EXHIBIT 4.5.1
TRUST AGREEMENT, DATED AS OF FEBRUARY 1, 2002, BETWEEN GS MORTGAGE
SECURITIES CORP. AND JPMORGAN CHASE BANK
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GSR MORTGAGE LOAN TRUST 2002-1
MORTGAGE PASS-THROUGH CERTIFICATES
SERIES 2002-1
TRUST AGREEMENT
among
GS MORTGAGE SECURITIES CORP.,
as Depositor
and
JPMORGAN CHASE BANK,
as Trustee
Dated as of
February 1, 2002
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TABLE OF CONTENTS
Page
ARTICLE I DEFINITIONS.....................................................1
Section 1.01 Standard Terms..........................................1
Section 1.02 Defined Terms...........................................2
ARTICLE II FORMATION OF TRUST; CONVEYANCE OF MORTGAGE LOANS..............13
Section 2.01 Conveyance to the Trustee..............................13
Section 2.02 Acceptance by the Trustee..............................14
Section 2.03 REMIC Elections and REMIC Interests Designations.......14
ARTICLE III REMITTING TO CERTIFICATEHOLDERS.............................18
Section 3.01 Distributions to Certificateholders...................18
Section 3.02 Allocation of Realized Losses and Shortfalls...........25
ARTICLE IV THE SECURITIES................................................26
Section 4.01 The Certificates.......................................26
Section 4.02 Denominations..........................................27
Section 4.03 Redemption of Certificates.............................27
Section 4.04 Securities Laws Restrictions...........................27
ARTICLE V MISCELLANEOUS PROVISIONS.......................................28
Section 5.01 Request for Opinions...................................28
Section 5.02 Schedules and Exhibits.................................28
Section 5.03 Governing Law..........................................28
Section 5.04 Counterparts...........................................28
Section 5.05 Notices................................................28
SCHEDULES AND EXHIBITS
Schedule I Pool 1 Mortgage Loans
Schedule II Pool 2 Mortgage Loans
Schedule II Pool 3 Mortgage Loans
Exhibit A1 Form of Class A1 Certificate
Exhibit A2-A Form of Class A2-A Certificate
Exhibit A2-B Form of Class A2-B Certificate
Exhibit A2-C Form of Class A2-C Certificate
Exhibit A3 Form of Class A3 Certificate
Exhibit X2 Form of Class X2 Certificate
Exhibit X3 Form of Class X3 Certificate
Exhibit B1 Form of Class B1 Certificate
Exhibit B2 Form of Class B2 Certificate
Exhibit B3 Form of Class B3 Certificate
Exhibit B4 Form of Class B4 Certificate
Exhibit B5 Form of Class B5 Certificate
Exhibit B6 Form of Class B6 Certificate
Exhibit R1 Form of Class R1 Certificate
Exhibit R2 Form of Class R2 Certificate
Exhibit R3 Form of Class R3 Certificate
TRUST AGREEMENT
THIS TRUST AGREEMENT (this "Trust Agreement"), dated as
of February 1, 2002, is hereby executed by and among GS MORTGAGE SECURITIES
CORP., a Delaware corporation (the "Depositor") and JPMORGAN CHASE BANK, as
trustee (the "Trustee") under this Trust Agreement and the Standard Terms
to Trust Agreement, February 2002 Edition (the "Standard Terms"), all of
the provisions of which, unless otherwise specified herein, are
incorporated herein and shall be a part of this Trust Agreement as if set
forth herein in full.
PRELIMINARY STATEMENT
The Board of Directors of the Depositor has duly
authorized the formation of GSR Mortgage Loan Trust 2002-1 as a trust (the
"Trust") to issue a series of securities with an aggregate initial
outstanding principal balance of $461,557,351 to be known as the Mortgage
Pass-Through Certificates, Series 2002-1 (the "Certificates"). The Trust is
formed by this Trust Agreement. The Certificates in the aggregate evidence
the entire beneficial ownership in the Trust. The Certificates consist of
fifteen classes as set forth herein.
Pursuant to Section 10.01 of the Standard Terms, the
Trustee will make an election to treat all of the assets of the Trust as
three real estate mortgage investment conduits (each, a "REMIC" and,
individually, "REMIC I," "REMIC II" and the "REMIC III") for federal income
tax purposes. The "startup day" of each REMIC for purposes of the REMIC
Provisions is the Closing Date.
NOW, THEREFORE, in consideration of the mutual promises, covenants,
representations and warranties hereinafter set forth, the Depositor and the
Trustee:
ARTICLE I
DEFINITIONS
Section 1.01 Standard Terms.
The Depositor and the Trustee acknowledge that the Standard Terms
prescribe certain obligations of the Depositor and the Trustee, with
respect to the Certificates. The Depositor and the Trustee agree to observe
and perform such prescribed duties, responsibilities and obligations,
pursuant to the terms and conditions thereof and of this Trust Agreement,
and acknowledge that, except to the extent inconsistent with the provisions
of this Trust Agreement, the Standard Terms are and shall be a part of this
Trust Agreement to the same extent as if set forth herein in full.
Pursuant to Section 2.02(f) of the Standard Terms, the Depositor
acknowledges the appointment of the Custodian and agrees to deliver to the
applicable Custodian all Mortgage Loan documents that are to be included in
the Trustee Mortgage Loan File for each Mortgage Loan. The Depositor and
the Custodian acknowledge that, pursuant to existing Custody Agreements
entered into between the Custodian and predecessors in interest of the
Depositor, the Custodian previously acted as custodian for such
predecessors in interest and that in connection with the formation of the
Trust, the Depositor will assign each Custody Agreement to the Trustee and
cause a receipt to be issued in the name of the Trustee.
Section 1.02 Defined Terms.
Capitalized terms used but not defined herein shall have the
respective meanings assigned to them in Section 1.01 of the Standard Terms
or in the Servicing Agreements. In the event of a conflict between the
Standard Terms and the Servicing Agreements, the Servicing Agreements shall
govern. In addition, the following provisions shall govern the defined
terms set forth below for this Trust Agreement:
"ABN AMRO": ABN AMRO Mortgage Group, Inc.
"ABN AMRO Agreements": Each of (i) the Seller's Warranties and
Servicing Agreement dated as of August 1, 2001 and (ii) the Seller's
Warranties and Servicing Agreement dated as of January 1, 2002, both
between GSMC and ABN AMRO.
"ABN AMRO Mortgage Loans": The Mortgage Loans sold to GSMC
pursuant to the ABN AMRO Agreements and assigned first to the Depositor and
then the Trust pursuant to the relevant Assignment Agreements.
"Accrued Certificate Interest": Interest to be distributed to each
Class of Certificates on any Distribution Date consisting of (i) previously
accrued interest that remained unpaid on the previous Distribution Date (on
a cumulative basis) and (ii) interest accrued for the related Interest
Accrual Period.
"Administrative Cost Rate": For each Mortgage Loan, the applicable
Servicing Fee Rate and the Trustee Fee Rate.
"Aggregate Principal Distribution Amount": With respect to any
Distribution Date, REMIC I, and each Pool, the Aggregate Principal
Distribution Amount shall be an amount equal to the sum of (i) the
Principal Prepayment Amount for the Mortgage Loans in such Pool, (ii) the
principal portion of all Scheduled Payments due on the Mortgage Loans in
such Pool during the related Due Period, whether or not received, and (iii)
the excess of the Aggregate Principal Distribution Amount for such Pool on
the prior Distribution Date over the principal amount actually paid on the
Certificates or Interests on such date plus, for the first Distribution
Date, the Reconciliation Amount, if any.
"Assignment Agreement": Each of: (a) with respect to the ABN AMRO
Mortgage Loans, (i) the Assignment, Assumption and Recognition Agreement
dated February 1, 2002, by and among GSMC, the Depositor and ABN AMRO, as
Servicer and (ii) the Assignment, Assumption and Recognition Agreement
dated February 1, 2002, by and among the Trust, the Depositor and ABN AMRO,
as Servicer; (b) with respect to the Bank One Mortgage Loans, (i) the
Assignment, Assumption and Recognition Agreement dated February 1, 2002, by
and among GSMC, the Depositor and Bank One, as Servicer and (ii) the
Assignment, Assumption and Recognition Agreement dated February 1, 2002, by
and among the Trust, the Depositor and Bank One, as Servicer; (c) with
respect to the sale of the KeyBank Mortgage Loans, the Acknowledgement
Letter dated as of February 1, 2002 delivered by KeyBank; (d) with respect
to the servicing of the KeyBank Mortgage Loans, (i) the Assignment,
Assumption and Recognition Agreement dated February 1, 2002, by and among
GSMC, the Depositor and Countrywide, as Servicer and (ii) the Assignment,
Assumption and Recognition Agreement dated February 1, 2002, by and among
the Trust, the Depositor and Countrywide, as Servicer; and (e) with respect
to the Bank of America Mortgage Loans, (i) the Assignment, Assumption and
Recognition Agreement dated February 1, 2002, by and among GSMC, the
Depositor and Bank of America, as Servicer and (ii) the Assignment,
Assumption and Recognition Agreement dated February 1, 2002, by and among
the Trust, the Depositor and Bank of America, as Servicer.
"Available Distribution Amount": For any Distribution Date for
Pool 1 Mortgage Loans, Pool 2 Mortgage Loans or Pool 3 Mortgage Loans, as
the case may be, the sum, for the relevant Pool, of the following amounts:
(1) the total amount of all cash received from or on
behalf of the mortgagors or advanced by the Servicers on the
mortgage loans and not previously distributed (including Advances
made by the Servicers and proceeds of mortgage loans in the
applicable Pool that are liquidated), except:
(a) all Scheduled Payments collected but due on
a Due Date after that Distribution Date;
(b) all Curtailments received after the previous
calendar month (or after the Due Date related to such
Distribution Date, in the case of Countrywide);
(c) all Payoffs received after the previous
calendar month (or after the Due Date related to such
Distribution Date in the case of Countrywide) (together
with any interest payment received with those Payoffs to
the extent that it represents the payment of interest
accrued on the mortgage loans for the period after the
previous calendar month(or after the Due Date related to
such Distribution Date in the case of Countrywide));
(d) Liquidation Proceeds and Insurance Proceeds
received on the mortgage loans in the applicable Pool
after the previous calendar month (or after the Due Date
related to such Distribution Date in the case of
Countrywide);
(e) all amounts in the Certificate Account that
are due and reimbursable to a Servicer under the
applicable Servicing Agreement;
(f) the servicing compensation for each mortgage
loan in the applicable Pool net of any amounts payable as
compensating interest by the applicable Servicer on that
Distribution Date relating to mortgage loans that it
services; and
(g) any cash crossed over to another Pool as a
result of allocating Realized Losses to a Pool other than
that in which the Realized Loss occurred;
(2) all Advances made by the Servicers or Administrator
Advances for that Distribution Date to cover any shortfall
resulting when payments due on a mortgage loan in the relevant
Pool are less than the full scheduled payments of principal and
interest due on such Pool;
(3) the total amount of any cash received during the
calendar month prior to that Distribution Date by the Trustee or
the Servicers as a result of the repurchase by a Seller of any
mortgage loans in the applicable Pool as a result of defective
documentation or breach of representations and warranties; and
(4) Crossover Amounts from the other Pool.
If there is a Reconciliation Amount, then on the first
Distribution Date, the amount thereof shall be added to the
Available Distribution Amount by the Trustee (from funds provided
to it by the Depositor) and included in the Available Distribution
Amount for the applicable Pool. On or prior to the first
Distribution Date, the Depositor shall deliver cash sufficient to
pay the Reconciliation Amount to the Trustee. Any portion of such
amount not needed to pay the Reconciliation Amount shall be
returned to the Depositor.
"Bank of America": Bank of America, N.A.
"Bank of America Agreement": The Seller's Warranties and Servicing
Agreement dated as of December 1, 2001 between GSMC and Bank of America.
"Bank of America Mortgage Loans": The Mortgage Loans sold to GSMC
pursuant to the Bank of America Agreement and assigned first to the
Depositor and then the Trust pursuant to the relevant Assignment
Agreements.
"Bank One": Bank One, N.A.
"Bank One Agreements": Each of (i) the Seller's Purchase,
Warranties and Servicing Agreement dated as of August 1, 2001, (ii) the
Seller's Purchase, Warranties and Servicing Agreement dated as of December
1, 2001 and (iii) the Seller's Purchase, Warranties and Servicing Agreement
dated as of February 1, 2002, all between GSMC and Bank One.
"Bank One Mortgage Loans": The Mortgage Loans sold to GSMC
pursuant to the Bank One Agreements and assigned first to the Depositor and
then the Trust pursuant to the relevant Assignment Agreements.
"Book-Entry Certificates": The Class A1, Class A2, Class A3, Class
B1, Class B2, Class B3 and Class X Certificates.
"Certificate Balance": As to any Class of Certificates or
Interests as of the close of business on each Distribution Date, the
initial Certificate Balance thereof (as shown on the charts in Section
2.03(b), (c) and (d)) reduced by all principal payments previously
distributed to such Class and all Realized Losses previously allocated to
such Class.
"Certificate Rate": With respect to each Class of Certificates on
any Distribution Date, the percentage per annum or other entitlement to
interest described in Section 2.03(d). With respect to each REMIC Interest
on any Distribution Date, the Certificate Rates described in Section
2.03(b) and (c).
"Class": Each Class of Certificates or REMIC Interests.
"Class A Certificates": The Class A1, Class A2-A, Class A2-B, Class
A2-C and Class A3 Certificates.
"Class A2 Certificates": The Class A2-A, Class A2-B, Class A2-C
Certificates.
"Class A Interests": The Class AI and Class AII Interests.
"Class AI Interests": The Class AI-1, Class AI-2, and Class AI-3
Interests in REMIC I.
"Class AII Interests": The Class AII-1, Class AII-2, Class AII-3,
Class AII-4 and Class AII-5 Interests in REMIC II.
"Class B Certificate Rate": The weighted average of the rates on
the Class XX-0, Xxxxx XX-0, Class MA-3, Class MB-1, Class MB-2, and Class
MB-3 Interests.
"Class B Certificates": The Class B1, Class B2, Class B3, Class
B4, Class B5 and Class B6 Certificates.
"Class B Interests": The Class BI and Class BII Interests in REMIC
I and REMIC II.
"Class BI Interests": The Class BI-1, Class BI-2 and Class BI-3
interests in REMIC I.
"Class BII Interests": The Class BII-1, Class BII-2, Class BII-3,
Class BII-4, Class BII-5 and Class BII-6 Interests in REMIC II.
"Class Percentage": For each Distribution Date and for each Class
of Certificates or Interests, as applicable, the percentage obtained by
dividing the Certificate Balance of such Class of Certificates or
Interests, as applicable, immediately prior to such Distribution Date by
the then aggregate Certificate Balance of all of the Certificates or
Interests, as applicable.
"Class X2 Pass-Through Amount": On any Distribution Date and the
Class X2 Certificates, the amount shown in footnote 7 of Section 2.03(d).
"Class X3 Pass-Through Amount": On any Distribution Date and the
Class X3 Certificates, the amount shown in footnote 8 of Section 2.03(d).
"Closing Date": February 21, 2002.
"Collateral Shortfall": With respect to any Distribution Date, any
Pool, and REMIC I, or REMIC III, the amount, if any, by which the Class A
Interest or Interests related to such Pool on such Distribution Date (after
application of all principal distributions other than Crossover Amounts)
exceeds the aggregate Scheduled Principal Balance of all Mortgage Loans in
such Pool (as of the close of the related Due Period) (in the case of REMIC
I and the Mortgage Loans) or the Corresponding Class of AII Interests, in
the case of REMIC III.
"Corresponding Class": As to each REMIC I or REMIC II Interest, or
REMIC III Certificate, the Interests or Certificates shown as the
"corresponding" Class or Classes in the applicable chart in Section 2.03.
"Countrywide": Countrywide Home Loans, Inc.
"Countrywide Agreement": The Servicing Agreement dated as of
September 25, 2001, between GSMC and Countrywide.
"Credit Support Depletion Date": The first Distribution Date (if
any) on which the aggregate Certificate Balance of the Class B Certificates
has been or will be reduced to zero.
"Curtailments": Voluntary partial prepayments on a Mortgage Loan
(i.e., not including Liquidation Proceeds, Insurance Proceeds, or
Condemnation Proceeds).
"Custodian": JPMorgan Chase Bank (formerly known as The Chase
Manhattan Bank), in its capacity as custodian under each of the Custody
Agreements.
