51 3YR 1/1/2012 6 3 1 3 2503198078 SFR 1 OO PURCHASE N 7.45 7.45 308000 308000 2/1/2007 1/1/2037 1912.17 360 80 IN 2/1/2007 N 385000 1 0 1912.17 46324 12/21/2006 2 PF0630I_FIX-INTONLY 0 385000 77000 100 707 36.67 2YR 0 0 0 0 2503198095 SFR 1 OO PURCHASE N 12.24 12.24 215000 214882.77 1/1/2007 12/1/2021 2251.32 180 25 FL 2/1/2007 Y 860000 2 0 2251.32 33015 11/30/2006 2 TB1630_BALLOON 0 860000 0 100 657 41.69 3YR 0 0 0 0 2503198099 CONDO 1 NOO PURCHASE N 12.725 12.725 22800 22794.45 2/1/2007 1/1/2022 247.32 180 20 FL 2/1/2007 Y 123000 2 0 247.32 32714 12/4/2006 2 TB0630_BALLOON 0 114000 0 95 730 29.51 3YR 0 0 0 0 2503198120 SFR 1 OO REFI N 6 6 400000 400000 1/1/2007 12/1/2036 2000 360 74.63 CA 2/1/2007 N 536000 1 3 2000 93445 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 109200 95 697 42.39 NO-PREPAY 12/1/2011 6 3 1 3 0000000000 CONDO 1 OO REFI N 7.5 7.5 472000 472000 1/1/2007 12/1/2036 2950 360 80 CA 2/1/2007 N 590000 1 3 2950 91354 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 118000 100 670 45.89 NO-PREPAY 12/1/2011 6 3 1 3 2503198124 CONDO 1 OO REFI Y 12.5 12.5 118000 117939.3 1/1/2007 12/1/2021 1259.36 180 20 CA 2/1/2007 Y 590000 2 0 1259.36 91354 11/30/2006 2 TB1630_BALLOON 0 0 0 100 670 45.89 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX PURCHASE N 7.125 7.125 315000 315000 2/1/2007 1/1/2037 1870.31 360 75 CA 2/1/2007 N 425000 1 3 1870.31 92315 12/12/2006 2 PA0605EI_ARM-INTONLY 0 420000 84000 95 693 45.05 NO-PREPAY 1/1/2012 6 3 1 3 2503198135 SFR 1 NOO PURCHASE N 13 13 84000 83980.79 2/1/2007 1/1/2022 929.21 180 20 CA 2/1/2007 Y 425000 2 0 929.21 92315 12/12/2006 2 TB0630_BALLOON 0 420000 0 95 693 45.05 NO-PREPAY 0 0 0 0 2503198136 SFR 1 OO REFI Y 5.45 5.45 277300 277299.76 2/1/2007 1/1/2037 1259.4 360 56.6 CA 2/1/2007 N 490000 1 3 1259.4 90301 12/7/2006 17 PA1605EI_ARM-INTONLY 0 0 0 56.6 658 41.58 3YR 1/1/2012 6 3 1 3 2503198141 CONDO 1 OO REFI N 5.75 5.75 167500 167500 2/1/2007 1/1/2037 802.6 360 60.25 CA 2/1/2007 N 278052 1 3 802.6 92109 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 60.25 805 35.99 3YR 1/1/2012 6 3 1 3 2503198150 SFR 1 OO PURCHASE N 6.25 6.25 378000 378000 1/1/2007 12/1/2036 1968.75 360 70 CA 2/1/2007 N 545000 1 3.875 1968.75 90280 12/8/2006 2 PA1605EI_ARM-INTONLY 0 540000 162000 100 652 40.11 3YR 12/1/2011 6 3 1 3.875 2503198151 SFR 1 OO PURCHASE N 11.975 11.975 162000 161906.31 1/1/2007 12/1/2021 1663.24 180 30 CA 2/1/2007 Y 545000 2 0 1663.24 90280 12/8/2006 2 TB1630_BALLOON 0 540000 0 100 652 40.11 3YR 0 0 0 0 2503198156 SFR 1 NOO REFI Y 6.65 6.65 435000 435000 2/1/2007 1/1/2037 2410.63 360 75 CA 2/1/2007 N 580000 1 3 2410.63 91335 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 116000 95 750 36.45 NO-PREPAY 1/1/2012 6 3 1 3 2503198160 SFR 1 NOO REFI N 12.05 12.05 116000 115967.17 2/1/2007 1/1/2022 1197.66 180 20 CA 2/1/2007 Y 580000 2 0 1197.66 91335 12/29/2006 2 TB0630_BALLOON 0 0 0 95 750 23.32 NO-PREPAY 0 0 0 0 2503198165 SFR 1 OO PURCHASE N 6.5 6.5 96000 96000 1/1/2007 12/1/2036 520 360 75 FL 2/1/2007 N 128000 1 3 520 33610 11/30/2006 2 PA0605EI_ARM-INTONLY 0 128000 32000 100 723 36.35 1YR 12/1/2011 6 3 1 3 2503198178 2-4FAMILY 3 OO PURCHASE N 6.4 6.4 437250 437250 2/1/2007 1/1/2037 2332 360 75 NY 2/1/2007 N 630000 1 3 2332 11221 12/5/2006 2 PA1605EI_ARM-INTONLY 0 583000 116600 95 644 40.03 1YR 1/1/2012 6 3 1 3 2503198179 2-4FAMILY 3 OO PURCHASE N 12.7 12.7 116600 116571.47 2/1/2007 1/1/2022 1262.55 180 20 NY 2/1/2007 Y 630000 2 0 1262.55 11221 12/5/2006 2 TB1630_BALLOON 0 583000 0 95 644 40.03 NO-PREPAY 0 0 0 0 2503198187 SFR 1 OO PURCHASE N 5.99 5.99 424800 424800 1/1/2007 12/1/2036 2120.46 360 80 CA 2/1/2007 N 560000 1 3.875 2120.46 95829 11/28/2006 2 PA0605EI_ARM-INTONLY 0 531050 106200 100 751 34.38 2YR 12/1/2011 6 3 1 3.875 2503198189 SFR 1 OO PURCHASE N 6.2 6.2 337500 337500 1/1/2007 12/1/2036 1743.75 360 75 FL 2/1/2007 N 450000 1 3 1743.75 33174 11/30/2006 1 PA2603EI_ARM-INTONLY 0 450000 112500 100 626 41.67 3YR 12/1/2009 6 3 1 3 2503198190 SFR 1 OO PURCHASE N 12.79 12.79 112500 112445.75 1/1/2007 12/1/2021 1226.04 180 25 FL 2/1/2007 Y 450000 2 0 1226.04 33174 11/30/2006 1 TB2630_BALLOON 0 450000 0 100 626 41.67 XX-XXXXXX 0 0 0 0 0000000000 XXXXX 0 XXX XXXXXXXX N 6.2 6.2 341250 341250 2/1/2007 1/1/2037 1763.13 360 75 CA 2/1/2007 N 460000 1 3 1763.13 95051 12/13/2006 2 PA0605EI_ARM-INTONLY 0 455000 0 75 748 43.08 3YR 1/1/2012 6 3 1 3 2503198201 SFR 1 OO PURCHASE N 7.625 7.625 483200 482850.27 2/1/2007 1/1/2037 3420.06 360 80 IL 2/1/2007 N 604000 1 3 3420.06 60641 12/18/2006 2 PA0605E_ARM 0 604000 120800 100 736 41.38 NO-PREPAY 1/1/2012 6 3 1 3 2503198207 SFR 1 NOO PURCHASE N 6.6 6.6 300000 300000 1/1/2007 12/1/2036 1650 360 75 IL 2/1/2007 N 417500 1 3 1650 60712 11/30/2006 2 PA0605EI_ARM-INTONLY 0 400000 80000 95 785 29.76 NO-PREPAY 12/1/2011 6 3 1 3 2503198210 2-4FAMILY 4 OO PURCHASE N 6.6 6.6 255000 255000 1/1/2007 12/1/2036 1402.5 360 75 IL 2/1/2007 N 345000 1 3 1402.5 60636 11/30/2006 1 PA0605EI_ARM-INTONLY 0 340000 85000 100 783 43.98 1YR 12/1/2011 6 3 1 3 2503198257 SFR 1 OO REFI N 6.99 6.99 148000 148000 2/1/2007 1/1/2037 862.1 360 80 CO 2/1/2007 N 185000 1 3 862.1 80010 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 37000 100 685 46.04 3YR 1/1/2012 5 3 1 3 0000000000 PUD 1 OO PURCHASE N 12 12 57250 57233.62 2/1/2007 1/1/2022 588.88 180 25 MN 2/1/2007 Y 230000 2 0 588.88 55119 12/8/2006 2 TB1630_BALLOON 0 229000 0 100 662 44.8 NO-PREPAY 0 0 0 0 2503198271 CONDO 1 OO REFI Y 7.675 7.675 198400 198257.84 2/1/2007 1/1/2037 1411.09 360 80 FL 2/1/2007 N 248000 1 3 1411.09 33186 12/26/2006 1 PA1605E_ARM 0 0 0 80 640 24.38 3YR 1/1/2012 6 3 1 3 2503198274 SFR 1 OO PURCHASE N 7.45 7.45 209250 209250 2/1/2007 1/1/2037 1299.09 360 75 FL 2/1/2007 N 290000 1 3 1299.09 34461 12/13/2006 2 PA1605EI_ARM-INTONLY 0 279000 69750 100 653 49.21 2YR 1/1/2012 6 3 1 3 2503198277 SFR 1 OO PURCHASE N 12.725 12.725 69750 69733.03 2/1/2007 1/1/2022 756.61 180 25 FL 2/1/2007 Y 290000 2 0 756.61 34461 12/13/2006 2 TB1630_BALLOON 0 279000 0 100 653 49.21 2YR 0 0 0 0 2503198278 2-4FAMILY 3 OO PURCHASE N 7.9 7.9 637500 637500 2/1/2007 1/1/2037 4196.88 360 75 NY 2/1/2007 N 850000 1 3 4196.88 11101 12/19/2006 2 PA0605EI_ARM-INTONLY 0 850000 170000 95 742 42.24 NO-PREPAY 1/1/2012 6 3 1 3 2503198280 SFR 1 OO PURCHASE N 5.75 5.75 433300 433300 2/1/2007 1/1/2037 2076.23 360 70 CA 2/1/2007 N 619000 1 3 2076.23 92802 12/6/2006 2 PA0605EI_ARM-INTONLY 0 619000 185700 100 692 45.53 3YR 1/1/2012 6 3 1 3 2503198317 2-4FAMILY 2 OO PURCHASE N 6.89 6.89 555200 555200 1/1/2007 12/1/2036 3187.77 360 80 CA 2/1/2007 N 694000 1 3 3187.77 95116 12/1/2006 2 PA1605EI_ARM-INTONLY 0 694000 138800 100 677 45.67 NO-PREPAY 12/1/2011 6 3 1 3 2503198334 CONDO 1 OO PURCHASE N 8 8 344000 344000 1/1/2007 12/1/2036 2293.33 360 80 CA 2/1/2007 N 435000 1 3.875 2293.33 92649 12/4/2006 2 PA1605EI_ARM-INTONLY 0 430000 86000 100 649 41.73 NO-PREPAY 12/1/2011 6 3 1 3.875 2503198335 CONDO 1 OO PURCHASE N 12.7 12.7 86000 85957.69 1/1/2007 12/1/2021 931.21 180 20 CA 2/1/2007 Y 435000 2 0 931.21 92649 12/4/2006 2 TB1630_BALLOON 0 430000 0 100 649 41.73 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XXX REFI Y 7.125 7.125 187500 187500 1/1/2007 12/1/2036 1113.28 360 73.53 NV 2/1/2007 N 255000 1 3 1113.28 89145 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 37500 88.24 662 35.97 1YR 12/1/2011 6 3 1 3 2503198340 CONDO 1 OO PURCHASE N 5.875 5.875 373750 373750 2/1/2007 1/1/2037 1829.82 360 74.9 CA 2/1/2007 N 535000 1 3 1829.82 92653 12/26/2006 2 PA0605EI_ARM-INTONLY 0 499000 49900 84.9 693 39.11 2YR 1/1/2012 6 3 1 3 2503198346 SFR 1 OO REFI N 6.875 6.875 385000 384676.55 2/1/2007 1/1/2037 2529.18 360 72.65 NY 2/1/2007 N 530000 1 0 2529.18 11426 12/19/2006 2 PF1630_FIXEDRATE 0 0 0 72.65 650 39.77 1YR 0 0 0 0 2503198353 CONDO 1 OO REFI N 6.25 6.25 453500 453500 2/1/2007 1/1/2037 2361.98 360 74.11 CA 2/1/2007 N 612000 1 3.875 2361.98 92606 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.11 691 43.01 1YR 1/1/2012 6 3 1 3.875 2503198356 SFR 1 NOO REFI Y 12.99 12.99 37500 37482.72 1/1/2007 12/1/2021 414.53 180 14.71 NV 2/1/2007 Y 255000 2 0 414.53 89145 11/30/2006 2 TB1630_BALLOON 0 0 0 88.24 662 35.77 NO-PREPAY 0 0 0 0 2503198365 SFR 1 NOO REFI N 7.31 7.31 431250 431250 1/1/2007 12/1/2036 2627.03 360 75 CA 2/1/2007 N 575000 1 3 2627.03 91709 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 86250 90 656 44.48 2YR 12/1/2011 6 3 1 3 2503198366 SFR 1 NOO REFI Y 13.79 13.79 86250 86216.87 1/1/2007 12/1/2021 1007.63 180 15 CA 2/1/2007 Y 575000 2 0 1007.63 91709 11/29/2006 2 TB1630_BALLOON 0 0 0 90 656 44.48 2YR 0 0 0 0 2503198384 2-4FAMILY 3 NOO REFI Y 6.5 6.5 250000 249754.17 2/1/2007 1/1/2037 1580.17 360 46.3 CA 2/1/2007 N 540000 1 0 1580.17 90001 1/8/2007 2 PF0630_FIXEDRATE 0 0 0 46.3 780 24.24 3YR 0 0 0 0 2503198391 D-PUDS 1 OO PURCHASE N 11.75 11.75 98000 97970.36 2/1/2007 1/1/2022 989.22 180 20 HI 2/1/2007 Y 513000 2 0 989.22 96706 12/5/2006 2 TB1630_BALLOON 0 490000 0 100 669 41.42 1YR 0 0 0 0 2503198398 D-PUDS 1 OO PURCHASE N 6.999 6.999 455900 455900 2/1/2007 1/1/2037 2659.04 360 80 MD 2/1/2007 N 588000 1 3 2659.04 21701 12/7/2006 2 PA1605EI_ARM-INTONLY 0 569900 113950 100 642 49.56 NO-PREPAY 1/1/2012 6 3 1 3 2503198399 D-PUDS 1 OO PURCHASE N 12.35 12.35 113950 113919.85 2/1/2007 1/1/2022 1202.89 180 20 MD 2/1/2007 Y 588000 2 0 1202.89 21701 12/7/2006 2 TB1630_BALLOON 0 569900 0 100 642 49.56 NO-PREPAY 0 0 0 0 0000000000 PUD 1 OO REFI N 5.75 5.75 301500 301500 2/1/2007 1/1/2037 1444.69 360 90 MD 2/1/2007 N 335000 1 3 1444.69 20886 12/6/2006 2 PA1605EI_ARM-INTONLY 25 0 0 90 652 42.26 3YR 1/1/2012 6 3 1 3 2503198430 2-4FAMILY 2 OO PURCHASE N 7.5 7.5 480000 480000 1/1/2007 12/1/2036 3000 360 80 CA 2/1/2007 N 600000 1 3.875 3000 90280 12/6/2006 2 PA0602EI_ARM-INTONLY 0 600000 120000 100 736 39.12 2YR 12/1/2008 6 3 1 3.875 2503198460 SFR 1 OO REFI Y 5.5 5.5 630000 629310.43 2/1/2007 1/1/2037 3577.07 360 69.24 CA 2/1/2007 N 910000 1 3 3577.07 92604 12/20/2006 1 PA0607E_ARM 0 0 0 69.24 721 52.71 3YR 1/1/2014 6 3 1 3 2503198467 CONDO 1 OO REFI N 6.99 6.99 117600 117555.07 2/1/2007 1/1/2037 729.95 360 70 IL 2/1/2007 Y 168000 1 0 729.95 60031 12/20/2006 2 PB0640_BALLOON 0 0 50400 100 725 47.66 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.85 6.85 144650 144527.88 2/1/2007 1/1/2037 947.83 360 74.99 IL 2/1/2007 N 196000 1 3 947.83 60446 12/1/2006 2 PA0605E_ARM 0 192900 48250 100 696 44.21 NO-PREPAY 1/1/2012 6 3 1 3 2503198474 SFR 1 OO REFI Y 6.2 6.2 157500 157349.01 2/1/2007 1/1/2037 964.64 360 70 FL 2/1/2007 N 225000 1 0 964.64 33311 12/28/2006 2 PF2630_FIXEDRATE 0 0 0 70 635 32.43 3YR 0 0 0 0 2503198484 CONDO 1 OO PURCHASE N 5.625 5.625 327200 327033.75 2/1/2007 1/1/2037 1533.75 360 80 CA 2/1/2007 N 409500 1 0 1533.75 92025 12/29/2006 2 PF0630I_FIX-INTONLY 0 409015 61350 95 696 41.6 1YR 0 0 0 0 2503198495 SFR 1 NOO REFI Y 6.75 6.75 146250 146250 2/1/2007 1/1/2037 822.66 360 75 FL 2/1/2007 N 195000 1 3 822.66 32935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 686 40.47 2YR 1/1/2012 6 3 1 3 2503198500 SFR 1 NOO PURCHASE N 6.55 6.55 178400 178400 2/1/2007 1/1/2037 973.77 360 69.99 MN 2/1/2007 N 255000 1 3 973.77 55406 12/11/2006 2 PA1605EI_ARM-INTONLY 0 254900 50950 89.98 661 11.53 3YR 1/1/2012 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 13.05 13.05 50950 50938.48 2/1/2007 1/1/2022 565.6 180 19.99 MN 2/1/2007 Y 255000 2 0 565.6 55406 12/11/2006 2 TB1630_BALLOON 0 254900 0 89.98 661 11.53 NO-PREPAY 0 0 0 0 2503198502 CONDO 1 OO REFI N 6.875 6.875 248000 248000 2/1/2007 1/1/2037 1420.83 360 80 CA 2/1/2007 N 310000 1 3 1420.83 92173 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 62000 100 738 44.25 3YR 1/1/2012 6 3 1 3 2503198525 SFR 1 OO REFI N 6.25 6.25 386250 385883.51 2/1/2007 1/1/2037 2378.21 360 75 NY 2/1/2007 N 515000 1 0 2378.21 11421 12/28/2006 2 PF1630_FIXEDRATE 0 0 93000 93.06 643 47.22 1YR 0 0 0 0 0000000000 D-PUDS 1 OO PURCHASE N 6.7 6.7 295920 295920 1/1/2007 12/1/2036 1652.22 360 80 CA 2/1/2007 N 370000 1 3 1652.22 95776 11/28/2006 2 PA1605EI_ARM-INTONLY 0 369900 73980 100 667 37.74 3YR 12/1/2011 6 3 1 3 2503198536 D-PUDS 1 OO PURCHASE N 11.15 11.15 73980 73928.65 1/1/2007 12/1/2021 712.93 180 20 CA 2/1/2007 Y 370000 2 0 712.93 95776 11/28/2006 2 TB1630_BALLOON 0 369900 0 100 667 37.74 3YR 0 0 0 0 0000000000 CONDO 1 OO REFI N 6.25 6.25 708000 708000 2/1/2007 1/1/2037 3687.5 360 79.56 HI 2/1/2007 N 890000 1 3 3687.5 96707 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 79.56 754 43.76 NO-PREPAY 1/1/2012 6 3 1 3 2503198580 SFR 1 OO REFI Y 5.875 5.875 540000 540000 2/1/2007 1/1/2037 2643.75 360 62.43 HI 2/1/2007 N 865000 1 3 2643.75 96762 12/29/2006 1 PA0605EI_ARM-INTONLY 0 0 0 62.43 731 50.29 NO-PREPAY 1/1/2012 6 3 1 3 2503198582 SFR 1 NOO REFI N 6.9 6.9 731250 731250 2/1/2007 1/1/2037 4204.69 360 75 CA 2/1/2007 N 975000 1 2.75 4204.69 94019 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 146250 90 721 43.1 2YR 1/1/2012 6 3 1 2.75 2503198589 SFR 1 OO REFI N 6.375 6.375 619000 619000 2/1/2007 1/1/2037 3288.44 360 74.58 CA 2/1/2007 N 830000 1 3.5 3288.44 94547 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 200000 98.68 694 43.21 NO-PREPAY 1/1/2012 6 3 1 3.5 2503198594 D-PUDS 1 OO REFI N 5.875 5.875 720000 720000 1/1/2007 12/1/2036 3525 360 63.89 CA 2/1/2007 N 1127000 1 3 3525 92009 12/5/2006 8 SA0605EI_ARM-INTONLY 0 0 0 63.89 753 0 3YR 12/1/2011 6 3 1 3 2503198597 SFR 1 OO REFI Y 6.7 6.7 252000 252000 2/1/2007 1/1/2037 1407 360 80 CA 2/1/2007 N 315000 1 3 1407 95206 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 63000 100 691 44.05 1YR 1/1/2012 6 3 1 3 2503198620 SFR 1 NOO REFI Y 12.15 12.15 39400 39389.09 2/1/2007 1/1/2022 409.83 180 20 IL 2/1/2007 Y 197000 2 0 409.83 60107 12/7/2006 2 TB0630_BALLOON 0 0 0 90 700 34.59 NO-PREPAY 0 0 0 0 2503198631 D-PUDS 1 OO REFI N 8.1 8.1 640000 640000 2/1/2007 1/1/2037 4320 360 80 CO 2/1/2007 N 800000 1 3 4320 80104 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 160000 100 660 43.92 3YR 1/1/2012 3.89 3 1 3 2503198636 SFR 1 NOO REFI Y 11.99 11.99 146250 146208.06 2/1/2007 1/1/2022 1503.22 180 15 CA 2/1/2007 Y 975000 2 0 1503.22 94019 12/14/2006 2 TB0630_BALLOON 0 0 0 90 721 44.55 NO-PREPAY 0 0 0 0 2503198648 SFR 1 OO PURCHASE N 5.75 5.75 300000 299686.78 2/1/2007 1/1/2037 1750.72 360 80 CA 2/1/2007 N 387500 1 3 1750.72 92555 12/14/2006 2 PA1603E_ARM 0 375000 75000 100 670 44.19 3YR 1/1/2010 6 3 1 3 2503198652 SFR 1 OO PURCHASE N 11.25 11.25 75000 74974.68 2/1/2007 1/1/2022 728.45 180 20 CA 2/1/2007 Y 387500 2 0 728.45 92555 12/14/2006 2 TB1630_BALLOON 0 375000 0 100 670 44.04 3YR 0 0 0 0 2503198654 SFR 1 OO REFI Y 7 7 107000 106912.3 2/1/2007 1/1/2037 711.87 360 64.85 CA 2/1/2007 N 165000 1 0 711.87 93268 12/14/2006 2 PF2630_FIXEDRATE 0 0 0 64.85 629 43.03 3YR 0 0 0 0 2503198655 SFR 1 OO REFI Y 7 7 312000 311644 2/1/2007 1/1/2037 2075.74 360 44.58 CA 2/1/2007 N 700000 1 0 2075.74 93933 12/14/2006 2 PF3630_FIXEDRATE 0 0 0 44.58 602 39.91 XX-XXXXXX 0 0 0 0 0000000000 XXX 0 XX XXXXXXXX N 6.5 6.5 351200 351200 2/1/2007 1/1/2037 1902.33 360 80 CA 2/1/2007 N 439000 1 4.8 1902.33 92646 12/11/2006 2 PA1607EI_ARM-INTONLY 0 439000 87800 100 652 44 3YR 1/1/2014 6 3 1 4.8 2503198692 PUD 1 OO PURCHASE N 11.75 11.75 87800 87773.45 2/1/2007 1/1/2022 886.26 180 20 CA 2/1/2007 Y 439000 2 0 886.26 92646 12/11/2006 2 TB1630_BALLOON 0 439000 0 100 658 43.17 3YR 0 0 0 0 2503198704 D-PUDS 1 OO PURCHASE N 8.45 8.45 233100 232982.45 1/1/2007 12/1/2036 1699.98 360 90 HI 2/1/2007 Y 282000 1 4 1699.98 96771 12/6/2006 2 PL2405E_ARM-BALLOON 25 259000 25900 100 620 49.94 NO-PREPAY 12/1/2011 6 3 1 4 2503198707 SFR 1 OO REFI N 6.375 6.375 584000 584000 2/1/2007 1/1/2037 3102.5 360 80 CA 2/1/2007 N 730000 1 0 3102.5 95050 12/19/2006 1 PF2630I_FIX-INTONLY 0 0 49000 86.72 633 42.86 3YR 0 0 0 0 2503198711 CONDO 1 NOO PURCHASE N 7.5 7.5 121500 121409.83 2/1/2007 1/1/2037 849.55 360 75 FL 2/1/2007 N 170000 1 0 849.55 33012 12/13/2006 2 PF0630_FIXEDRATE 0 162000 32400 95 741 45.26 1YR 0 0 0 0 2503198712 CONDO 1 NOO PURCHASE N 12.45 12.45 32400 32391.62 2/1/2007 1/1/2022 344.53 180 20 FL 2/1/2007 Y 170000 2 0 344.53 33012 12/13/2006 2 TB0630_BALLOON 0 162000 0 95 741 37.37 1YR 0 0 0 0 2503198715 2-4FAMILY 4 OO REFI Y 6.625 6.625 825000 825000 2/1/2007 1/1/2037 4554.69 360 58.93 CA 2/1/2007 N 1400000 1 3 4554.69 94704 12/11/2006 1 PA1605EI_ARM-INTONLY 0 0 0 58.93 649 34.23 2YR 1/1/2012 6 3 1 3 2503198720 SFR 1 OO REFI Y 7.5 7.5 70000 69948.05 2/1/2007 1/1/2037 489.45 360 17.95 CA 2/1/2007 N 390000 1 0 489.45 90003 12/14/2006 17 PF2630_FIXEDRATE 0 0 0 17.95 638 17.9 XX-XXXXXX 0 0 0 0 0000000000 0-0XXXXXX 0 XX XXXXXXXX N 8.3 8.3 483750 483750 2/1/2007 1/1/2037 3345.94 360 75 NY 2/1/2007 N 645000 1 3 3345.94 11206 12/11/2006 2 PA0605EI_ARM-INTONLY 0 645000 161250 100 699 44.79 1YR 1/1/2012 6 3 1 3 2503198748 2-4FAMILY 2 NOO PURCHASE N 7.75 7.75 124500 124500 2/1/2007 1/1/2037 804.06 360 75 GA 2/1/2007 N 166000 1 3 804.06 30274 12/8/2006 2 PA0605EI_ARM-INTONLY 0 166000 33200 95 689 42.58 NO-PREPAY 1/1/2012 6 3 1 3 2503198768 2-4FAMILY 2 OO REFI Y 7.28 7.28 410000 410000 2/1/2007 1/1/2037 2487.33 360 68.34 FL 2/1/2007 N 600000 1 3 2487.33 33145 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 190000 100 648 37.77 3YR 1/1/2012 6 3 1 3 2503198769 2-4FAMILY 2 OO REFI Y 12.74 12.74 190000 189953.93 2/1/2007 1/1/2022 2063.24 180 31.67 FL 2/1/2007 Y 600000 2 0 2063.24 33145 12/11/2006 2 TB1630_BALLOON 0 0 0 100 648 37.77 3YR 0 0 0 0 0000000000 SFR 1 OO REFI N 7.175 7.175 153750 153750 2/1/2007 1/1/2037 919.3 360 75 CO 2/1/2007 N 205000 1 3 919.3 80204 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 51250 100 769 30.03 3YR 1/1/2012 4.815 3 1 3 2503198807 SFR 1 OO PURCHASE N 6.75 6.75 471411 471411 2/1/2007 1/1/2037 2651.69 360 80 CA 2/1/2007 N 589264 1 3 2651.69 92584 12/20/2006 2 PA1605EI_ARM-INTONLY 0 589264 117853 100 664 51.24 3YR 1/1/2012 6 3 1 3 2503198809 SFR 1 NOO PURCHASE N 7.625 7.625 392000 392000 2/1/2007 1/1/2037 2490.83 360 80 CA 2/1/2007 N 490000 1 3 2490.83 91344 12/7/2006 2 PA0605EI_ARM-INTONLY 0 490000 73500 95 728 47.5 NO-PREPAY 1/1/2012 6 3 1 3 2503198810 SFR 1 NOO PURCHASE N 11.99 11.99 73500 73478.93 2/1/2007 1/1/2022 755.46 180 15 CA 2/1/2007 Y 490000 2 0 755.46 91344 12/7/2006 2 TB0630_BALLOON 0 490000 0 95 728 47.64 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.5 6.5 275200 275200 2/1/2007 1/1/2037 1490.67 360 80 CA 2/1/2007 N 344000 1 3 1490.67 93930 12/27/2006 2 PA1605EI_ARM-INTONLY 0 344000 68800 100 643 37.16 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI Y 7.237 7.237 250750 250750 2/1/2007 1/1/2037 1512.23 360 85 FL 2/1/2007 N 295000 1 3.875 1512.23 33023 12/14/2006 2 PA1405EI_ARM-INTONLY 22 0 0 85 640 45.75 3YR 1/1/2012 6 3 1 3.875 2503198862 SFR 1 NOO REFI Y 11.6 11.6 85500 85446.28 1/1/2007 12/1/2021 853.23 180 14.87 CA 2/1/2007 Y 575000 2 0 853.23 93905 12/5/2006 2 TB0630_BALLOON 0 0 0 89.22 748 39.85 1YR 0 0 0 0 2503198895 2-4FAMILY 4 OO