"Custody Agreement": Each of (a) with respect to the ABN AMRO
Mortgage Loans, (i) the Custody Agreement, dated as of August 1, 2001, and
(ii) the Custody Agreement, dated as of January 1, 2002 both by and among
GSMC, ABN AMRO and the Custodian; (b) with respect to the Bank One Mortgage
Loans, (i) the Custody Agreement, dated as of August 1, 2001, (ii) the
Custody Agreement, dated as of December 1, 2001 and (iii) the Custody
Agreement, dated as of February 1, 2002, all by and among GSMC, Bank One
and the Custodian; (c) with respect to the KeyBank Mortgage Loans, the
Custody Agreement, dated as of September 25, 2001, by and among Bavaria TRR
Corporation and the Custodian; and (d) with respect to the Bank of America
Mortgage Loans, the Custody Agreement, dated as of February 1, 2002, by and
among GSMC, Bank of America and the Custodian.
"Cut-Off Date": February 1, 2002.
"Delinquency Tests": The following two tests which will only be
considered satisfied if on any Distribution Date: (A) the outstanding
principal balance of all Mortgage Loans delinquent 60 days or more
(including Mortgage Loans in foreclosure and real estate owned) averaged
over the preceding three month period is less than or equal to 50% of the
aggregate outstanding principal balance of the Subordinate Certificates as
of such Distribution Date; and (B) cumulative Realized Losses as of the
Distribution Dates prior to or occurring in March 2012, and occurring in
March 2013, March 2014, March 2015 and March 2016 (and each March
thereafter) do not exceed 30%, 35%, 40%, 45% and 50% respectively, of the
aggregate initial principal balances of the Subordinate Certificates.
"Distribution Date": The 25th day of each month, or if such day is
not a Business Day, the next Business Day following such day.
"Due Date": For any Mortgage Loan, the first day in each calendar
month.
"GSMC": Xxxxxxx Xxxxx Mortgage Company.
"Interest Accrual Period": Except in the case of the Class A-2A
Certificates, the immediately preceding calendar month. In the case of the
Class A-2A Certificates, the one-month period ending on and including the
day before each Distribution Date, except in the case of the first Interest
Accrual Period which will begin on February 21, 2002.
"JPMorgan Chase": JPMorgan Chase Bank.
"Junior Subordinate Certificates": The Class B4, Class B5 and
Class B6 Certificates and Class BII-4, Class BII-5 and Class BII-6 Interests.
"KeyBank": KeyBank National Association.
"KeyBank Agreement": The Seller's Warranty Agreement dated as of
September 25, 2001 between Bavaria TRR Corporation and KeyBank.
"KeyBank Mortgage Loans": The Mortgage Loans sold to Bavaria TRR
Corporation pursuant to the KeyBank Agreement and shown on Exhibit A-1 of
the KeyBank Agreement.
"Liquidated Mortgage Loan": A Mortgage Loan for which the
applicable Servicer has determined that it has received all amounts that it
expects to recover from or on account of the Mortgage Loan, whether from
Insurance Proceeds, Liquidation Proceeds or otherwise.
"Liquidation Principal": The portion of Liquidation Proceeds
received with respect to each Mortgage Loan that became a Liquidated
Mortgage Loan during the calendar month preceding the month of the
Distribution Date.
"Moody's": Xxxxx'x Investors Service, Inc., or its successor.
"Mortgage Loans": The ABN AMRO Mortgage Loans, the Bank One
Mortgage Loans, the KeyBank Mortgage Loans and the Bank of America Mortgage
Loans.
"Mortgage Pool": The Pool 1, Pool 2 and Pool 3 Mortgage Loans.
"Net Rate": With respect to each Mortgage Loan, the Note Rate of
such Mortgage Loan less the Administrative Cost Rate applicable to such
Mortgage Loan. For purposes of calculating the Certificate Rates of the
Interests and Certificates, the Net Rate of a Mortgage Loan will be
calculated without regard to any modification, waiver or amendment of the
interest rate of the Mortgage Loan, whether agreed to by any Servicer or
resulting from a bankruptcy, insolvency or similar proceeding involving the
related Mortgagor.
"Net WAC Rate": With respect to any Distribution Date, REMIC I and
each Pool, the per annum rate equal to a fraction (i) the numerator of
which is the sum, for each Mortgage Loan in such Pool, of the product of
(x) the Net Rate in effect for such Mortgage Loan as of the beginning of
the related Due Period and (y) the Scheduled Principal Balance of such
Mortgage Loan on such date, and (ii) the denominator of which is the
aggregate Scheduled Principal Balance of the Mortgage Loans in such Pool as
of such date.
"Notional Amount": With respect to the Class X2 and X3
Certificates and each Distribution Date, an amount equal to the Certificate
Balance of the Class A2 or A3 Certificates respectively, immediately prior
to such Distribution Date.
"P&I Certificates": All Classes of Certificates other than the
Class X Certificates and the Residual Certificates.
"Payoffs": Voluntary prepayments in full on a Mortgage Loan.
"Pool": The Pool 1 Mortgage Loans, the Pool 2 Mortgage Loans or
the Pool 3 Mortgage Loans.
"Pool 1 Mortgage Loans": The Mortgage Loans identified on Schedule
I hereto.
"Pool 2 Mortgage Loans": The Mortgage Loans identified as such on
Schedule II hereto.
"Pool 3 Mortgage Loans": The Mortgage Loans identified as such on
Schedule III hereto.
"Prepayment Period": For the KeyBank Mortgage Loans, the Due
Period, and for the ABN AMRO Mortgage Loans, the Bank of America Mortgage
Loans and the Bank One Mortgage Loans, the prior calendar month.
"Principal Payment Amount": For any Distribution Date and any
Pool, the sum of the portion of the Scheduled Payments on the Mortgage
Loans due during the related Due Period that are allocable to principal.
"Principal Prepayment Amount": For any Distribution Date and any
Mortgage Loan, the sum for the Mortgage Loans in a Pool, of all Payoffs and
Curtailments relating to the Mortgage Loans in such Pool that were received
during the preceding calendar month.
"Private Certificates": The Class B4, Class B5 and Class B6
Certificates.
"Qualified Institutional Buyer": Any "qualified institutional
buyer" as defined in clause 7(a) of Rule 144A promulgated under the
Securities Act.
"Rating Agency": S&P or Moody's.
"Realized Loss": With respect to a liquidated Mortgage Loan, the
excess of (a) (i) the outstanding principal balance of the Mortgage Loan,
(ii) all accrued and unpaid interest thereon, and (iii) the amount of all
Advances made by the Servicers and other expenses incurred with respect to
such Mortgage Loan (including expenses of enforcement and foreclosure) over
(b) liquidation proceeds realized from such Mortgage Loan. Realized Losses
may also be realized in connection with unexpected expenses incurred by the
Trust, mortgagor bankruptcies and modifications of defaulted Mortgage
Loans.
"Reconciliation Amount": The difference, if any, between the
aggregate Scheduled Principal Balance of the Mortgage Loans on the Cut-Off
Date and the total amount of Certificates issued on the Closing Date, which
amount shall be no greater than $1,000.
"Regular Interests": The REMIC I Regular Interests, the REMIC II
Regular Interests and the REMIC III Regular Interests.
"Regular Certificates": The Class A, Class X and Class B
Certificates.
"REMIC": Either REMIC I, REMIC II or REMIC III.
"REMIC Interests": Each Class of REMIC interests issued pursuant
to Section 2.03(b) through (d) and identified as "REMIC" Interests therein.
"REMIC I": One of the three real estate mortgage investment
conduits created in the Trust, which consists of the Mortgage Loans and
certain other assets and the REMIC I Distribution Account.
"REMIC I Crossover Amounts": For any Distribution Date, each Pool
and REMIC I, the Subordinate Principal Distribution Amount (prior to
subtracting Crossover Amounts pursuant to clause (ii)(b) thereof))
multiplied by one minus a fraction (x) the numerator of which is the
Certificate Balance of the Class AI and Class BI Interests related to such
Pool and (y) the denominator of which is equal to the aggregate outstanding
Scheduled Principal Balance of the Mortgage Loans in such Pool.
"REMIC I Regular Interests": The regular interests in the REMIC I,
consisting of the Class AI-1, Class AI-2, Class AI-3, Class MA-1, Class
MA-2, Class MA-3, Class MBI-1, Class MBI-2, Class MBI-3, Class BI-1, Class
BI-2, and Class BI-3 Interests.
"REMIC I Residual Interest": The Class R1 Interest, which
represents the residual interest (as defined in Code Section 860G(a)(2)) in
REMIC I.
"REMIC I Subordinated Balance Ratio": The ratio equal to:
In the case of Group 1, the excess of (x) the aggregate Scheduled
Principal Balance of the Group 1 Mortgage Loans over (y) the current
Certificate Balance of the Group 1 Senior Certificates;
In the case of Group 2, the excess of (x) the aggregate Scheduled
Principal Balance of the Group 2 Mortgage Loans over (y) the current
Certificate Balance of the Group 2 Senior Certificates;
In the case of Group 3, the excess of (x) the aggregate Scheduled
Principal Balance of the Group 3 Mortgage Loans over (y) the current
Certificate Balance of the Group 3 Senior Certificates.
"REMIC II": One of the three real estate mortgage investment
conduits created in the Trust, which consists of the REMIC II Distribution
Account and the REMIC I Regular Interests.
"REMIC II Regular Interests": The regular interests in the REMIC
II, consisting of the Class AII-1, Class AII-2, Class AII-3, Class AII-4,
Class AII-5, Class BII-1, Class BII-2, Class BII-3, Class BII-4, Class
BII-5 and Class BII-6 Interests.
"REMIC II Residual Interest": The Class R2 Certificate, which
represent the residual interest (as defined in Code section 860G(a)(2)) in
REMIC II.
"REMIC III": One of the three real estate mortgage investment
conduits created in the Trust which consists of the Certificate Account and
the REMIC II Regular Interests.
"REMIC III Regular Interests": The regular interests in REMIC III,
consisting of the Class A, Class X and Class B Certificates.
"REMIC III Residual Interest": The Class R3 Certificates which
represent the residual interest (as defined in Code Section 860G(a)(2)) in
REMIC III.
"Remittance Date": The 18th day of each month, or if such day is
not a business day, (i) on the first business day immediately preceding
such day in the case of the ABN AMRO Agreements or (ii) on the next
succeeding business day in the case of the Bank of America Agreement, the
Bank One Agreements and the Countrywide Agreement.
"Residual Certificates": The Class R1, Class R2 and Class R3
Certificates.
"Rule 144A Certificates": The Class B4, Class B5 and Class B6
Certificates.
"S&P": Standard & Poor's Ratings Group, a Division of The
XxXxxx-Xxxx Companies, Inc., or its successor.
"Sale Agreement": Each of (a) the ABN AMRO Agreements relating to
the ABN AMRO Mortgage Loans, (b) the Bank One Agreements relating to the
Bank One Mortgage Loans, (c) the KeyBank Agreement relating to the KeyBank
Mortgage Loans and (d) the Bank of America Agreement relating to the Bank
of America Loans.
"Seller": With respect to the ABN AMRO Mortgage Loans, ABN AMRO;
with respect to the Bank One Mortgage Loans, Bank One; with respect to the
KeyBank Mortgage Loans, KeyBank and with respect to the Bank of America
Mortgage Loans, Bank of America.
"Senior Certificates": The Class A and Class X Certificates, and
the corresponding Interests in REMIC I and REMIC II.
"Senior Liquidation Amount": For any Distribution Date and any
Pool, will equal the aggregate, for each Mortgage Loan that became a
Liquidated Mortgage Loan during the calendar month preceding the month of
that Distribution Date, of the lesser of (i) the Senior Percentage for the
applicable Pool, of the scheduled principal balance of that mortgage loan
and (ii) the applicable Senior Prepayment Percentage of the Liquidation
Principal derived from such Mortgage Loan.
"Senior Percentage": For each Pool and any Distribution Date, will
equal the lesser of (a) 100% and (b) the sum of the Certificate Balances
(immediately before the Distribution Date) of the Class A Certificates
related to such Pool, divided by the aggregate outstanding principal
balance of the Mortgage Loans in such Pool as of the beginning of the Due
Period related to such Distribution Date.
"Senior Prepayment Amount": For any Distribution Date and REMIC I,
the product of (i) the Senior Prepayment Percentage applicable to an AI
Class and (ii) the Principal Prepayment Amount of the Pool 1 Mortgage
Loans, Pool 2 Mortgage Loans or Pool 3 Mortgage Loans, as applicable to
such AI Class, received during the related Prepayment Period.
"Senior Prepayment Percentage": For each Distribution Date, REMIC
and Pool, the Senior Percentage for such Distribution Date, plus the
percentage of the Subordinate Percentage for such Pool identified below for
the period during which such Distribution Date occurs:
Distribution Date Percent of Subordinate Percentage
March 2002 through February 2012.............. 100%
March 2012 through February 2013.............. 70%
March 2013 through February 2014.............. 60%
March 2014 through February 2015.............. 40%
March 2015 through February 2016.............. 20%
March 2016 and thereafter..................... 0%
provided, however, that on any Distribution Date (i) if the Pool 1, Pool 2
or Pool 3 Senior Percentage for that Distribution Date exceeds the initial
Pool 1, Pool 2 or Pool 3 Senior Percentage, respectively, as of the Closing
Date, then the Pool 1, Pool 2 or Pool 3 Senior Prepayment Percentage for
such Pool and that Distribution Date will equal 100%; (ii) if before the
Distribution Date in March 2005, the Subordinate Percentage for such
Distribution Date is greater than or equal to twice that percentage as of
the Closing Date, then the Pool 1, Pool 2 and Pool 3 Senior Prepayment
Percentages for such Distribution Date will equal the Pool 1, Pool 2 and
Pool 3 Senior Percentages, as applicable, plus 50% of the Subordinate
Percentage for that Distribution Date; and (iii) if after the Distribution
Date in March 2005, the Subordinate Percentage for such Distribution Date
is greater than or equal to twice that percentage as of the Closing Date,
then the Pool 1, Pool 2 and Pool 3 Senior Prepayment Percentages for such
Distribution Date will equal the Pool 1, Pool 2 and Pool 3 Senior
Percentages, as applicable (the tests expressed in clauses (ii) and (iii)
being referred to as the "two-times tests"); provided, further, however,
that in the event the Delinquency Test is not satisfied as of such
Distribution Date, the Subordinate Percentage used to calculate the Senior
Prepayment Percentage for the related Distribution Date shall equal the
Subordinate Percentage scheduled to be used during the preceding year based
on the above table; provided further, that (i) for any Distribution Date
occurring on or prior to the Distribution Date occurring in February 2005,
if the Delinquency Tests and the two-times tests are satisfied, then the
percent of the Subordinate Percentage shown in the above chart shall be 50%
and (ii) for any Distribution Date occurring after February 2005, if the
Delinquency Test and the two-times tests are satisfied, the percent of the
Subordinate Percentage shown in the above chart shall be 100%. If on any
Distribution Date the allocation to the Pool 1, Pool 2 or Pool 3 Senior
Certificates in the percentage required would reduce the sum of the
Certificate Balances of those certificates below zero, the Pool 1, Pool 2
or Pool 3 Senior Prepayment Percentages, as applicable, for that
Distribution Date shall be limited to the percentage necessary to reduce
such sum to zero.
"Senior Principal Distribution Amount": For each Pool and each
Distribution Date, the sum of: (i) the Senior Percentage of the Principal
Payment Amount for such Pool, (ii) the Senior Prepayment Percentage of the
Principal Prepayment Amount for such Pool and (iii) the Senior Liquidation
Amount for such Pool.
"Servicer": With respect to the ABN AMRO Mortgage Loans, ABN AMRO
and its successors under the relevant Servicing Agreement; with respect to
the Bank One Mortgage Loans, Bank One and its successors under the relevant
Servicing Agreement; with respect to the KeyBank Mortgage Loans,
Countrywide and its successors under the relevant Servicing Agreement; and
with respect to the Bank of America Mortgage Loans, Bank of America and its
successors under the relevant Servicing Agreement.
"Servicing Agreement": Each of (a) with respect to the ABN AMRO
Mortgage Loans, the applicable ABN AMRO Agreement; (b) with respect to the
Bank One Mortgage Loans, the applicable Bank One Agreement; (c) with
respect to the KeyBank Mortgage Loans, the Countrywide Agreement; and (d)
with respect to the Bank of America Mortgage Loans, the Bank of America
Agreement.
"Subordinate Certificates": The Class B Certificates.
"Subordinate Component Balance": For each Pool as of the beginning
of any Due Period will equal the then outstanding aggregate Scheduled
Principal Balance of the Mortgage Loans in such Pool minus the then
outstanding aggregate Certificate Balance of the related Class A
Certificates (and, in the case of the Pool 1 Mortgage Loans, of the
Residual Certificates).
"Subordinate Principal Distribution Amount": For any Distribution
Date, the (x) the sum of the Principal Payment Amount, the Principal
Prepayment Amount, and the liquidation amount for a Pool minus (y) the
Senior Principal Distribution Amount.
"Subordination Levels": With respect to any class of Subordinate
Certificates on any specified date and both REMIC II and REMIC III, the
percentage obtained by dividing the sum of the Certificate Balances of all
Classes of Subordinate Certificates that are subordinate to that Class by
the sum of the Certificate Balances of all Classes of Certificates as of
such date, before giving effect to distributions and allocations of
Realized Losses to the Certificates on such date.
"Trust Estate": As defined in Section 2.01 hereof.
"Trust Agreement": This Trust Agreement, dated as of February 1,
2002, which incorporates by reference the Standard Terms to Trust
Agreement, February 2002 edition; provided that any references in any
documents required hereunder, including references in documents within the
Trustee Mortgage Loan File, to a Trust Agreement dated as of February 1,
2002, shall be deemed to refer to this Trust Agreement.
"Trustee": JPMorgan Chase Bank, not in its individual capacity but
solely as Trustee under this Trust Agreement, or its successor in interest,
or any successor trustee appointed as herein provided.
"Trustee Fee": With respect to each Distribution Date, an amount
payable to the Trustee equal to the product of one-twelfth of the Trustee
Fee Rate multiplied by the aggregate Scheduled Principal Balance of the
Mortgage Loans as of the beginning of the Due Period relating to such
Distribution Date.
"Trustee Fee Rate": 0.0075%.
ARTICLE II
FORMATION OF TRUST; CONVEYANCE OF MORTGAGE LOANS
Section 2.01. Conveyance to the Trustee.
To provide for the distribution of the principal of and interest
on the Certificates and Interests in accordance with their terms, all of
the sums distributable under this Trust Agreement with respect to the
Certificates and the Interests and the performance of the covenants
contained in this Trust Agreement, the Depositor hereby bargains, sells,
conveys, assigns and transfers to the Trustee, in trust, without recourse
and for the exclusive benefit of the Holders of the Certificates, all of
the Depositor's right, title and interest in and to any and all benefits
accruing to the Depositor from: (a) the Mortgage Loans listed on each of
Schedule I, Schedule II or Schedule III hereto, the related Trustee
Mortgage Loan Files, and all Monthly Payments due thereon after the Cut-Off
Date and all principal prepayments collected with respect to the Mortgage
Loans and paid by a Borrower on or after the Cut-Off Date, and proceeds of
the conversion, voluntary or involuntary, of the foregoing; (b) the Sale
Agreements; provided that the Depositor hereby reserves its right to
indemnification under the Sale Agreements; (c) the Custody Agreements; (d)
the Assignment Agreements; (e) the Servicing Agreements; (f) the
Distribution Account, the Certificate Account, and the Collection Accounts
and (g) proceeds of all of the foregoing (including, without limitation,
all amounts, other than investment earnings, from time to time held or
invested in the Collection Account and the Certificate Account, whether in
the form of cash, instruments, securities or other property, all proceeds
of any mortgage insurance, mortgage guarantees, hazard insurance, or title
insurance policy relating to the Mortgage Loans, cash proceeds, accounts,
accounts receivable, notes, drafts, acceptances, chattel paper, checks,
deposit accounts, rights to payment of any and every kind, and other forms
of obligations and receivables, which at any time constitute all or part or
are included in the proceeds of any of the foregoing) to pay the REMIC
Interests and the Certificates as specified herein (items (a) through (g)
above shall be collectively referred to herein as the "Trust Estate").
The foregoing sale, transfer, assignment, set-over and conveyance
does not and is not intended to result in the creation of an assumption by
the Trustee of any obligation of the Depositor, the Seller or any other
person in connection with the Mortgage Loans, the Sale Agreements, the
Servicing Agreements, the Assignment Agreements or under any agreement or
instrument relating thereto except as specifically set forth herein.
Section 2.02. Acceptance by the Trustee.
By its execution of this Agreement, the Trustee
acknowledges and declares that it holds and will hold or has agreed to hold
(in each case through the applicable Custodian) all documents delivered to
any such person from time to time with respect to the Mortgage Loans and
all assets included in the definition of "Trust Estate" herein in trust for
the exclusive use and benefit of all present and future Holders of the
Certificates. The Trustee has not created and will not create, and no
Officer of the Trustee has any actual knowledge or has received actual
notice of, any interest in the Trust contrary to the interests created by
the Trust Agreement. The Trustee has not entered, nor intends to enter,
into any subordination agreement or intercreditor agreement with respect to
any assets included in the Trust.
Section 2.03. REMIC Elections and REMIC Interests Designations.
(a) REMIC Elections. Elections shall be made by the Trustee to
treat the assets of the Trust described in the definition of the term
"REMIC I," the assets of the Trust described in the definition of the term
"REMIC II" and the assets of the Trust described in the definition of the
term "REMIC III" as separate REMICs for federal income tax purposes. The
REMIC I Regular Interests will constitute the regular interests in REMIC I,
and the Class R1 Interest will constitute the residual interest in such
REMIC. The REMIC II Regular Interests will constitute the regular interests
in REMIC II, and the Class R2 Interest will constitute the residual
interest in REMIC II. The REMIC III Regular Interests will constitute the
regular interests in REMIC III and the Class R3 Certificates will
constitute the residual interest in REMIC III.
(b) REMIC I Interests. REMIC I shall issue each of the following
Classes of Interests in book-entry form, each of which shall be a Class of
REMIC I Interests, having the following Certificate Rates and initial
Certificate Balances:
REMIC Initial Certificate Certificate Corresponding
Interest Balance Rate Classes
-------- ------- ---- -------
Class AI-1 $74,707,000.00 (1) AII-1, A1
Class AI-2 $290,383,000.00 (2) XXX-0, XXX-0,XXX-0,
X0, X-0, X-0
Class AI-3 $80,312,000.00 (3) AII-3, A-5
Class BI-1 $2,701,888.55 (4) N/A (8)
Class BI-2 $10,500,946.98 (5) N/A (8)
Class BI-3 $2,904,644.81 (6) N/A (8)
Class MA-1 $7,741.69 (1) N/A (8)
Class MA-2 $30,091.52 (2) N/A (8)
Class MA-3 $8,322.53 (3) N/A (8)
Class R1 $100 (7) N/A (8)
Class MB-1 $270.99 (4) N/A (8)
Class MB-2 $1,053.22 (5) N/A (8)
Class MB-3 $291.33 (6) N/A (8)
(1) On each Distribution Date, the Certificate Rate on the Class
AI-1 Interest and the Class MA-1 Interest will each equal the
Net WAC Rate for the Pool 1 Mortgage Loans.
(2) On each Distribution Date, the Certificate Rate on the Class
AI-2 Interest and the Class MA-2 Interest will each equal the
Net WAC Rate for the Pool 2 Mortgage Loans.
(3) On each Distribution Date, the Certificate Rate on the Class
AI-3 Interest and the Class MA-3 Interest will each equal the
Net WAC Rate for the Pool 3 Mortgage Loans.
(4) On each Distribution Date, the Certificate Rate on the Class
MB-1 Interest and the Class BI-1 Interest will each be equal
to the Net WAC Rate for the Pool 1 Mortgage Loans.
(5) On each Distribution Date, the Certificate Rate on the Class
MB-2 Interest and the Class BI-2 Interest will each be equal
to the Net WAC Rate for the Pool 2 Mortgage Loans.
(6) On each Distribution Date the Certificate Rate on the Class
MB-3 Interest and the Class BI-3 Interest will be equal to
the Net WAC Rate for the Pool 3 Mortgage Loans.
(7) On each Distribution Date the Certificate Rate on the Class R1
Interests will be equal to the Net WAC Rate for the Pool 2 Mortgage
Loans.
(8) N/A means not applicable.
(c) REMIC II Interests. REMIC II shall issue each of the following
Classes of Interests in book-entry form, each of which shall be a Class of
REMIC II Interests, having the following Certificate Rates and initial
Certificate Balances:
REMIC Initial Certificate Certificate Corresponding
Interest Balance Rate Class
-------- ------- ---- -----
Class AII-1 $74,707,000 (1) MA-1, A1, R3
Class AII-2 $141,000,000 (2) MA-2, A2-A
Class AII-3 $65,700,000 (2) MA-2, A2-B
Class AII-4 $83,683,000 (2) MA-2, A2-C
Class AII-5 $80,312,000 (3) MA-3, A3
Class BII-1 $6,231,000 (4) N/A
Class BII-2 $4,154,000 (5) N/A
Class BII-3 $1,846,000 (6) N/A
Class BII-4 $1,385,000 (7) N/A
Class BII-5 $692,000 (8) N/A
Class BII-6 $1,847,051 (9) N/A
Class R2 $100 (10) N/A(11)
(1) On each Distribution Date, the Certificate Rate on the Class AII-1
Interest will be equal to the Net WAC Rate for the Pool 1 Mortgage
Loans, which will also equal the interest rate on the Class MA-1
Interest in REMIC I.
(2) On each Distribution Date, the Certificate Rate on the Class AII-2,
Class AII-3, and Class AII-4 Interests will be equal to the Net WAC
Rate for the Pool 2 Mortgage Loans, which will also equal the
interest rate on the Class MA-2 Interest in REMIC I.
(3) On each Distribution Date, the Certificate Rate on the Class AII-5
Interests will be equal to the Net WAC Rate for the Pool 3 Mortgage
Loans, which will also equal the interest rate on the Class MA-3
Interest in REMIC I.
(4) On each Distribution Date, the Certificate Rate on the Class BII-1
Interest will equal the Class B Certificate Rate.
(5) On each Distribution Date, the Certificate Rate on the Class BII-2
Interest will equal to the Class B Certificate Rate.
(6) On each Distribution Date, the Certificate Rate on the Class BII-3
Interest will equal to the Class B Certificate Rate.
(7) On each Distribution Date, the Certificate Rate on the Class BII-4
Interest will equal to the Class B Certificate Rate.
(8) On each Distribution Date, the Certificate Rate on the Class BII-5
Interest will equal to the Class B Certificate Rate.
(9) On each Distribution Date, the Certificate Rate on the Class BII-6
Interest will equal to the Class B Certificate Rate.
(10) On each Distribution Date, the Certificate Rate on the Class R2
Interest will be equal to the Net WAC Rate for the Pool 2 Mortgage
Loans.
(11) N/A means not applicable.
(d) REMIC III Interests. REMIC III shall issue the Certificates, with the
designations, initial Certificate Balances and Certificate Rates set forth
below, each of which shall be a Class of REMIC III Interest.
Initial Initial Certificate Final Scheduled
Class Certificate Balance Rate Distribution Date(11)
----- ------------------- ---- -----------------
Class A1 Certificates $74,707,000 5.992%(2) March 25, 2032
Class A2-A Certificates $141,000,000 3.286%(3) March 25, 2032
Class A2-B Certificates $65,700,000 5.141%(4) March 25, 2032
Class A2-C Certificates $83,683,000 5.933%(5) March 25, 2032
Class A3 Certificates $80,312,000 5.950%(6) March 25, 2032
Class X2 Certificates $290,383,000(1) 1.328%(7) March 25, 2032
Class X3 Certificates $80,312,000(1) 0.064%(8) March 25, 2032
Class B1 Certificates $6,231,000 6.007%(9) March 25, 2032
Class B2 Certificates $4,154,000 6.007%(9) March 25, 2032
Class B3 Certificates $1,846,000 6.007%(9) March 25, 2032
Class B4 Certificates $1,385,000 6.007%(9) March 25, 2032
Class B5 Certificates $692,000 6.007%(9) March 25, 2032
Class B6 Certificates $1,847,051 6.007%(9) March 25, 2032
Class R3 Certificates $100 5.986%(10) N/A(12)
(1) Notional Amount.
(2) For the initial Distribution Date, the Certificate Rate for
the Class A1 Certificates will equal 5.992%. The Certificate
Rate for the Class A1 Certificates will equal the Net WAC
Rate on the Pool 1 Mortgage Loans (which equals 100% of the
interest on the Class AII-1 Interest in REMIC II).
(3) For the initial Distribution Date, the Certificate Rate for
the Class A2-A Certificates will equal 3.286%. For each
Distribution Date on or before January 2007, the Certificate
Rate for the Class A2-A Certificates be equal to the lesser
of 3.286% and the Net WAC Rate on the Pool 2 Mortgage Loans.
For the Distribution Date in January 2007 and thereafter, the
Certificate Rate for the Class A2-A Certificates will equal
the Net WAC Rate on the Pool 2 Mortgage Loans (which also
equals 100% of the interest on the Class AII-2 Interest in
REMIC II).
(4) For the initial Distribution Date, the Certificate Rate for
the Class A2-B Certificates will equal 5.141%. For each
Distribution Date on or before January 2007, the Certificate
Rate for the Class A2-B Certificates be equal to the lesser
of 5.141% and the Net WAC Rate on the Pool 2 Mortgage Loans.
For the Distribution Date in January 2007 and thereafter, the
Certificate Rate for the Class A2-B Certificates will equal
the Net WAC Rate on the Pool 2 Mortgage Loans (which also
equals 100% of the interest on the Class AII-3 Interest in
REMIC II).
(5) For the initial Distribution Date, the Certificate Rate for
the Class A2-C Certificates will equal 5.933%. For each
Distribution Date on or before January 2007, the Certificate
Rate for the Class A2-C Certificates be equal to the lesser
of 5.933% and the Net WAC Rate on the Pool 2 Mortgage Loans.
For the Distribution Date in January 2007 and thereafter, the
Certificate Rate for the Class A2-C Certificates will equal
the Net WAC Rate on the Pool 2 Mortgage Loans(which also
equals 100% of the interest on the Class AII-4 Interest in
REMIC II).
(6) For the initial Distribution Date, the Certificate Rate for
the Class A3 Certificates will equal 5.950%. For each
Distribution Date on or before November 2008, the Certificate
Rate for the Class A3 Certificates will be equal to the
lesser of 5.950% and the Net WAC Rate on the Pool 3 Mortgage
Loans. For the Distribution Date in November 2008 and
thereafter, the Certificate Rate for the Class A3
Certificates will equal the Net WAC Rate on the Pool 3
Mortgage Loans (which also equals 100% of the interest on the
Class AII-5 Interest in REMIC II).
(7) The approximate Certificate Rate for the first Distribution
Date is stated as a percentage of the aggregate Certificate
Balance of the Class A2-A, A2-B and A2-C Certificates (the
"Notional Amount" for the Class X2 Certificates). On each
Distribution Date, the Class X2 Certificates will be entitled
to receive (i) the excess, if any, of the Net WAC for the
Pool 2 Mortgage Loans over the Class A2-A Certificate Rate,
(ii) the excess, if any, of the Net WAC for the Pool 2
Mortgage Loans over the Class A2-B Certificate Rate, and
(iii) the excess, if any, of the Net WAC for the Pool 2
Mortgage Loans over the Class A2-C Certificate Rate, in each
case, multiplied by the Certificate Balance of such Class.
(8) The approximate Certificate Rate for the first Distribution
Date is stated as a percentage of the aggregate Certificate
Balance of the Class A3 Certificates (the Notional Amount for
the Class X3 Certificates). On each Distribution Date, the
Class X3 Certificates will be entitled to receive the excess,
if any, of the Net WAC Rate for Pool 3 Mortgage Loans over
the Class A3 Certificate Rate multiplied by the Certificate
Balance of such Class.
(9) For the initial Distribution Date, the Certificate Rate on
these Certificates will equal approximately 6.007%. On each
Distribution Date thereafter, the Certificate Rate on these
certificates will equal the Class B Certificate Rate.
(10) For the initial Distribution Date, the Certificate Rate on
these Certificates will equal approximately 5.986%. On each
Distribution Date thereafter, the Certificate Rate on these
Certificates will equal the Net WAC Rate on the Pool 2
Mortgage Loans.
(11) The Final Scheduled Distribution Date for a Class of
Certificates has been determined by adding one month to the
stated maturity date of the Mortgage Loan with the latest
stated maturity.
(12) N/A means not applicable.