PURCHASE N 8.69 8.69 462750 462750 2/1/2007 1/1/2037 3351.08 360 75 NY 2/1/2007 N 630000 1 3 3351.08 11207 12/5/2006 2 PA1605EI_ARM-INTONLY 0 617000 154250 100 659 40.74 1YR 1/1/2012 6 3 1 3 2503198902 2-4FAMILY 4 OO PURCHASE N 12.99 12.99 154250 154214.65 2/1/2007 1/1/2022 1705.11 180 25 NY 2/1/2007 Y 630000 2 0 1705.11 11207 12/5/2006 2 TB1630_BALLOON 0 617000 0 100 659 40.74 NO-PREPAY 0 0 0 0 2503198938 SFR 1 NOO PURCHASE N 11.99 11.99 25600 25592.66 2/1/2007 1/1/2022 263.13 180 20.02 IL 2/1/2007 Y 128000 2 0 263.13 60064 12/4/2006 2 TB0630_BALLOON 0 127900 0 95 790 48.19 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.45 6.45 228000 227993.85 2/1/2007 1/1/2037 1225.5 360 80 FL 2/1/2007 N 287000 1 3 1225.5 34286 12/18/2006 2 PA0605EI_ARM-INTONLY 0 285000 57000 100 704 31.2 1YR 1/1/2012 6 3 1 3 2503198967 SFR 1 OO PURCHASE N 6.5 6.5 399920 399920 2/1/2007 1/1/2037 2166.23 360 80 CA 2/1/2007 N 499900 1 3 2166.23 92557 12/18/2006 8 SA2605EI_ARM-INTONLY 0 499900 0 80 625 0 3YR 1/1/2012 6 3 1 3 2503198979 CONDO 1 OO PURCHASE N 6.25 6.25 140000 139867.17 2/1/2007 1/1/2037 862 360 65.89 FL 2/1/2007 N 215000 1 0 862 33063 12/11/2006 2 PF0630_FIXEDRATE 0 212500 0 65.89 702 41.7 3YR 0 0 0 0 2503198982 2-4FAMILY 2 NOO PURCHASE N 6.817 6.817 562500 562500 2/1/2007 1/1/2037 3195.47 360 75 NY 2/1/2007 N 750000 1 3 3195.47 11368 12/4/2006 2 PA0605EI_ARM-INTONLY 0 750000 150000 95 777 47.56 NO-PREPAY 1/1/2012 6 3 1 3 2503198983 2-4FAMILY 2 NOO PURCHASE N 12.79 12.79 150000 149964.04 2/1/2007 1/1/2022 1634.71 180 20 NY 2/1/2007 Y 750000 2 0 1634.71 11368 12/4/2006 2 TB0630_BALLOON 0 750000 0 95 777 47.56 NO-PREPAY 0 0 0 0 2503198986 SFR 1 OO PURCHASE N 7.125 7.125 900000 900000 2/1/2007 1/1/2037 5343.75 360 75 CA 2/1/2007 N 1200000 1 3.875 5343.75 91342 12/13/2006 2 PA1605EI_ARM-INTONLY 0 1200000 180000 90 669 44.89 3YR 1/1/2012 6 3 1 3.875 2503198987 SFR 1 OO PURCHASE N 11.75 11.75 180000 179945.56 2/1/2007 1/1/2022 1816.94 180 15 CA 2/1/2007 Y 1200000 2 0 1816.94 91342 12/13/2006 2 TB1630_BALLOON 0 1200000 0 90 669 44.89 1YR 0 0 0 0 2503198999 D-PUDS 1 NOO REFI N 6.25 6.25 149000 149000 2/1/2007 1/1/2037 776.04 360 64.23 AZ 2/1/2007 N 232000 1 3 776.04 85323 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 64.23 692 28.06 3YR 1/1/2012 6 3 1 3 2503199013 SFR 1 OO REFI Y 6.65 6.65 170000 170000 1/1/2007 12/1/2036 942.08 360 74.57 AZ 2/1/2007 N 228000 1 3 942.08 85031 12/5/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.57 695 34.87 3YR 12/1/2011 6 3 1 3 0000000000 SFR 1 OO REFI Y 6.25 6.25 160000 160000 2/1/2007 1/1/2037 833.33 360 27.83 UT 2/1/2007 N 575000 1 0 833.33 84109 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 27.83 760 44.96 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XXX REFI Y 7.125 7.125 153600 153600 2/1/2007 1/1/2037 912 360 80 FL 2/1/2007 N 192000 1 3 912 32935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 39.87 2YR 1/1/2012 6 3 1 3 0000000000 SFR 1 2ND PURCHASE N 6.7 6.7 187912 187912 2/1/2007 1/1/2037 1049.18 360 74.41 CA 2/1/2007 N 252550 1 3 1049.18 93257 12/29/2006 2 PA0605EI_ARM-INTONLY 0 252550 50110 94.25 747 44.28 3YR 1/1/2012 6 3 1 3 2503199092 SFR 1 NOO REFI Y 8.5 8.5 184000 184000 2/1/2007 1/1/2037 1303.33 360 80 FL 2/1/2007 N 230000 1 4 1303.33 33009 12/12/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 667 44.16 3YR 1/1/2012 6 3 1 4 2503199101 SFR 1 OO REFI Y 11.99 11.99 31000 30982.13 1/1/2007 12/1/2021 318.63 180 20 NC 2/1/2007 Y 155000 2 0 318.63 27205 12/5/2006 2 TB1630_BALLOON 0 0 0 95 673 43.82 NO-PREPAY 0 0 0 0 2503199102 SFR 1 OO PURCHASE N 6.25 6.25 533600 533600 2/1/2007 1/1/2037 2779.17 360 80 CA 2/1/2007 N 673000 1 3.875 2779.17 93940 12/12/2006 2 PA0605EI_ARM-INTONLY 0 667000 133400 100 691 46.38 2YR 1/1/2012 6 3 1 3.875 2503199123 SFR 1 OO REFI N 6.4 6.4 599000 599000 2/1/2007 1/1/2037 3194.67 360 63.86 CA 2/1/2007 N 938000 1 3.875 3194.67 95014 12/18/2006 2 PA2605EI_ARM-INTONLY 0 0 0 63.86 625 30.32 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199138 2-4FAMILY 2 NOO REFI Y 6.87 6.87 168000 167900 2/1/2007 1/1/2037 961.8 360 70 MN 2/1/2007 N 240000 1 3 961.8 55106 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 48000 90 725 37.42 3YR 1/1/2012 6 3 1 3 2503199139 2-4FAMILY 2 NOO REFI Y 12.99 12.99 48000 47989 2/1/2007 1/1/2022 530.6 180 20 MN 2/1/2007 Y 240000 2 0 530.6 55106 12/1/2006 2 TB0630_BALLOON 0 0 0 90 725 37.42 NO-PREPAY 0 0 0 0 2503199148 SFR 1 OO PURCHASE N 11.24 11.24 95000 94935.4 1/1/2007 12/1/2021 921.98 180 25 CA 2/1/2007 Y 430000 2 0 921.98 94806 12/5/2006 2 TB1630_BALLOON 0 380000 0 100 660 40.07 3YR 0 0 0 0 2503199156 SFR 1 OO REFI Y 5.99 5.99 257000 257000 2/1/2007 1/1/2037 1282.86 360 68.54 CA 2/1/2007 N 375000 1 3 1282.86 92551 12/20/2006 17 PA2605EI_ARM-INTONLY 0 0 0 68.54 630 43.88 3YR 1/1/2012 6 3 1 3 2503199158 2-4FAMILY 3 NOO REFI Y 6.55 6.55 252000 251774.39 2/1/2007 1/1/2037 1601.11 360 45.82 CA 2/1/2007 N 550000 1 0 1601.11 90042 12/14/2006 2 PF0630_FIXEDRATE 0 0 0 45.82 799 20.48 3YR 0 0 0 0 2503199166 D-PUDS 1 OO PURCHASE N 5.875 5.875 750000 750000 2/1/2007 1/1/2037 3671.87 360 62.5 CA 2/1/2007 N 1200000 1 3 3671.87 91901 12/20/2006 2 PA0605EI_ARM-INTONLY 0 1200000 400000 95.84 758 36.23 NO-PREPAY 1/1/2012 6 3 1 3 2503199171 XXX 0 XXX XXXXXXXX X 0 0 000000 128894.26 2/1/2007 1/1/2037 858.24 360 75 IL 2/1/2007 N 172000 1 3 858.24 60085 12/22/2006 2 PA0605E_ARM 0 172000 34400 95 694 42.13 NO-PREPAY 1/1/2012 6 3 1 3 2503199172 SFR 1 NOO PURCHASE N 12.425 12.425 34400 34391.04 2/1/2007 1/1/2022 365.14 180 20 IL 2/1/2007 Y 172000 2 0 365.14 60085 12/22/2006 2 TB0630_BALLOON 0 172000 0 95 694 42.13 NO-PREPAY 0 0 0 0 2503199182 SFR 1 OO REFI Y 6.25 6.25 135000 134871.91 2/1/2007 1/1/2037 831.22 360 42.19 OR 2/1/2007 N 320000 1 0 831.22 97214 12/22/2006 1 PF2630_FIXEDRATE 0 0 0 42.19 638 32.2 3YR 0 0 0 0 2503199185 SFR 1 NOO REFI N 6.05 6.05 236250 236250 2/1/2007 1/1/2037 1191.09 360 75 CA 2/1/2007 N 315000 1 3 1191.09 95833 12/22/2006 8 SA0605EI_ARM-INTONLY 0 0 0 75 735 0 3YR 1/1/2012 6 3 1 3 2503199192 2-4FAMILY 4 NOO PURCHASE N 6.25 6.25 468930 468930 2/1/2007 1/1/2037 2442.34 360 70 CA 2/1/2007 N 680000 1 3 2442.34 92551 12/15/2006 2 PA0605EI_ARM-INTONLY 0 669900 100485 85 719 29.8 3YR 1/1/2012 6 3 1 3 2503199193 2-4FAMILY 4 NOO PURCHASE N 10.875 10.875 100485 100448.19 2/1/2007 1/1/2022 947.46 180 15 CA 2/1/2007 Y 680000 2 0 947.46 92551 12/15/2006 2 TB0630_BALLOON 0 669900 0 85 719 29.8 3YR 0 0 0 0 2503199224 SFR 1 OO REFI Y 6.5 6.5 410000 410000 2/1/2007 1/1/2037 2220.83 360 66.67 CA 2/1/2007 N 615000 1 3.875 2220.83 95377 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 66.67 654 45.17 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199250 PUD 1 NOO PURCHASE N 6.175 6.175 198450 198450 2/1/2007 1/1/2037 1021.19 360 70 TX 2/1/2007 N 290000 1 3 1021.19 77054 12/20/2006 2 PA0605EI_ARM-INTONLY 0 283500 70875 95 703 39.77 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 PUD 1 NOO PURCHASE N 12.375 12.375 70875 70851.71 2/1/2007 1/1/2022 749.55 180 25 TX 2/1/2007 Y 290000 2 0 749.55 77054 12/20/2006 2 TB0630_BALLOON 0 283500 0 95 703 39.77 NO-PREPAY 0 0 0 0 2503199257 D-PUDS 1 OO REFI Y 5.6 5.6 300000 299999.63 2/1/2007 1/1/2037 1400 360 60 NV 2/1/2007 N 500000 1 3.875 1400 89148 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 60 659 36.69 3YR 1/1/2012 6 3 1 3.875 2503199260 2-4FAMILY 2 OO REFI Y 6 6 350000 349651.57 2/1/2007 1/1/2037 2098.43 360 64.82 CA 2/1/2007 N 540000 1 0 2098.43 90022 12/14/2006 2 PF0630_FIXEDRATE 0 0 0 64.82 742 27.51 NO-PREPAY 0 0 0 0 2503199261 SFR 1 OO REFI Y 6.375 6.375 326250 326250 2/1/2007 1/1/2037 1733.2 360 74.66 CA 2/1/2007 N 437000 1 0 1733.2 92335 12/18/2006 2 PF0630I_FIX-INTONLY 0 0 0 74.66 698 33.67 3YR 0 0 0 0 2503199263 PUD 1 OO PURCHASE N 6.625 6.625 77150 77150 2/1/2007 1/1/2037 425.93 360 74.98 CO 2/1/2007 N 115000 1 3 425.93 80014 12/5/2006 2 PA1605EI_ARM-INTONLY 0 102900 25250 99.52 666 40.17 1YR 1/1/2012 5.365 3 1 3 2503199264 PUD 1 OO PURCHASE N 11.99 11.99 25250 25242.76 2/1/2007 1/1/2022 259.53 180 24.54 CO 2/1/2007 Y 115000 2 0 259.53 80014 12/5/2006 2 TB1630_BALLOON 0 102900 0 99.52 666 39.41 NO-PREPAY 0 0 0 0 2503199265 SFR 1 OO PURCHASE N 6.875 6.875 311200 311200 2/1/2007 1/1/2037 1782.92 360 80 CA 2/1/2007 N 390000 1 3.875 1782.92 92553 12/14/2006 2 PA1605EI_ARM-INTONLY 0 389000 77800 100 644 44.85 3YR 1/1/2012 6 3 1 3.875 2503199268 SFR 1 NOO REFI Y 6.775 6.775 101250 101163.25 2/1/2007 1/1/2037 658.39 360 72.12 FL 2/1/2007 N 140400 1 3.875 658.39 33711 12/6/2006 7 SA0605E_ARM 0 0 0 72.12 691 0 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199272 SFR 1 OO REFI N 6.25 6.25 249000 249000 2/1/2007 1/1/2037 1296.88 360 75 OR 2/1/2007 N 332000 1 0 1296.88 97017 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 83000 100 718 46.14 3YR 0 0 0 0 2503199279 2-4FAMILY 2 OO REFI Y 6.5 6.5 462000 462000 2/1/2007 1/1/2037 2502.5 360 79.66 CA 2/1/2007 N 580000 1 3.5 2502.5 90037 12/15/2006 17 PA0603EI_ARM-INTONLY 0 0 0 79.66 705 35.64 3YR 1/1/2010 6 3 1 3.5 0000000000 SFR 1 OO REFI Y 6.5 6.5 452000 451802.07 2/1/2007 1/1/2037 2646.26 360 80 HI 2/1/2007 Y 565000 1 3 2646.26 96779 12/8/2006 2 PL3605E_ARM-BALLOON 0 0 0 80 616 49.87 NO-PREPAY 1/1/2012 6 3 1 3 2503199303 SFR 1 OO PURCHASE N 11.99 11.99 77800 77777.69 2/1/2007 1/1/2022 799.66 180 20 CA 2/1/2007 Y 390000 2 0 799.66 92553 12/14/2006 2 TB1630_BALLOON 0 389000 0 100 644 44.85 3YR 0 0 0 0 2503199313 2-4FAMILY 2 NOO PURCHASE N 7.2 7.2 225000 225000 2/1/2007 1/1/2037 1350 360 75 FL 2/1/2007 N 315000 1 3 1350 33321 12/8/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 95 702 43.9 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 2-4FAMILY 2 NOO PURCHASE N 12.69 12.69 60000 59985.29 2/1/2007 1/1/2022 649.21 180 20 FL 2/1/2007 Y 315000 2 0 649.21 33321 12/8/2006 2 TB0630_BALLOON 0 300000 0 95 702 43.9 NO-PREPAY 0 0 0 0 2503199320 SFR 1 NOO PURCHASE N 14.15 14.15 26000 25995.42 2/1/2007 1/1/2022 311.16 180 20 IL 2/1/2007 Y 140000 2 0 311.16 60123 12/8/2006 2 TB1630_BALLOON 0 130000 0 90 671 47.62 NO-PREPAY 0 0 0 0 2503199322 CONDO 1 NOO PURCHASE N 7.25 7.25 156700 156700 2/1/2007 1/1/2037 946.73 360 79.99 FL 2/1/2007 N 209000 1 3 946.73 33411 12/13/2006 2 PA0605EI_ARM-INTONLY 0 195900 29385 94.99 691 24.85 3YR 1/1/2012 6 3 1 3 2503199323 CONDO 1 NOO PURCHASE N 13.25 13.25 29385 29385 2/1/2007 1/1/2022 324.46 180 15 FL 2/1/2007 Y 209000 2 0 324.46 33411 12/13/2006 2 TB0630I_BALLOON-INTONLY 0 195900 0 94.99 691 24.85 NO-PREPAY 0 0 0 0 2503199334 SFR 1 OO REFI Y 6.4 6.4 227700 227490.12 2/1/2007 1/1/2037 1424.28 360 66 WA 2/1/2007 N 345000 1 0 1424.28 98003 12/22/2006 17 PF2630_FIXEDRATE 0 0 0 66 639 48.52 3YR 0 0 0 0 2503199338 SFR 1 NOO REFI Y 6.125 6.125 350000 350000 2/1/2007 1/1/2037 1786.46 360 50 CA 2/1/2007 N 700000 1 3 1786.46 95437 12/19/2006 7 SA0605EI_ARM-INTONLY 0 0 0 50 723 0 3YR 1/1/2012 6 3 1 3 2503199347 SFR 1 NOO PURCHASE N 7.43 7.43 101100 101100 2/1/2007 1/1/2037 625.98 360 79.3 CA 2/1/2007 N 200000 1 3 625.98 93304 12/14/2006 2 PA0605EI_ARM-INTONLY 0 127500 20000 94.99 716 35.06 NO-PREPAY 1/1/2012 6 3 1 3 2503199348 2-4FAMILY 4 NOO PURCHASE N 7.125 7.125 318750 318750 2/1/2007 1/1/2037 1892.58 360 75 MO 2/1/2007 N 425000 1 0 1892.58 64133 12/21/2006 2 PF0630I_FIX-INTONLY 0 425000 63750 90 727 19.28 3YR 0 0 0 0 2503199351 SFR 1 OO PURCHASE N 6.75 6.75 296250 296250 1/1/2007 12/1/2036 1666.41 360 75 CA 2/1/2007 N 425000 1 3 1666.41 92562 12/5/2006 2 PA1605EI_ARM-INTONLY 0 395000 98750 100 650 47.18 NO-PREPAY 12/1/2011 6 3 1 3 2503199358 2-4FAMILY 4 NOO PURCHASE N 11 11 63750 63727.26 2/1/2007 1/1/2022 607.11 180 15 MO 2/1/2007 Y 425000 2 0 607.11 64133 12/21/2006 2 TB0630_BALLOON 0 425000 0 90 727 19.28 3YR 0 0 0 0 2503199366 HI-RISE 1 OO REFI N 7.375 7.375 240000 240000 2/1/2007 1/1/2037 1475 360 75 IL 2/1/2007 N 320000 1 3 1475 60657 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 48000 90 654 49.08 NO-PREPAY 1/1/2012 6 3 1 3 2503199377 SFR 1 OO REFI Y 7.375 7.375 194400 194252.08 2/1/2007 1/1/2037 1342.67 360 80 CA 2/1/2007 N 243000 1 3 1342.67 95961 12/18/2006 2 PA3605E_ARM 0 0 0 80 602 37.08 3YR 1/1/2012 6 3 1 3 2503199388 SFR 1 NOO PURCHASE N 12.75 12.75 20000 19995.16 2/1/2007 1/1/2022 217.34 180 15.69 CA 2/1/2007 Y 150000 2 0 217.34 93304 12/14/2006 2 TB0630_BALLOON 0 127500 0 94.99 716 35.06 NO-PREPAY 0 0 0 0 2503199389 SFR 1 OO PURCHASE N 12.75 12.75 98750 98701.96 1/1/2007 12/1/2021 1073.11 180 25 CA 2/1/2007 Y 425000 2 0 1073.11 92562 12/5/2006 2 TB1630_BALLOON 0 395000 0 100 650 47.18 NO-PREPAY 0 0 0 0 0000000000 CONDO 1 OO REFI N 6.99 6.99 129000 128894.05 2/1/2007 1/1/2037 857.37 360 61.43 FL 2/1/2007 N 210000 1 3 857.37 34209 12/20/2006 8 SA0605E_ARM 0 0 0 61.43 688 0 3YR 1/1/2012 6 3 1 3 2503199437 SFR 1 OO PURCHASE N 6.75 6.75 223600 223600 1/1/2007 12/1/2036 1257.75 360 80 CA 2/1/2007 N 290000 1 3 1257.75 92345 12/4/2006 2 PA0605EI_ARM-INTONLY 0 279500 55900 100 682 42.43 2YR 12/1/2011 6 3 1 3 2503199461 CONDO 1 NOO PURCHASE N 6.55 6.55 200000 199820.95 2/1/2007 1/1/2037 1270.72 360 80 FL 2/1/2007 N 255000 1 3 1270.72 33015 12/4/2006 8 SA0605E_ARM 0 250000 0 80 785 0 3YR 1/1/2012 6 3 1 3 2503199474 SFR 1 NOO REFI Y 9.45 9.45 650000 650000 2/1/2007 1/1/2037 5118.75 360 78.79 CA 2/1/2007 N 825000 1 3 5118.75 93730 12/11/2006 2 PA1602EI_ARM-INTONLY 0 0 133750 95 642 47.79 NO-PREPAY 1/1/2009 6 3 1 3 2503199480 HI-RISE 1 OO PURCHASE N 7.375 7.375 200000 199847.82 2/1/2007 1/1/2037 1381.35 360 80 FL 2/1/2007 N 250000 1 3 1381.35 33126 12/29/2006 2 PA1605E_ARM 0 250000 50000 100 652 49.27 5YR 1/1/2012 6 3 1 3 2503199485 D-PUDS 1 OO PURCHASE N 5.6 5.6 124300 124180.07 2/1/2007 1/1/2037 580.07 360 79.99 SC 2/1/2007 N 159000 1 3 580.07 29349 12/22/2006 12 SA0605EI_ARM-INTONLY 0 155400 0 79.99 790 32.04 NO-PREPAY 1/1/2012 6 3 1 3 2503199489 SFR 1 OO REFI Y 5.99 5.99 185000 184599.13 2/1/2007 1/1/2027 1324.33 240 45.13 CA 2/1/2007 N 410000 1 0 1324.33 92376 12/13/2006 2 PF0620_FIXEDRATE 0 0 0 45.13 728 39.65 3YR 0 0 0 0 2503199514 SFR 1 OO PURCHASE N 6.25 6.25 312000 312000 2/1/2007 1/1/2037 1625 360 80 HI 2/1/2007 N 390000 1 3 1625 96749 12/20/2006 2 PA1605EI_ARM-INTONLY 0 390000 78000 100 661 41.21 NO-PREPAY 1/1/2012 6 3 1 3 2503199530 SFR 1 OO REFI Y 7.37 7.37 376000 375713.61 2/1/2007 1/1/2037 2595.66 360 80 VA 2/1/2007 N 470000 1 0 2595.66 22554 12/20/2006 2 PF1630_FIXEDRATE 0 0 94000 100 667 42.68 3YR 0 0 0 0 2503199531 SFR 1 OO REFI Y 6.875 6.875 540000 539546.33 2/1/2007 1/1/2037 3547.42 360 67.5 IL 2/1/2007 N 800000 1 0 3547.42 60070 12/13/2006 2 PF0630_FIXEDRATE 0 0 0 67.5 729 28.74 XX-XXXXXX 0 0 0 0 0000000000 X-XXXX 0 XX XXXXXXXX N 5.8 5.8 279200 279200 2/1/2007 1/1/2037 1349.47 360 80 CO 2/1/2007 N 349000 1 3 1349.47 80634 12/15/2006 1 PA2605EI_ARM-INTONLY 0 349000 34900 90 630 35.48 2YR 1/1/2012 6 3 1 3 2503199568 SFR 1 NOO PURCHASE N 12.05 12.05 80000 79954.5 1/1/2007 12/1/2021 825.97 180 20 IL 2/1/2007 Y 417500 2 0 825.97 60712 11/30/2006 2 TB0630_BALLOON 0 400000 0 95 785 29.89 NO-PREPAY 0 0 0 0 2503199575 SFR 1 OO REFI Y 6.75 6.75 130000 129817.8 2/1/2007 1/1/2037 843.18 360 40.63 FL 2/1/2007 N 320000 1 0 843.18 32951 12/20/2006 2 PF0630_FIXEDRATE 0 0 0 40.63 746 27.07 3YR 0 0 0 0 2503199577 SFR 1 OO REFI Y 6.1 6.1 166400 166400 2/1/2007 1/1/2037 845.87 360 80 NV 2/1/2007 N 208000 1 4 845.87 89030 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 24500 91.78 734 50.43 3YR 1/1/2012 6 3 1 4 2503199670 SFR 1 OO REFI N 6 6 345000 345000 2/1/2007 1/1/2037 1725 360 75 CA 2/1/2007 N 460000 1 3.875 1725 95757 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 720 32.58 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199672 SFR 1 OO REFI Y 6.99 6.99 260000 259900.67 2/1/2007 1/1/2037 1613.83 360 74.29 CA 2/1/2007 Y 350000 1 3 1613.83 93535 12/18/2006 2 PL2605E_ARM-BALLOON 0 0 0 74.29 620 41.44 3YR 1/1/2012 6 3 1 3 2503199674 2-4FAMILY 2 OO PURCHASE N 7.455 7.455 179925 179925 2/1/2007 1/1/2037 1117.78 360 75 CT 2/1/2007 N 240000 1 3 1117.78 06051 12/4/2006 2 PA1605EI_ARM-INTONLY 0 239900 59975 100 645 41.1 2YR 1/1/2012 6 3 1 3 2503199676 SFR 1 OO REFI Y 6.6 6.6 532000 532000 2/1/2007 1/1/2037 2926 360 80 CA 2/1/2007 N 665000 1 3.875 2926 94555 12/14/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 708 0 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199677 2-4FAMILY 2 OO PURCHASE N 12.79 12.79 59975 59960.62 2/1/2007 1/1/2022 653.61 180 25 CT 2/1/2007 Y 240000 2 0 653.61 06051 12/4/2006 2 TB1630_BALLOON 0 239900 0 100 645 41.1 2YR 0 0 0 0 2503199683 SFR 1 OO REFI Y 6.375 6.375 284000 284000 2/1/2007 1/1/2037 1508.75 360 51.36 CA 2/1/2007 N 553000 1 0 1508.75 90301 12/13/2006 2 PF2630I_FIX-INTONLY 0 0 0 51.36 628 32.07 3YR 0 0 0 0 2503199690 SFR 1 OO REFI Y 6.725 6.725 140000 139878.87 2/1/2007 1/1/2037 905.71 360 54.27 OR 2/1/2007 N 258000 1 0 905.71 97444 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 54.27 693 31.08 3YR 0 0 0 0 2503199698 D-PUDS 1 OO PURCHASE N 7.79 7.79 447200 447200 2/1/2007 1/1/2037 2903.07 360 80 CA 2/1/2007 N 559000 1 3 2903.07 92555 12/21/2006 2 PA1605EI_ARM-INTONLY 0 559000 111800 100 663 42.91 1YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 7.3 7.3 552000 552000 2/1/2007 1/1/2037 3358 360 80 CA 2/1/2007 N 690000 1 3.875 3358 92802 12/14/2006 2 PA1605EI_ARM-INTONLY 0 690000 138000 100 661 46.05 2YR 1/1/2012 6 3 1 3.875 2503199714 D-PUDS 1 NOO PURCHASE N 6 6 983125 983125 2/1/2007 1/1/2037 4915.63 360 65 CA 2/1/2007 N 1520000 1 3 4915.63 92646 12/11/2006 2 PA0605EI_ARM-INTONLY 0 1512500 0 65 762 46.7 3YR 1/1/2012 6 3 1 3 0000000000 SFR 1 NOO REFI Y 7.5 7.5 320000 320000 2/1/2007 1/1/2037 2000 360 80 CA 2/1/2007 N 400000 1 3 2000 92504 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 679 7.3 3YR 1/1/2012 6 3 1 3 2503199732 CONDO 1 OO REFI Y 7.025 7.025 247000 246798.53 2/1/2007 1/1/2037 1647.45 360 67.68 CA 2/1/2007 N 365000 1 3 1647.45 90604 12/27/2006 2 PA3605E_ARM 0 0 0 67.68 617 42.94 1YR 1/1/2012 6 3 1 3 2503199741 SFR 1 OO REFI Y 6.99 6.99 200600 200435.25 2/1/2007 1/1/2037 1333.25 360 71.65 IL 2/1/2007 N 280000 1 3 1333.25 60402 12/18/2006 1 PA1605E_ARM 0 0 0 71.65 647 51.99 1YR 1/1/2012 6 3 1 3 2503199745 SFR 1 OO PURCHASE N 6.75 6.75 240000 240000 2/1/2007 1/1/2037 1350 360 80 CA 2/1/2007 N 300000 1 3 1350 95987 12/13/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 100 731 41.94 3YR 1/1/2012 6 3 1 3 2503199752 CONDO 1 OO REFI N 7.35 7.35 212000 211926.83 2/1/2007 1/1/2037 1371.67 360 80 HI 2/1/2007 Y 265000 1 0 1371.67 96817 12/13/2006 2 PB0640_BALLOON 0 0 53000 100 729 41.98 3YR 0 0 0 0 0000000000 HI-RISE 1 OO PURCHASE N 7.95 7.95 496000 496000 2/1/2007 1/1/2037 3286 360 80 FL 2/1/2007 N 625000 1 3 3286 33312 12/8/2006 2 PA0605EI_ARM-INTONLY 0 620000 124000 100 696 45.74 3YR 1/1/2012 6 3 1 3 2503199807 D-PUDS 1 NOO PURCHASE N 7.625 7.625 283500 283500 2/1/2007 1/1/2037 1801.41 360 75 FL 2/1/2007 N 382000 1 3 1801.41 32820 12/14/2006 2 PA1605EI_ARM-INTONLY 0 378000 75600 95 654 28.98 2YR 1/1/2012 6 3 1 3 2503199808 