(e) REMIC Final Scheduled Distribution. The final Scheduled
Distribution Date for the Class AI-1, Class AI-2, Class A1-3 and Class A2 REMIC
Interests is the March 2032 Distribution Date. The final Scheduled
Distribution Date for the Class B Interests is the March 2032 Distribution
Date.
ARTICLE III
REMITTING TO CERTIFICATEHOLDERS
Section 3.01 Distributions to Certificateholders.
(a) REMIC I Distributions. In accordance with Section 3.01(b)(iii)
of the Standard Terms and subject to the exceptions set forth below, on each
Distribution Date, the Trustee shall withdraw the aggregate Available
Distribution Amount for all Groups from the REMIC I Distribution Account,
and shall distribute it in the following manner and order of priority to
the REMIC II Distribution Account (except that payments on the Class R1
Certificate will be made to the holder thereof):
(i) The Available Distribution Amount for the Pool 1 Mortgage
Loans will be distributed in the following order:
(1) To the Class AI-1, Class MA-1, and Class MB-1
Interests, pro rata, Accrued Certificate Interest;
(2) To the Class MA-1 and Class MB-1 Interests, pro rata,
so as to keep the Certificate Balance of the Class MA-1 equal to 0.01% of
the aggregate Scheduled Principal Balance of the Pool 1 Mortgage Loans and
to keep the Certificate Balance of the Class MB-1 Interests equal to 0.01%
of the excess of (x) the aggregate Scheduled Principal Balance of the Pool
1 Mortgage Loans over (y) the Certificate Balance of the Class A1
Certificates in REMIC III (except that if any such excess is a larger
number than in the preceding distribution period, the least amount of
principal shall be distributed to such REMIC I Regular Interests such that
the Subordinate Balance Ratio is maintained);
(3) To the Class AI-1 Interest the Senior Principal
Distribution Amount, minus the principal amount distributed in paragraph
(2), until its Certificate Balance has been reduced to zero;
(4) to the Class BI-1 Interest, Accrued Certificate
Interest;
(5) as principal to the Class BI-1 Interest the Subordinate
Principal Distribution Amount until its Certificate Balance has been
reduced to zero;
(6) to each Class or REMIC I Interests, in order of
seniority (with the Class AI-1, MA-1 and MB-1 being treated as if pari
passu with the Class AI-1 Interests); and
(7) at such time as all other classes have been paid in
full and all losses previously allocated have been paid in full, to the
Class R1 Certificates.
(ii) The Available Distribution Amount for the Pool 2 Mortgage
Loans will be distributed as follows:
(1) to the Class XX-0, XX-0, and MB-2, Accrued Certificate
Interest;
(2) pro rata, so as to keep the Certificate Balance of the
Class MA-2 Interest equal to 0.01% of the aggregate Scheduled Principal
Balance of the Pool 2 Mortgage Loans and to keep the Certificate Balance
of the Class MB-2 Interest equal to 0.01% of the excess of (x) the
aggregate Scheduled Principal Balance of the Group 2 Mortgage Loans over
(y) the sum of the aggregate Certificate Balance of the Class A2-A, A2-B
and A2-C Certificates in REMIC III (except that if any such excess is a
larger number than in the preceding distribution period, the least amount
of principal shall be distributed to such REMIC I Regular Interests that
will maintain the Subordinate Balance Ratio);
(3) to the Class AI-2 Interest, the Senior Principal
Distribution Amount minus the amount distributed pursuant to paragraph (2);
(4) to the Class BI-2 Interest, Accrued Certificate
Interest;
(5) to the Class BI-2 Interest, as principal, the
Subordinate Principal Distribution Amount for the Pool 2 Mortgage Loans;
(6) to each Class of REMIC I Interests in order of
seniority (with the Class MA-2 and Class MB-2 being treated as pari passu
with the Class AI-2) up to the amount of Realized Losses allocated to each
such Class; and
(7) after all Classes of Certificates are paid in full, to
the Class R-1 Certificates.
(iii) The Available Distribution Amount for the Pool 3 Mortgage
Loans shall be distributed as follows:
(1) to the Class AI-3, Class MA-3 and Class MB-3 Interests,
pro rata, Accrued Certificate Interest;
(2) pro rata, so as to keep the Certificate Balance of the
Class MA-3 Interest equal to 0.01% of the aggregate Scheduled Principal
Balance of the Pool 2 Mortgage Loans and to keep the Certificate Balance
of the Class MB-3 Interest equal to 0.01% of the excess of (x) the
aggregate Scheduled Principal Balance of the Pool 3 Mortgage Loans over
(y) the Certificate Balance of the Class A3 Certificates issued by REMIC
III (except that if any such excess is a larger number than in the
preceding distribution period, the least amount of principal shall be
distributed to such REMIC Regular Interests that will maintain the
Subordinate Balance Ratio);
(3) to the Class AI-3 Interest, the Senior Principal
Distribution Amount minus the amount distributed in paragraph (2);
(4) to the Class BI-3 Interest, Accrued Certificate
Interest;
(5) to the Class BI-3 Interest, as principal, the
Subordinate Principal Distribution Amount for the Pool 3 Mortgage Loans;
(6) to each Class of REMIC I Interests in order of
seniority (with the Class MA-3 and Class MB-3 Interests being treated as
pari passu with the Class AI-3 Interests) up to the amount of Realized
Losses previously allocated to such Class; and
(7) after all classes of REMIC I Interests have been paid
in full, to the Class R1 Certificates.
(b) REMIC II Distributions. In accordance with Section 3.01(b)(iii)
of the Standard Terms, on each Distribution Date, after all REMIC Interest
allocations have been made as described in Section 3.01(b) above and
Section 3.02(a)(i) below, the Trustee shall withdraw all amounts allocated
to the various REMIC II Regular Interests and deposited into the REMIC II
Distribution Account and shall allocate and, subject to Section 3.01(d),
distribute such amounts in the following manner and order of priority to
the Certificate Account, except that amounts payable to the Class R2
Certificates will be distributed to the Holder thereof:
(i) Unless a Credit Support Depletion Date shall have occurred, the
Available Distribution Amount for REMIC II, which consists of the all of
the distributions on the REMIC I Interests, will be distributed:
(1) First, pro rata to the Class AII-1, Class AII-2, Class
AII-3, Class AII-4, Class AII-5 and Class R2 Interests, Accrued Certificate
Interest;
(2) Second, as principal to the Class R2 Interest until its
Certificate Balance has been reduced to zero; and
(3) Third, (a) to the Class AII-1 Interests, as principal,
the Class AII-1 Senior Principal Distribution Amount for the Pool 1
Mortgage Loans; (b) sequentially to the Class AII-2, Class AII-3 and Class
AII-4 Interests, as principal, the Senior Principal Distribution Amount for
Pool 2 Mortgage Loans, in each case until the Certificate Balance of each
such Class of Interests has been reduced to zero, and (b) to the Class
AII-5 Interests, as principal, the Class AII-5 Senior Principal
Distribution Amount for the Pool 3 Mortgage Loans.
(ii) Subject to the exceptions listed in Section 3.01(b)(iii),
unless a Credit Support Depletion Date shall have occurred, the portion of the
Available Distribution Amount for the Pool 1, Pool 2 and Pool 3 Mortgage
Loans remaining after making the distributions specified in Section
3.01(b)(i) will be distributed in the following order of priority:
(1) to the Class BII-1 Interests, Accrued Certificate
Interest thereon;
(2) to the Class BII-1 Interests, their pro rata share of
the Subordinate Principal Distribution Amount;
(3) to the Class BII-2 Interests, Accrued Certificate
Interest thereon;
(4) to the Class BII-2 Interests, their pro rata share of
the Subordinate Principal Distribution Amount;
(5) to the Class BII-3 Interests, Accrued Certificate
Interest thereon;
(6) to the Class BII-3 Interests, their pro rata share of
the Subordinate Principal Distribution Amount; and
(7) to the Class BII-4, Class BII-5, Class BII-6 Interests,
interest and principal in the same manner as for the Class BII-1, Class
BII-2 and Class BII-3 Interests, first to the Class BII-4 Interests, then
to the Class BII-5 Interests and finally to the Class BII-6 Interests;
(8) to each Class of Interests in order of seniority, up to
the amount of unreimbursed Realized Losses previously allocated to such
Class, if any; provided, however, that any amounts distributed pursuant to
this Section 3.01(b)(ii)(8) will not cause a further reduction in the Class
principal balances of any of the Interests.
(9) at such time as all other classes have been paid in
full and all losses previously allocated have been paid in full, to the
Class R2 Interests.
(iii) Notwithstanding paragraph (ii) above, on any Distribution
Date on which the Subordination Level for any Class of Subordinate Certificates
is less than the Subordination Level as of the Closing Date, distributions
among the Subordinate Certificates shall be allocated to increase such
Subordination Level. The Trustee shall identify the most senior class of
Subordinate Certificates for which the Subordination Level is less than the
Subordination Level as of the Closing Date, and the portion of the
Subordinate Principal Distribution Amount otherwise allocable to the
Classes of Subordinate Certificates junior to such Class will instead be
allocated among the more senior Classes of Subordinate Certificates, pro
rata in proportion to the Certificate Balances of those Classes.
(iv) If a Credit Support Depletion Date shall occur, on such
Distribution Date and thereafter, distributions of principal on the Class
AII-2, Class AII-3 and Class AII-4 Interests will be made to such Classes pro
rata based on their Certificate Balances (but only from the Pool 2 Mortgage
Loans) rather than sequentially under Section 3.01(b)(i)(3)(a).
(c) REMIC III Regular Distributions. In accordance with Section
3.01(b)(iii) of the Standard Terms, on each Distribution Date, after all
REMIC Interest allocations have been made as described in Sections 3.01(b)
above and 3.02(a)(i) below, the Trustee shall withdraw all amounts
allocated to the various REMIC II Regular Interests and deposited in the
Certificate Account, and shall allocate and, subject to Section 3.01(d),
distribute such amounts in the following manner and order of priority:
(i) Subject to the exception listed in Section
3.01(c)(vii), unless a Credit Support Depletion Date shall have occurred,
the Available Distribution Amount for the Pool 1 Mortgage Loans will be
distributed:
(1) First, to the Class A1 Certificates, Accrued
Certificate Interest thereon; and
(2) Second, to the Class A1 Certificates, as principal, the
Principal Distribution Amount.
(ii) Unless a Credit Support Depletion Date shall have occurred, the
Available Distribution Amount for the Pool 2 Mortgage Loans will be
distributed:
(1) First, pro rata to the Class A2-A, Class A2-B, Class
A2-C, Class X2 and Class R3 Certificates, Accrued Certificate Interest;
(2) Second, as principal to the Class R3 Certificates until
such Certificate Balances have been reduced to zero; and
(3) Third, sequentially to the Class A2-A, Class A2-B and
Class A2-C Certificates, as principal, the Senior Principal Distribution
Amount for the Pool 2 Mortgage Loans, in each case until the Certificate
Balance of each such Class of Certificates has been reduced to zero.
(iii) Unless a Credit Support Depletion Date shall have occurred,
the Available Distribution Amount for the Pool 3 Mortgage Loans will be
distributed:
(1) First, pro rata to the Class A3 and Class X3
Certificates in proportion to Accrued Certificate Interest thereon; and
(2) Second, to the Class A3 Certificates, as principal, the
Principal Distribution Amount.
(iv) Subject to the exception listed in Section 3.01(c)(v), unless a
Credit Support Deletion Date shall have occurred, the portion of the Available
Distribution Amount for the Pool 1, Pool 2 and Pool 3 Mortgage Loans
remaining after making the distributions specified in Sections 3.01(c)(i),
3.01(c)(ii) and 3.01(c)(iii) will be distributed in the following order of
priority:
(1) to the Class B1 Certificates, Accrued Certificate
Interest thereon;
(2) to the Class B1 Certificates, their pro rata share of
the Subordinate Principal Distribution Amount;
(3) to the Class B2 Certificates, Accrued Certificate
Interest thereon;
(4) to the Class B2 Certificates, their pro rata share of
the Subordinate Principal Distribution Amount;
(5) to the Class B3 Certificates, Accrued Certificate
Interest thereon;
(6) to the Class B3 Certificates, their pro rata share of
the Subordinate Principal Distribution Amount;
(7) to the Junior Subordinate Certificates, interest and
principal in the same manner as for the Class B1, Class B2 and Class B3
Certificates, first to the Class B4 Certificates, then to the Class B5
Certificates and finally to the Class B6 Certificates;
(8) to each Class of Certificates in order of seniority, up
to the amount of unreimbursed Realized Losses previously allocated to such
Class, if any; provided, however, that any amounts distributed pursuant to
this Section 3.01(c)(iv)(8) will not cause a further reduction in the Class
principal balances of any of the Certificates; and
(9) at such time as all other classes have been paid in
full and all losses previously allocated have been paid in full, to the
Class R3 Certificates.
(v) Notwithstanding paragraphs (b)(ii) and (c)(iv) above, on any
Distribution Date on which the Subordination Level for any Class of
Subordinate Certificates of REMIC II and REMIC III is less than the
Subordination Level as of the Closing Date, distributions among the
Subordinate Certificates of REMIC II and REMIC III shall be allocated to
increase such Subordination Level. The Trustee shall identify the most
senior class of Subordinate Certificates for which the Subordination Level
is less than the Subordination Level as of the Closing Date, and the
portion of the Subordinate Principal Distribution Amount otherwise
allocable to the Classes of Subordinate Certificates of REMIC II and REMIC
III junior to such Class will instead be allocated among the more senior
Classes of Subordinate Certificates of such REMIC, pro rata in proportion
to the Certificate Balances of those Classes.
(vi) If a Credit Support Depletion Date shall occur, on such
Distribution Date and thereafter, distributions of principal on the Class
AII-2, Class AII-3, and Class AII-4 Interests in REMIC II and the Class
A2-A, Class A2-B and Class A2-C Certificates will be made to such Classes
pro rata based on their Certificate Balances (but only from the Pool 2
Mortgage Loans) rather than sequentially under Section 3.01(c)(ii)(3).
(vii) Notwithstanding paragraphs (b)(ii) and (c)(iv) above, on
each Distribution Date prior to the Credit Support Depletion Date, but
after the reduction of any of the Certificate Balances of the Class AII-1,
Class AII-4, Class AII-5, Class A1, Class A2 or Class A-3 Certificates to
zero, the remaining Class or Classes of Senior Certificates in REMIC II and
REMIC III will be entitled to receive as principal payments, pro rata based
upon their Certificate Balances immediately prior to such Distribution
Date, in addition to any Senior Principal Distribution Amount related to
the applicable Pool, 100% of the Principal Prepayment Amount on any
Mortgage Loan in any other Pool as to which the related Senior Certificates
have been repaid; provided, however, that if (A) the Subordinate Percentage
on such Distribution Date equals or exceeds 200% of the Subordinate
Percentage on the Closing Date and (B) the aggregate Scheduled Principal
Balance of the Mortgage Loans delinquent 60 days or more (including for
this purpose any such Mortgage Loans in foreclosure and Mortgage Loans with
respect to which the related Mortgaged Property has been acquired by the
Trust), averaged over the last three months, as a percentage of the
Subordinate Percentage does not exceed 50%, then the additional allocation
of Principal Prepayment Amounts to the Senior Certificates in accordance
with this Section 3.01(c)(vii) will not be made.
(d) All distributions or allocations made with respect to each Class of
Certificates on each Distribution Date shall be allocated pro rata among
the outstanding Certificates of such Class based on the Certificate Balance
(or, in the case of the Class X Certificates, the Notional Amount) of each
such Certificate. Payment shall be made either (1) by check mailed to the
address of each Certificateholder as it appears in the Certificate Register
on the Record Date immediately prior to such Distribution Date or (2) with
respect to the Regular Certificates, by wire transfer of immediately
available funds to the account of a Holder at a bank or other entity having
appropriate facilities therefor, if such Holder shall have so notified the
Trustee in writing by the Record Date immediately prior to such
Distribution Date and such Holder is the registered owner of Regular
Certificates with an initial principal amount of at least $1,000,000 (or,
with respect to Class B4, Class B5 and Class B6, at least $500,000, and,
with respect to the Class X Certificates, an initial Notional Amount of
$5,000,000). The Trustee may charge the Holder a fee for any payment made
by wire transfer. Final distribution on the Certificates will be made only
upon surrender of the Certificates at the offices of the Certificate
Registrar set forth in the notice of such final distribution.
(e) Any amounts remaining in the Certificate Account on any Distribution
Date after all allocations and distributions required to be made by this
Trust Agreement have been made, shall be paid to the Class R3 Certificates
and all amounts remaining in REMIC II after payment in full of all of the
REMIC II Regular Interests will be paid to the Class R2 Interests and all
amounts remaining in REMIC I after payment in full of all Interests and any
administrative expenses associated with the Trust, will be distributed to
the Holders of the Class R1 Interests.
Section 3.02 Allocation of Realized Losses and Shortfalls.
(a) Realized Losses.
(i) Realized Losses shall be applied prior to making any
distributions have been made on each Distribution Date in the following order:
(1) Pro rata within each Pool, so as to keep the
Certificate Balances of each REMIC I Regular Interest beginning with the
designation "MA" equal to 0.01% of the aggregate Scheduled Principal
Balance of the Mortgage Loans in the related Pool, and to each REMIC I
Regular Interest beginning with the designation "MB", so that the
Certificate Balance of each such REMIC I Regular Interest is equal to 0.01%
of the excess of (x) the aggregate Scheduled Principal Balance of the
Mortgage Loans in the related Pool over (y) the Certificate Balance of the
Senior Certificates in REMIC III of the related Pool (except that if any
such excess is a larger number than in the preceding distribution period,
the least amount of Realized Losses shall be applied to such REMIC I
Regular Interests such that the Subordinate Balance Ratio is maintained);
(2) the remaining Realized Losses in Pool 1 shall be
allocated first to the Class BI-1 Interest until the Certificate Balance
thereof has been reduced to zero, thereafter pro rata to the Class BI-2 and
Class BI-3 Interests until the Certificate Balances thereof have been
reduced to zero, and thereafter pro rata to the Class A Interests;
(3) the remaining Realized Losses in Pool 2 shall be
allocated first to the Class BI-2 Interest until the Certificate Balance
thereof has been reduced to zero, thereafter pro rata to the Class BI-1 and
Class BI-3 Interests until the Certificate Balances thereof have been
reduced to zero, and thereafter pro rata to the Class A Interests;
(4) the remaining Realized Losses in Pool 3 shall be
allocated first to the Class BI-3 Interest until the Certificate Balance
thereof has been reduced to zero, thereafter pro rata to the Class BI-1 and
Class BI-2 Interests until the Certificate Balances thereof have been
reduced to zero, and thereafter pro rata to the Class A Interests.
(ii) Realized Losses allocated to REMIC Interests in accordance with
Sections 3.02(a)(i) shall be allocated to the Class B Interests in REMIC II
in reverse sequential order, in each case until the Certificate Balance of
each such Class has been reduced to zero; thereafter, any Realized Losses
will be allocated to the Class A Interests pro rata in proportion to the
Certificate Balances of such Class A Interests immediately prior to the
distribution date.
(iii) Realized Losses allocated to REMIC Interests in accordance with
Sections 3.02(a)(i), 3.02(a)(ii) or 3.02(a)(iii) shall be allocated to the
Class B Certificates in REMIC III in reverse sequential order, in each case
until the Certificate Balance of each such Class has been reduced to zero;
thereafter, any Realized Losses will be allocated to the Class of Class A
Interests pro rata based on their outstanding Certificate Balance in each
case until the Certificate Balances of such Class of Certificates have been
reduced to zero.
(b) Interest Shortfall. Notwithstanding anything in the Standard Terms
to the contrary, on each Distribution Date, before any distributions are made
on the Certificates, Month End Interest Shortfall and Soldiers' and
Sailors' Shortfall with respect to the Mortgage Loans in REMIC I shall be
allocated to reduce the amount of interest distributable on the related
REMIC Interests pro rata among Classes in the related Pool. Any Shortfall
allocated to the REMIC Interests in REMIC I in turn shall be allocated to
reduce the amount of interest distributable on the Corresponding Classes of
REMIC Interests in REMIC II, and any Shortfall allocated to the REMIC
Interests in REMIC II in turn shall be allocated to reduce the amount of
interest distributable on the Corresponding Classes of Certificates. Any
Shortfall allocable to the REMIC Interests and Certificates as provided
above shall be treated as a Realized Loss and allocated among such Classes
of REMIC Interests and Certificates in the same manner and order of
priority as provided above in Section 3.02(a).
(c) Modification Losses. In the event that the Note Rate on a Mortgage
Loan is reduced as a result of a modification of the terms of such Mortgage
Loan, such modification shall be disregarded for purposes of calculating
the Certificate Rate on any Class of Certificates or Class of REMIC
Interest. Any shortfall resulting from any such modifications, however,
shall be treated as a Realized Loss occurring on each Distribution Date and
shall be applied to reduce the Certificate Balances of the Certificates and
REMIC Interests in the manner and order of priority set forth above.
ARTICLE IV
THE SECURITIES
Section 4.01 The Certificates.
The Certificates will be designated generally as the Mortgage
Pass-Through Certificates, Series 2002-1. The aggregate principal amount of
Certificates that may be executed and delivered under this Agreement is
limited to $461,557,351, except for Certificates executed and delivered
upon registration of transfer of, or in exchange for, or in lieu of, other
Certificates pursuant to Sections 5.03 or 5.05 of the Standard Terms. On
the Closing Date, the Trustee shall execute, and the Certificate Registrar
shall authenticate and deliver Mortgage Pass-Through Certificates in the
names and amounts and to the Persons as directed by the Depositor. The
table in Section 2.03(c) sets forth the Classes of Certificates and the
initial Certificate Balance and Final Distribution Date for each Class of
the Certificates.
Section 4.02 Denominations.
Each of the Class A, Class B1, Class B2, Class B3 and Class X
Certificates shall be issued in fully-registered, book-entry form and shall
be Book-Entry Certificates. The Class A1, Class A2-A, Class A2-B, Class
A2-C and Class A3 Certificates shall be issued in minimum denominations of
$25,000 initial class principal balance each and multiples of $1 in excess
thereof. The Class X2 and Class X3 Certificates shall be issued in minimum
denominations of $5,000,000 initial class principal balance each and
multiples of $1 in excess thereof. The Class B1, Class B2, Class B3, Class
B4, Class B5 and Class B6 Certificates will be issued in minimum
denominations of $250,000 initial class principal balance each and
multiples of $1 in excess thereof. In addition, one Certificate of each
Class (other than Class R1, Class R2 and Class R3 Certificates) may be
issued evidencing the sum of an authorized denomination thereof and the
remainder of the aggregate initial Certificate Balance (or, in the case of
the Class X Certificates, the Notional Amount) of such Class. The Class R1,
Class R2 and Class R3 Certificates will be issued in percentage interests
of 99.99% and 0.01%. Each of the Class R1, Class R2, Class R3, Class B4,
Class B5 and Class B6 Certificates shall be issued in fully-registered,
certificated form.
Section 4.03 Redemption of Certificates.
There shall be no right to redemption pursuant to Section 9.01 of
the Standard Terms. Moreover, notwithstanding anything to the contrary in
Section 9.02 of the Standard Terms, the obligations created by the Trust
Agreement will terminate upon payment to the Certificateholders of all
amounts held in the Collection Account, the Certificate Account and the
Distribution Account required to be paid to the Certificateholders pursuant
to the Trust Agreement, following the earlier of: (i) the final payment or
other liquidation (or any Advance with respect thereto) of the last
Mortgage Loan remaining in the Trust or the disposition of all property
acquired upon foreclosure of any such Mortgage Loan and (ii) the repurchase
of all of the assets of the Trust by the Depositor upon the date on which
the aggregate Scheduled Principal Balance of the Mortgage Loans is equal to
or less than 10% of the aggregate Scheduled Principal Balance of such
Mortgage Loans as of the Cut-Off Date. Written notice of termination shall
be given to each Certificateholder, and the final distribution shall be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Trustee which will be specified in the notice of
termination. Any repurchase of the assets of the Trust by the Depositor
pursuant to this Section 4.03 shall be made at a price equal to the
Termination Price.
Section 4.04 Securities Laws Restrictions.
Each of the Private Certificates is a Private Certificate subject
to the restrictions on transfer contained in Section 5.05(a) of the
Standard Terms. Furthermore, each of the Private Certificates is a Rule
144A Certificate. The Class R1, Class R2 and Class R3 Certificates are
Residual Certificates subject to Section 5.05(c) of the Standard Terms.
ARTICLE V
MISCELLANEOUS PROVISIONS
Section 5.01 Request for Opinions.
(a) The Depositor hereby requests and authorizes Skadden, Arps, Slate,
Xxxxxxx & Xxxx LLP, as its counsel in this transaction, to issue on behalf
of the Depositor such legal opinions to the Trustee and the Rating Agency
as may be (i) required by any and all documents, certificates or agreements
executed in connection with the Trust, or (ii) requested by the Trustee,
the Rating Agency or their respective counsels.
(b) The Trustee hereby requests and authorizes its counsel to issue on
behalf of the Trustee such legal opinions to the Depositor, GSMC and
Xxxxxxx, Sachs & Co. as may be required by any and all documents,
certificates or agreements executed in connection with the establishment of
the Trust and the issuance of the Certificates.
Section 5.02 Schedules and Exhibits.
Each of the Schedules and Exhibits attached hereto or referenced
herein are incorporated herein by reference as contemplated by the Standard
Terms. Each Class of Certificates shall be in substantially the form
attached hereto, as set forth in the Exhibit index.
Section 5.03 Governing Law.
This Trust Agreement shall be governed by, and its provisions
construed in accordance with, the laws of the State of New York.
Section 5.04 Counterparts.
This Trust Agreement may be executed in any number of
counterparts, each of which so executed shall be deemed to be an original
but all of such counterparts shall together constitute but one and the same
instrument.
Section 5.05 Notices.
The address of the rating agency required to be stated herein
pursuant to Section 11.08(d) of the Standard Terms is Standard & Poor's
Ratings Group, a Division of The XxXxxx-Xxxx Companies, Inc., 00 Xxxxx
Xxxxxx, 00xx Xxxxx, Xxx Xxxx, Xxx Xxxx 00000 and Xxxxx'x Investor Service,
Inc., 00 Xxxxxx Xxxxxx, Xxx Xxxx, Xxx Xxxx 00000.
[Signature page follows]
IN WITNESS WHEREOF, the Depositor and the Trustee have caused this
Trust Agreement to be duly executed by their respective officers thereunto
duly authorized and their respective signatures duly attested all as of the
1st day of February 2002.
GS MORTGAGE SECURITIES CORP.,
as Depositor
By: /s/ Xxxxx X. Xxxxxxx
-----------------------------------
Name: Xxxxx X. Xxxxxxx
Title: Vice President
JPMORGAN CHASE BANK,
not in its individual capacity,
but solely in its capacity as
Trustee under this Trust Agreement
By: /s/ Xxxxxx Xxxxxxx
----------------------------------
Name: Xxxxxx Xxxxxxx
Title: Trust Officer
STATE OF NEW YORK )
) ss.:
COUNTY OF NEW YORK )
The foregoing instrument was acknowledged before me in the
County of New York, this 21st day of February 2002, by Xxxxx X. Xxxxxxx,
Vice President for GS Mortgage Securities Corp., a Delaware corporation, on
behalf of the corporation.
/s/ Onyx S. Wellington
----------------------------------------
Notary Public
My Commission expires: April 10, 0000
XXXXX XX XXX XXXX )
) ss.:
COUNTY OF NEW YORK )
The foregoing instrument was acknowledged before me in the
County of New York, this 21st day of February 2002, by Xxxxxx Xxxxxxx,
Trust Officer of JPMorgan Chase Bank, a New York banking corporation, on
behalf of the company.
/s/ Xxxx X. Xxxxx
----------------------------------------
Notary Public
My Commission expires: 8/20/2005
SCHEDULE I
Pool 1 Mortgage Loans
PORTFOLIO AMBUCX ANUM RATE XXXX PBAL FPDATE MDATE PDATE OTERM
------------- ------------ -------- ----- ------------ ------------ ------ ----- ----- -----
BKONE JAN. 25 3/1 CMT ARMS 12099982 6.375 $ 353,000.00 $ 352,344.35 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11068392 6.25 $ 649,999.00 $ 648,683.56 1/1/02 2/1/31 2/1/02 350
BKONE JAN. 25 3/1 CMT ARMS 12271961 6.25 $ 620,000.00 $ 619,411.72 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12094124 6.125 $ 380,000.00 $ 379,259.42 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12180477 5.875 $ 311,000.00 $ 310,682.91 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12154407 6.25 $ 385,000.00 $ 384,634.69 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12125290 6.125 $ 400,000.00 $ 399,611.22 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11978665 6.5 $ 380,000.00 $ 378,963.82 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12138301 6 $ 376,000.00 $ 375,625.69 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12124665 5.875 $ 390,500.00 $ 389,701.77 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12172888 6.125 $ 444,000.00 $ 443,568.45 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10950574 6 $ 437,000.00 $ 436,014.81 1/1/02 12/1/30 2/1/02 348
BKONE JAN. 25 3/1 CMT ARMS 10976462 6 $1,970,173.00 $1,967,555.92 2/1/02 2/1/28 2/1/02 313
BKONE JAN. 25 3/1 CMT ARMS 12012662 6.375 $ 316,800.00 $ 315,915.05 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11908290 5.875 $ 440,000.00 $ 439,100.60 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12055737 5.875 $ 484,000.00 $ 483,010.65 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12137550 6.125 $ 760,000.00 $ 759,261.32 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11978723 6.125 $ 533,600.00 $ 532,036.17 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12113130 5.875 $ 552,000.00 $ 550,859.35 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12127551 5.875 $ 380,000.00 $ 379,223.24 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12143574 6 $ 438,000.00 $ 437,563.96 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12084158 6.25 $ 419,000.00 $ 418,514.52 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12202693 6.375 $ 675,000.00 $ 675,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11913423 6.125 $ 469,000.00 $ 468,085.98 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 8907222 6.375 $ 283,369.00 $ 282,756.84 1/1/02 12/1/29 2/1/02 336
BKONE JAN. 25 3/1 CMT ARMS 12085361 5.75 $ 367,000.00 $ 365,844.95 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11896974 6.75 $ 400,000.00 $ 395,402.40 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11907193 6.25 $ 560,000.00 $ 559,468.65 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12126595 6 $ 649,900.00 $ 648,499.29 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10681567 6 $ 639,638.00 $ 638,936.74 2/1/02 9/1/30 2/1/02 344
BKONE JAN. 25 3/1 CMT ARMS 11866357 6.125 $ 350,000.00 $ 348,970.53 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10740470 6.5 $ 319,802.00 $ 318,855.01 12/1/01 10/1/30 2/1/02 347
BKONE JAN. 25 3/1 CMT ARMS 12057337 5.875 $ 350,000.00 $ 349,284.55 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10032415 6.625 $ 999,999.00 $ 994,039.39 1/1/02 9/1/30 2/1/02 345
BKONE JAN. 25 3/1 CMT ARMS 11866308 6.125 $ 380,000.00 $ 379,259.42 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10589398 6.5 $ 993,568.00 $ 991,586.79 1/1/02 9/1/30 2/1/02 345
BKONE JAN. 25 3/1 CMT ARMS 12249702 6.25 $ 440,000.00 $ 439,582.51 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12223855 6 $ 795,000.00 $ 794,208.57 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 10713089 6.25 $ 699,929.00 $ 699,209.31 2/1/02 12/1/30 2/1/02 347
BKONE JAN. 25 3/1 CMT ARMS 10972149 6.125 $ 431,682.00 $ 431,230.58 2/1/02 1/1/31 2/1/02 348
BKONE JAN. 25 3/1 CMT ARMS 10218238 6.125 $ 399,039.00 $ 398,197.14 1/1/02 11/1/30 2/1/02 347