SFR 1 OO REFI N 6.35 6.35 440000 439590.49 2/1/2007 1/1/2037 2737.84 360 78.58 CA 2/1/2007 N 560000 1 3.875 2737.84 94928 12/11/2006 2 PA0605E_ARM 0 0 0 78.58 681 39.96 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199809 D-PUDS 1 NOO PURCHASE N 13.95 13.95 75600 75586.08 2/1/2007 1/1/2022 892.77 180 20 FL 2/1/2007 Y 382000 2 0 892.77 32820 12/14/2006 2 TB1630_BALLOON 0 378000 0 95 654 28.98 2YR 0 0 0 0 2503199813 SFR 1 OO REFI Y 6.375 6.375 600000 600000 2/1/2007 1/1/2037 3187.5 360 60.61 CA 2/1/2007 N 990000 1 0 3187.5 94110 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 60.61 697 38.36 NO-PREPAY 0 0 0 0 2503199876 TOWNHOUSE 1 OO REFI N 7 7 128000 128000 2/1/2007 1/1/2037 746.67 360 80 IL 2/1/2007 N 160000 1 0 746.67 60560 12/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 767 41.54 NO-PREPAY 0 0 0 0 2503199877 SFR 1 OO PURCHASE N 9.99 9.99 408500 408435.21 2/1/2007 1/1/2037 3465.55 360 95 NY 2/1/2007 Y 430000 1 0 3465.55 11701 12/21/2006 2 PB2440_BALLOON 30 430000 0 95 624 46.63 1YR 0 0 0 0 2503199885 SFR 1 OO PURCHASE N 5.859 5.859 107000 106890.58 2/1/2007 1/1/2037 631.85 360 13.99 CA 2/1/2007 N 795000 1 0 631.85 94553 12/13/2006 2 PF0630_FIXEDRATE 0 765000 0 13.99 785 34.72 2YR 0 0 0 0 2503199896 SFR 1 OO PURCHASE N 6.425 6.425 320000 320000 2/1/2007 1/1/2037 1713.33 360 80 CA 2/1/2007 N 400000 1 4 1713.33 92557 12/18/2006 2 PA0605EI_ARM-INTONLY 0 400000 80000 100 719 39.13 3YR 1/1/2012 6 3 1 4 0000000000 SFR 1 NOO PURCHASE N 6.37 6.37 135000 135000 2/1/2007 1/1/2037 716.63 360 75 TX 2/1/2007 N 180000 1 3 716.63 79935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 180000 36000 95 691 39.07 NO-PREPAY 1/1/2012 6 3 1 3 2503199900 SFR 1 OO PURCHASE N 6.875 6.875 451200 451200 2/1/2007 1/1/2037 2585 360 80 CA 2/1/2007 N 564000 1 3 2585 91304 12/18/2006 2 PA1605EI_ARM-INTONLY 0 564000 112800 100 640 38.02 NO-PREPAY 1/1/2012 6 3 1 3 2503199901 SFR 1 OO REFI Y 6.625 6.625 172000 171949.58 2/1/2007 1/1/2037 949.58 360 68.8 AZ 2/1/2007 N 250000 1 0 949.58 86004 12/18/2006 2 PF0630I_FIX-INTONLY 0 0 0 68.8 714 24.18 5YR 0 0 0 0 2503199903 SFR 1 OO REFI N 6.45 6.45 528000 528000 2/1/2007 1/1/2037 2838 360 80 CA 2/1/2007 N 660000 1 3 2838 95037 12/13/2006 2 PA0605EI_ARM-INTONLY 0 0 132000 100 682 42.49 3YR 1/1/2012 6 3 1 3 2503199904 SFR 1 OO PURCHASE N 11.3 11.3 138000 137953.92 2/1/2007 1/1/2022 1345.58 180 20 CA 2/1/2007 Y 690000 2 0 1345.58 92802 12/14/2006 2 TB1630_BALLOON 0 690000 0 100 661 49.38 3YR 0 0 0 0 2503199907 SFR 1 OO REFI Y 5.125 5.125 465000 465000 2/1/2007 1/1/2037 1985.94 360 69.41 CA 2/1/2007 N 670000 1 3 1985.94 94931 1/2/2007 2 PA0605EI_ARM-INTONLY 0 0 0 69.41 687 36.52 3YR 1/1/2012 6 3 1 3 2503199926 CONDO 1 OO REFI N 6 6 300000 300000 2/1/2007 1/1/2037 1500 360 76.93 CA 2/1/2007 N 390000 1 3 1500 93933 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 0 76.93 695 36.38 3YR 1/1/2012 6 3 1 3 2503199938 D-PUDS 1 OO PURCHASE N 5.875 5.875 526000 526000 2/1/2007 1/1/2037 2575.21 360 80 HI 2/1/2007 N 660000 1 3 2575.21 96753 12/14/2006 2 PA0605EI_ARM-INTONLY 0 657500 131500 100 729 38.79 NO-PREPAY 1/1/2012 6 3 1 3 2503199945 SFR 1 NOO PURCHASE N 12.65 12.65 36000 35991.09 2/1/2007 1/1/2022 388.41 180 20 TX 2/1/2007 Y 180000 2 0 388.41 79935 12/19/2006 2 TB0630_BALLOON 0 180000 0 95 691 39.07 NO-PREPAY 0 0 0 0 0000000000 SFR 1 NOO REFI N 7.3 7.3 476000 476000 2/1/2007 1/1/2037 2895.67 360 80 WA 2/1/2007 N 595000 1 3 2895.67 98126 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 89250 95 703 37.13 1YR 1/1/2012 6 3 1 3 2503199949 SFR 1 OO REFI N 6.45 6.45 487500 487500 2/1/2007 1/1/2037 2620.31 360 76.66 CA 2/1/2007 N 636000 1 3 2620.31 92880 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 60000 86.09 661 45.34 3YR 1/1/2012 6 3 1 3 2503199966 SFR 1 OO REFI Y 6.25 6.25 600000 600000 2/1/2007 1/1/2037 3125 360 68.19 CA 2/1/2007 N 880000 1 3 3125 91335 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.19 685 26.88 NO-PREPAY 1/1/2012 6 3 1 3 2503199980 CONDO 1 NOO PURCHASE N 7.99 7.99 124150 124066.53 2/1/2007 1/1/2037 910.1 360 80 IL 2/1/2007 N 155200 1 0 910.1 60005 12/20/2006 2 PF1630_FIXEDRATE 0 155200 0 80 642 44.81 NO-PREPAY 0 0 0 0 2503199995 SFR 1 OO REFI Y 6.3 6.3 320000 320000 2/1/2007 1/1/2037 1680 360 80 CA 2/1/2007 N 400000 1 3 1680 95322 12/12/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 670 40.03 3YR 1/1/2012 6 3 1 3 0000000000 2-4FAMILY 2 OO REFI Y 7.5 7.5 400000 400000 2/1/2007 1/1/2037 2500 360 80 IL 2/1/2007 N 500000 1 3 2500 60653 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 686 0 NO-PREPAY 1/1/2012 6 3 1 3 2503200025 SFR 1 OO PURCHASE N 6.95 6.95 660000 660000 2/1/2007 1/1/2037 3822.5 360 75 PA 2/1/2007 N 880000 1 3 3822.5 18940 12/21/2006 2 PA0605EI_ARM-INTONLY 0 880000 220000 100 794 46.36 NO-PREPAY 1/1/2012 6 3 1 3 2503200027 SFR 1 NOO REFI N 8.25 8.25 111200 111200 2/1/2007 1/1/2037 764.5 360 80 FL 2/1/2007 N 139000 1 3 764.5 33476 12/22/2006 7 SA1605EI_ARM-INTONLY 0 0 0 80 677 0 3YR 1/1/2012 6 3 1 3 2503200038 SFR 1 OO PURCHASE N 6 6 582400 582400 2/1/2007 1/1/2037 2912 360 80 CA 2/1/2007 N 728000 1 3 2912 94521 12/8/2006 2 PA0605EI_ARM-INTONLY 0 728000 145600 100 720 41.95 2YR 1/1/2012 6 3 1 3 2503200049 SFR 1 OO REFI N 5.5 5.5 163500 163500 2/1/2007 1/1/2037 749.38 360 32.7 CA 2/1/2007 N 500000 1 0 749.38 90744 12/26/2006 8 SF0630I_FIX-INTONLY 0 0 0 32.7 793 0 2YR 0 0 0 0 2503200056 SFR 1 NOO REFI Y 7.35 7.35 320000 319889.56 2/1/2007 1/1/2037 2070.44 360 80 CA 2/1/2007 Y 400000 1 0 2070.44 95252 12/26/2006 2 PB0640_BALLOON 0 0 28000 87 688 42.44 3YR 0 0 0 0 2503200061 CONDO 1 OO REFI N 6 6 324000 324000 2/1/2007 1/1/2037 1620 360 80 CA 2/1/2007 N 405000 1 3 1620 95122 12/29/2006 2 PA2605EI_ARM-INTONLY 0 0 30000 87.41 622 50.27 3YR 1/1/2012 6 3 1 3 2503200065 2-4FAMILY 4 OO PURCHASE N 8.79 8.79 640000 640000 3/1/2007 2/1/2037 4688 360 80 CA 2/1/2007 N 800000 1 3 4688 90806 1/22/2007 2 PA0605EI_ARM-INTONLY 0 800000 160000 100 721 45.56 3YR 2/1/2012 6 3 1 3 2503200098 SFR 1 OO REFI Y 5.99 5.99 171000 171000 2/1/2007 1/1/2037 853.58 360 67.06 OR 2/1/2007 N 255000 1 0 853.58 97124 12/28/2006 15 SF0630I_FIX-INTONLY 0 0 0 67.06 683 0 3YR 0 0 0 0 2503200106 SFR 1 NOO REFI Y 5.7 5.7 301000 301000 2/1/2007 1/1/2037 1429.75 360 70 CA 2/1/2007 N 430000 1 4 1429.75 96150 12/22/2006 1 PA0607EI_ARM-INTONLY 0 0 0 70 718 16.69 3YR 1/1/2014 6 3 1 4 2503200113 2-4FAMILY 2 NOO REFI Y 5.99 5.99 306500 306500 2/1/2007 1/1/2037 1529.95 360 68.12 CA 2/1/2007 N 450000 1 0 1529.95 95630 12/22/2006 1 PF0630I_FIX-INTONLY 0 0 0 68.12 718 17.32 3YR 0 0 0 0 2503200123 SFR 1 OO REFI N 6.99 6.99 208000 208000 2/1/2007 1/1/2037 1211.6 360 80 CA 2/1/2007 N 260000 1 3.875 1211.6 95961 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 52000 100 714 43.97 3YR 1/1/2012 6 3 1 3.875 0000000000 SFR 1 OO PURCHASE N 7.73 7.73 128000 127960.36 2/1/2007 1/1/2037 864.17 360 80 CO 2/1/2007 Y 160000 1 3 864.17 80631 12/20/2006 2 PL0605E_ARM-BALLOON 0 160000 32000 100 694 42.57 NO-PREPAY 1/1/2012 6 3 1 3 2503200150 SFR 1 NOO PURCHASE N 7.4 7.4 181211 180603.85 2/1/2007 1/1/2037 1117.47 360 75 FL 2/1/2007 N 290000 1 3 1117.47 34986 1/4/2007 2 PA1605EI_ARM-INTONLY 0 241615 24161 85 670 48.16 3YR 1/1/2012 6 3 1 3 2503200152 SFR 1 OO PURCHASE N 6.5 6.5 304000 303725.18 2/1/2007 1/1/2037 1921.49 360 80 CA 2/1/2007 N 430000 1 0 1921.49 90221 12/21/2006 2 PF0630_FIXEDRATE 0 380000 0 80 696 42.71 NO-PREPAY 0 0 0 0 2503200155 SFR 1 OO REFI Y 7.375 7.375 204800 204800 2/1/2007 1/1/2037 1258.67 360 80 UT 2/1/2007 N 256000 1 3 1258.67 84088 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 51200 100 699 30.65 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI N 7.535 7.535 160800 160800 2/1/2007 1/1/2037 1009.69 360 80 NV 2/1/2007 N 201000 1 3 1009.69 89108 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 40200 100 646 32.36 3YR 1/1/2012 6 3 1 3 2503200160 SFR 1 OO REFI Y 6.5 6.5 267000 267000 2/1/2007 1/1/2037 1446.25 360 86.13 CA 2/1/2007 N 310000 1 3.625 1446.25 96002 12/15/2006 2 PA0405EI_ARM-INTONLY 25 0 0 86.13 716 37.47 3YR 1/1/2012 6 3 1 3.625 2503200181 SFR 1 OO PURCHASE N 6.75 6.75 328000 328000 2/1/2007 1/1/2037 1845 360 80 CA 2/1/2007 N 430000 1 3 1845 92337 12/19/2006 2 PA0605EI_ARM-INTONLY 0 410000 82000 100 699 34.15 1YR 1/1/2012 6 3 1 3 2503200189 SFR 1 OO REFI Y 6.75 6.75 452000 452000 2/1/2007 1/1/2037 2542.5 360 80 CA 2/1/2007 N 565000 1 3 2542.5 90018 12/13/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 631 43.56 3YR 1/1/2012 6 3 1 3 2503200191 SFR 1 OO REFI N 5.5 5.5 304000 304000 2/1/2007 1/1/2037 1393.33 360 63.21 CA 2/1/2007 N 481000 1 3 1393.33 92025 12/13/2006 1 PA0605EI_ARM-INTONLY 0 0 0 63.21 749 22.5 2YR 1/1/2012 6 3 1 3 2503200193 SFR 1 OO REFI N 5.625 5.625 538000 538000 2/1/2007 1/1/2037 2521.88 360 67.25 CA 2/1/2007 N 800000 1 3.875 2521.88 94112 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 67.25 718 42.2 NO-PREPAY 1/1/2012 6 3 1 3.875 2503200204 SFR 1 OO REFI Y 7.125 7.125 265500 265500 2/1/2007 1/1/2037 1576.41 360 75 NV 2/1/2007 N 354000 1 3 1576.41 89169 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 88500 100 692 37.02 1YR 1/1/2012 6 3 1 3 2503200219 CONDO 1 OO PURCHASE N 8.4 8.4 252000 252000 2/1/2007 1/1/2037 1764 360 80 CA 2/1/2007 N 315000 1 3 1764 93063 12/14/2006 2 PA1605EI_ARM-INTONLY 0 315000 63000 100 675 39.57 5YR 1/1/2012 6 3 1 3 2503200236 CONDO 1 OO PURCHASE N 11.75 11.75 63000 62980.94 2/1/2007 1/1/2022 635.93 180 20 CA 2/1/2007 Y 315000 2 0 635.93 93063 12/14/2006 2 TB1630_BALLOON 0 315000 0 100 675 39.57 3YR 0 0 0 0 2503200259 SFR 1 OO REFI Y 6.99 6.99 210000 210000 2/1/2007 1/1/2037 1223.25 360 53.17 NY 2/1/2007 N 395000 1 0 1223.25 11740 12/20/2006 2 PF1630I_FIX-INTONLY 0 0 0 53.17 656 43.4 1YR 0 0 0 0 2503200260 CONDO 1 2ND PURCHASE N 7.61 7.61 135950 135950 2/1/2007 1/1/2037 862.15 360 74.99 FL 2/1/2007 N 183000 1 3 862.15 33401 12/27/2006 2 PA1605EI_ARM-INTONLY 0 181300 36250 94.99 655 50 3YR 1/1/2012 6 3 1 3 2503200274 SFR 1 NOO PURCHASE N 6.5 6.5 135000 135000 2/1/2007 1/1/2037 731.25 360 75 CA 2/1/2007 N 198000 1 3 731.25 93706 12/28/2006 2 PA0607EI_ARM-INTONLY 0 180000 36000 95 686 40.41 1YR 1/1/2014 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 12.375 12.375 36000 35990.53 2/1/2007 1/1/2022 380.72 180 20 CA 2/1/2007 Y 198000 2 0 380.72 93706 12/28/2006 2 TB0630_BALLOON 0 180000 0 95 686 40.41 1YR 0 0 0 0 2503200285 SFR 1 NOO REFI N 7.28 7.28 117000 117000 2/1/2007 1/1/2037 709.8 360 75 MN 2/1/2007 N 156000 1 3 709.8 55411 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 23400 90 668 29.28 3YR 1/1/2012 6 3 1 3 2503200288 SFR 1 NOO PURCHASE N 8.8 8.8 243000 242861.63 2/1/2007 1/1/2037 1920.37 360 90 FL 2/1/2007 N 275000 1 3 1920.37 34235 1/2/2007 17 PA0605E_ARM 30 270000 0 90 746 43.18 1YR 1/1/2012 6 3 1 3 2503200289 SFR 1 NOO REFI Y 13.79 13.79 23400 23395.52 2/1/2007 1/1/2022 273.38 180 15 MN 2/1/2007 Y 156000 2 0 273.38 55411 12/4/2006 2 TB1630_BALLOON 0 0 0 90 668 29.28 NO-PREPAY 0 0 0 0 2503200302 SFR 1 OO REFI Y 7.125 7.125 272000 271782.49 2/1/2007 1/1/2037 1832.51 360 77.72 CA 2/1/2007 N 350000 1 0 1832.51 92405 12/14/2006 2 PF2630_FIXEDRATE 0 0 0 77.72 623 36.59 3YR 0 0 0 0 2503200334 2-4FAMILY 4 NOO REFI N 6.62 6.62 430000 430000 2/1/2007 1/1/2037 2372.17 360 69.92 CA 2/1/2007 N 615000 1 3 2372.17 95350 12/20/2006 2 PA0607EI_ARM-INTONLY 0 0 0 69.92 728 41.86 NO-PREPAY 1/1/2014 6 3 1 3 2503200342 D-PUDS 1 OO REFI N 6.61 6.61 256000 256000 2/1/2007 1/1/2037 1410.13 360 80 NC 2/1/2007 N 320000 1 3 1410.13 27265 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 64000 100 667 43.51 NO-PREPAY 1/1/2012 6 3 1 3 2503200357 SFR 1 OO PURCHASE N 6.3 6.3 319920 319920 2/1/2007 1/1/2037 1679.58 360 80 CA 2/1/2007 N 399900 1 3 1679.58 95838 12/21/2006 2 PA0605EI_ARM-INTONLY 0 399900 79980 100 692 38.53 1YR 1/1/2012 6 3 1 3 0000000000 SFR 1 NOO PURCHASE N 6.875 6.875 186450 186450 2/1/2007 1/1/2037 1068.2 360 75 FL 2/1/2007 N 249000 1 3 1068.2 33064 12/28/2006 2 PA0605EI_ARM-INTONLY 0 248600 49700 95 734 37.1 1YR 1/1/2012 6 3 1 3 2503200366 D-PUDS 1 OO REFI N 5.34 5.34 900000 900000 2/1/2007 1/1/2037 4005 360 51.43 CA 2/1/2007 N 1750000 1 3 4005 94539 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 51.43 789 29.11 NO-PREPAY 1/1/2010 6 3 1 3 2503200373 SFR 1 NOO PURCHASE N 12.525 12.525 49700 49687.35 2/1/2007 1/1/2022 531.39 180 20 FL 2/1/2007 Y 249000 2 0 531.39 33064 12/28/2006 2 TB0630_BALLOON 0 248600 0 95 734 37.77 NO-PREPAY 0 0 0 0 2503200382 PUD 1 OO REFI N 5.99 5.99 363750 363750 2/1/2007 1/1/2037 1815.72 360 75 CA 2/1/2007 N 485000 1 3 1815.72 92840 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 121250 100 699 44.94 3YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI Y 7 7 203000 202833.61 2/1/2007 1/1/2037 1350.56 360 62.47 CA 2/1/2007 N 325000 1 0 1350.56 92404 12/19/2006 7 SF3630_FIXEDRATE 0 0 0 62.47 610 0 3YR 0 0 0 0 2503200439 SFR 1 OO REFI Y 5.25 5.25 520000 520000 2/1/2007 1/1/2037 2275 360 54.74 CA 2/1/2007 N 950000 1 3 2275 94112 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 0 54.74 774 31.01 NO-PREPAY 1/1/2012 6 3 1 3 2503200445 SFR 1 OO REFI N 6.625 6.625 363750 363750 2/1/2007 1/1/2037 2008.2 360 75 CA 2/1/2007 N 485000 1 3 2008.2 90650 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 121250 100 666 44.78 2YR 1/1/2012 6 3 1 3 2503200449 SFR 1 OO PURCHASE N 5.975 5.975 480000 479519.87 2/1/2007 1/1/2037 2870.13 360 80 CA 2/1/2007 N 600000 1 0 2870.13 90640 12/29/2006 8 SF2630_FIXEDRATE 0 610000 0 80 624 0 NO-PREPAY 0 0 0 0 2503200458 SFR 1 NOO PURCHASE N 8.92 8.92 70000 69961 2/1/2007 1/1/2037 559.21 360 89.75 IL 2/1/2007 N 78000 1 3 559.21 60033 12/18/2006 2 PA0605E_ARM 30 78000 0 89.75 687 48.13 NO-PREPAY 1/1/2012 6 3 1 3 2503200459 SFR 1 OO REFI Y 5.99 5.99 195000 194805.51 2/1/2007 1/1/2037 1167.87 360 52 CA 2/1/2007 N 375000 1 0 1167.87 90011 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 52 753 32.51 3YR 0 0 0 0 2503200460 2-4FAMILY 2 NOO PURCHASE N 7.125 7.125 428000 427800 2/1/2007 1/1/2037 2541.25 360 80 CA 2/1/2007 N 535000 1 3 2541.25 90255 1/5/2007 17 PA0605EI_ARM-INTONLY 0 535000 0 80 738 39.43 3YR 1/1/2012 6 3 1 3 0000000000 CONDO 1 NOO PURCHASE N 6.695 6.695 254925 254925 2/1/2007 1/1/2037 1422.27 360 75 CA 2/1/2007 N 355000 1 4 1422.27 90755 12/22/2006 2 PA0605EI_ARM-INTONLY 0 339900 50985 90 719 42.23 2YR 1/1/2012 6 3 1 4 2503200464 CONDO 1 NOO PURCHASE N 12.39 12.39 50985 50971.63 2/1/2007 1/1/2022 539.79 180 15 CA 2/1/2007 Y 355000 2 0 539.79 90755 12/22/2006 2 TB0630_BALLOON 0 339900 0 90 719 42.23 2YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 7.255 7.255 187500 187500 2/1/2007 1/1/2037 1133.59 360 75 FL 2/1/2007 N 252000 1 3.875 1133.59 33009 12/29/2006 2 PA0605EI_ARM-INTONLY 0 250000 62500 100 703 38.29 3YR 1/1/2012 6 3 1 3.875 2503200532 SFR 1 OO REFI N 7 7 279000 279000 2/1/2007 1/1/2037 1627.5 360 88.58 CA 2/1/2007 N 315000 1 0 1627.5 95240 1/3/2007 2 PF2430I_FIX-INTONLY 25 0 0 88.58 634 46.7 3YR 0 0 0 0 2503200533 SFR 1 OO REFI Y 6.634 6.634 170500 170500 2/1/2007 1/1/2037 942.58 360 77.5 NV 2/1/2007 N 220000 1 3.875 942.58 89101 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.5 685 35.09 3YR 1/1/2012 6 3 1 3.875 2503200543 D-PUDS 1 NOO PURCHASE N 12.8 12.8 51000 50987.8 2/1/2007 1/1/2022 556.2 180 20 CO 2/1/2007 Y 260000 2 0 556.2 80634 12/12/2006 2 TB0630_BALLOON 0 255000 0 95 699 37.37 NO-PREPAY 0 0 0 0 2503200544 SFR 1 OO PURCHASE N 6.25 6.25 379200 379200 2/1/2007 1/1/2037 1975 360 80 CA 2/1/2007 N 475000 1 3 1975 91701 12/11/2006 2 PA0605EI_ARM-INTONLY 0 474000 94800 100 741 42.09 2YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI Y 6 6 630000 630000 2/1/2007 1/1/2037 3150 360 56.76 CA 2/1/2007 N 1110000 1 3.45 3150 91325 12/22/2006 2 PA0607EI_ARM-INTONLY 0 0 0 56.76 755 34.65 NO-PREPAY 1/1/2014 6 3 1 3.45 2503200551 SFR 1 OO REFI N 6.375 6.375 327000 326697.14 2/1/2007 1/1/2037 2040.05 360 71.09 CA 2/1/2007 N 460000 1 0 2040.05 92503 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 71.09 704 38.97 NO-PREPAY 0 0 0 0 2503200566 SFR 1 OO PURCHASE N 5.8 5.8 296000 296000 2/1/2007 1/1/2037 1430.67 360 80 CA 2/1/2007 N 370000 1 0 1430.67 93657 12/15/2006 1 PF0630I_FIX-INTONLY 0 370000 0 80 711 43.69 3YR 0 0 0 0 2503200575 SFR 1 NOO REFI N 8 8 186350 186350 2/1/2007 1/1/2037 1242.33 360 74.99 IL 2/1/2007 N 248500 1 3 1242.33 60629 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 37250 89.98 652 33.5 NO-PREPAY 1/1/2012 6 3 1 3 2503200577 SFR 1 OO REFI Y 6.6 6.6 212500 212500 2/1/2007 1/1/2037 1168.75 360 85 CA 2/1/2007 N 250000 1 4 1168.75 93203 12/20/2006 17 PA2405EI_ARM-INTONLY 22 0 0 85 631 42.91 2YR 1/1/2012 6 3 1 4 2503200582 SFR 1 NOO REFI Y 6.69 6.69 305500 305500 2/1/2007 1/1/2037 1703.16 360 40.74 CA 2/1/2007 N 750000 1 0 1703.16 94134 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 40.74 686 50.87 2YR 0 0 0 0 2503200584 HI-RISE 1 NOO REFI N 6.25 6.25 243750 243750 2/1/2007 1/1/2037 1269.53 360 75 CA 2/1/2007 N 325000 1 3 1269.53 92101 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 773 14.77 1YR 1/1/2012 6 3 1 3 2503200589 SFR 1 NOO REFI Y 12.2 12.2 37250 37239.81 2/1/2007 1/1/2022 388.9 180 14.99 IL 2/1/2007 Y 248500 2 0 388.9 60629 12/18/2006 2 TB1630_BALLOON 0 0 0 89.98 652 33.5 NO-PREPAY 0 0 0 0 2503200607 D-PUDS 1 NOO PURCHASE N 6.9 6.9 163650 163650 2/1/2007 1/1/2037 940.99 360 75 FL 2/1/2007 N 240000 1 3 940.99 33928 12/20/2006 2 PA0605EI_ARM-INTONLY 0 218225 43600 94.98 793 31.4 2YR 1/1/2012 6 3 1 3 2503200608 D-PUDS 1 NOO PURCHASE N 11.75 11.75 43600 43586.82 2/1/2007 1/1/2022 440.1 180 19.98 FL 2/1/2007 Y 240000 2 0 440.1 33928 12/20/2006 2 TB0630_BALLOON 0 218225 0 94.98 793 31.4 2YR 0 0 0 0 2503200612 SFR 1 OO PURCHASE N 8.42 8.42 116000 115928.56 2/1/2007 1/1/2037 885.37 360 80 MI 2/1/2007 N 145000 1 3 885.37 48076 12/22/2006 2 PA1605E_ARM 0 145000 29000 100 650 49.92 3YR 1/1/2012 6 3 1 3 2503200618 SFR 1 OO REFI Y 6.5 6.5 532000 532000 2/1/2007 1/1/2037 2881.67 360 73.89 CA 2/1/2007 N 720000 1 3 2881.67 95131 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 73.89 725 33.48 3YR 1/1/2012 6 3 1 3 2503200626 SFR 1 OO REFI N 6.45 6.45 328500 328500 2/1/2007 1/1/2037 1765.69 360 75 CA 2/1/2007 N 438000 1 3 1765.69 92071 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 87600 95 641 47.75 3YR 1/1/2012 6 3 1 3 2503200634 SFR 1 OO PURCHASE N 6.175 6.175 348000 348000 2/1/2007 1/1/2037 1790.75 360 80 CA 2/1/2007 N 485000 1 3 1790.75 93906 12/7/2006 2 PA1605EI_ARM-INTONLY 0 435000 87000 100 651 43.57 2YR 1/1/2012 6 3 1 3 2503200638 SFR 1 OO REFI Y 6.375 6.375 480000 479555.42 2/1/2007 1/1/2037 2994.58 360 68.58 CA 2/1/2007 N 700000 1 0 2994.58 90713 12/18/2006 1 PF0630_FIXEDRATE 0 0 0 68.58 740 28.47 NO-PREPAY 0 0 0 0 2503200639 SFR 1 OO PURCHASE N 12.225 12.225 87000 86976.32 2/1/2007 1/1/2022 909.99 180 20 CA 2/1/2007 Y 485000 2 0 909.99 93906 12/7/2006 2 TB1630_BALLOON 0 435000 0 100 651 43.99 3YR 0 0 0 0 2503200642 SFR 1 OO REFI N 5.8 5.8 204800 204800 2/1/2007 1/1/2037 989.87 