BKONE JAN. 25 3/1 CMT ARMS 12121265 6 $ 448,000.00 $ 447,554.01 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12122933 5.875 $ 365,600.00 $ 365,227.25 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12082657 6.25 $ 405,650.00 $ 405,265.10 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12082533 6.125 $ 302,000.00 $ 301,411.44 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12058160 5.875 $ 423,000.00 $ 422,135.35 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11877750 6 $ 581,500.00 $ 580,339.33 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11312873 6.125 $ 524,000.00 $ 522,978.80 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12059374 6.25 $ 349,000.00 $ 348,335.97 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12131702 6 $ 363,000.00 $ 362,275.45 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12053674 5.75 $ 327,500.00 $ 326,602.26 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11979630 6.25 $ 350,000.00 $ 349,667.90 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12137311 6.25 $ 1,300,000.00 $ 1,298,766.50 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12081121 6.125 $ 396,000.00 $ 394,839.43 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12186854 6 $ 525,000.00 $ 524,325.00 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12186821 6 $ 297,000.00 $ 296,704.33 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12075859 5.875 $ 405,000.00 $ 404,172.14 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12136131 6.125 $ 642,600.00 $ 641,340.04 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12169777 6.25 $ 520,000.00 $ 519,010.63 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12022919 6.875 $ 337,500.00 $ 336,931.28 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11943701 6.5 $ 360,000.00 $ 359,674.55 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12107066 5.875 $ 407,000.00 $ 406,168.05 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11770344 6.375 $ 342,500.00 $ 342,081.36 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12093159 6.375 $ 475,000.00 $ 474,081.15 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12189437 5.875 $ 518,150.00 $ 517,595.69 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12273702 6.5 $ 455,000.00 $ 455,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 12174611 6.25 $ 564,000.00 $ 562,926.91 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 3/1 CMT ARMS 11968773 6 $ 532,000.00 $ 530,938.13 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11938735 6.5 $ 620,000.00 $ 617,739.74 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11955077 6.75 $ 311,500.00 $ 310,690.86 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11839248 6.875 $ 387,900.00 $ 386,585.21 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 12019543 6.5 $ 559,600.00 $ 558,074.09 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11739687 6.625 $ 649,999.00 $ 647,099.76 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 12039186 6.375 $ 349,000.00 $ 347,662.47 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 10564599 6.625 $ 535,950.00 $ 533,876.75 11/1/01 9/1/30 1/1/02 347
BKONE NOV20 3/1 CMT ARMS 11979804 6.375 $ 468,000.00 $ 466,692.67 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11939592 6.875 $ 618,750.00 $ 616,652.75 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11923018 6.75 $ 573,000.00 $ 571,511.63 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 10867430 7.25 $ 353,000.00 $ 351,518.10 10/1/01 12/1/30 2/1/02 351
BKONE NOV20 3/1 CMT ARMS 12039541 6.375 $ 320,000.00 $ 319,106.10 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11977170 6.5 $ 350,910.00 $ 349,953.15 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 8498107 5.875 $ 488,000.00 $ 486,500.05 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 10986834 6.25 $ 460,155.00 $ 457,357.30 11/1/01 4/1/28 2/1/02 318
BKONE NOV20 3/1 CMT ARMS 11940236 6.75 $ 594,200.00 $ 591,941.42 11/1/01 10/1/31 3/1/02 360
BKONE NOV20 3/1 CMT ARMS 11788049 7.125 $ 645,000.00 $ 642,390.18 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 10385029 6.875 $ 700,369.00 $ 697,748.31 11/1/01 7/1/30 2/1/02 345
BKONE NOV20 3/1 CMT ARMS 11896602 5.625 $ 475,000.00 $ 473,453.72 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11973310 6.375 $ 632,000.00 $ 630,234.57 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11809928 6.375 $ 350,000.00 $ 348,361.81 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11754637 7.25 $ 499,300.00 $ 496,733.93 9/1/01 8/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 12038865 6.25 $ 500,000.00 $ 498,569.31 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 11758349 6.875 $ 548,000.00 $ 545,671.54 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11695210 6.625 $ 585,000.00 $ 581,326.67 8/1/01 7/1/31 1/1/02 360
BKONE NOV20 3/1 CMT ARMS 12045605 6.375 $ 608,000.00 $ 606,301.62 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11956752 6.125 $ 420,000.00 $ 418,752.90 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11695434 6.875 $ 435,000.00 $ 433,525.54 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 8918344 6.625 $ 354,314.00 $ 352,860.94 11/1/01 12/1/29 2/1/02 338
BKONE NOV20 3/1 CMT ARMS 11687423 6.625 $ 500,000.00 $ 498,220.76 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11830007 6.625 $ 302,000.00 $ 300,925.34 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11979937 6.5 $ 806,000.00 $ 803,061.69 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11850500 6.625 $ 408,000.00 $ 406,548.14 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 12028296 6 $ 500,000.00 $ 498,377.79 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 3/1 CMT ARMS 11973245 6.75 $ 330,000.00 $ 329,142.80 12/1/01 11/1/31 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 4482510 6.875 $ 488,000.00 $ 468,428.82 9/1/98 8/1/28 2/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6257398 7.5 $ 945,000.00 $ 933,237.08 11/1/00 10/1/30 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6227646 7.75 $ 639,900.00 $ 626,087.14 11/1/99 10/1/29 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6255151 7.25 $ 280,800.00 $ 276,757.69 10/1/00 9/1/30 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6216393 8.375 $ 750,000.00 $ 736,760.58 1/1/00 12/1/29 2/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6234247 8.25 $ 796,000.00 $ 782,205.01 2/1/00 1/1/30 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6206119 6 $ 502,450.00 $ 487,187.26 2/1/00 1/1/30 2/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6230134 8.375 $ 990,000.00 $ 981,656.83 2/1/01 1/1/31 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6269203 7.5 $ 450,000.00 $ 446,564.78 5/1/01 4/1/31 2/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6225714 7.875 $ 477,000.00 $ 466,945.61 11/1/99 10/1/29 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 4284365 7 $ 260,000.00 $ 249,618.12 8/1/98 7/1/28 2/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6278143 6.875 $ 382,400.00 $ 379,777.73 7/1/01 6/1/31 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6240490 8.625 $ 152,900.00 $ 150,756.53 5/1/00 4/1/30 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 6200916 6.625 $ 450,000.00 $ 434,003.19 5/1/99 4/1/29 1/1/02 360
KEYBANK OTHER 3/1 CMT ARMS 1664630 6.875 $ 280,000.00 $ 267,963.30 6/1/98 5/1/28 1/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6235288252 5.875 $ 557,000.00 $ 555,287.97 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6469682899 7.25 $ 846,400.00 $ 842,377.98 9/1/01 8/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6701056126 5.625 $ 496,000.00 $ 494,401.75 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6884570653 5.875 $ 405,000.00 $ 403,755.17 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6158460185 6 $ 998,000.00 $ 996,007.99 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6584091281 6.375 $ 480,000.00 $ 479,108.48 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6249250223 6 $ 354,000.00 $ 353,293.42 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 29785193 6.875 $ 635,550.00 $ 633,938.99 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 0000000000 6 $ 426,750.00 $ 425,898.20 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6862844252 6.125 $ 455,000.00 $ 453,666.52 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6452584920 5.875 $ 327,500.00 $ 326,493.38 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 0000000000 5.375 $ 398,908.00 $ 398,012.01 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6880736829 5.875 $ 470,000.00 $ 467,892.84 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6692854919 5.5 $ 420,000.00 $ 419,078.45 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6899118597 5.875 $ 500,000.00 $ 498,977.96 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6094161988 5.75 $ 318,000.00 $ 317,334.37 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6310225450 7.375 $ 464,000.00 $ 460,600.54 7/1/01 6/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6532381370 6.125 $ 970,000.00 $ 967,157.17 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6303084476 6.5 $ 500,000.00 $ 498,636.62 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6543598111 6.125 $ 345,600.00 $ 344,926.47 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 0000000000 5.75 $ 327,600.00 $ 326,914.28 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6897613433 5.875 $ 462,000.00 $ 461,055.62 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 99142713 6.625 $ 318,400.00 $ 316,979.80 10/1/01 9/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6380278744 5.625 $ 599,500.00 $ 598,215.17 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 0000000000 5.875 $ 357,200.00 $ 356,469.84 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6969004073 5.875 $ 528,000.00 $ 524,321.04 1/1/02 12/1/16 2/1/02 180
BOA LIBOR ARMS 3/1 LIBOR ARMS 6059351715 6 $ 615,000.00 $ 613,772.46 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 29659141 6.875 $ 583,150.00 $ 581,173.42 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6346137349 6 $ 500,000.00 $ 498,499.24 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6406608874 5.75 $ 474,710.00 $ 473,716.37 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 0000000000 5.75 $ 352,000.00 $ 351,263.22 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6457843636 5.875 $ 372,000.00 $ 371,239.58 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6781583585 5.875 $ 511,000.00 $ 509,429.37 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6040734284 6.125 $ 537,000.00 $ 531,539.83 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6457362371 6.125 $ 350,000.00 $ 348,974.23 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6716887671 6 $ 405,000.00 $ 403,784.40 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6595197572 6.125 $ 572,000.00 $ 570,885.25 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 3/1 LIBOR ARMS 6087632698 5.875 $ 303,325.00 $ 302,392.66 12/1/01 11/1/31 2/1/02 360
$77,416,901.23
PORTFOLIO APPR MARGIN FRCDT FACAP NRCDT ACAP LCAP MAXRATE MINRATE STATE FICO SFEE
------------- -------------- ------ ------ ----- ----- ----- ---- ------ ------- ------ ---- -----
BKONE JAN. 25 $ 450,000.00 2.75 1/1/05 2 1/1/05 2 6 12.375 2.75 AZ 794 0.38
BKONE JAN. 25 $ 1,100,000.00 2.75 1/1/05 2 1/1/05 2 6 12.25 2.75 CA 710 0.38
BKONE JAN. 25 $ 775,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 CA 703 0.38
BKONE JAN. 25 $ 475,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 CA 679 0.38
BKONE JAN. 25 $ 510,000.00 2.75 2/1/05 2 2/1/05 2 6 11.875 2.75 CA 779 0.38
BKONE JAN. 25 $ 615,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 CA 753 0.38
BKONE JAN. 25 $ 505,000.00 2.75 2/1/05 2 2/1/05 2 6 12.125 2.75 CA 778 0.38
BKONE JAN. 25 $ 653,000.00 2.75 12/1/04 2 12/1/04 2 6 12.5 2.75 CA 773 0.38
BKONE JAN. 25 $ 470,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 CA 639 0.38
BKONE JAN. 25 $ 495,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 CA 761 0.38
BKONE JAN. 25 $ 698,645.00 2.75 2/1/05 2 2/1/05 2 6 12.125 2.75 CA 775 0.38
BKONE JAN. 25 $ 1,084,000.00 2.75 1/1/05 2 1/1/05 2 6 12 2.75 CO 717 0.38
BKONE JAN. 25 $ 2,900,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 FL 734 0.38
BKONE JAN. 25 $ 396,000.00 2.75 12/1/04 2 12/1/04 2 6 12.375 2.75 IL 724 0.38
BKONE JAN. 25 $ 850,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 IL 644 0.38
BKONE JAN. 25 $ 650,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 IL 709 0.38
BKONE JAN. 25 $ 1,400,000.00 2.75 2/1/05 2 2/1/05 2 6 12.125 2.75 IL 769 0.38
BKONE JAN. 25 $ 667,000.00 2.75 12/1/04 2 12/1/04 2 6 12.125 2.75 IL 725 0.38
BKONE JAN. 25 $ 700,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 IL 658 0.38
BKONE JAN. 25 $ 800,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 IL 772 0.38
BKONE JAN. 25 $ 490,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 IL 697 0.38
BKONE JAN. 25 $ 660,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 IL 631 0.38
BKONE JAN. 25 $ 900,000.00 2.75 3/1/05 2 3/1/05 2 6 12.375 2.75 IL 691 0.38
BKONE JAN. 25 $ 800,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 IN 657 0.38
BKONE JAN. 25 $ 309,000.00 2.75 1/1/05 2 1/1/05 2 6 12.375 2.75 LA 635 0.38
BKONE JAN. 25 $ 465,000.00 2.75 12/1/04 2 12/1/04 2 6 11.75 2.75 MA 786 0.38
BKONE JAN. 25 $ 500,000.00 2.75 1/1/05 2 1/1/05 2 6 12.75 2.75 MI 676 0.38
BKONE JAN. 25 $ 700,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 MI 680 0.38
BKONE JAN. 25 $ 850,000.00 2.75 1/1/05 2 1/1/05 2 6 12 2.75 MI 708 0.38
BKONE JAN. 25 $ 800,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 NV 725 0.38
BKONE JAN. 25 $ 555,000.00 2.75 12/1/04 2 12/1/04 2 6 12.125 2.75 CO 629 0.38
BKONE JAN. 25 $ 450,000.00 2.75 12/1/04 2 12/1/04 2 6 12.5 2.75 UT 741 0.38
BKONE JAN. 25 $ 600,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 CO 671 0.38
BKONE JAN. 25 $ 1,600,000.00 2.75 1/1/05 2 1/1/05 2 6 12.625 2.75 CO 738 0.38
BKONE JAN. 25 $ 475,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 CO 655 0.38
BKONE JAN. 25 $ 1,450,000.00 2.75 1/1/05 2 1/1/05 2 6 12.5 2.75 UT 684 0.38
BKONE JAN. 25 $ 564,700.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 WI 789 0.38
BKONE JAN. 25 $ 1,080,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 CO 749 0.38
BKONE JAN. 25 $ 1,100,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 UT 652 0.38
BKONE JAN. 25 $ 565,000.00 2.75 2/1/05 2 2/1/05 2 6 12.125 2.75 UT 682 0.38
BKONE JAN. 25 $ 470,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 WI 676 0.38
BKONE JAN. 25 $ 625,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 CT 746 0.38
BKONE JAN. 25 $ 457,000.00 2.75 2/1/05 2 2/1/05 2 6 11.875 2.75 MD 641 0.38
BKONE JAN. 25 $ 475,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 OH 649 0.38
BKONE JAN. 25 $ 405,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 OH 759 0.38
BKONE JAN. 25 $ 550,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 OH 624 0.38
BKONE JAN. 25 $ 1,150,000.00 2.75 1/1/05 2 1/1/05 2 6 12 2.75 OH 685 0.38
BKONE JAN. 25 $ 850,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 MI 733 0.38
BKONE JAN. 25 $ 577,000.00 2.75 1/1/05 2 1/1/05 2 6 12.25 2.75 MI 711 0.38
BKONE JAN. 25 $ 460,000.00 2.75 1/1/05 2 1/1/05 2 6 12 2.75 MI 708 0.38
BKONE JAN. 25 $ 512,000.00 2.75 1/1/05 2 1/1/05 2 6 11.75 2.75 MI 666 0.38
BKONE JAN. 25 $ 950,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 MI 790 0.38
BKONE JAN. 25 $ 4,300,000.00 2.75 2/1/05 2 2/1/05 2 6 12.25 2.75 MI 752 0.38
BKONE JAN. 25 $ 730,000.00 2.75 12/1/04 2 12/1/04 2 6 12.125 2.75 MI 660 0.38
BKONE JAN. 25 $ 700,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 MI 747 0.38
BKONE JAN. 25 $ 540,000.00 2.75 2/1/05 2 2/1/05 2 6 12 2.75 MI 736 0.38
BKONE JAN. 25 $ 619,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 MI 762 0.38
BKONE JAN. 25 $ 857,000.00 2.75 1/1/05 2 1/1/05 2 6 12.125 2.75 IL 753 0.38
BKONE JAN. 25 $ 650,000.00 2.75 1/1/05 2 1/1/05 2 6 12.25 2.75 IL 798 0.38
BKONE JAN. 25 $ 375,000.00 2.75 1/1/05 2 1/1/05 2 6 12.875 2.75 IL 709 0.38
BKONE JAN. 25 $ 453,000.00 2.75 2/1/05 2 2/1/05 2 6 12.5 2.75 IL 682 0.38
BKONE JAN. 25 $ 600,000.00 2.75 1/1/05 2 1/1/05 2 6 11.875 2.75 IL 693 0.38
BKONE JAN. 25 $ 485,000.00 2.75 2/1/05 2 2/1/05 2 6 12.375 2.75 IL 647 0.38
BKONE JAN. 25 $ 740,000.00 2.75 1/1/05 2 1/1/05 2 6 12.375 2.75 AZ 687 0.38
BKONE JAN. 25 $ 650,000.00 2.75 2/1/05 2 2/1/05 2 6 11.875 2.75 AZ 722 0.38
BKONE JAN. 25 $ 801,000.00 2.75 3/1/05 2 3/1/05 2 6 12.5 2.75 AZ 704 0.38
BKONE JAN. 25 $ 705,000.00 2.75 1/1/05 2 1/1/05 2 6 12.25 2.75 AZ 786 0.38
BKONE JAN. 25 $ 665,000.00 2.75 1/1/05 2 1/1/05 2 6 12 2.75 AZ 739 0.38
BKONE NOV20 $ 780,000.00 2.75 10/1/04 2 10/1/04 2 6 12.5 2.75 AZ 769 0.38
BKONE NOV20 $ 415,000.00 2.75 11/1/04 2 11/1/04 2 6 12.75 2.75 AZ 716 0.38
BKONE NOV20 $ 431,000.00 2.75 10/1/04 2 10/1/04 2 6 12.875 2.75 CA 706 0.38
BKONE NOV20 $ 699,500.00 2.75 11/1/04 2 11/1/04 2 6 12.5 2.75 CA 740 0.38
BKONE NOV20 $ 1,400,000.00 2.75 9/1/04 2 9/1/04 2 6 12.625 2.75 CA 786 0.38
BKONE NOV20 $ 390,000.00 2.75 11/1/04 2 11/1/04 2 6 12.375 2.75 CA 720 0.38
BKONE NOV20 $ 710,000.00 2.75 10/1/04 2 10/1/04 2 6 12.625 2.75 CA 638 0.38
BKONE NOV20 $ 810,000.00 2.75 11/1/04 2 11/1/04 2 6 12.375 2.75 CA 663 0.38
BKONE NOV20 $ 825,000.00 2.75 10/1/04 2 10/1/04 2 6 12.875 2.75 CA 786 0.38
BKONE NOV20 $ 800,000.00 2.75 11/1/04 2 11/1/04 2 6 12.75 2.75 CA 745 0.38
BKONE NOV20 $ 487,000.00 2.75 9/1/04 2 9/1/04 2 6 13.25 2.75 CA 774 0.38
BKONE NOV20 $ 400,000.00 2.75 11/1/04 2 11/1/04 2 6 12.375 2.75 CA 658 0.38
BKONE NOV20 $ 410,000.00 2.75 11/1/04 2 11/1/04 2 6 12.5 2.75 FL 710 0.38
BKONE NOV20 $ 610,000.00 2.75 11/1/04 2 11/1/04 2 6 11.875 2.75 LA 768 0.38
BKONE NOV20 $ 618,000.00 2.75 10/1/04 2 10/1/04 2 6 12.25 2.75 MI 753 0.38
BKONE NOV20 $ 3,200,000.00 2.75 10/1/04 2 10/1/04 2 6 12.75 2.75 MI 727 0.38
BKONE NOV20 $ 1,100,000.00 2.75 9/1/04 2 9/1/04 2 6 13.125 2.75 MI 709 0.38
BKONE NOV20 $ 1,135,000.00 2.75 10/1/04 2 10/1/04 2 6 12.875 2.75 UT 706 0.38
BKONE NOV20 $ 790,000.00 2.75 11/1/04 2 11/1/04 2 6 11.625 2.75 KY 757 0.38
BKONE NOV20 $ 940,000.00 2.75 11/1/04 2 11/1/04 2 6 12.375 2.75 MI 708 0.38
BKONE NOV20 $ 2,150,000.00 2.75 9/1/04 2 9/1/04 2 6 12.375 2.75 SC 609 0.38
BKONE NOV20 $ 587,500.00 2.75 8/1/04 2 8/1/04 2 6 13.25 2.75 UT 775 0.38
BKONE NOV20 $ 740,000.00 2.75 11/1/04 2 11/1/04 2 6 12.25 2.75 VA 695 0.38
BKONE NOV20 $ 685,000.00 2.75 9/1/04 2 9/1/04 2 6 12.875 2.75 VA 709 0.38
BKONE NOV20 $ 837,000.00 2.75 7/1/04 2 7/1/04 2 6 12.625 2.75 WI 652 0.38
BKONE NOV20 $ 760,000.00 2.75 11/1/04 2 11/1/04 2 6 12.375 2.75 MD 701 0.38
BKONE NOV20 $ 525,000.00 2.75 11/1/04 2 11/1/04 2 6 12.125 2.75 MI 685 0.38
BKONE NOV20 $ 560,000.00 2.75 10/1/04 2 10/1/04 2 6 12.875 2.75 MI 655 0.38
BKONE NOV20 $ 570,000.00 2.75 10/1/04 2 10/1/04 2 6 12.625 2.75 MI 764 0.38
BKONE NOV20 $ 625,000.00 2.75 10/1/04 2 10/1/04 2 6 12.625 2.75 MI 670 0.38
BKONE NOV20 $ 370,000.00 2.75 10/1/04 2 10/1/04 2 6 12.625 2.75 IL 652 0.38
BKONE NOV20 $ 1,200,000.00 2.75 10/1/04 2 10/1/04 2 6 12.5 2.75 AZ 681 0.38
BKONE NOV20 $ 515,000.00 2.75 10/1/04 2 10/1/04 2 6 12.625 2.75 AZ 635 0.38
BKONE NOV20 $ 1,475,000.00 2.75 11/1/04 2 11/1/04 2 6 12 2.75 AZ 662 0.38
BKONE NOV20 $ 370,000.00 2.75 11/1/04 2 11/1/04 2 6 12.75 2.75 AZ 626 0.38
KEYBANK OTHER $ 610,000.00 2.75 8/1/03 2 8/1/03 2 5 11.875 2.75 CA 703 0.38
KEYBANK OTHER $ 1,115,000.00 2.75 10/1/03 2 10/1/03 2 6 13.5 2.75 FL 698 0.38
KEYBANK OTHER $ 760,000.00 2.75 10/1/04 5 10/1/04 2 5 12.75 2.75 XX 000 0.38
KEYBANK OTHER $ 312,000.00 2.75 9/1/03 2 9/1/03 2 6 13.25 2.75 NY 661 0.38
KEYBANK OTHER $ 750,000.00 2.75 12/1/04 5 12/1/04 2 5 13.375 2.75 ME 755 0.38
KEYBANK OTHER $ 1,040,000.00 2.75 1/1/05 5 1/1/05 2 5 13.25 2.75 UT 709 0.38
KEYBANK OTHER $ 1,100,000.00 2.75 1/1/05 2 1/1/05 2 5 11 2.75 MI 696 0.38
KEYBANK OTHER $ 1,100,000.00 2.75 11/1/04 5 11/1/04 2 5 13.375 2.75 OH 628 0.38
KEYBANK OTHER $ 475,000.00 2.75 4/1/04 2 4/1/04 2 6 13.5 2.75 VA 669 0.38
KEYBANK OTHER $ 540,000.00 2.75 10/1/04 5 10/1/04 2 5 12.875 2.75 PA 639 0.38
KEYBANK OTHER $ 360,000.00 2.75 7/1/03 5 7/1/03 2 5 12 2.75 FL 730 0.38
KEYBANK OTHER $ 427,500.00 2.75 6/1/04 2 6/1/04 2 6 12.875 2.75 OH 717 0.38
KEYBANK OTHER $ 170,000.00 2.75 4/1/05 5 4/1/05 2 5 13.625 2.75 OH 589 0.38
KEYBANK OTHER $ 1,800,000.00 2.75 4/1/04 5 4/1/04 2 5 11.625 2.75 CO 576 0.38
KEYBANK OTHER $ 402,500.00 2.75 5/1/03 5 5/1/03 2 5 11.875 2.75 UT 592 0.38
BOA LIBOR ARMS $ 765,000.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 CA 730 0.38
BOA LIBOR ARMS $ 1,058,000.00 2.25 8/1/04 2 8/1/04 2 6 13.25 2.25 CA 668 0.38
BOA LIBOR ARMS $ 620,000.00 2.25 11/1/04 2 11/1/04 2 6 11.625 2.25 CA 772 0.38
BOA LIBOR ARMS $ 715,000.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 CA 808 0.38
BOA LIBOR ARMS $ 1,350,000.00 2.25 12/1/04 2 12/1/04 2 6 12 2.25 CA 746 0.38
BOA LIBOR ARMS $ 603,000.00 2.25 12/1/04 2 12/1/04 2 6 12.375 2.25 CA 691 0.38
BOA LIBOR ARMS $ 450,000.00 2.25 12/1/04 2 12/1/04 2 6 12 2.25 CA 689 0.38
BOA LIBOR ARMS $ 853,500.00 2.25 11/1/04 2 11/1/04 2 6 12.875 2.25 CA 711 0.38
BOA LIBOR ARMS $ 569,000.00 2.25 12/1/04 2 12/1/04 2 6 12 2.25 CA 655 0.38
BOA LIBOR ARMS $ 630,000.00 2.25 11/1/04 2 11/1/04 2 6 12.125 2.25 CA 634 0.38
BOA LIBOR ARMS $ 547,500.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 CA 820 0.38
BOA LIBOR ARMS $ 750,000.00 2.25 12/1/04 2 12/1/04 2 6 11.375 2.25 CA 780 0.38
BOA LIBOR ARMS $ 690,000.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 CA 708 0.38
BOA LIBOR ARMS $ 525,000.00 2.25 12/1/04 2 12/1/04 2 6 11.5 2.25 CA 797 0.38
BOA LIBOR ARMS $ 720,000.00 2.25 12/1/04 2 12/1/04 2 6 11.875 2.25 CA 707 0.38
BOA LIBOR ARMS $ 425,000.00 2.25 12/1/04 2 12/1/04 2 6 11.75 2.25 CA 788 0.38
BOA LIBOR ARMS $ 583,000.00 2.25 6/1/04 2 6/1/04 2 6 13.375 2.25 CA 692 0.38
BOA LIBOR ARMS $ 1,400,000.00 2.25 11/1/04 2 11/1/04 2 6 12.125 2.25 CA 662 0.38
BOA LIBOR ARMS $ 1,950,000.00 2.25 11/1/04 2 11/1/04 2 6 12.5 2.25 CA 720 0.38
BOA LIBOR ARMS $ 432,000.00 2.25 12/1/04 2 12/1/04 2 6 12.125 2.25 CA 786 0.38
BOA LIBOR ARMS $ 468,000.00 2.25 12/1/04 2 12/1/04 2 6 11.75 2.25 CA 792 0.38
BOA LIBOR ARMS $ 580,000.00 2.25 12/1/04 2 12/1/04 2 6 11.875 2.25 CA 692 0.38
BOA LIBOR ARMS $ 398,000.00 2.25 9/1/04 2 9/1/04 2 6 12.625 2.25 CO 697 0.38
BOA LIBOR ARMS $ 1,100,000.00 2.25 12/1/04 2 12/1/04 2 6 11.625 2.25 DC 785 0.38
BOA LIBOR ARMS $ 525,000.00 2.25 12/1/04 2 12/1/04 2 6 11.875 2.25 VA 713 0.38
BOA LIBOR ARMS $ 675,000.00 2.25 12/1/04 2 12/1/04 2 6 11.875 2.25 FL 804 0.38
BOA LIBOR ARMS $ 1,450,000.00 2.25 12/1/04 2 12/1/04 2 6 12 2.25 GA 698 0.38
BOA LIBOR ARMS $ 975,000.00 2.25 10/1/04 2 10/1/04 2 6 12.875 2.25 CO 705 0.38
BOA LIBOR ARMS $ 1,050,000.00 2.25 11/1/04 2 11/1/04 2 6 12 2.25 NC 802 0.38
BOA LIBOR ARMS $ 650,000.00 2.25 12/1/04 2 12/1/04 2 6 11.75 2.25 GA 764 0.38
BOA LIBOR ARMS $ 450,000.00 2.25 12/1/04 2 12/1/04 2 6 11.75 2.25 FL 723 0.38
BOA LIBOR ARMS $ 650,000.00 2.25 1/1/05 2 1/1/05 2 6 11.875 2.25 TX 739 0.38
BOA LIBOR ARMS $ 1,560,000.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 NM 715 0.38
BOA LIBOR ARMS $ 1,150,000.00 2.25 1/1/05 2 1/1/05 2 6 12.125 2.25 TN 633 0.38
BOA LIBOR ARMS $ 495,000.00 2.25 11/1/04 2 11/1/04 2 6 12.125 2.25 VA 771 0.38
BOA LIBOR ARMS $ 780,000.00 2.25 11/1/04 2 11/1/04 2 6 12 2.25 VA 774 0.38
BOA LIBOR ARMS $ 721,000.00 2.25 12/1/04 2 12/1/04 2 6 12.125 2.25 VA 789 0.38
BOA LIBOR ARMS $ 390,000.00 2.25 11/1/04 2 11/1/04 2 6 11.875 2.25 VA 678 0.38
PORTFOLIO OLTV CLTV PROPLIT OCCLIT PURPLIT DOCLIT RTERM ATERM
------------- ------ ---- -------------- ---------- ----------- --------------- ----- -----
BKONE JAN. 25 79.8 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 59.1 59.1 SINGLE FAMILY PRIMARY RATE TERM Asset no Income 348 348
BKONE JAN. 25 80 89.9 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 80 95 CONDO PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 61 61 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 62.6 62.6 SINGLE FAMILY PRIMARY RATE TERM Asset no Income 359 359
BKONE JAN. 25 79.2 79.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 58.2 58.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE JAN. 25 80 90 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 78.9 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 63.6 63.6 SINGLE FAMILY PRIMARY PURCHASE Asset no Income 359 359
BKONE JAN. 25 40.3 40.3 SINGLE FAMILY PRIMARY PURCHASE FULL 346 346
BKONE JAN. 25 67.9 67.9 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 312 312
BKONE JAN. 25 80 80 SINGLE FAMILY SECOND HOM PURCHASE FULL 357 357
BKONE JAN. 25 51.8 85.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 74.5 74.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 54.3 54.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE JAN. 25 78.9 78.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 47.5 76.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 89.4 89.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 63.5 89.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 74.4 74.4 SINGLE FAMILY PRIMARY PURCHASE FULL 360 360
BKONE JAN. 25 58.6 58.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 91.7 91.7 SINGLE FAMILY PRIMARY RATE TERM Income no Asset 334 334
BKONE JAN. 25 78.9 78.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358 347
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 76.5 76.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 343 343
BKONE JAN. 25 63.1 72.1 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE JAN. 25 79.9 79.9 SINGLE FAMILY PRIMARY PURCHASE FULL 344 344
BKONE JAN. 25 58.3 58.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 62.5 62.5 SINGLE FAMILY SECOND HOM PURCHASE Income no Asset 343 339
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 68.5 68.5 SINGLE FAMILY PRIMARY PURCHASE FULL 343 343
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 75 95 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 67.5 67.5 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 346 346
BKONE JAN. 25 76.4 76.4 SINGLE FAMILY PRIMARY PURCHASE FULL 347 347
BKONE JAN. 25 84.9 84.9 SINGLE FAMILY PRIMARY PURCHASE FULL 345 345
BKONE JAN. 25 71.7 71.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 85.4 85.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 74.6 74.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 76.9 76.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 50.6 50.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 61.7 61.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 60.5 60.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 78.9 78.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 64 64 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE JAN. 25 36.8 36.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 30.2 30.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 54.3 54.3 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 55 55 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 65.4 65.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 75 90 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 90 90 CONDO PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 67.8 67.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 70.6 70.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 64.2 71 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 95 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 61.9 61.9 SINGLE FAMILY PRIMARY PURCHASE FULL 360 360
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 357 356
BKONE NOV20 75.1 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 90 89.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
BKONE NOV20 46.4 46.2 SINGLE FAMILY PRIMARY PURCHASE FULL 355 355
BKONE NOV20 89.5 89.2 SINGLE FAMILY PRIMARY RATE TERM FULL 358 356
BKONE NOV20 75.5 75.2 SINGLE FAMILY PRIMARY RATE TERM FULL 344 343
BKONE NOV20 57.8 57.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 75 74.8 SINGLE FAMILY PRIMARY PURCHASE Asset no Income 357 356
BKONE NOV20 71.6 71.4 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 85.6 85.3 SINGLE FAMILY PRIMARY PURCHASE FULL 346 346
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 90 89.8 SINGLE FAMILY INVESTOR PURCHASE FULL 358 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY Income no Asset 357 357
BKONE NOV20 76.1 75.6 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 314 313
BKONE NOV20 18.6 18.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 355 356
BKONE NOV20 58.6 58.4 SINGLE FAMILY PRIMARY REFI-EQUITY Asset no Income 356 355
BKONE NOV20 75 74.7 SINGLE FAMILY PRIMARY PURCHASE FULL 341 341
BKONE NOV20 60.1 59.9 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 67.2 67 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 16.3 16.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 355
BKONE NOV20 85 84.6 SINGLE FAMILY PRIMARY PURCHASE FULL 355 354
BKONE NOV20 67.6 67.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 355 355
BKONE NOV20 69.9 69.5 SINGLE FAMILY PRIMARY RATE TERM FULL 354 353
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 80 79.8 CONDO PRIMARY RATE TERM FULL 357 357
BKONE NOV20 77.7 77.4 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 64.4 64.2 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 334 334
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 81.6 81.3 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 67.2 66.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 79.2 78.9 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 33.9 33.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 89.2 89 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
KEYBANK OTHER 80 77.2 CONDO PRIMARY PURCHASE FULL 318 318
KEYBANK OTHER 90 89.3 SINGLE FAMILY SECOND HOM PURCHASE Alternate Doc 345 344
KEYBANK OTHER 86.5 85.1 SINGLE FAMILY PRIMARY PURCHASE Alternate Doc 333 332
KEYBANK OTHER 90 89.2 SINGLE FAMILY PRIMARY PURCHASE Alternate Doc 344 342
KEYBANK OTHER 100 98.7 SINGLE FAMILY PRIMARY REFI-EQUITY Alternate Doc 334 334
KEYBANK OTHER 80 79 CONDO SECOND HOM PURCHASE Alternate Doc 336 335
KEYBANK OTHER 45.7 44.6 SINGLE FAMILY SECOND HOM CONSTRUCTION FULL 335 332
KEYBANK OTHER 90 89.6 SINGLE FAMILY PRIMARY PURCHASE Alternate Doc 348 347
KEYBANK OTHER 94.7 94.4 SINGLE FAMILY PRIMARY PURCHASE FULL 350 350
KEYBANK OTHER 90 88.5 PUD SECOND HOM PURCHASE Alternate Doc 333 332
KEYBANK OTHER 80 77.2 SINGLE FAMILY PRIMARY PURCHASE FULL 317 317
KEYBANK OTHER 90 89.9 PUD PRIMARY PURCHASE Alternate Doc 353 352
KEYBANK OTHER 90 89.1 SINGLE FAMILY PRIMARY PURCHASE Alternate Doc 339 338
KEYBANK OTHER 25 24.3 SINGLE FAMILY PRIMARY RATE TERM Alternate Doc 327 324
KEYBANK OTHER 73.7 71 SINGLE FAMILY PRIMARY PURCHASE FULL 316 315
BOA LIBOR ARMS 72.8 72.8 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357 357
BOA LIBOR ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 354 354
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357 357
BOA LIBOR ARMS 57.6 57.6 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357 357
BOA LIBOR ARMS 73.9 73.9 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 79.6 79.6 CONDO PRIMARY PURCHASE FULL 358 358
BOA LIBOR ARMS 78.7 78.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BOA LIBOR ARMS 78.4 78.4 PUD PRIMARY PURCHASE FULL 357 357
BOA LIBOR ARMS 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BOA LIBOR ARMS 72.2 72.2 PUD PRIMARY REFI-EQUITY FULL 357 357
BOA LIBOR ARMS 59.8 59.8 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357 357
BOA LIBOR ARMS 53.2 53.2 PUD PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 68.1 68.1 PUD PRIMARY RATE TERM LIMITED 357 356
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358 358
BOA LIBOR ARMS 69.4 69.4 PUD PRIMARY REFI-EQUITY FULL 358 358
BOA LIBOR ARMS 74.8 74.8 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358 358
BOA LIBOR ARMS 79.6 79.3 SINGLE FAMILY PRIMARY RATE TERM FULL 352 351
BOA LIBOR ARMS 69.3 69.3 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BOA LIBOR ARMS 25.6 25.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BOA LIBOR ARMS 80 80 CONDO PRIMARY REFI-EQUITY LIMITED 358 358
BOA LIBOR ARMS 70 70 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BOA LIBOR ARMS 79.7 79.7 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358 358
BOA LIBOR ARMS 80 79.9 PUD PRIMARY RATE TERM LIMITED 355 355
BOA LIBOR ARMS 54.5 54.5 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 68 68 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE LIMITED 178 178
BOA LIBOR ARMS 42.4 42.4 PUD PRIMARY RATE TERM FULL 358 358