360 80 AZ 2/1/2007 N 256000 1 3.875 989.87 85032 12/20/2006 1 PA0605EI_ARM-INTONLY 0 0 38400 95 683 49.9 3YR 1/1/2012 6 3 1 3.875 2503200644 SFR 1 OO PURCHASE N 7.375 7.375 624000 624000 2/1/2007 1/1/2037 3835 360 80 CA 2/1/2007 N 780000 1 3 3835 94014 12/27/2006 2 PA1605EI_ARM-INTONLY 0 780000 156000 100 665 38.76 1YR 1/1/2012 6 3 1 3 2503200679 SFR 1 OO REFI N 5.99 5.99 362500 358306.87 2/1/2007 1/1/2037 1809.48 360 51.79 CA 2/1/2007 N 700000 1 0 1809.48 93907 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 51.79 729 41.93 NO-PREPAY 0 0 0 0 2503200686 CONDO 1 OO PURCHASE N 6.99 6.99 188000 187845.59 2/1/2007 1/1/2037 1249.51 360 80 CA 2/1/2007 N 235000 1 3 1249.51 95687 12/20/2006 2 PA0605E_ARM 0 235000 47000 100 750 43.01 3YR 1/1/2012 6 3 1 3 2503200690 D-PUDS 1 NOO PURCHASE N 6.5 6.5 388100 388100 2/1/2007 1/1/2037 2102.21 360 75 FL 2/1/2007 N 535000 1 3 2102.21 33437 1/2/2007 2 PA0605EI_ARM-INTONLY 0 517511 77650 90 704 44.13 NO-PREPAY 1/1/2012 6 3 1 3 2503200707 2-4FAMILY 3 OO PURCHASE N 8.8 8.8 487500 487500 3/1/2007 2/1/2037 3575 360 75 NY 2/1/2007 N 650000 1 3 3575 11221 1/3/2007 2 PA1605EI_ARM-INTONLY 0 650000 162500 100 672 46.93 NO-PREPAY 2/1/2012 6 3 1 3 2503200708 D-PUDS 1 OO REFI N 5.625 5.625 579200 579200 2/1/2007 1/1/2037 2715 360 80 VA 2/1/2007 N 724000 1 3 2715 22079 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 144800 100 655 38.8 2YR 1/1/2012 6 3 1 3 2503200711 SFR 1 2ND REFI Y 5.75 5.75 171400 171400 2/1/2007 1/1/2037 821.29 360 42.33 CA 2/1/2007 N 405000 1 3 821.29 92234 1/3/2007 1 PA0605EI_ARM-INTONLY 0 0 0 42.33 743 30.32 3YR 1/1/2012 6 3 1 3 2503200727 D-PUDS 1 OO REFI N 5.8 5.8 557000 557000 2/1/2007 1/1/2037 2692.17 360 60.55 CA 2/1/2007 N 920000 1 3 2692.17 94587 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.55 771 36.15 NO-PREPAY 1/1/2012 6 3 1 3 2503200730 D-PUDS 1 NOO REFI Y 6.5 6.5 543100 543100 2/1/2007 1/1/2037 2941.79 360 74.92 CA 2/1/2007 N 725000 1 3 2941.79 94590 12/18/2006 8 SA0605EI_ARM-INTONLY 0 0 0 74.92 763 0 3YR 1/1/2012 6 3 1 3 2503200734 SFR 1 OO REFI Y 6.365 6.365 192800 192800 2/1/2007 1/1/2037 1022.64 360 80 CA 2/1/2007 N 241000 1 3 1022.64 95531 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 664 29.24 NO-PREPAY 1/1/2012 6 3 1 3 2503200738 SFR 1 OO REFI N 6.5 6.5 380000 380000 2/1/2007 1/1/2037 2058.33 360 80 CA 2/1/2007 N 475000 1 3 2058.33 91701 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 47500 90 687 40.7 3YR 1/1/2012 6 3 1 3 2503200750 D-PUDS 1 OO REFI Y 6.99 6.99 333000 332793.5 2/1/2007 1/1/2037 1939.73 360 90 NV 2/1/2007 N 370000 1 0 1939.73 89074 12/18/2006 1 PF0430I_FIX-INTONLY 25 0 0 90 751 40.4 1YR 0 0 0 0 2503200771 SFR 1 OO PURCHASE N 6.625 6.625 270000 270000 2/1/2007 1/1/2037 1490.63 360 75 FL 2/1/2007 N 365000 1 3 1490.63 33309 12/14/2006 2 PA0605EI_ARM-INTONLY 0 360000 90000 100 759 41.56 2YR 1/1/2012 6 3 1 3 2503200794 SFR 1 OO REFI Y 7.75 7.75 480000 479661.22 2/1/2007 1/1/2037 3438.78 360 73.19 FL 2/1/2007 N 655900 1 0 3438.78 32137 12/18/2006 8 SF2630_FIXEDRATE 0 0 0 73.19 669 0 3YR 0 0 0 0 2503200804 SFR 1 OO REFI Y 6.89 6.89 255000 254899.81 2/1/2007 1/1/2037 1564.32 360 68.55 FL 2/1/2007 Y 372000 1 3 1564.32 33125 12/27/2006 17 PL1605E_ARM-BALLOON 0 0 0 68.55 674 49.19 3YR 1/1/2012 6 3 1 3 2503200827 D-PUDS 1 NOO REFI Y 5.75 5.75 370000 369999.92 2/1/2007 1/1/2037 1772.92 360 59.88 CA 2/1/2007 N 618000 1 3 1772.92 91915 12/22/2006 1 PA0605EI_ARM-INTONLY 0 0 0 59.88 786 47.64 NO-PREPAY 1/1/2012 6 3 1 3 2503200834 SFR 1 OO PURCHASE N 8.1 8.1 304000 304000 2/1/2007 1/1/2037 2052 360 80 CA 2/1/2007 N 380000 1 3.875 2052 92395 12/19/2006 2 PA0605EI_ARM-INTONLY 0 380000 76000 100 707 42.05 1YR 1/1/2012 6 3 1 3.875 2503200835 SFR 1 OO REFI Y 6.75 6.75 96000 95917.35 2/1/2007 1/1/2037 622.65 360 50 FL 2/1/2007 N 192000 1 0 622.65 33023 12/26/2006 1 PF2630_FIXEDRATE 0 0 0 50 634 35.94 1YR 0 0 0 0 2503200843 SFR 1 OO REFI Y 5.25 5.25 620000 620000 2/1/2007 1/1/2037 2712.5 360 63.27 CA 2/1/2007 N 980000 1 3 2712.5 94044 12/26/2006 17 PA0605EI_ARM-INTONLY 0 0 0 63.27 717 38.99 3YR 1/1/2012 6 3 1 3 2503200852 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 341250 341020.57 2/1/2007 1/1/2037 2501.59 360 75 CA 2/1/2007 N 455000 1 0 2501.59 93305 12/20/2006 2 PF1630_FIXEDRATE 0 455000 113750 100 668 35.19 3YR 0 0 0 0 2503200862 SFR 1 OO PURCHASE N 5.75 5.75 560000 560000 2/1/2007 1/1/2037 2683.33 360 80 CA 2/1/2007 N 755000 1 3 2683.33 93906 12/18/2006 2 PA0605EI_ARM-INTONLY 0 700000 0 80 715 29.84 2YR 1/1/2012 6 3 1 3 2503200865 SFR 1 OO REFI N 5.75 5.75 240000 240000 2/1/2007 1/1/2037 1150 360 61.54 OR 2/1/2007 N 390000 1 3.25 1150 97062 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 61.54 821 26.09 1YR 1/1/2012 6 3 1 3.25 2503200872 SFR 1 OO REFI Y 7.125 7.125 276000 276000 2/1/2007 1/1/2037 1638.75 360 80 CA 2/1/2007 N 345000 1 4 1638.75 92374 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 48300 94 658 28.02 3YR 1/1/2012 6 3 1 4 2503200875 HI-RISE 1 NOO PURCHASE N 6.75 6.75 200000 200000 2/1/2007 1/1/2037 1125 360 80 HI 2/1/2007 N 250000 1 4 1125 96822 12/22/2006 2 PA0605EI_ARM-INTONLY 0 250000 37500 95 771 47.64 NO-PREPAY 1/1/2012 6 3 1 4 2503200891 2-4FAMILY 4 NOO REFI N 5.5 5.5 635000 635000 2/1/2007 1/1/2037 2910.42 360 30.61 CA 2/1/2007 N 2075000 1 3 2910.42 90211 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 30.61 697 15.44 2YR 1/1/2012 6 3 1 3 2503200910 SFR 1 OO REFI N 5.82 5.82 480000 480000 2/1/2007 1/1/2037 2328 360 80 CA 2/1/2007 N 600000 1 3 2328 95122 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 78000 93 742 44.7 2YR 1/1/2012 6 3 1 3 2503200918 SFR 1 OO REFI Y 6.55 6.55 322000 322000 2/1/2007 1/1/2037 1757.58 360 70 CA 2/1/2007 N 460000 1 3 1757.58 90047 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 674 54.94 NO-PREPAY 1/1/2012 6 3 1 3 2503200925 SFR 1 OO PURCHASE N 6.99 6.99 163600 163600 2/1/2007 1/1/2037 952.97 360 80 FL 2/1/2007 N 204500 1 3 952.97 32164 12/20/2006 2 PA1605EI_ARM-INTONLY 0 204500 40900 100 640 41.8 3YR 1/1/2012 6 3 1 3 2503200930 CONDO 1 NOO PURCHASE N 6.5 6.5 94400 94400 2/1/2007 1/1/2037 511.33 360 69.98 FL 2/1/2007 N 135000 1 3 511.33 33916 12/29/2006 2 PA0605EI_ARM-INTONLY 0 134900 33700 94.96 720 41.76 5YR 1/1/2012 6 3 1 3 2503200935 HI-RISE 1 OO REFI Y 6.125 6.125 1075000 1075000 2/1/2007 1/1/2037 5486.98 360 67.19 CA 2/1/2007 N 1600000 1 0 5486.98 94109 12/22/2006 1 PF0630I_FIX-INTONLY 0 0 0 67.19 755 30.88 3YR 0 0 0 0 2503200952 HI-RISE 1 NOO PURCHASE N 6.75 6.75 424400 424400 2/1/2007 1/1/2037 2387.25 360 75 FL 2/1/2007 N 595000 1 3 2387.25 33019 12/29/2006 2 PA0605EI_ARM-INTONLY 0 565900 113200 95 721 32.02 3YR 1/1/2012 6 3 1 3 2503200957 SFR 1 NOO REFI Y 6.5 6.5 106000 105904.18 2/1/2007 1/1/2037 669.99 360 48.19 RI 2/1/2007 N 220000 1 0 669.99 02860 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 48.19 733 47.94 1YR 0 0 0 0 2503200959 HI-RISE 1 NOO PURCHASE N 12.65 12.65 113200 113171.99 2/1/2007 1/1/2022 1221.33 180 20.01 FL 2/1/2007 Y 595000 2 0 1221.33 33019 12/29/2006 2 TB0630_BALLOON 0 565900 0 95 721 32.02 NO-PREPAY 0 0 0 0 2503200964 SFR 1 OO REFI N 6.375 6.375 571000 571000 2/1/2007 1/1/2037 3033.44 360 79.31 CA 2/1/2007 N 720000 1 4 3033.44 94124 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.31 679 48.23 NO-PREPAY 1/1/2012 6 3 1 4 2503200965 SFR 1 NOO REFI Y 5.75 5.75 245550 244687.52 2/1/2007 1/1/2022 2039.07 180 70.16 WA 2/1/2007 N 350000 1 0 2039.07 98118 12/28/2006 8 SF2615_FIXEDRATE 0 0 0 70.16 639 0 NO-PREPAY 0 0 0 0 2503200987 SFR 1 OO REFI N 6.75 6.75 180000 180000 2/1/2007 1/1/2037 1012.5 360 74.39 IL 2/1/2007 N 242000 1 4 1012.5 60101 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 55200 97.19 701 46.28 NO-PREPAY 1/1/2012 6 3 1 4 2503201008 CONDO 1 NOO PURCHASE N 5.875 5.875 115400 115400 2/1/2007 1/1/2037 564.98 360 69.99 FL 2/1/2007 N 165000 1 3 564.98 33712 12/15/2006 2 PA0605EI_ARM-INTONLY 0 164900 41200 94.97 724 44.9 5YR 1/1/2012 6 3 1 3 2503201024 D-PUDS 1 NOO PURCHASE N 7.925 7.925 90400 90400 2/1/2007 1/1/2037 597.02 360 80 TX 2/1/2007 N 125000 1 3 597.02 77066 12/29/2006 2 PA1605EI_ARM-INTONLY 0 113000 0 80 659 19.49 NO-PREPAY 1/1/2012 6 3 1 3 2503201025 D-PUDS 1 OO PURCHASE N 6.86 6.86 482800 482800 2/1/2007 1/1/2037 2760.01 360 80 VA 2/1/2007 N 700000 1 3 2760.01 20105 12/13/2006 2 PA1605EI_ARM-INTONLY 0 603500 120700 100 642 46.52 NO-PREPAY 1/1/2012 6 3 1 3 2503201029 D-PUDS 1 OO PURCHASE N 12.75 12.75 120700 120670.8 2/1/2007 1/1/2022 1311.64 180 20 VA 2/1/2007 Y 700000 2 0 1311.64 20105 12/13/2006 2 TB1630_BALLOON 0 603500 0 100 642 46.52 NO-PREPAY 0 0 0 0 2503201030 CONDO 1 OO PURCHASE N 7.31 7.31 105000 104919.07 2/1/2007 1/1/2037 720.56 360 60.91 FL 2/1/2007 N 175000 1 0 720.56 33193 12/29/2006 2 PF1630_FIXEDRATE 0 172400 0 60.91 657 42.91 2YR 0 0 0 0 2503201031 SFR 1 NOO REFI Y 7.25 7.25 269500 269500 2/1/2007 1/1/2037 1628.23 360 70 CA 2/1/2007 N 385000 1 0 1628.23 92507 12/29/2006 7 SF1630I_FIX-INTONLY 0 0 0 70 659 0 2YR 0 0 0 0 2503201047 SFR 1 OO REFI Y 6.125 6.125 130000 129873.65 2/1/2007 1/1/2037 789.89 360 54.17 CA 2/1/2007 N 240000 1 0 789.89 95820 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 54.17 683 43.12 3YR 0 0 0 0 2503201063 HI-RISE 1 NOO PURCHASE N 12.95 12.95 37500 37491.33 2/1/2007 1/1/2022 413.36 180 15 HI 2/1/2007 Y 250000 2 0 413.36 96822 12/22/2006 2 TB0630_BALLOON 0 250000 0 95 771 46.85 NO-PREPAY 0 0 0 0 2503201065 SFR 1 OO REFI Y 5.25 5.25 375000 375000 2/1/2007 1/1/2037 1640.63 360 46.88 CA 2/1/2007 N 800000 1 3 1640.63 91304 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 46.88 781 0 1YR 1/1/2012 6 3 1 3 2503201070 CONDO 1 OO PURCHASE N 6.3 6.3 332000 332000 2/1/2007 1/1/2037 1743 360 80 CA 2/1/2007 N 415000 1 3 1743 91335 12/14/2006 2 PA0605EI_ARM-INTONLY 0 415000 83000 100 791 40.81 3YR 1/1/2012 6 3 1 3 2503201073 HI-RISE 1 OO PURCHASE N 6.625 6.625 132000 132000 2/1/2007 1/1/2037 728.75 360 80 FL 2/1/2007 N 182000 1 3 728.75 33179 12/20/2006 2 PA1605EI_ARM-INTONLY 0 165000 33000 100 665 43.48 3YR 1/1/2012 6 3 1 3 2503201077 SFR 1 OO PURCHASE N 8.45 8.45 256000 256000 2/1/2007 1/1/2037 1802.67 360 80 FL 2/1/2007 N 337000 1 3.875 1802.67 33018 12/19/2006 2 PA1605EI_ARM-INTONLY 0 320000 64000 100 648 47.94 3YR 1/1/2012 6 3 1 3.875 2503201082 SFR 1 OO PURCHASE N 7.75 7.75 368000 368000 2/1/2007 1/1/2037 2376.67 360 80 FL 2/1/2007 N 460000 1 3 2376.67 33165 12/29/2006 2 PA1605EI_ARM-INTONLY 0 460000 92000 100 645 42.28 3YR 1/1/2012 6 3 1 3 2503201086 SFR 1 OO REFI Y 6 6 307500 307500 2/1/2007 1/1/2037 1537.5 360 75 MA 2/1/2007 N 410000 1 3 1537.5 02169 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 41000 85 643 28.01 NO-PREPAY 1/1/2012 6 3 1 3 2503201092 SFR 1 OO REFI Y 5.75 5.75 287000 286845.82 2/1/2007 1/1/2037 1529.39 360 62.4 CA 2/1/2007 Y 460000 1 5.55 1529.39 95366 12/13/2006 2 PL0605E_ARM-BALLOON 0 0 0 62.4 788 33.82 NO-PREPAY 1/1/2012 6 3 1 5.55 2503201094 2-4FAMILY 3 OO PURCHASE N 8.55 8.55 517425 517425 2/1/2007 1/1/2037 3686.65 360 75 NJ 2/1/2007 N 690000 1 3 3686.65 07105 12/21/2006 2 PA0605EI_ARM-INTONLY 0 689900 172475 100 687 45.9 NO-PREPAY 1/1/2012 6 3 1 3 2503201106 CONDO 1 OO PURCHASE N 7.67 7.67 141319 141319 2/1/2007 1/1/2037 903.26 360 80 FL 2/1/2007 N 177000 1 3 903.26 33351 12/29/2006 2 PA1605EI_ARM-INTONLY 0 176649 35329 100 658 44.19 3YR 1/1/2012 6 3 1 3 2503201113 SFR 1 OO REFI N 6.5 6.5 322500 322500 2/1/2007 1/1/2037 1746.88 360 75 CA 2/1/2007 N 430000 1 3 1746.88 92860 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 107500 100 686 40.69 1YR 1/1/2012 6 3 1 3 2503201128 D-PUDS 1 OO REFI N 6 6 118000 118000 2/1/2007 1/1/2027 590 240 42.91 CA 2/1/2007 N 275000 1 0 590 91351 12/28/2006 2 PF0620I_FIX-INTONLY 0 0 0 42.91 762 44.32 3YR 0 0 0 0 2503201132 SFR 1 OO REFI N 5.875 5.875 665250 665250 2/1/2007 1/1/2037 3256.95 360 67.96 CA 2/1/2007 N 979000 1 0 3256.95 92604 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 67.96 738 39.69 3YR 0 0 0 0 2503201133 CONDO 1 OO PURCHASE N 5.99 5.99 188350 188350 3/1/2007 2/1/2037 1128.04 360 79.99 MD 2/1/2007 N 236000 1 0 1128.04 21030 1/3/2007 2 PF0630_FIXEDRATE 0 235490 47050 99.97 751 47.71 3YR 0 0 0 0 2503201137 SFR 1 OO REFI Y 6.99 6.99 301000 301000 2/1/2007 1/1/2037 1753.33 360 70 IL 2/1/2007 N 430000 1 3 1753.33 60077 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 652 29.53 NO-PREPAY 1/1/2012 6 3 1 3 2503201140 SFR 1 OO REFI Y 6.15 6.15 417000 416900 2/1/2007 1/1/2037 2137.13 360 72.53 CA 2/1/2007 N 575000 1 0 2137.13 95407 1/2/2007 2 PF0630I_FIX-INTONLY 0 0 0 72.53 739 48.43 3YR 0 0 0 0 2503201142 SFR 1 OO REFI N 5.8 5.8 488000 488000 2/1/2007 1/1/2037 2358.67 360 40.67 CA 2/1/2007 N 1200000 1 3 2358.67 94563 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 40.67 788 23.76 1YR 1/1/2012 6 3 1 3 2503201146 SFR 1 OO PURCHASE N 7.92 7.92 600000 600000 2/1/2007 1/1/2037 3960 360 80 CA 2/1/2007 N 750000 1 3.875 3960 90039 12/28/2006 2 PA0605EI_ARM-INTONLY 0 750000 150000 100 696 49.38 NO-PREPAY 1/1/2012 6 3 1 3.875 2503201182 SFR 1 OO REFI Y 6.625 6.625 440000 439611.8 2/1/2007 1/1/2037 2817.37 360 80 CA 2/1/2007 N 550000 1 3 2817.37 92025 12/26/2006 2 PA1607E_ARM 0 0 27500 85 644 35.54 3YR 1/1/2014 6 3 1 3 2503201186 SFR 1 OO PURCHASE N 7.5 7.5 319900 319900 2/1/2007 1/1/2037 1999.37 360 80 VA 2/1/2007 N 415000 1 3 1999.37 22712 12/12/2006 2 PA1605EI_ARM-INTONLY 0 399900 79950 99.99 668 36.48 3YR 1/1/2012 6 3 1 3 2503201187 SFR 1 OO PURCHASE N 11.25 11.25 79950 79923.01 2/1/2007 1/1/2022 776.52 180 20 VA 2/1/2007 Y 415000 2 0 776.52 22712 12/12/2006 2 TB1630_BALLOON 0 399900 0 99.99 668 36.48 3YR 0 0 0 0 2503201191 PUD 1 OO REFI N 5.85 5.85 110000 110000 2/1/2007 1/1/2037 536.25 360 58.21 CA 2/1/2007 N 189000 1 0 536.25 93230 12/18/2006 1 PF0630I_FIX-INTONLY 0 0 0 58.21 762 23.64 1YR 0 0 0 0 2503201195 D-PUDS 1 OO PURCHASE N 8.54 8.54 364600 364600 2/1/2007 1/1/2037 2594.74 360 95 FL 2/1/2007 N 395000 1 4.25 2594.74 33325 12/21/2006 12 EA0605EI_ARM-INTONLY 30 383800 0 95 690 0 3YR 1/1/2012 6 3 1 4.25 2503201197 SFR 1 OO REFI Y 5.75 5.75 336000 336000 2/1/2007 1/1/2037 1610 360 70 CA 2/1/2007 N 480000 1 3 1610 92336 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 791 21.03 3YR 1/1/2012 6 3 1 3 2503201198 SFR 1 OO REFI Y 6.09 6.09 510000 509500.97 2/1/2007 1/1/2037 3087.28 360 77.51 CA 2/1/2007 N 658000 1 0 3087.28 95020 12/15/2006 2 PF0630_FIXEDRATE 0 0 0 77.51 682 33.73 3YR 0 0 0 0 2503201203 SFR 1 OO PURCHASE N 7 7 162400 162400 2/1/2007 1/1/2037 947.33 360 80 CO 2/1/2007 N 208000 1 3 947.33 81005 12/14/2006 2 PA1605EI_ARM-INTONLY 0 203000 30450 95 672 49.72 2YR 1/1/2012 4.99 3 1 3 2503201216 SFR 1 NOO PURCHASE N 7.25 7.25 73100 73100 2/1/2007 1/1/2037 441.65 360 74.6 NC 2/1/2007 N 112000 1 3 441.65 28269 12/29/2006 2 PA1605EI_ARM-INTONLY 0 98000 20000 95 659 31.1 NO-PREPAY 1/1/2012 6 3 1 3 2503201218 SFR 1 OO REFI Y 5.75 5.75 250000 249941.67 2/1/2007 1/1/2037 1197.92 360 53.77 CA 2/1/2007 N 465000 1 3 1197.92 90650 12/26/2006 12 SA0605EI_ARM-INTONLY 0 0 0 53.77 770 0 3YR 1/1/2012 6 3 1 3 2503201230 2-4FAMILY 2 OO PURCHASE N 7.15 7.15 502100 502100 2/1/2007 1/1/2037 2991.68 360 80 NY 2/1/2007 N 630000 1 3 2991.68 11420 12/15/2006 2 PA0605EI_ARM-INTONLY 0 627660 125500 100 734 48.31 1YR 1/1/2012 6 3 1 3 2503201244 SFR 1 NOO PURCHASE N 14.4 14.4 20000 19996.68 2/1/2007 1/1/2022 243.32 180 20.41 NC 2/1/2007 Y 112000 2 0 243.32 28269 12/29/2006 2 TB1630_BALLOON 0 98000 0 95 659 6.21 NO-PREPAY 0 0 0 0 2503201247 SFR 1 OO REFI Y 6.5 6.5 163000 162882.92 2/1/2007 1/1/2037 882.92 360 31.97 CA 2/1/2007 N 510000 1 3 882.92 91331 12/21/2006 12 SA0605EI_ARM-INTONLY 0 0 0 31.97 695 0 NO-PREPAY 1/1/2012 6 3 1 3 2503201249 SFR 1 OO REFI N 6.875 6.875 508000 508000 2/1/2007 1/1/2037 2910.42 360 78.76 IL 2/1/2007 N 645000 1 0 2910.42 60439 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 78.76 691 27.07 NO-PREPAY 0 0 0 0 2503201251 SFR 1 NOO REFI Y 7.375 7.375 378750 378750 2/1/2007 1/1/2037 2327.73 360 75 NJ 2/1/2007 N 505000 1 3 2327.73 07062 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 75750 90 714 34.02 NO-PREPAY 1/1/2012 6 3 1 3 2503201253 SFR 1 NOO REFI N 12.3 12.3 75750 75729.73 2/1/2007 1/1/2022 796.71 180 15 NJ 2/1/2007 Y 505000 2 0 796.71 07062 12/22/2006 2 TB0630_BALLOON 0 0 0 90 714 34.02 NO-PREPAY 0 0 0 0 2503201266 PUD 1 OO PURCHASE N 7.125 7.125 172400 172400 2/1/2007 1/1/2037 1023.62 360 74.99 FL 2/1/2007 N 232000 1 3.5 1023.62 33626 12/21/2006 2 PA1605EI_ARM-INTONLY 0 229902 46000 95 649 32.75 NO-PREPAY 1/1/2012 6 3 1 3.5 2503201289 HI-RISE 1 OO PURCHASE N 6.983 6.983 257900 257687.89 2/1/2007 1/1/2037 1712.87 360 75 FL 2/1/2007 N 350000 1 0 1712.87 33301 12/29/2006 2 PF0630_FIXEDRATE 0 343900 86000 100 693 41.88 NO-PREPAY 0 0 0 0 2503201311 2-4FAMILY 3 NOO REFI N 5.99 5.99 173500 172902.9 2/1/2007 1/1/2022 1463.15 180 61.97 IL 2/1/2007 N 280000 1 0 1463.15 60623 12/18/2006 2 PF1615_FIXEDRATE 0 0 0 61.97 672 48.64 NO-PREPAY 0 0 0 0 2503201320 CONDO 1 OO PURCHASE N 6.375 6.375 480000 480000 2/1/2007 1/1/2037 2550 360 75 CA 2/1/2007 N 645000 1 3 2550 95135 12/20/2006 2 PA0605EI_ARM-INTONLY 0 640000 160000 100 690 44.23 3YR 1/1/2012 6 3 1 3 2503201336 CONDO 1 OO PURCHASE N 5.25 5.25 627000 627000 2/1/2007 1/1/2037 2743.12 360 80 HI 2/1/2007 N 825000 1 3 2743.12 96707 12/29/2006 2 PA0605EI_ARM-INTONLY 0 783750 156750 100 707 35.31 NO-PREPAY 1/1/2012 6 3 1 3 2503201348 CONDO 1 OO PURCHASE N 8 8 500000 499856.77 2/1/2007 1/1/2037 3476.56 360 80 FL 2/1/2007 Y 625000 1 3.875 3476.56 33483 12/19/2006 2 PL1602E_ARM-BALLOON 0 625000 125000 100 651 46.12 NO-PREPAY 1/1/2009 6 3 1 3.875 2503201352 CONDO 1 OO REFI Y 5.74 5.74 280000 280000 2/1/2007 1/1/2037 1339.33 360 80 CA 2/1/2007 N 350000 1 3 1339.33 91402 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 743 44.28 NO-PREPAY 1/1/2012 6 3 1 3 2503201355 D-PUDS 1 OO PURCHASE N 7.25 7.25 324000 323747.25 2/1/2007 1/1/2037 2210.25 360 80 AZ 2/1/2007 N 405000 1 0 2210.25 85032 12/20/2006 2 PF2630_FIXEDRATE 0 405000 60750 95 639 43.29 NO-PREPAY 0 0 0 0 2503201356 SFR 1 NOO REFI N 6.25 6.25 239200 239200 2/1/2007 1/1/2037 1245.83 360 80 CA 2/1/2007 N 299000 1 4 1245.83 95993 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 733 35.43 3YR 1/1/2012 6 3 1 4 2503201370 CONDO 1 OO PURCHASE N 6.625 6.625 312000 311997.5 2/1/2007 1/1/2037 1722.5 360 80 CA 2/1/2007 N 390000 1 3 1722.5 92688 12/29/2006 2 PA0605EI_ARM-INTONLY 0 390000 78000 100 680 49.65 3YR 1/1/2012 6 3 1 3 2503201372 SFR 1 OO REFI N 6.5 6.5 528000 528000 2/1/2007 1/1/2037 2860 360 80 CA 2/1/2007 N 660000 1 3 2860 95023 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 132000 100 656 39.53 1YR 1/1/2012 6 3 1 3 2503201380 CONDO 1 OO PURCHASE N 6.875 6.875 107900 107900 2/1/2007 1/1/2037 618.18 360 79.99 FL 2/1/2007 N 135000 1 3 618.18 33916 12/27/2006 2 PA0605EI_ARM-INTONLY 0 134900 27000 100 736 41.93 5YR 1/1/2012 6 3 1 3 2503201387 SFR 1 OO REFI Y 5.99 5.99 210000 210000 2/1/2007 1/1/2037 1048.25 360 70 CA 2/1/2007 N 300000 1 3 1048.25 95824 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 45000 85 704 44.03 NO-PREPAY 1/1/2012 6 3 1 3 2503201404 2-4FAMILY 2 NOO REFI N 5.715 5.715 421400 421400 2/1/2007 1/1/2037 2006.92 360 49 CA 2/1/2007 N 860000 1 3.875 2006.92 95076 1/4/2007 8 SA0605EI_ARM-INTONLY 0 0 0 49 702 0 1YR 1/1/2012 6 3 1 3.875 2503201406 SFR 1 OO REFI Y 6.625 6.625 190500 190331.92 2/1/2007 1/1/2037 1219.79 360 75 OR 2/1/2007 N 254000 1 0 1219.79 97756 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 75 694 38.77 3YR 0 0 0 0 2503201433 SFR 1 OO REFI Y 6.25 6.25 317500 317491.7 2/1/2007 1/1/2037 1653.65 360 60.48 CA 2/1/2007 N 525000 1 0 1653.65 94928 12/27/2006 17 PF0630I_FIX-INTONLY 0 0 0 60.48 703 34.5 NO-PREPAY 0 0 0 0 2503201453 CONDO 1 2ND PURCHASE N 8.55 8.55 116000 115930.45 2/1/2007 1/1/2037 896.05 360 80 FL 2/1/2007 N 145000 1 3 896.05 33009 12/18/2006 2 PA1605E_ARM 0 145000 0 80 7.75 3YR 1/1/2012 6 3 1 3 2503201458 SFR 1 OO PURCHASE N 7.625 7.625 356000 356000 2/1/2007 1/1/2037 2262.08 360 80 CA 2/1/2007 N 445000 1 3 2262.08 94553 12/15/2006 2 PA1605EI_ARM-INTONLY 0 445000 89000 100 640 42.75 1YR 1/1/2012 6 3 1 3 2503201459 D-PUDS 1 2ND PURCHASE N 6.5 6.5 1000000 1000000 2/1/2007 1/1/2037 5416.67 360 67.55 FL 2/1/2007 N 1600000 1 3 5416.67 33076 12/29/2006 2 PA0605EI_ARM-INTONLY 0 1480594 332400 90 703 29.69 3YR 1/1/2012 6 3 1 3 2503201460 SFR 1 OO REFI N 6.4 6.4 388000 388000 2/1/2007 1/1/2037 2069.33 360 80 NY 2/1/2007 N 485000 1 3 2069.33 11580 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 97000 100 709 34.3 NO-PREPAY 1/1/2012 6 3 1 3 2503201469 2-4FAMILY 3 OO PURCHASE N 9.875 9.875 324800 324800 2/1/2007 1/1/2037 2672.83 360 80 IL 2/1/2007 N 407000 1 3 2672.83 60651 12/21/2006 2 PA1605EI_ARM-INTONLY 0 406000 81200 100 641 46.78 NO-PREPAY 1/1/2012 6 3 1 3 2503201478 SFR 1 OO REFI Y 6.65 6.65 460000 459999.17 2/1/2007 1/1/2037 2549.16 360 63.45 CA 2/1/2007 N 725000 1 0 2549.16 90604 12/28/2006 8 SF1630I_FIX-INTONLY 0 0 0 63.45 648 0 3YR 0 0 0 0 2503201518 SFR 1 OO PURCHASE N 11.99 11.99 30450 30441.27 2/1/2007 1/1/2022 312.98 180 15 CO 2/1/2007 Y 208000 2 0 312.98 81005 12/14/2006 2 TB1630_BALLOON 0 203000 0 95 672 49.72 NO-PREPAY 0 0 0 0 2503201519 SFR 1 OO PURCHASE N 6.375 6.375 221600 221600 2/1/2007 1/1/2037 1177.25 360 80 CA 2/1/2007 N 290000 1 3 1177.25 95991 12/14/2006 1 PA0605EI_ARM-INTONLY 0 277000 55400 100 775 43.65 NO-PREPAY 1/1/2012 6 3 1 3 2503201522 HI-RISE 1 2ND PURCHASE N 7.71 7.71 168000 168000 2/1/2007 1/1/2037 1079.4 360 80 FL 2/1/2007 N 225000 1 3 1079.4 33125 12/19/2006 2 PA1605EI_ARM-INTONLY 0 210000 0 80 640 8.38 3YR 1/1/2012 6 3 1 3 2503201538 SFR 1 OO PURCHASE N 7.5 7.5 420800 420800 2/1/2007 1/1/2037 2630 360 80 CA 2/1/2007 N 526000 1 3 2630 94520 12/29/2006 2 PA0605EI_ARM-INTONLY 0 526000 105200 100 707 48.91 2YR 1/1/2012 6 3 1 3 2503201546 SFR 1 OO REFI Y 6.875 6.875 772000 772000 2/1/2007 1/1/2037 4422.92 360 80 CA 2/1/2007 N 965000 1 3 4422.92 90232 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 751 23.66 NO-PREPAY 1/1/2012 6 3 1 3 2503201551 SFR 1 OO REFI N 5.875 5.875 414000 413577.91 2/1/2007 1/1/2037 2448.97 360 78.12 CA 2/1/2007 N 530000 1 0 2448.97 90640 12/26/2006 2 PF1630_FIXEDRATE 0 0 89500 95 676 46.14 3YR 0 0 0 0 2503201562 SFR 1 OO REFI Y 5.875 5.875 200000 200000 2/1/2007 1/1/2037 979.17 360 50.51 CA 2/1/2007 N 396000 1 3 979.17 93230 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 50.51 696 30.45 3YR 1/1/2012 6 3 1 3 2503201588 SFR 1 OO REFI N 5.625 5.625 587500 587478.11 2/1/2007 1/1/2037 2753.91 360 58.75 CA 2/1/2007 N 1000000 1 3 2753.91 94561 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 0 58.75 744 46.79 3YR 1/1/2012 6 3 1 3 2503201613 SFR 1 OO REFI Y 7.25 7.25 750000 750000 2/1/2007 1/1/2037 4531.25 360 70.1 CA 2/1/2007 N 1070000 1 3 4531.25 91320 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 200000 88.79 678 37.3 3YR 1/1/2012 6 3 1 3 2503201622 SFR 1 OO REFI Y 6.875 6.875 173000 172854.66 2/1/2007 1/1/2037 1136.49 360 41.69 CA 2/1/2007 N 415000 1 0 1136.49 92345 12/21/2006 7 SF3630_FIXEDRATE 0 0 0 41.69 601 29.68 3YR 0 0 0 0 2503201633 SFR 1 OO REFI Y 7.6 7.6 192000 192000 2/1/2007 1/1/2037 1216 360 80 AZ 2/1/2007 N 240000 1 3 1216 85210 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 657 46.93 3YR 1/1/2012 6 3 1 3 2503201636 2-4FAMILY 2 OO REFI Y 6.75 6.75 440000 440000 2/1/2007 1/1/2037 2475 360 80 CA 2/1/2007 N 550000 1 3 2475 90262 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 44.61 2YR 1/1/2012 6 3 1 3 2503201645 SFR 1 OO REFI Y 5.6 5.6 392000 392000 2/1/2007 1/1/2037 1829.33 360 64.27 CA 2/1/2007 N 610000 1 3 1829.33 91201 12/27/2006 7 SA2605EI_ARM-INTONLY 0 0 0 64.27 631 0 3YR 1/1/2012 6 3 1 3 2503201647 D-PUDS 1 OO PURCHASE N 6.1 6.1 618750 618750 2/1/2007 1/1/2037 3145.31 360 75 CA 2/1/2007 N 845000 1 3 3145.31 91387 1/3/2007 2 PA0605EI_ARM-INTONLY 0 825000 206250 100 685 38.74 1YR 1/1/2012 6 3 1 3 2503201655 D-PUDS 1 OO REFI Y 5.875 5.875 450000 449541.21 2/1/2007 1/1/2037 2661.92 360 73.18 HI 2/1/2007 N 615000 1 0 2661.92 96797 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.18 767 47.05 3YR 0 0 0 0 2503201674 SFR 1 OO REFI N 7.25 7.25 480000 479625.55 2/1/2007 1/1/2037 3274.45 360 80 CA 2/1/2007 N 600000 1 3 3274.45 95023 12/28/2006 2 PA1605E_ARM 0 0 120000 100 677 40.32 2YR 1/1/2012 6 3 1 3 2503201694 SFR 1 OO REFI N 6.54 6.54 298400 298400 2/1/2007 1/1/2037 1626.28 360 80 CA 2/1/2007 N 373000 1 2.75 1626.28 95210 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 55950 95 647 46.39 3YR 1/1/2012 6 3 1 2.75 2503201734 SFR 1 OO PURCHASE N 6.25 6.25 284000 284000 2/1/2007 1/1/2037 1479.17 360 80 CA 2/1/2007 N 359000 1 3.875 1479.17 95831 12/19/2006 2 PA0605EI_ARM-INTONLY 0 355000 71000 100 681 38.7 1YR 1/1/2012 6 3 1 3.875 2503201764 SFR 1 OO REFI Y 5.25 5.25 330000 330000 2/1/2007 1/1/2037 1443.75 360 51.57 CA 2/1/2007 N 640000 1 3.875 1443.75 90240 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 51.57 688 47.24 1YR 1/1/2012 6 3 1 3.875 2503201796 SFR 1 OO PURCHASE N 5.99 5.99 408000 408000 2/1/2007 1/1/2037 2036.6 360 80 CA 2/1/2007 N 510000 1 3 2036.6 93906 12/18/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 763 46.02 NO-PREPAY 1/1/2012 6 3 1 3 2503201810 SFR 1 OO REFI Y 5.6 5.6 120000 119572.25 2/1/2007 1/1/2022 986.88 180 39.16 HI 2/1/2007 N 306500 1 0 986.88 96720 12/27/2006 1 PF0615_FIXEDRATE 0 0 0 39.16 727 38.56 3YR 0 0 0 0 2503201815 2-4FAMILY 2 NOO REFI N 5.875 5.875 191750 191083.61 2/1/2007 1/1/2022 1605.17 180 63.92 IL 2/1/2007 N 300000 1 0 1605.17 60623 12/18/2006 2 PF1615_FIXEDRATE 0 0 0 63.92 672 48.64 NO-PREPAY 0 0 0 0 2503201818 D-PUDS 1 OO PURCHASE N 7.7 7.7 152800 152800 2/1/2007 1/1/2037 980.47 360 80 FL 2/1/2007 N 240000 1 3 980.47 33309 12/19/2006 2 PA0605EI_ARM-INTONLY 0 191000 38200 100 681 25.38 3YR 1/1/2012 6 3 1 3 2503201832 SFR 1 OO REFI N 6.7 6.7 464000 464000 2/1/2007 1/1/2037 2590.67 360 74.84 CA 2/1/2007 N 620000 1 3 2590.67 95407 1/2/2007 1 PA1605EI_ARM-INTONLY 0 0 116000 93.55 647 39.68 3YR 1/1/2012 6 3 1 3 2503201833 SFR 1 OO REFI N 5.99 5.99 217600 217382.97 2/1/2007 1/1/2037 1303.22 360 80 NV 2/1/2007 N 272000 1 3 1303.22 89145 12/29/2006 2 PA1605E_ARM 0 0 25400 89.34 678 39.21 2YR 1/1/2012 6 3 1 3 2503201840 SFR 1 OO REFI Y 6.65 6.65 155000 155000 2/1/2007 1/1/2037 858.96 360 68.89 AZ 2/1/2007 N 225000 1 3.875 858.96 85023 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 0 68.89 680 32.24 3YR 1/1/2012 6 3 1 3.875 2503201851 HI-RISE 1 OO PURCHASE N 6.817 6.817 304400 304400 2/1/2007 1/1/2037 1729.25 360 75 FL 2/1/2007 N 406000 1 3 1729.25 33301 12/29/2006 2 PA0605EI_ARM-INTONLY 0 405900 101450 99.99 751 39.41 2YR 1/1/2012 6 3 1 3 2503201860 SFR 1 OO REFI N 5.875 5.875 327000 327000 2/1/2007 1/1/2037 1600.94 360 41.51 CA 2/1/2007 N 787927 1 3 1600.94 92007 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 41.51 700 40.39 1YR 1/1/2012 6 3 1 3 2503201868 2-4FAMILY 2 OO REFI N 5.99 5.99 412000 412000 2/1/2007 1/1/2037 2056.57 360 69.25 CA 2/1/2007 N 595000 1 0 2056.57 90280 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.25 722 52.49 3YR 0 0 0 0 2503201874 SFR 1 OO PURCHASE N 6.55 6.55 204000 204000 2/1/2007 1/1/2037 1113.5 360 80 NV 2/1/2007 N 255000 1 3 1113.5 89110 12/19/2006 2 PA0605EI_ARM-INTONLY 0 255000 51000 100 688 44.03 3YR 1/1/2012 6 3 1 3 2503201877 SFR 1 OO REFI N 5.925 5.925 224000 224000 2/1/2007 1/1/2037 1106 360 77.25 VA 2/1/2007 N 290000 1 3 1106 22630 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 56000 96.56 706 29.67 2YR 1/1/2012 6 3 1 3 2503201882 SFR 1 OO REFI N 6.25 6.25 144000 143875.74 2/1/2007 1/1/2037 750 360 75 OR 2/1/2007 N 192000 1 3 750 97045 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 38400 95 704 37.68 3YR 1/1/2012 6 3 1 3 2503201892 SFR 1 OO PURCHASE N 5.9 5.9 360000 360000 2/1/2007 1/1/2037 1770 360 80 CA 2/1/2007 N 460000 1 3.875 1770 90810 12/20/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 694 39.37 3YR 1/1/2012 6 3 1 3.875 2503201898 SFR 1 OO PURCHASE N 7.1 7.1 176000 176000 2/1/2007 1/1/2037 1041.33 360 80 NV 2/1/2007 N 226000 1 3 1041.33 89101 12/21/2006 2 PA1605EI_ARM-INTONLY 0 220000 44000 100 667 47.58 NO-PREPAY 1/1/2012 6 3 1 3 2503201918 2-4FAMILY 2 NOO REFI N 6.375 6.375 417000 417000 2/1/2007 1/1/2037 2215.31 360 69.5 CA 2/1/2007 N 600000 1 4 2215.31 90062 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 92000 84.84 682 29.25 3YR 1/1/2012 6 3 1 4 2503201919 SFR 1 OO REFI N 5.875 5.875 535000 535000 2/1/2007 1/1/2037 2619.27 360 60.8 CA 2/1/2007 N 880000 1 3.875 2619.27 95148 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.8 774 38.35 NO-PREPAY 1/1/2012 6 3 1 3.875 2503201920 2-4FAMILY 2 NOO REFI Y 12.175 12.175 92000 91974.69 2/1/2007 1/1/2022 958.73 180 15.34 CA 2/1/2007 Y 600000 2 0 958.73 90062 12/20/2006 2 TB0630_BALLOON 0 0 0 84.84 682 29.25 3YR 0 0 0 0 2503201927 SFR 1 OO REFI Y 7.66 7.66 182500 182368.84 2/1/2007 1/1/2037 1296.12 360 79.35 IL 2/1/2007 N 230000 1 0 1296.12 60430 12/28/2006 1 PF2630_FIXEDRATE 0 0 0 79.35 627 38.14 NO-PREPAY 0 0 0 0 2503201929 D-PUDS 1 OO REFI N 6.875 6.875 980000 980000 2/1/2007 1/1/2037 5614.58 360 70 IL 2/1/2007 N 1400000 1 3 5614.58 60010 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 207000 84.79 661 41.76 NO-PREPAY 1/1/2012 6 3 1 3 2503201933 SFR 1 NOO PURCHASE N 9.3 9.3 88000 87982.81 2/1/2007 1/1/2037 699.19 360 80 IL 2/1/2007 Y 115000 1 3 699.19 60636 12/28/2006 2 PL1605E_ARM-BALLOON 0 110000 16000 94.55 661 40.26 NO-PREPAY 1/1/2012 6 3 1 3 2503201936 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 488000 488000 2/1/2007 1/1/2037 2643.33 360 80 CA 2/1/2007 N 610000 1 3.875 2643.33 91702 12/21/2006 2 PA0605EI_ARM-INTONLY 0 610000 122000 100 756 41.99 3YR 1/1/2012 6 3 1 3.875 2503201945 SFR 1 OO REFI Y 6.95 6.95 330000 329799.33 2/1/2007 1/1/2037 2038.75 360 78.58 CA 2/1/2007 Y 420000 1 0 2038.75 91766 12/28/2006 2 PB3640_BALLOON 0 0 0 78.58 606 42.13 3YR 0 0 0 0 2503201952 SFR 1 OO REFI Y 6.99 6.99 148200 148078.28 2/1/2007 1/1/2037 984.98 360 78 CA 2/1/2007 N 190000 1 3.875 984.98 95917 12/29/2006 2 PA2605E_ARM 0 0 0 78 637 35.75 3YR 1/1/2012 6 3 1 3.875 2503201991 SFR 1 OO REFI Y 5.625 5.625 270000 269865 2/1/2007 1/1/2037 1265.63 360 55.68 CA 2/1/2007 N 485000 1 3 1265.63 90002 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 55.68 671 34.17 3YR 1/1/2012 6 3 1 3 2503202028 D-PUDS 1 OO PURCHASE N 6.99 6.99 154100 154041.12 2/1/2007 1/1/2037 956.51 360 74.99 CO 2/1/2007 Y 206000 1 3 956.51 80603 12/22/2006 2 PL1605E_ARM-BALLOON 0 205515 51350 99.97 641 49.83 NO-PREPAY 1/1/2012 6 3 1 3 2503202030 D-PUDS 1 NOO PURCHASE N 6.63 6.63 245950 245950 2/1/2007 1/1/2037 1358.87 360 75 WA 2/1/2007 N 375000 1 0 1358.87 98042 1/2/2007 2 PF0630I_FIX-INTONLY 0 327950 65500 94.97 728 47.46 1YR 0 0 0 0 2503202031 SFR 1 NOO PURCHASE N 7.625 7.625 148000 148000 2/1/2007 1/1/2037 940.42 360 80 GA 2/1/2007 N 195000 1 3 940.42 30004 12/20/2006 2 PA0605EI_ARM-INTONLY 0 185000 27700 94.98 767 35.93 NO-PREPAY 1/1/2012 6 3 1 3 2503202032 SFR 1 NOO PURCHASE N 12.45 12.45 27700 27692.83 2/1/2007 1/1/2022 294.56 180 14.98 GA 2/1/2007 Y 195000 2 0 294.56 30004 12/20/2006 2 TB0630_BALLOON 0 185000 0 94.98 767 35.92 NO-PREPAY 0 0 0 0 2503202045 SFR 1 OO PURCHASE N 6.3 6.3 417000 417000 2/1/2007 1/1/2037 2189.25 360 79.43 CA 2/1/2007 N 580000 1 3 2189.25 92807 12/27/2006 2 PA0605EI_ARM-INTONLY 0 525000 108000 100 682 42.69 1YR 1/1/2012 6 3 1 3 2503202073 SFR 1 NOO REFI Y 5.99 5.99 350000 350000 2/1/2007 1/1/2037 1747.08 360 74 CA 2/1/2007 N 473000 1 3 1747.08 93905 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74 761 49.26 3YR 1/1/2012 6 3 1 3 2503202077 SFR 1 OO PURCHASE N 6.7 6.7 280000 280000 2/1/2007 1/1/2037 1563.33 360 80 CA 2/1/2007 N 350000 1 3 1563.33 95358 12/28/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 662 42.01 3YR 1/1/2012 6 3 1 3 2503202102 SFR 1 NOO REFI N 11.8 11.8 28000 27991.62 2/1/2007 1/1/2037 283.71 360 7 CA 2/1/2007 N 400000 2 0 283.71 95252 12/26/2006 2 TF0630_FIXEDRATE 0 0 0 87 688 42.02 3YR 0 0 0 0 2503202112 2-4FAMILY 2 OO REFI Y 6.25 6.25 460000 459562.79 2/1/2007 1/1/2037 2832.3 360 80 CA 2/1/2007 N 575000 1 0 2832.3 90063 1/3/2007 2 PF0630_FIXEDRATE 0 0 0 80 728 49.81 3YR 0 0 0 0 2503202117 SFR 1 NOO REFI Y 8.545 8.545 96000 96000 2/1/2007 1/1/2037 683.6 360 80 IL 2/1/2007 N 120000 1 3 683.6 60466 12/26/2006 1 PA1605EI_ARM-INTONLY 0 0 0 80 665 47.91 NO-PREPAY 1/1/2012 6 3 1 3 2503202120 SFR 1 OO REFI Y 5.99 5.99 425000 425000 2/1/2007 1/1/2037 2121.46 360 51.21 CA 2/1/2007 N 830000 1 3 2121.46 93924 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 51.21 668 29.08 1YR 1/1/2012 6 3 1 3 2503202139 SFR 1 OO REFI Y 5.99 5.99 444000 444000 2/1/2007 1/1/2037 2216.3 360 62.54 CA 2/1/2007 N 710000 1 3 2216.3 94080 12/28/2006 2 PA0607EI_ARM-INTONLY 0 0 0 62.54 790 28.06 NO-PREPAY 1/1/2014 6 3 1 3 2503202146 SFR 1 OO PURCHASE N 6.5 6.5 516000 515939.67 2/1/2007 1/1/2037 2795 360 80 NV 2/1/2007 N 645000 1 3.875 2795 89449 12/29/2006 2 PA0605EI_ARM-INTONLY 0 645000 129000 100 711 49.86 3YR 1/1/2012 6 3 1 3.875 2503202150 CONDO 1 NOO PURCHASE N 6.5 6.5 1118000 1118000 2/1/2007 1/1/2037 6055.83 360 65 UT 2/1/2007 N 1720000 1 0 6055.83 84060 12/21/2006 2 PF0630I_FIX-INTONLY 0 1720000 258000 80 771 20.04 3YR 0 0 0 0 2503202152 PUD 1 NOO PURCHASE N 6.95 6.95 172100 172100 2/1/2007 1/1/2037 996.75 360 74.99 MN 2/1/2007 N 229500 1 3 996.75 55119 12/14/2006 2 PA0605EI_ARM-INTONLY 0 229500 45900 94.99 809 47.75 3YR 1/1/2012 6 3 1 3 2503202153 CONDO 1 NOO PURCHASE N 11.49 11.49 258000 257917.37 2/1/2007 1/1/2022 2552.98 180 15 UT 2/1/2007 Y 1720000 2 0 2552.98 84060 12/21/2006 2 TB0630_BALLOON 0 1720000 0 80 771 20.04 NO-PREPAY 0 0 0 0 2503202155 PUD 1 NOO PURCHASE N 12.3 12.3 45900 45887.72 2/1/2007 1/1/2022 482.76 180 20 MN 2/1/2007 Y 229500 2 0 482.76 55119 12/14/2006 2 TB0630_BALLOON 0 229500 0 94.99 809 47.75 NO-PREPAY 0 0 0 0 2503202167 SFR 1 OO REFI Y 7.25 7.25 217600 217430.25 2/1/2007 1/1/2037 1484.42 360 80 FL 2/1/2007 N 272000 1 3 1484.42 32707 12/27/2006 2 PA1605E_ARM 0 0 54400 100 643 49.85 3YR 1/1/2012 6 3 1 3 2503202189 CONDO 1 NOO PURCHASE N 7.25 7.25 310312 310312 2/1/2007 1/1/2037 1874.8 360 75 WA 2/1/2007 N 415000 1 3 1874.8 98012 1/3/2007 2 PA1605EI_ARM-INTONLY 0 413750 82750 95 674 49.98 3YR 1/1/2012 6 3 1 3 2503202193 SFR 1 OO REFI N 6.65 6.65 463000 462593.49 2/1/2007 1/1/2037 2972.3 360 76.28 CA 2/1/2007 N 607000 1 0 2972.3 93927 12/26/2006 8 SF2630_FIXEDRATE 0 0 0 76.28 637 0 3YR 0 0 0 0 2503202200 SFR 1 NOO PURCHASE N 7.4 7.4 200000 200000 3/1/2007 2/1/2037 1384.76 360 80 IL 2/1/2007 N 280500 1 3 1384.76 60652 1/5/2007 2 PA0605E_ARM 0 250000 37500 95 685 44.17 NO-PREPAY 2/1/2012 6 3 1 3 2503202213 SFR 1 NOO REFI Y 6.95 6.95 326250 325979.92 2/1/2007 1/1/2037 2159.61 360 75 CA 2/1/2007 N 435000 1 0 2159.61 93927 12/22/2006 8 SF2630_FIXEDRATE 0 0 0 75 637 0 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 5.875 5.875 442650 442420.08 2/1/2007 1/1/2037 2397.06 360 65 CA 2/1/2007 Y 681000 1 0 2397.06 92802 12/29/2006 1 PB0640_BALLOON 0 0 0 65 703 43.83 3YR 0 0 0 0 2503202256 SFR 1 NOO PURCHASE N 6.99 6.99 225000 224815.21 2/1/2007 1/1/2037 1495.42 360 90 WA 2/1/2007 N 250000 1 0 1495.42 98312 12/29/2006 8 EF0630_FIXEDRATE 25 250000 0 90 726 0 NO-PREPAY 0 0 0 0 2503202310 SFR 1 OO PURCHASE N 6.125 6.125 175200 174603.96 2/1/2007 1/1/2022 1490.29 180 80 CA 2/1/2007 N 220000 1 0 1490.29 93307 12/20/2006 2 PF0615_FIXEDRATE 0 219000 43600 99.91 699 42.45 2YR 0 0 0 0 2503202328 SFR 1 OO REFI N 5.75 5.75 335000 335000 2/1/2007 1/1/2037 1605.21 360 60.91 CA 2/1/2007 N 550000 1 0 1605.21 95765 12/28/2006 1 PF0630I_FIX-INTONLY 0 0 0 60.91 743 41.53 3YR 0 0 0 0 2503202342 CONDO 1 NOO PURCHASE N 7.99 7.99 125750 125665.46 2/1/2007 1/1/2037 921.83 360 80 IL 2/1/2007 N 157200 1 0 921.83 60005 12/20/2006 2 PF1630_FIXEDRATE 0 157200 0 80 642 41.77 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.5 6.5 228750 228750 2/1/2007 1/1/2037 1239.06 360 75 IL 2/1/2007 N 325000 1 3 1239.06 60526 12/29/2006 2 PA0605EI_ARM-INTONLY 0 305000 76250 100 707 44.53 NO-PREPAY 1/1/2012 6 3 1 3 2503202353 SFR 1 OO REFI Y 6.25 6.25 419000 418982.29 2/1/2007 1/1/2037 2182.29 360 73.51 CA 2/1/2007 N 570000 1 0 2182.29 92407 12/29/2006 2 PF1630I_FIX-INTONLY 0 0 0 73.51 666 21.66 3YR 0 0 0 0 2503202356 SFR 1 OO PURCHASE N 6.5 6.5 207200 207200 2/1/2007 1/1/2037 1122.33 360 80 CA 2/1/2007 N 265000 1 3 1122.33 93722 12/29/2006 2 PA0605EI_ARM-INTONLY 0 259000 51800 100 740 45.14 2YR 1/1/2012 6 3 1 3 2503202359 CONDO 1 OO PURCHASE N 9.99 9.99 178500 178471.69 2/1/2007 1/1/2037 1514.32 360 94.99 MN 2/1/2007 Y 196000 1 4.5 1514.32 55033 12/14/2006 12 EL1605E_ARM-BALLOON 30 187920 0 94.99 666 0 3YR 1/1/2012 6 3 1 4.5 2503202407 D-PUDS 1 OO REFI Y 6.375 6.375 500000 500000 2/1/2007 1/1/2037 2656.25 360 79.37 CA 2/1/2007 N 630000 1 0 2656.25 92532 12/28/2006 2 PF2630I_FIX-INTONLY 0 0 0 79.37 630 42.11 2YR 0 0 0 0 2503202411 2-4FAMILY 2 NOO PURCHASE N 7.28 7.28 131250 131250 3/1/2007 2/1/2037 796.25 360 75 MN 2/1/2007 N 178000 1 3 796.25 55101 1/3/2007 2 PA0605EI_ARM-INTONLY 0 175000 35000 95 691 44.01 3YR 2/1/2012 6 3 1 3 2503202474 SFR 1 NOO REFI N 6.585 6.585 75000 74933.31 2/1/2007 1/1/2037 478.25 360 77.32 VA 2/1/2007 N 97000 1 0 478.25 23222 12/22/2006 1 PF0630_FIXEDRATE 0 0 0 77.32 772 23.98 3YR 0 0 0 0 2503202513 SFR 1 OO PURCHASE N 5.99 5.99 304000 304000 2/1/2007 1/1/2037 1517.47 360 80 CA 2/1/2007 N 380000 1 3 1517.47 94542 12/29/2006 1 PA2605EI_ARM-INTONLY 0 380000 76000 100 620 44.68 2YR 1/1/2012 6 3 1 3 2503202516 CONDO 1 OO PURCHASE N 7.3 7.3 160000 158736.42 2/1/2007 1/1/2037 1096.91 360 80 HI 2/1/2007 N 200000 1 3 1096.91 96797 1/3/2007 2 PA3605E_ARM 0 200000 0 80 614 21.98 NO-PREPAY 1/1/2012 6 3 1 3 2503202525 SFR 1 OO PURCHASE N 5.59 5.59 475000 474488.83 2/1/2007 1/1/2037 2723.88 360 65.52 CA 2/1/2007 N 725000 1 0 2723.88 93940 12/20/2006 2 PF0630_FIXEDRATE 0 725000 0 65.52 716 35.3 3YR 0 0 0 0 2503202537 SFR 1 OO REFI Y 6.99 6.99 168000 167862.02 2/1/2007 1/1/2037 1116.58 360 80 CO 2/1/2007 N 210000 1 3.875 1116.58 80205 12/29/2006 2 PA0605E_ARM 0 0 42000 100 747 40.2 3YR 1/1/2012 5 3 1 3.875 2503202561 CONDO 1 OO REFI Y 6.5 6.5 135000 134877.96 2/1/2007 1/1/2037 853.29 360 41.58 CA 2/1/2007 N 324683 1 0 853.29 91765 12/26/2006 1 PF1630_FIXEDRATE 0 0 0 41.58 648 27.52 3YR 0 0 0 0 0000000000 SFR 1 NOO REFI Y 7.125 7.125 162000 162000 2/1/2007 1/1/2037 961.88 360 77.15 AZ 2/1/2007 N 210000 1 0 961.88 85008 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 77.15 762 25.74 1YR 0 0 0 0 2503202643 SFR 1 NOO REFI N 6.125 6.125 416500 416500 2/1/2007 1/1/2037 2125.89 360 70 CA 2/1/2007 N 595000 1 3 2125.89 92879 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 61000 80.26 720 30.69 1YR 1/1/2012 6 3 1 3 2503202647 SFR 1 NOO REFI N 11.5 11.5 61000 60980.5 2/1/2007 1/1/2022 604.08 180 10.26 CA 2/1/2007 Y 595000 2 0 604.08 92879 12/28/2006 2 TB0630_BALLOON 0 0 0 80.26 720 30.69 1YR 0 0 0 0 2503202681 SFR 1 OO REFI Y 5.59 5.59 250000 249859.81 2/1/2007 1/1/2037 1304.77 360 48.55 CA 2/1/2007 Y 515000 1 3 1304.77 92591 12/22/2006 2 PL3605E_ARM-BALLOON 0 0 0 48.55 613 18.61 3YR 1/1/2012 6 3 1 3 2503202687 SFR 1 OO PURCHASE N 7 7 165750 165750 2/1/2007 1/1/2037 966.88 360 75 FL 2/1/2007 N 225000 1 3 966.88 33904 12/29/2006 2 PA1605EI_ARM-INTONLY 0 221000 55250 100 646 41.89 3YR 1/1/2012 6 3 1 3 2503202692 SFR 1 OO PURCHASE N 7.75 7.75 246500 246500 2/1/2007 1/1/2037 1591.98 360 85 PA 2/1/2007 N 290000 1 3.625 1591.98 19128 12/21/2006 17 PA1405EI_ARM-INTONLY 22 290000 0 85 668 43.14 2YR 1/1/2012 6 3 1 3.625 2503202694 SFR 1 NOO PURCHASE N 9.285 9.285 138600 138528.67 2/1/2007 1/1/2037 1143.75 360 90 FL 2/1/2007 N 154000 1 3 1143.75 32771 12/29/2006 17 PA0605E_ARM 25 154000 0 90 702 38.17 NO-PREPAY 1/1/2012 6 3 1 3 2503202697 PUD 1 OO REFI Y 7.6 7.6 360000 360000 2/1/2007 1/1/2037 2280 360 80 VA 2/1/2007 N 450000 1 3 2280 22153 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 90000 100 644 48.32 NO-PREPAY 1/1/2012 6 3 1 3 2503202702 SFR 1 OO REFI N 5.875 5.875 117500 117275.26 2/1/2007 1/1/2037 695.06 360 47.96 FL 2/1/2007 N 245000 1 0 695.06 33604 12/26/2006 2 PF0630_FIXEDRATE 0 0 0 47.96 687 22.37 NO-PREPAY 0 0 0 0 0000000000 2-4FAMILY 2 NOO PURCHASE N 6.875 6.875 386250 386250 2/1/2007 1/1/2037 2212.89 360 75 CA 2/1/2007 N 515000 1 3 2212.89 93927 12/29/2006 2 PA0605EI_ARM-INTONLY 0 515000 103000 95 715 33.11 1YR 1/1/2012 6 3 1 3 2503202746 2-4FAMILY 2 NOO PURCHASE N 12 12 103000 102930.72 2/1/2007 1/1/2022 1059.47 180 20 CA 2/1/2007 Y 515000 2 0 1059.47 93927 12/29/2006 2 TB0630_BALLOON 0 515000 0 95 715 33.11 1YR 0 0 0 0 2503202747 SFR 1 OO REFI Y 6.375 6.375 428000 428000 2/1/2007 1/1/2037 2273.75 360 73.8 CA 2/1/2007 N 580000 1 0 2273.75 91001 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 73.8 761 30.83 3YR 0 0 0 0 2503202780 D-PUDS 1 OO REFI Y 6.5 6.5 650000 649998.39 2/1/2007 1/1/2037 3520.83 360 68.43 NV 2/1/2007 N 950000 1 3 3520.83 89183 12/27/2006 17 PA1605EI_ARM-INTONLY 0 0 0 68.43 648 33.28 3YR 1/1/2012 6 3 1 3 2503202786 CONDO 1 NOO REFI Y 6.825 6.825 125000 124889.61 2/1/2007 1/1/2037 816.99 360 69.45 NV 2/1/2007 N 180000 1 0 816.99 89145 12/27/2006 17 PF1630_FIXEDRATE 0 0 0 69.45 648 34.91 3YR 0 0 0 0 2503202787 2-4FAMILY 2 NOO REFI N 5.99 5.99 705000 705000 2/1/2007 1/1/2037 3519.13 360 75 CA 2/1/2007 N 940000 1 3 3519.13 95060 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 141000 90 701 42.82 3YR 1/1/2012 6 3 1 3 2503202792 SFR 1 OO REFI Y 5.75 5.75 170000 169822.08 2/1/2007 1/1/2037 992.07 360 64.16 HI 2/1/2007 N 265000 1 0 992.07 96749 1/3/2007 2 PF0630_FIXEDRATE 0 0 0 64.16 688 25.68 3YR 0 0 0 0 2503202794 2-4FAMILY 2 NOO REFI Y 12.55 12.55 141000 140964.32 2/1/2007 1/1/2022 1510.31 180 15 CA 2/1/2007 Y 940000 2 0 1510.31 95060 12/28/2006 2 TB0630_BALLOON 0 0 0 90 701 42.83 NO-PREPAY 0 0 0 0 2503202814 SFR 1 OO REFI Y 6.5 6.5 490400 490400 2/1/2007 1/1/2037 2656.33 360 80 NV 2/1/2007 N 613000 1 0 2656.33 89002 1/3/2007 2 PF0630I_FIX-INTONLY 0 0 0 80 686 38.59 3YR 0 0 0 0 2503202828 SFR 1 OO REFI N 5.99 5.99 442500 442500 2/1/2007 1/1/2037 2208.81 360 75 CA 2/1/2007 N 590000 1 3.875 2208.81 95020 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 147500 100 699 36.49 3YR 1/1/2012 6 3 1 3.875 2503202829 SFR 1 OO REFI Y 6.45 6.45 345000 344606.31 2/1/2007 1/1/2037 2169.3 360 67.65 IL 2/1/2007 N 510000 1 0 2169.3 60653 12/28/2006 1 PF0630_FIXEDRATE 0 0 0 67.65 814 43.99 2YR 0 0 0 0 2503202831 SFR 1 OO PURCHASE N 6.3 6.3 363200 363200 2/1/2007 1/1/2037 1906.8 360 80 CA 2/1/2007 N 475000 1 3 1906.8 94804 12/22/2006 2 PA0605EI_ARM-INTONLY 0 454000 90800 100 740 41.03 3YR 1/1/2012 6 3 1 3 2503202852 CONDO 1 OO PURCHASE N 7.875 7.875 185150 185146.37 2/1/2007 1/1/2037 1215.05 360 95 FL 2/1/2007 N 200000 1 3 1215.05 34741 12/29/2006 15 SA1605EI_ARM-INTONLY 30 194900 0 95 663 0 2YR 1/1/2012 6 3 1 3 0000000000 D-PUDS 1 NOO REFI N 6.875 6.875 361250 361250 2/1/2007 1/1/2037 2069.66 360 71.54 CA 2/1/2007 N 505000 1 0 2069.66 93551 1/5/2007 8 SF0630I_FIX-INTONLY 0 0 0 71.54 699 0 2YR 0 0 0 0 2503202861 SFR 1 OO REFI Y 5.5 5.5 158000 157827.06 2/1/2007 1/1/2037 897.11 360 28.37 CA 2/1/2007 N 557000 1 0 897.11 95076 12/27/2006 7 SF3630_FIXEDRATE 0 0 0 28.37 614 24.86 2YR 0 0 0 0 2503202874 CONDOTEL 0 0XX XXXXXXXX X 6.25 6.25 292500 292222.47 2/1/2007 1/1/2037 1800.97 360 75 SC 2/1/2007 N 390000 1 0 1800.97 29577 12/29/2006 1 PF0630_FIXEDRATE 0 390000 0 75 791 35.22 2YR 0 0 0 0 2503202875 PUD 1 OO REFI N 6.95 6.95 174750 174605.34 2/1/2007 1/1/2037 1156.75 360 75 FL 2/1/2007 N 233000 1 3 1156.75 33415 1/2/2007 2 PA1605E_ARM 0 0 58250 100 669 48.83 3YR 1/1/2012 6 3 1 3 2503202878 SFR 1 OO REFI N 6.25 6.25 322500 322348.73 2/1/2007 1/1/2037 1830.96 360 75 IL 2/1/2007 Y 430000 1 4 1830.96 60634 12/28/2006 2 PL0605E_ARM-BALLOON 0 0 64500 90 694 46.53 NO-PREPAY 1/1/2012 6 3 1 4 2503202880 SFR 1 OO REFI N 6.4 6.4 292500 292500 2/1/2007 1/1/2037 1560 360 75 RI 2/1/2007 N 390000 1 3 1560 02911 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 97500 100 720 40.25 1YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO PURCHASE N 5.9 5.9 210000 210000 2/1/2007 1/1/2037 1032.5 360 75 CA 2/1/2007 N 282000 1 3 1032.5 95334 12/28/2006 2 PA0605EI_ARM-INTONLY 0 280000 70000 100 706 44.18 3YR 1/1/2012 6 3 1 3 2503202917 SFR 1 OO REFI Y 6.65 6.65 365000 364679.54 2/1/2007 1/1/2037 2343.17 360 76.85 MD 2/1/2007 N 475000 1 0 2343.17 21012 1/2/2007 1 PF3630_FIXEDRATE 0 0 0 76.85 611 41.62 3YR 0 0 0 0 2503202921 CONDO 1 NOO PURCHASE N 8.6 8.6 214550 214550 2/1/2007 1/1/2037 1537.61 360 80 FL 2/1/2007 N 275000 1 3 1537.61 33785 12/27/2006 2 PA1605EI_ARM-INTONLY 0 268200 0 80 643 39.69 2YR 1/1/2012 6 3 1 3 2503202968 SFR 1 NOO REFI Y 7.375 7.375 141000 141000 2/1/2007 1/1/2037 866.56 360 74.22 AZ 2/1/2007 N 190000 1 3 866.56 85302 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 74.22 704 0 NO-PREPAY 1/1/2012 6 3 1 3 2503202976 PUD 1 NOO REFI N 7.875 7.875 160000 160000 3/1/2007 2/1/2037 1050 360 80 OR 2/1/2007 N 200000 1 0 1050 97006 1/8/2007 8 SF0630I_FIX-INTONLY 0 0 0 80 699 0 3YR 0 0 0 0 0000000000 SFR 1 OO REFI Y 5.5 5.5 273000 273000 2/1/2007 1/1/2037 1251.25 360 79.14 CA 2/1/2007 N 345000 1 3 1251.25 92408 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 0 79.14 673 48.82 3YR 1/1/2012 6 3 1 3 2503202987 SFR 1 OO PURCHASE N 6.75 6.75 408000 408000 2/1/2007 1/1/2037 2295 360 80 VA 2/1/2007 N 510000 1 3 2295 22042 12/22/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 706 47.27 3YR 1/1/2012 6 3 1 3 2503202993 SFR 1 OO REFI Y 7.125 7.125 343900 343773.51 2/1/2007 1/1/2037 2168.4 360 95 HI 2/1/2007 Y 362000 1 0 2168.4 96792 12/29/2006 17 PB0440_BALLOON 30 0 0 95 713 31.37 2YR 0 0 0 0 2503202999 SFR 1 NOO PURCHASE N 7.375 7.375 91920 91920 2/1/2007 1/1/2037 564.92 360 80 GA 2/1/2007 N 118000 1 3 564.92 30349 12/28/2006 2 PA0605EI_ARM-INTONLY 0 114900 0 80 717 30.79 NO-PREPAY 1/1/2012 6 3 1 3 2503203039 SFR 1 NOO REFI Y 6.75 6.75 246000 246000 3/1/2007 2/1/2037 1595.55 360 69.3 LA 2/1/2007 N 355000 1 0 1595.55 70047 1/4/2007 2 PF0630_FIXEDRATE 0 0 0 69.3 746 21.08 NO-PREPAY 0 0 0 0 2503203055 SFR 1 NOO REFI Y 6.5 6.5 279000 279000 2/1/2007 1/1/2037 1511.25 360 69.75 CA 2/1/2007 N 400000 1 3 1511.25 91764 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 69.75 781 34.67 3YR 1/1/2012 6 3 1 3 2503203060 D-PUDS 1 OO REFI Y 6.65 6.65 291750 291627.44 2/1/2007 1/1/2037 1739.34 360 75 AZ 2/1/2007 Y 389000 1 3 1739.34 85323 12/29/2006 2 PL3405E_ARM-BALLOON 0 0 0 75 617 30.64 3YR 1/1/2012 6 3 1 3 2503203063 SFR 1 OO REFI Y 6.5 6.5 600000 600000 2/1/2007 1/1/2037 3250 360 69.77 CA 2/1/2007 N 860000 1 3 3250 91902 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 69.77 643 42.67 3YR 1/1/2012 6 3 1 3 0000000000 SFR 1 OO REFI Y 5.875 5.875 255000 254867.55 2/1/2007 1/1/2037 1380.89 360 42.5 HI 2/1/2007 Y 600000 1 0 1380.89 96719 12/29/2006 2 PB0640_BALLOON 0 0 0 42.5 685 42.85 3YR 0 0 0 0 2503203104 PUD 1 OO PURCHASE N 6.5 6.5 250000 249774 2/1/2007 1/1/2037 1580.17 360 51.55 CA 2/1/2007 N 485000 1 0 1580.17 91377 12/21/2006 12 SF0630_FIXEDRATE 0 485000 0 51.55 720 0 NO-PREPAY 0 0 0 0 2503203107 CONDO 1 OO REFI N 6.8 6.8 176000 175849.94 2/1/2007 1/1/2037 1147.39 360 80 IL 2/1/2007 N 220000 1 3 1147.39 60136 12/28/2006 2 PA0605E_ARM 0 0 27750 92.62 710 38.24 3YR 1/1/2012 6 3 1 3 2503203157 SFR 1 OO REFI N 6.5 6.5 520000 520000 2/1/2007 1/1/2037 2816.67 360 80 CA 2/1/2007 N 650000 1 3 2816.67 95127 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 65000 90 671 42.84 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 HI-RISE 1 NOO PURCHASE N 7.125 7.125 265000 265000 2/1/2007 1/1/2037 1573.44 360 73.82 MN 2/1/2007 N 359000 1 3 1573.44 55101 12/29/2006 2 PA0605EI_ARM-INTONLY 0 360000 70650 93.5 714 35.43 3YR 1/1/2012 6 3 1 3 2503203167 HI-RISE 1 NOO PURCHASE N 12.99 12.99 70650 70633.81 2/1/2007 1/1/2022 780.98 180 19.68 MN 2/1/2007 Y 359000 2 0 780.98 55102 12/29/2006 2 TB0630_BALLOON 0 360000 0 93.5 714 35.43 NO-PREPAY 0 0 0 0 2503203170 SFR 1 OO REFI Y 5.875 5.875 300000 299694.14 2/1/2007 1/1/2037 1774.61 360 60 CA 2/1/2007 N 500000 1 0 1774.61 95695 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 60 703 25.44 1YR 0 0 0 0 2503203188 SFR 1 OO PURCHASE N 6.75 6.75 420000 420000 2/1/2007 1/1/2037 2362.5 360 80 CA 2/1/2007 N 525000 1 3.875 2362.5 92802 1/2/2007 2 PA1605EI_ARM-INTONLY 0 525000 105000 100 679 48.71 1YR 1/1/2012 6 3 1 3.875 2503203223 SFR 1 OO REFI Y 6.5 6.5 200000 199812.42 2/1/2007 1/1/2037 1170.91 360 65.58 CA 2/1/2007 Y 305000 1 0 1170.91 92582 12/29/2006 7 SB0640_BALLOON 0 0 0 65.58 687 0 3YR 0 0 0 0 2503203257 SFR 1 OO PURCHASE N 5.99 5.99 472000 471529.23 2/1/2007 1/1/2037 2826.84 360 80 HI 2/1/2007 N 590000 1 3.875 2826.84 96734 12/29/2006 2 PA0605E_ARM 0 590000 118000 100 749 46.83 NO-PREPAY 1/1/2012 6 3 1 3.875 2503203261 SFR 1 OO REFI Y 6.658 6.658 101250 101250 2/1/2007 1/1/2037 561.77 360 75 FL 2/1/2007 N 135000 1 0 561.77 32536 1/2/2007 2 PF1630I_FIX-INTONLY 0 0 0 75 655 31.05 3YR 0 0 0 0 2503203287 D-PUDS 1 NOO REFI Y 7.7 7.7 276000 276000 3/1/2007 2/1/2037 1967.77 360 78.86 FL 2/1/2007 N 350000 1 3 1967.77 32824 1/5/2007 2 PA0605E_ARM 0 0 51750 93.65 693 34.81 3YR 2/1/2012 6 3 1 3 2503203288 SFR 1 NOO REFI Y 5.99 5.99 160000 159840.42 2/1/2007 1/1/2037 958.25 360 34.79 CA 2/1/2007 N 460000 1 0 958.25 91790 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 34.79 752 38.49 3YR 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 7.5 7.5 337500 337500 2/1/2007 1/1/2037 2109.38 360 75 FL 2/1/2007 N 450000 1 3 2109.38 33165 12/29/2006 2 PA0605EI_ARM-INTONLY 0 450000 112500 100 693 49.79 1YR 1/1/2012 6 3 1 3 2503203320 CONDO 1 NOO REFI Y 7.28 7.28 112450 112362.8 2/1/2007 1/1/2037 769.4 360 65 UT 2/1/2007 N 173000 1 0 769.4 84606 12/27/2006 7 SF0630_FIXEDRATE 0 0 0 65 681 0 NO-PREPAY 0 0 0 0 0000000000 SFR 1 OO PURCHASE N 6.2 6.2 461250 461250 2/1/2007 1/1/2037 2383.13 360 75 CA 2/1/2007 N 615000 1 3 2383.13 91709 12/29/2006 2 PA0605EI_ARM-INTONLY 0 615000 153750 100 742 41.37 NO-PREPAY 1/1/2012 6 3 1 3 2503203338 SFR 1 OO REFI Y 6.5 6.5 210000 210000 2/1/2007 1/1/2037 1137.5 360 64.62 CA 2/1/2007 N 325000 1 3 1137.5 93311 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 64.62 668 28.28 3YR 1/1/2012 6 3 1 3 2503203347 SFR 1 OO REFI Y 6.125 6.125 553000 552462.51 2/1/2007 1/1/2037 3360.09 360 70 CA 2/1/2007 N 790000 1 0 3360.09 92562 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 70 727 50.99 3YR 0 0 0 0 2503203348 SFR 1 OO REFI Y 7.45 7.45 464000 464000 2/1/2007 1/1/2037 2880.67 360 80 CA 2/1/2007 N 580000 1 3 2880.67 93635 12/28/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 625 40.47 NO-PREPAY 1/1/2012 6 3 1 3 2503203357 SFR 1 OO REFI N 6.75 6.75 600000 600000 2/1/2007 1/1/2037 3375 360 80 CA 2/1/2007 N 750000 1 3 3375 93906 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 75000 90 667 33.43 2YR 1/1/2012 6 3 1 3 2503203378 SFR 1 OO REFI Y 6 6 203000 202993.68 2/1/2007 1/1/2037 1015 360 70 NV 2/1/2007 N 290000 1 3.875 1015 89156 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 704 48.55 2YR 1/1/2012 6 3 1 3.875 2503203417 2-4FAMILY 2 OO REFI N 5.875 5.875 195000 194322.31 2/1/2007 1/1/2022 1632.38 180 46.99 IL 2/1/2007 N 415000 1 0 1632.38 60641 12/28/2006 1 PF0615_FIXEDRATE 0 0 0 46.99 801 46.42 3YR 0 0 0 0 2503203448 D-PUDS 1 OO PURCHASE N 6.65 6.65 199920 199920 2/1/2007 1/1/2037 1107.89 360 80 NV 2/1/2007 N 250000 1 3.95 1107.89 89142 1/3/2007 2 PA0605EI_ARM-INTONLY 0 249900 49980 100 702 50 NO-PREPAY 1/1/2012 6 3 1 3.95 0000000000 2-4FAMILY 2 NOO REFI Y 8.39 8.39 625600 625600 3/1/2007 2/1/2037 4373.99 360 80 CA 2/1/2007 N 782000 1 3 4373.99 94541 1/19/2007 2 PA0605EI_ARM-INTONLY 0 0 117300 95 704 31.11 1YR 2/1/2012 6 3 1 3 2503203489 SFR 1 OO PURCHASE N 6.365 6.365 480000 480000 2/1/2007 1/1/2037 2546 360 75 CA 2/1/2007 N 640000 1 3 2546 91304 12/28/2006 2 PA1605EI_ARM-INTONLY 0 640000 160000 100 646 44.06 3YR 1/1/2012 6 3 1 3 2503203523 2-4FAMILY 2 NOO PURCHASE N 9.45 9.45 119625 119625 3/1/2007 2/1/2037 942.05 360 75 NJ 2/1/2007 N 159500 1 3 942.05 08066 1/5/2007 2 PA1605EI_ARM-INTONLY 0 159500 31900 95 674 29.37 NO-PREPAY 2/1/2012 6 3 1 3 2503203551 PUD 1 OO PURCHASE N 7.2 7.2 184000 184000 2/1/2007 1/1/2037 1104 360 80 CO 2/1/2007 N 230000 1 2.25 1104 80013 12/26/2006 2 AA1607EI_ARM-INTONLY 0 230000 46000 100 773 23.79 3YR 1/1/2014 4.79 3 1 2.25 2503203563 CONDO 1 NOO PURCHASE N 7.375 7.375 176400 176265.77 2/1/2007 1/1/2037 1218.35 360 80 CO 2/1/2007 N 221000 1 3 1218.35 80027 1/3/2007 17 PA0605E_ARM 0 220500 0 80 686 40.08 3YR 1/1/2012 4.615 3 1 3 2503203568 SFR 1 OO PURCHASE N 6.15 6.15 280000 280000 2/1/2007 1/1/2037 1435 360 80 IL 2/1/2007 N 350000 1 3 1435 60478 12/29/2006 2 PA0605EI_ARM-INTONLY 0 350000 70000 100 724 49.83 3YR 1/1/2012 6 3 1 3 2503203612 SFR 1 OO REFI N 6.99 6.99 200000 200000 2/1/2007 1/1/2037 1165 360 80 WA 2/1/2007 N 250000 1 3 1165 98405 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 37500 95 646 43.96 NO-PREPAY 1/1/2012 6 3 1 3 0000000000 CONDO 1 NOO PURCHASE N 6.375 6.375 243750 243750 3/1/2007 2/1/2037 1294.92 360 75 MS 2/1/2007 N 355000 1 0 1294.92 39560 1/9/2007 1 PF0630I_FIX-INTONLY 0 325000 65000 95 784 25.61 2YR 0 0 0 0 2503203638 SFR 1 OO PURCHASE N 6.9 6.9 186000 186000 2/1/2007 1/1/2037 1069.5 360 80 CA 2/1/2007 N 241000 1 3.875 1069.5 93727 12/29/2006 2 PA1605EI_ARM-INTONLY 0 232500 46500 100 645 37.16 2YR 1/1/2012 6 3 1 3.875 2503203642 SFR 1 NOO REFI Y 6.3 6.3 285600 285600 2/1/2007 1/1/2037 1499.4 360 70 CA 2/1/2007 N 408000 1 3 1499.4 93635 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 655 41.9 3YR 1/1/2012 6 3 1 3 2503203682 SFR 1 OO REFI Y 6.3 6.3 300000 299718.08 2/1/2007 1/1/2037 1856.92 360 47.62 CA 2/1/2007 N 630000 1 0 1856.92 93030 1/2/2007 17 PF1630_FIXEDRATE 0 0 0 47.62 644 40.71 2YR 0 0 0 0 2503203696 SFR 1 OO PURCHASE N 6.45 6.45 313760 313760 3/1/2007 2/1/2037 1686.46 360 80 NY 2/1/2007 N 400000 1 3 1686.46 11575 1/3/2007 2 PA0605EI_ARM-INTONLY 0 392200 78440 100 718 43.91 NO-PREPAY 2/1/2012 6 3 1 3 2503203700 SFR 1 OO PURCHASE N 6.25 6.25 279920 279920 2/1/2007 1/1/2037 1457.92 360 80 CA 2/1/2007 N 349900 1 3 1457.92 92553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 349900 69980 100 681 42.45 3YR 1/1/2012 6 3 1 3 2503203740 SFR 1 OO PURCHASE N 7.6 7.6 99200 99168.12 2/1/2007 1/1/2037 660.15 360 80 FL 2/1/2007 Y 124000 1 3 660.15 32211 12/28/2006 2 PL0605E_ARM-BALLOON 0 124000 24800 100 704 39.73 3YR 1/1/2012 6 3 1 3 2503203763 SFR 1 OO PURCHASE N 6.2 6.2 291900 291900 2/1/2007 1/1/2037 1508.15 360 80 VA 2/1/2007 N 400000 1 3 1508.15 22193 12/29/2006 2 PA0605EI_ARM-INTONLY 0 364900 72950 99.99 786 38.55 2YR 1/1/2012 6 3 1 3 2503203803 SFR 1 NOO REFI N 6.25 6.25 460000 460000 2/1/2007 1/1/2037 2395.83 360 63.72 CA 2/1/2007 N 722000 1 3 2395.83 94587 1/4/2007 2 PA0605EI_ARM-INTONLY 0 0 0 63.72 749 27.87 NO-PREPAY 1/1/2012 6 3 1 3 2503203845 SFR 1 OO REFI N 6.875 6.875 320000 320000 2/1/2007 1/1/2037 1833.33 360 80 CA 2/1/2007 N 400000 1 3 1833.33 92544 12/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 620 36.24 1YR 1/1/2012 6 3 1 3 2503203888 SFR 1 NOO REFI Y 7.81 7.81 502000 502000 2/1/2007 1/1/2037 3267.18 360 74.93 CA 2/1/2007 N 670000 1 3 3267.18 95122 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 134000 94.93 672 44.66 NO-PREPAY 1/1/2012 6 3 1 3 2503203890 2-4FAMILY 3 OO PURCHASE N 8.3 8.3 502500 502500 2/1/2007 1/1/2037 3475.63 360 75 NY 2/1/2007 N 670000 1 3 3475.63 11233 12/29/2006 2 PA0605EI_ARM-INTONLY 0 670000 167500 100 716 48.28 1YR 1/1/2012 6 3 1 3 2503203892 SFR 1 NOO REFI Y 12.5 12.5 134000 133965.7 2/1/2007 1/1/2022 1430.13 180 20 CA 2/1/2007 Y 670000 2 0 1430.13 95122 12/28/2006 2 TB1630_BALLOON 0 0 0 94.93 672 44.66 NO-PREPAY 0 0 0 0 2503203918 SFR 1 OO REFI Y 6.125 6.125 1088000 1088000 2/1/2007 1/1/2037 5553.33 360 55.8 CA 2/1/2007 N 1950000 1 0 5553.33 93908 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 55.8 702 42.59 1YR 0 0 0 0 2503204124 SFR 1 NOO REFI N 5.875 5.875 154000 154000 2/1/2007 1/1/2037 753.96 360 70 FL 2/1/2007 N 220000 1 3 753.96 32967 12/29/2006 2 PA0607EI_ARM-INTONLY 0 0 44000 90 689 38.84 3YR 1/1/2014 6 3 1 3 2503204128 SFR 1 NOO REFI Y 12.39 12.39 44000 44000 2/1/2007 1/1/2022 454.3 180 20 FL 2/1/2007 Y 220000 2 0 454.3 32967 12/29/2006 2 TB0630I_BALLOON-INTONLY 0 0 0 90 689 38.84 3YR 0 0 0 0 2503204130 SFR 1 OO PURCHASE N 6.4 6.4 164000 164000 2/1/2007 1/1/2037 874.67 360 80 CA 2/1/2007 N 205000 1 3 874.67 93702 1/2/2007 2 PA1605EI_ARM-INTONLY 0 205000 41000 100 642 40.85 2YR 1/1/2012 6 3 1 3 2503204154 SFR 1 NOO PURCHASE N 7.875 7.875 172500 172499 2/1/2007 1/1/2037 1132.03 360 75 IL 2/1/2007 N 250000 1 2.75 1132.03 60638 12/29/2006 2 PA1605EI_ARM-INTONLY 0 230000 34500 90 674 15.03 NO-PREPAY 1/1/2012 6 3 1 2.75 2503204156 SFR 1 NOO PURCHASE N 12.54 12.54 34500 34491.25 2/1/2007 1/1/2022 369.28 180 15 IL 2/1/2007 Y 250000 2 0 369.28 60638 12/29/2006 2 TB1630_BALLOON 0 230000 0 90 674 15.03 NO-PREPAY 0 0 0 0 2503204208 SFR 1 OO PURCHASE N 6.71 6.71 320000 320000 2/1/2007 1/1/2037 1789.33 360 80 CA 2/1/2007 N 400000 1 3 1789.33 94585 12/29/2006 2 PA1605EI_ARM-INTONLY 0 400000 80000 100 670 40.78 1YR 1/1/2012 6 3 1 3 2503204322 SFR 1 OO REFI Y 6.75 6.75 648000 647735.25 2/1/2007 1/1/2037 3909.75 360 80 HI 2/1/2007 Y 810000 1 0 3909.75 96720 1/3/2007 2 PB1640_BALLOON 0 0 81000 90 662 43.32 3YR 0 0 0 0 2503204544 CONDO 1 OO PURCHASE N 8.5 8.5 101925 101925 3/1/2007 2/1/2037 721.97 360 75 FL 2/1/2007 N 136000 1 6.65 721.97 32822 1/26/2007 2 PA1602EI_ARM-INTONLY 0 135900 33975 100 676 37.42 1YR 2/1/2009 6 3 1 6.65 0000000000 CONDO 1 NOO PURCHASE N 7.375 7.375 176400 176265.77 2/1/2007 1/1/2037 1218.35 360 80 CO 2/1/2007 N 221000 1 3.875 1218.35 80027 1/3/2007 17 PA0605E_ARM 0 220500 0 80 686 43.33 3YR 1/1/2012 4.615 3 1 3.875 2503204946 SFR 1 NOO REFI Y 7.375 7.375 71250 71250 3/1/2007 2/1/2037 492.11 360 75 FL 2/1/2007 N 95000 1 3 492.11 33712 1/5/2007 7 SA0605E_ARM 0 0 0 75 691 0 NO-PREPAY 2/1/2012 6 3 1 3 2503206276 D-PUDS 1 OO PURCHASE N 8.675 8.675 393750 393750 3/1/2007 2/1/2037 2846.48 360 75 CA 2/1/2007 N 530000 1 2.75 2846.48 92883 1/18/2007 2 PA0605EI_ARM-INTONLY 0 525000 131250 100 779 42.47 5YR 2/1/2012 6 3 1 2.75 2503207804 SFR 1 NOO PURCHASE N 9.163 9.163 303300 303300 3/1/2007 2/1/2037 2476.08 360 90 FL 2/1/2007 N 337000 1 3.875 2476.08 33613 1/30/2007 17 PA0405E_ARM 25 337000 0 90 683 48.43 1YR 2/1/2012 6 3 1 3.875 3900013477 2-4FAMILY 2 NOO PURCHASE N 6.625 6.625 141600 130836.43 5/1/2005 4/1/2020 1243.24 180 80 NY 2/1/2007 N 177500 1 0 1243.24 12601 4/29/2005 7 BF1615_FIXEDRATE 0 177000 0 80 652 43.281 3YR 0 0 0 0 AP_NUM LPMIPrem NEXT_RATE_ADJ FOREIGN_NATL PaymentTable LOANTYPE CREDQUAL AMORT INDEXP INT_ONLY_MOS Status PURCH_SERVICING ESCROW_LOAN MERS_MOM MERS_MIN B1_SSN C1_SSN a_Group4 1103456431 0 N BALLOON SERIES2 360/3/360 0 1.0009E+17 FIX-2 1103583987 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103583988 0 N BALLOON SERIES1 360/2/360 0 1.00099E+17 FIX-2 1103589683 0 N BALLOON SERIES0 360/3/360 0 1.00099E+17 FIX-2 1103597944 0 N BALLOON SERIES1 360/5/360 0 1.00113E+17 FIX-2 1103598702 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00066E+17 ARM-1 1103598737 0 N BALLOON SERIES1 360/3/360 0 1.00066E+17 FIX-2 1103600016 0 10/1/2009 N ARM EXPRESS1 360/4/360 6MOLIBORWSJ 0 1.0001E+17 ARM-1 1103601089 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103601507 0 N BALLOON SERIES0 360/5/360 0 1.00366E+17 FIX-2 1103603801 0 N BALLOON SERIES2 360/2/360 0 1.004E+17 FIX-2 1103603949 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 0000000000 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103604756 0 N BALLOON SERIES1 360/3/360 0 1.00145E+17 FIX-2 1103605051 0 N BALLOON SERIES1 360/5/360 0 1.00078E+17 FIX-2 1103605109 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00063E+17 FIX-2 1103606245 0 N BALLOON SERIES1 360/4/360 0 1.00136E+17 FIX-2 1103606554 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 ARM-1 1103606577 0 N BALLOON SERIES1 360/4/360 0 1.00407E+17 FIX-2 1103606837 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103607071 0 N BALLOON SERIES1 360/4/360 0 1.00039E+17 FIX-2 1103608139 0 9/1/2011 N ARM-INTONLY SERIES2 360/5/360 6MOLIBORWSJ 120 1.00033E+17 ARM-1 0000000000 0 N BALLOON SERIES2 360/4/360 0 1.00125E+17 FIX-2 1103608814 0 N BALLOON SERIES1 360/4/360 0 1.00316E+17 FIX-2 1103608887 0 N BALLOON SERIES1 360/4/360 0 1.0041E+17 FIX-2 1103609668 0 10/1/2011 N ARM-INTONLY EXPRESS1 360/4/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103610210 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103610321 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103610614 0 N BALLOON SERIES2 360/3/360 0 1.00094E+17 FIX-2 1103610990 0 N BALLOON SERIES1 360/4/360 0 1.00256E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103611297 0 N BALLOON SERIES1 360/4/360 0 1.00415E+17 FIX-2 1103611298 0 N BALLOON SERIES0 360/4/360 0 1.00017E+17 FIX-2 1103611606 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00302E+17 ARM-1 1103612103 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 0000000000 0 N BALLOON SERIES1 360/4/360 0 1.00453E+17 FIX-2 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103612939 0 N BALLOON SERIES0 360/3/360 0 1.00104E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103613313 0 N BALLOON SERIES2 360/3/360 0 1.00407E+17 FIX-2 1103613522 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103613808 0 N BALLOON SERIES1 360/4/360 0 1.0011E+17 FIX-2 1103613866 0 N BALLOON SERIES1 360/3/360 0 1.00348E+17 FIX-2 1103613902 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103613903 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103614092 0 4/1/2007 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103614240 0 N FIXEDRATE A1 360/3/360 0 1.00415E+17 FIX-2 0000000000 0 10/1/2011 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 60 1.00033E+17 ARM-1 1103614274 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103615431 0 N FIX-INTONLY A 360/3/360 60 1.00136E+17 FIX-2 1103615597 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00453E+17 ARM-1 1103615705 0 N BALLOON SERIES2 360/3/360 0 1.00094E+17 FIX-2 1103615848 0 N BALLOON SERIES1 360/4/360 0 1.00104E+17 FIX-2 1103615884 0 N BALLOON SERIES2 360/5/360 0 1.00366E+17 FIX-2 1103615897 0 N BALLOON SERIES0 360/4/360 0 1.00104E+17 FIX-2 1103616014 0 N BALLOON SERIES1 360/4/360 0 1.00364E+17 FIX-2 1103616325 0 N FIX-INTONLY A 360/4/360 60 1.00104E+17 FIX-2 1103616560 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103616594 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00407E+17 ARM-1 1103616602 0 N BALLOON SERIES2 360/2/360 0 1.00407E+17 FIX-2 1103616655 0 N BALLOON SERIES0 360/3/360 0 1.00058E+17 FIX-2 1103616851 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103616911 0 N BALLOON SERIES1 360/4/360 0 1.00247E+17 FIX-2 1103616945 0 N BALLOON SERIES1 360/4/360 0 1.00104E+17 FIX-2 1103617093 0 N BALLOON SERIES0 360/4/360 0 1.00453E+17 FIX-2 1103617108 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00415E+17 FIX-2 1103617296 0 N BALLOON SERIES1 360/4/360 0 1.00306E+17 FIX-2 0000000000 0 N FIX-INTONLY SERIES2 360/3/360 60 1.00145E+17 FIX-2 1103617361 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103617417 0 N BALLOON SERIES1 360/4/360 0 1.00317E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00099E+17 FIX-2 1103617470 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 0000000000 0 N BALLOON SERIES0 360/4/360 0 1.0009E+17 FIX-2 1103617752 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103618392 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 ARM-1 1103618752 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103618857 0 N BALLOON SERIES0 360/4/360 0 1.00104E+17 FIX-2 1103618970 0 N BALLOON SERIES2 360/3/360 0 1.00133E+17 FIX-2 1103619005 0 N BALLOON SERIES0 360/3/360 0 1.00145E+17 FIX-2 1103619443 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103619475 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103619548 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103619600 0 N BALLOON SERIES1 360/3/360 0 1.00017E+17 FIX-2 1103619615 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103619725 0 N BALLOON SERIES2 360/3/360 0 1.00145E+17 FIX-2 1103619744 0 N BALLOON SERIES1 360/3/360 0 1.00183E+17 FIX-2 1103619793 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103619816 0 N BALLOON SERIES0 360/3/360 0 1.00099E+17 FIX-2 1103619893 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 0000000000 0 N BALLOON SERIES2 360/3/360 0 1.00017E+17 FIX-2 1103619962 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00158E+17 ARM-1 1103620131 0 N BALLOON SERIES0 360/4/360 0 1.00467E+17 FIX-2 1103620139 0 11/1/2011 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00017E+17 ARM-1 1103620148 0 N FIXEDRATE SERIES0 360/3/360 0 1.0013E+17 FIX-1 1103620162 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103620213 0 N BALLOON SERIES0 360/3/360 0 1.00175E+17 FIX-2 1103620452 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00246E+17 FIX-2 1103620463 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103620555 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103620747 0 N FIXEDRATE SERIES0 360/5/360 0 1.00024E+17 FIX-1 1103620877 0 N FIXEDRATE EXPRESS1 360/4/360 0 1.00024E+17 FIX-1 0000000000 0 N FIXEDRATE SERIES0 360/5/360 0 1.00024E+17 FIX-1 1103621173 0 N FIX-INTONLY ADAPT0 360/4/360 120 1.00024E+17 FIX-1 1103621188 0 N FIX-INTONLY SERIES1 360/5/360 120 1.00024E+17 FIX-1 1103621202 0 N FIX-INTONLY SERIES1 360/5/360 120 1.00024E+17 FIX-1 0000000000 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00111E+17 FIX-1 1103621922 0 N FIX-INTONLY SERIES2 360/5/360 120 1.00024E+17 FIX-1 1103622102 0 N BALLOON SERIES0 360/3/360 0 1.00109E+17 FIX-2 1103622128 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622163 0 N BALLOON SERIES2 360/4/360 0 1.00453E+17 FIX-2 1103622192 0 N BALLOON SERIES1 360/3/360 0 1.00176E+17 FIX-2 1103622203 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103622220 0 N BALLOON SERIES0 360/2/360 0 1.00094E+17 FIX-2 1103622272 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103622302 0 N BALLOON SERIES1 360/4/360 0 1.00246E+17 FIX-2 1103622305 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103622330 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622417 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103622448 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103622512 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622529 0 11/1/2011 N BALLOON SERIES3 480/3/480 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103622567 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103622604 0 N BALLOON SERIES1 360/3/360 0 1.00175E+17 FIX-2 1103622620 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 0000000000 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622633 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622810 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622858 0 N FIXEDRATE SERIES0 360/2/360 0 1.00094E+17 FIX-1 1103622866 0 N FIXEDRATE SERIES0 240/3/240 0 1.00078E+17 FIX-2 1103622877 0 N FIXEDRATE A 360/3/360 0 1.00094E+17 FIX-2 1103622927 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 0000000000 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103623038 0 N BALLOON SERIES1 360/3/360 0 1.0029E+17 FIX-2 1103623102 0 N BALLOON SERIES1 360/3/360 0 1.00139E+17 FIX-2 1103623219 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103623222 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103623293 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103623297 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103623305 0 N FIXEDRATE SERIES0 360/3/360 0 1.00079E+17 FIX-1 1103623336 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 ARM-1 1103623600 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103623632 0 N BALLOON SERIES0 360/3/360 0 1.00122E+17 FIX-2 1103623674 0 N BALLOON SERIES2 360/3/360 0 1.00145E+17 FIX-2 1103623692 0 N BALLOON SERIES0 360/2/360 0 1.00104E+17 FIX-2 1103623733 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103623771 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103623807 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103623883 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00079E+17 FIX-1 1103623895 0 N BALLOON SERIES2 360/2/360 0 FIX-2 1103623896 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 0000000000 0 N FIX-INTONLY SERIES1 360/3/360 60 1.00063E+17 FIX-2 1103623958 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00033E+17 ARM-1 0000000000 0 12/1/2013 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103624006 0 N FIX-INTONLY SERIES0 360/3/360 60 1.00079E+17 FIX-1 1103624018 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00079E+17 ARM-1 0000000000 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103624034 0 N BALLOON SERIES2 360/3/360 0 FIX-2 1103624055 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00267E+17 ARM-1 1103624115 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103624200 0 N BALLOON SERIES1 360/3/360 0 1.00185E+17 FIX-2 1103624250 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103624323 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103624327 0 N BALLOON SERIES2 360/3/360 0 1.00067E+17 FIX-2 1103624329 0 N BALLOON SERIES1 360/3/360 0 1.00058E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103624624 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103624640 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103624683 0 N BALLOON SERIES1 360/3/360 0 1.00122E+17 FIX-2 1103624697 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103624732 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103624739 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103624740 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103624792 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00047E+17 ARM-1 1103624821 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103624899 0 N BALLOON SERIES2 360/3/360 0 1.00183E+17 FIX-2 0000000000 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103624910 0 N BALLOON SERIES1 360/2/360 0 1.00109E+17 FIX-2 1103625029 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103625032 0 N BALLOON SERIES0 360/2/360 0 1.00094E+17 FIX-2 1103625121 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 1103625144 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103625158 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00365E+17 ARM-1 1103625159 0 N BALLOON SERIES1 360/3/360 0 1.00365E+17 FIX-2 1103625169 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103625174 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 ARM-1 1103625175 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103625259 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103625280 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.004E+17 ARM-1 1103625295 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103625326 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103625342 0 N BALLOON SERIES1 360/3/360 0 1.00122E+17 FIX-2 1103625621 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00302E+17 ARM-1 0000000000 0 N FIXEDRATE SERIES0 180/3/180 0 1.00079E+17 FIX-1 1103625682 0 1/1/2012 N ARM SERIES3 360/1/360 6MOLIBORWSJ 0 ARM-1 1103625686 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103625693 0 N BALLOON SERIES1 360/3/360 0 1.00104E+17 FIX-2 1103625712 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 0000000000 0 N FIX-INTONLY SERIES0 360/3/360 60 1.00158E+17 FIX-2 1103625789 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103625825 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00039E+17 ARM-1 1103625837 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103625842 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103625845 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103625864 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103625937 0 N BALLOON SERIES2 360/4/360 0 1.00366E+17 FIX-2 1103625938 0 N FIXEDRATE ADAPT0 360/4/360 0 1.00366E+17 FIX-2 1103625958 0 12/1/2013 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103625995 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103625997 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103626019 0 N BALLOON SERIES0 360/2/360 0 1.00039E+17 FIX-2 1103626046 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 ARM-1 1103626113 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00365E+17 ARM-1 1103626114 0 N BALLOON SERIES1 360/3/360 0 1.00365E+17 FIX-2 1103626160 0 N BALLOON SERIES1 360/3/360 0 1.00173E+17 FIX-2 1103626279 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103626343 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0009E+17 ARM-1 1103626369 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 0000000000 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626397 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626399 0 10/1/2008 N ARM-INTONLY ADAPT3 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626400 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 0000000000 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626428 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626436 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626530 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103626582 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103626583 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103626597 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00058E+17 ARM-1 1103626604 0 N BALLOON SERIES1 360/3/360 0 1.00125E+17 FIX-2 1103626621 0 N BALLOON SERIES1 360/3/360 0 1.00058E+17 FIX-2 1103626644 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103626647 0 N BALLOON SERIES2 360/3/360 0 1.00125E+17 FIX-2 1103626676 0 N BALLOON SERIES1 360/2/360 0 1.004E+17 FIX-2 1103626691 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103626750 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103626965 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103626981 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103626983 0 N BALLOON SERIES0 360/2/360 0 1.00109E+17 FIX-2 1103626998 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103627010 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103627013 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 0000000000 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103627019 0 N FIX-INTONLY EXPRESS1 360/2/360 60 1.00453E+17 FIX-1 1103627090 0 N FIXEDRATE SERIES0 360/2/360 0 1.00104E+17 FIX-1 1103627120 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103627219 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103627291 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103627352 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627353 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627354 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627375 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627385 0 N FIXEDRATE ADAPT2 360/4/360 0 1.00024E+17 FIX-1 1103627405 0 N FIXEDRATE SERIES0 360/4/360 0 1.00252E+17 FIX-1 1103627467 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627469 0 N FIXEDRATE EXPRESS3 360/4/360 0 1.00024E+17 FIX-1 1103627472 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627491 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627514 0 N FIXEDRATE SERIES2 360/4/360 0 1.00024E+17 FIX-1 1103627541 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627567 0 N FIXEDRATE EXPRESS2 360/4/360 0 1.00024E+17 FIX-1 1103627633 0 N FIXEDRATE SERIES1 360/3/360 0 1.00024E+17 FIX-1 0000000000 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627697 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627716 0 N FIXEDRATE EXPRESS1 360/5/360 0 1.00437E+17 FIX-1 1103627743 0 N FIXEDRATE SERIES1 360/4/360 0 1.00214E+17 FIX-1 1103627777 0 N FIXEDRATE SERIES2 360/4/360 0 1.00024E+17 FIX-1 1103627841 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627853 0 N FIX-INTONLY ADAPT1 360/4/360 120 1.00024E+17 FIX-1 1103627897 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103627898 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103627907 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628034 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00214E+17 FIX-1 1103628036 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00024E+17 FIX-1 1103628059 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103628090 0 N FIX-INTONLY EXPRESS2 360/4/360 120 1.00024E+17 FIX-1 1103628173 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628176 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00187E+17 FIX-1 1103628184 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 0000000000 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103628216 0 N FIX-INTONLY SERIES2 360/3/360 120 1.00024E+17 FIX-1 1103628279 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103628316 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628320 0 N FIX-INTONLY ADAPT1 360/4/360 120 1.00024E+17 FIX-1 1103628435 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00188E+17 FIX-1 0000000000 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628467 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628499 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628532 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00024E+17 FIX-1 1103628583 0 N BALLOON SERIES1 360/2/360 0 1.00113E+17 FIX-2 1103628592 0 N FIXEDRATE SERIES1 180/3/180 0 1.0009E+17 FIX-2 1103628629 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103628658 0 N FIX-INTONLY SERIES1 360/3/360 60 1.00097E+17 FIX-2 1103628662 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103628665 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103628766 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 1103628787 0 10/1/2009 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 60 1.00029E+17 ARM-1 1103628810 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 6MOLIBORWSJ 120 1.00029E+17 ARM-1 1103628873 0 11/1/2011 N BALLOON SERIES3 480/3/480 6MOLIBORWSJ 0 1.00104E+17 ARM-1 1103628924 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00474E+17 ARM-1 1103628930 0 12/1/2013 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00176E+17 ARM-1 1103628996 0 N BALLOON SERIES1 360/3/360 0 1.00182E+17 FIX-2 1103629015 0 N BALLOON SERIES0 360/1/360 0 1.0009E+17 FIX-2 1103629099 0 N BALLOON SERIES1 360/2/360 0 1.00099E+17 FIX-2 1103629150 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103629156 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103629182 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629183 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629184 0 11/1/2011 N ARM-INTONLY SERIES3 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629187 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629191 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629194 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629195 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629199 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629202 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629209 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629210 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629215 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629216 0 11/1/2013 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103629217 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629243 0 N BALLOON SERIES1 360/3/360 0 1.00066E+17 FIX-2 1103629247 2.46 9/1/2008 N ARM ADAPT2 360/5/360 6MOLIBORWSJ 0 1.00039E+17 ARM-1 1103629251 1.2 9/1/2008 N ARM ADAPT1 360/5/360 6MOLIBORWSJ 0 1.00077E+17 ARM-1 1103629268 0 12/1/2009 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103629317 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629321 0 N FIXEDRATE SERIES0 360/2/360 0 1.00094E+17 FIX-1 1103629407 0 N FIXEDRATE SERIES1 360/2/360 0 1.00421E+17 FIX-1 1103629430 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103629473 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629529 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103629531 0 N FIX-INTONLY SERIES2 360/2/360 60 1.00175E+17 FIX-2 1103629561 0 12/1/2011 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00094E+17 ARM-1 1103629603 0 12/1/2011 N ARM SERIES2 360/2/360 6MOLIBORWSJ 0 1.00419E+17 ARM-1 1103629625 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103629696 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629714 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629768 0 N BALLOON SERIES0 360/2/360 0 1.00099E+17 FIX-2 1103629843 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00125E+17 ARM-1 1103629852 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00047E+17 ARM-1 1103629866 0 N FIX-INTONLY A1 360/3/360 120 1.00273E+17 FIX-2 0000000000 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00316E+17 FIX-1 1103629925 0 N BALLOON SERIES1 360/2/360 0 1.004E+17 FIX-2 1103629946 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 0000000000 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630032 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103630058 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00364E+17 ARM-1 1103630059 0 N BALLOON SERIES1 360/2/360 0 1.00364E+17 FIX-2 1103630062 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103630063 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103630085 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103630155 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103630161 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103630260 1.41 N FIXEDRATE SERIES2 360/2/360 0 1.00078E+17 FIX-1 1103630318 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103630324 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630326 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103630331 0 N BALLOON SERIES0 360/2/360 0 1.00316E+17 FIX-2 1103630375 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103630429 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103630433 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 0000000000 0 N FIXEDRATE A+ 360/2/360 0 1.00348E+17 FIX-2 1103630571 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103630597 0 N BALLOON SERIES0 360/3/360 0 1.0047E+17 FIX-2 1103630680 0 N FIXEDRATE SERIES0 360/3/360 0 1.00212E+17 FIX-1 1103630686 0 N FIXEDRATE SERIES1 360/3/360 0 1.00212E+17 FIX-1 1103630694 0 N FIXEDRATE SERIES0 360/5/360 0 1.00212E+17 FIX-1 1103630703 0 N FIX-INTONLY ADAPT1 360/6/360 60 1.00212E+17 FIX-1 1103630706 0 N FIXEDRATE ADAPT2 360/5/360 0 1.00212E+17 FIX-1 1103630718 0 N FIXEDRATE EXPRESS1+ 360/3/360 0 1.00212E+17 FIX-1 1103630733 0 N FIXEDRATE ADAPT1 360/3/360 0 1.00212E+17 FIX-1 1103630745 0 N FIX-INTONLY EXPRESS1+ 360/3/360 120 1.00212E+17 FIX-1 1103630778 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00419E+17 ARM-1 1103630819 0 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00419E+17 ARM-1 1103630825 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103630837 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103630838 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103630847 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00357E+17 ARM-1 1103630896 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630929 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103630936 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 0000000000 0 N FIXEDRATE SERIES0 360/2/360 0 1.00078E+17 FIX-1 1103631031 0 12/1/2009 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00094E+17 ARM-1 1103631039 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631071 0 N FIXEDRATE SERIES0 360/3/360 0 1.00079E+17 FIX-1 1103631139 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631162 0 N FIXEDRATE SERIES1 180/3/180 0 1.00366E+17 FIX-2 1103631166 0 N BALLOON ADAPT0 360/3/360 0 1.00366E+17 FIX-2 1103631175 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 ARM-1 1103631208 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103631217 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631230 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103631253 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 ARM-1 1103631255 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631271 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631273 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631274 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631278 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631286 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631292 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00096E+17 ARM-1 1103631297 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103631306 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631310 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103631311 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631312 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103631315 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103631321 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103631360 0 N FIXEDRATE A 360/2/360 0 1.00058E+17 FIX-2 1103631384 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631393 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103631427 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631429 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631435 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631458 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631475 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00365E+17 ARM-1 1103631525 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103631526 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103631528 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00039E+17 ARM-1 1103631529 0 N BALLOON SERIES0 360/2/360 0 1.00039E+17 FIX-2 0000000000 0 N BALLOON SERIES0 360/2/360 0 1.00182E+17 FIX-2 0000000000 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103631591 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631884 0 11/16/2008 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103631885 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103631899 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631900 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103631921 0 N FIXEDRATE A+ 360/2/360 0 1.00134E+17 FIX-2 1103631940 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 0000000000 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103631967 0 N FIXEDRATE SERIES1 360/2/360 0 1.00094E+17 FIX-1 1103631997 0 N BALLOON SERIES0 360/2/360 0 1.00415E+17 FIX-2 1103632006 0 N FIXEDRATE SERIES3 360/2/360 0 1.00437E+17 FIX-1 1103632012 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 ARM-1 1103632049 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00316E+17 ARM-1 1103632053 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103632066 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00306E+17 ARM-1 0000000000 0 N BALLOON SERIES0 360/2/360 0 1.00306E+17 FIX-2 1103632070 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632071 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 0000000000 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 0000000000 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103632110 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103632112 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103632183 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103632199 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 1103632210 0 9/1/2011 N ARM-INTONLY SERIES0 360/5/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103632219 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103632263 0 N BALLOON SERIES1 360/2/360 0 1.00066E+17 FIX-2 1103632271 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103632312 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00478E+17 ARM-1 1103632319 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632354 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103632386 0.64 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103632436 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 0000000000 0 N FIXEDRATE SERIES1 360/2/360 0 1.0009E+17 FIX-1 1103632491 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0041E+17 ARM-1 1103632500 0 N BALLOON SERIES1 360/2/360 0 1.0041E+17 FIX-2 1103632508 0 N FIXEDRATE SERIES1 360/2/360 0 1.00061E+17 FIX-1 1103632522 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632533 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632534 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103632561 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 0000000000 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103632591 0 N BALLOON SERIES1 360/2/360 0 1.00152E+17 FIX-2 1103632594 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00415E+17 ARM-1 1103632600 0 N BALLOON SERIES1 360/2/360 0 1.00415E+17 FIX-2 1103632683 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 0000000000 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632696 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 0000000000 0.67 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00058E+17 ARM-1 1103632725 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103632747 0 N BALLOON SERIES0 360/2/360 0 1.00306E+17 FIX-2 1103632764 0 10/1/2008 N ARM SERIES0 360/4/360 6MOLIBORWSJ 0 1.00024E+17 ARM-1 1103632768 0 10/1/2008 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103632791 0 10/1/2007 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00024E+17 ARM-1 1103632803 0 11/1/2007 N ARM ADAPT2 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632804 0 9/1/2007 N ARM ADAPT1 360/5/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632811 0 11/1/2007 N ARM ADAPT1 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632812 0 8/1/2009 N ARM-INTONLY ADAPT0 360/6/360 1YLIBOR 120 1.00024E+17 ARM-1 1103632817 0 10/1/2009 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00111E+17 ARM-1 0000000000 0 9/1/2009 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.0013E+17 ARM-1 1103632830 0 8/1/2007 N ARM ADAPT0 360/6/360 1YLIBOR 0 1.00024E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632837 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632840 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00037E+17 ARM-1 1103632846 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632848 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632873 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00037E+17 FIX-1 1103632940 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103632967 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103632978 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103633010 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633013 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103633019 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00071E+17 ARM-1 1103633036 0 N BALLOON SERIES2 360/2/360 0 1.0036E+17 FIX-2 1103633086 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103633093 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103633095 0 10/1/2011 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 0000000000 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633174 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 0000000000 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103633213 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103633274 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00273E+17 ARM-1 0000000000 0 N FIX-INTONLY SERIES1 360/2/360 60 1.00273E+17 FIX-2 1103633307 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103633351 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633374 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633456 0 12/1/2009 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00061E+17 ARM-1 1103633469 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103633471 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103633522 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633525 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633528 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633542 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633543 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633548 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633551 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 0000000000 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633553 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633554 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633555 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633557 0 11/1/2013 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633558 0 11/1/2013 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633559 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633584 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633590 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633593 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633595 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633629 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00145E+17 ARM-1 1103633660 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103633663 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103633676 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 0000000000 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103633688 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633741 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 0000000000 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.0013E+17 ARM-1 1103633758 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633780 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633782 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 0000000000 0 12/1/2013 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.0011E+17 ARM-1 1103633853 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103633932 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103633936 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103633944 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103633979 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634019 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103634032 0 N FIXEDRATE SERIES0 360/1/360 0 1.00366E+17 FIX-1 1103634065 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00361E+17 ARM-1 1103634153 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 0000000000 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103634165 0 N FIXEDRATE EXPRESS1+ 360/360 0 1.00062E+17 FIX-1 1103634206 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103634214 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103634216 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103634227 0