BOA LIBOR ARMS 59.8 59.8 CONDO SECOND HOM RATE TERM LIMITED 356 356
BOA LIBOR ARMS 49.1 49.1 PUD PRIMARY PURCHASE LIMITED 357 357
BOA LIBOR ARMS 73 73 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 78.2 78.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BOA LIBOR ARMS 57.2 57.2 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358 358
BOA LIBOR ARMS 32.8 32.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BOA LIBOR ARMS 46.7 46.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 350
BOA LIBOR ARMS 70.7 70.5 PUD PRIMARY REFI-EQUITY LIMITED 357 357
BOA LIBOR ARMS 51.9 51.9 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357 357
BOA LIBOR ARMS 80 79.5 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358 358
BOA LIBOR ARMS 77.8 77.8 PUD PRIMARY RATE TERM FULL 357 357
PORTFOLIO AGE MTR LNAME INDEX TFEE NWAC
------------- --- --- ------------- -------- ------ ------
BKONE JAN. 25 2 36 Oprendek 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 37 Xxxxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Knight 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 1 37 Westwell 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 Pinder 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 37 Lin 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 3 35 Xxxxx 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 37 DeFrisco 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 2 36 El-Khatib 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 XXXXXXXX 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Xxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Schornberg 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 3 35 Jiganti 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 36 Xxxxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 2 36 Xxxxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 Xxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 3 35 Xxxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Affourtit 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 2 36 Stenn 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 Xxxxxxxxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Xxxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 0 38 Xxxxxxxxxx 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 36 Bobbs 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Xxxxxxxx 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 3 35 Xxxxxxx 1 YR CMT 0.0075 5.3675
BKONE JAN. 25 2 36 Xxxxxxx 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 1 37 Taurence 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Xxxxxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Xxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 3 35 Xxxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 3 35 Norgate 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 36 Xxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 36 Xxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Xxxxxxx 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 37 XxXxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 37 Blanc 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 37 Xxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Imrie 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 1 37 Xxxxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Bloom 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Xxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 2 36 Dessner 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 2 36 Xxxxxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 2 36 Xxxxxxxx 1 YR CMT 0.0075 5.3675
BKONE JAN. 25 1 37 Xxxxxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 37 Zaguroli 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 3 35 Xxxxxx 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 1 37 Sweet 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 1 37 Xxxxxxxxx 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 2 36 Green 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 2 36 Kararli 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 36 Cullen 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Librach 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 1 37 Xxxxxxx 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 36 Xxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 1 37 Xxxxxxx 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 36 Bruno 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 37 Xxxxx 1 YR CMT 0.0075 5.4925
BKONE JAN. 25 0 38 Xxxxxx 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 36 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 36 Xxxxxxxxx 1 YR CMT 0.0075 5.6175
BKONE NOV20 3 34 Xxxx 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 35 Xxxxxxxx 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 34 Xxxxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 2 35 Xxxxx 1 YR CMT 0.0075 6.1175
BKONE NOV20 5 00 Xxxxxxxxxxx 0 XX XXX 0.0000 0.0000
XXXXX NOV20 2 35 O'Brien 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 34 Sains 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 35 Xxxxxx 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 34 Xxxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 35 Houston 1 YR CMT 0.0075 6.3675
BKONE NOV20 5 33 Spear 1 YR CMT 0.0075 6.8675
BKONE NOV20 3 35 Xxxxxxxx 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 35 Xxxxxxxxx 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 35 Xxxxx 1 YR CMT 0.0075 5.4925
BKONE NOV20 4 34 Xxxxxx 1 YR CMT 0.0075 5.8675
BKONE NOV20 5 34 Xxxxxx 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 33 Xxxxxx 1 YR CMT 0.0075 6.7425
BKONE NOV20 4 34 Xxxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 35 Xxxxxxxx 1 YR CMT 0.0075 5.2425
BKONE NOV20 2 35 Martindale 1 YR CMT 0.0075 5.9925
BKONE NOV20 4 33 Xxxxxxx 1 YR CMT 0.0075 5.9925
BKONE NOV20 5 32 Panos 1 YR CMT 0.0075 6.8675
BKONE NOV20 2 35 Xxxxxxxxx 1 YR CMT 0.0075 5.8675
BKONE NOV20 5 33 Xxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 6 31 Xxxxxx 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 35 XXXXX 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 35 Basta 1 YR CMT 0.0075 5.7425
BKONE NOV20 4 34 Randhawa 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 34 Xxxxx 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 34 Xxxxxxxxxxxx 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 34 Calubaquib Jr 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 34 Xxxxxxx 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 34 Xxxxxxx 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 35 XXXXXXXXX 1 YR CMT 0.0075 5.6175
BKONE NOV20 2 00 Xxxxxxxxx 0 XX XXX 0.0000 0.0000
XXXXXXX OTHER 42 18 BLAZY 1 YR CMT 0.0075 6.4925
KEYBANK OTHER 15 20 FORS 1 YR CMT 0.0075 7.1175
KEYBANK OTHER 27 00 XXXXXXX 0 XX XXX 0.0000 0.0000
XXXXXXX OTHER 16 19 XXXXXXXXX 1 YR CMT 0.0075 6.8675
KEYBANK OTHER 26 34 XXXXXX 1 YR CMT 0.0075 7.9925
KEYBANK OTHER 24 00 XXXXXX 0 XX XXX 0.0000 0.0000
XXXXXXX OTHER 25 35 MEATHE 1 YR CMT 0.0075 5.6175
KEYBANK OTHER 12 33 XXXXXX 1 YR CMT 0.0075 7.9925
KEYBANK OTHER 10 26 WOLF 1 YR CMT 0.0075 7.1175
KEYBANK OTHER 27 32 SNOW 1 YR CMT 0.0075 7.4925
KEYBANK OTHER 43 00 XXXXX 0 XX XXX 0.0000 0.0000
XXXXXXX OTHER 7 28 XXXXX 1 YR CMT 0.0075 6.4925
KEYBANK OTHER 21 38 NORD 1 YR CMT 0.0075 8.2425
KEYBANK OTHER 33 26 XXXXXXX 1 YR CMT 0.0075 6.2425
KEYBANK OTHER 44 15 XXXXXXXX 1 YR CMT 0.0075 6.4925
BOA LIBOR ARMS 3 33 XXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 6 30 XXXXXXXXX LIBOR 0.0075 6.8675
BOA LIBOR ARMS 3 33 XXXXXXXXXX LIBOR 0.0075 5.2425
BOA LIBOR ARMS 3 33 XXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 XXXXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 2 34 VIERA LIBOR 0.0075 5.9925
BOA LIBOR ARMS 2 34 XXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 3 33 XXXXXXXXX LIBOR 0.0075 6.4925
BOA LIBOR ARMS 2 34 XXXXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 3 33 CASCIOPPO LIBOR 0.0075 5.7425
BOA LIBOR ARMS 3 33 HECKLES LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 XXXX LIBOR 0.0075 4.9925
BOA LIBOR ARMS 3 33 XXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 MUNCH LIBOR 0.0075 5.1175
BOA LIBOR ARMS 2 34 XXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 CHU LIBOR 0.0075 5.3675
BOA LIBOR ARMS 8 28 XXXXXXX LIBOR 0.0075 6.9925
BOA LIBOR ARMS 3 33 WASNIOWSKI LIBOR 0.0075 5.7425
BOA LIBOR ARMS 3 33 XXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 2 34 XXXXXXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 2 34 XXXXXXX LIBOR 0.0075 5.3675
BOA LIBOR ARMS 2 34 STRAMBI LIBOR 0.0075 5.4925
BOA LIBOR ARMS 5 31 XXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 2 34 XXXXXX LIBOR 0.0075 5.2425
BOA LIBOR ARMS 2 34 WINCH LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 XXXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 34 XXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 4 32 XXXX LIBOR 0.0075 6.4925
BOA LIBOR ARMS 3 33 XXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 2 34 XXXX LIBOR 0.0075 5.3675
BOA LIBOR ARMS 2 34 XXXXXXX LIBOR 0.0075 5.3675
BOA LIBOR ARMS 2 35 XXXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 3 33 XXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 2 35 XXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 3 33 XXXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 3 33 XXXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 2 34 D'XXXX XX. LIBOR 0.0075 5.7425
BOA LIBOR ARMS 3 33 XXXXX LIBOR 0.0075 5.4925
SCHEDULE II
Pool 2 Mortgage Loans
PORTFOLIO AMBUCX ANUM RATE XXXX PBAL FPDATE MDATE PDATE OTERM
------------ ------------ --------- ---- ------------ ------------ ------ ------- ------ ------
ABN 5/1 ARMS 5/1 CMT ARMS 618863027 6.25 $ 712,000.00 $ 710,645.32 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619200221 6.13 $ 576,800.00 $ 575,675.90 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618614888 6.5 $ 900,000.00 $ 898,368.37 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619385199 6 $ 585,000.00 $ 583,832.33 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618829956 6.13 $ 948,000.00 $ 946,152.50 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618243128 6.25 $ 310,000.00 $ 309,410.19 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618814492 6.25 $ 340,000.00 $ 339,353.10 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618774132 6.25 $ 775,000.00 $ 773,525.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619146100 5.75 $ 599,250.00 $ 596,485.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618787729 5.75 $ 650,000.00 $ 648,639.47 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618821889 6.25 $ 800,000.00 $ 798,477.90 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619071338 6.13 $ 592,500.00 $ 591,345.32 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618295336 6.25 $ 332,000.00 $ 331,368.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617707105 6.13 $ 1,000,000.00 $ 998,051.16 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618882532 6.13 $ 800,000.00 $ 798,440.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619751978 5.88 $ 408,000.00 $ 407,166.02 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619371171 5.63 $ 800,000.00 $ 798,285.49 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617433228 6.5 $ 595,000.00 $ 592,830.92 11/1/01 10/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616309964 6.25 $ 514,700.00 $ 512,731.21 11/1/01 10/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618417549 6.25 $ 415,000.00 $ 413,812.53 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618950410 6.25 $ 342,000.00 $ 341,349.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618747515 6.25 $ 412,000.00 $ 411,216.13 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619633612 6 $ 380,000.00 $ 379,241.53 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618962755 6.25 $ 332,000.00 $ 331,368.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619187144 6 $ 328,000.00 $ 327,345.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617186991 5.63 $ 345,300.00 $ 344,559.97 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618591039 6 $ 681,500.00 $ 680,125.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618469702 6 $ 390,000.00 $ 389,221.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619210859 6.25 $ 609,750.00 $ 608,589.87 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619254351 6 $ 463,900.00 $ 461,971.57 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618489693 6.13 $ 550,000.00 $ 546,554.04 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618732585 6.5 $ 427,200.00 $ 426,425.53 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618429623 6 $ 712,500.00 $ 710,361.44 12/1/01 11/1/31 3/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617963026 5.75 $ 558,000.00 $ 556,832.03 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619130179 6 $ 538,000.00 $ 536,926.16 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618389614 6.25 $ 1,000,000.00 $ 998,097.38 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617948220 6.25 $ 570,000.00 $ 568,369.01 1/1/02 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618768236 6.25 $ 888,000.00 $ 886,310.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619274048 6 $ 825,000.00 $ 822,294.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619524858 6.13 $ 485,000.00 $ 484,054.81 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619069130 6.13 $ 504,000.00 $ 502,942.31 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619311021 6 $ 873,000.00 $ 872,130.92 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617933520 6.25 $ 825,000.00 $ 824,217.20 2/1/02 1/1/32 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616775925 6.25 $ 486,000.00 $ 484,601.71 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618963552 6.25 $ 937,500.00 $ 935,716.29 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619156717 6.25 $ 410,000.00 $ 409,219.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618020232 6.25 $ 430,000.00 $ 428,769.62 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619003084 6.25 $ 330,000.00 $ 329,372.13 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618158864 6.25 $ 498,000.00 $ 497,052.50 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618641621 6.25 $ 470,000.00 $ 469,105.77 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617925405 6.25 $ 360,000.00 $ 359,315.06 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617927851 6.25 $ 360,000.00 $ 359,215.06 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619126903 6.13 $ 405,600.00 $ 404,809.55 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618877067 6.25 $ 335,000.00 $ 334,362.63 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619222487 6 $ 494,500.00 $ 493,512.98 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619548366 5.5 $ 645,000.00 $ 643,245.48 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618028753 6.25 $ 493,000.00 $ 491,435.98 12/1/01 11/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619035801 6.13 $ 970,000.00 $ 968,109.63 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619271955 6.25 $ 375,000.00 $ 374,286.51 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618345860 6.25 $ 330,000.00 $ 329,372.13 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617959428 6.25 $ 349,000.00 $ 348,334.84 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617972243 6.25 $ 640,000.00 $ 638,782.32 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618421475 6.38 $ 450,000.00 $ 449,017.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619116444 6 $ 363,750.00 $ 362,841.05 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619255443 6 $ 550,000.00 $ 548,902.20 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619005042 6.13 $ 1,000,000.00 $ 991,944.04 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618743269 5.75 $ 474,000.00 $ 471,987.08 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618415239 6.25 $ 850,000.00 $ 848,316.02 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617930446 6.25 $ 407,000.00 $ 405,835.42 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617972378 6.25 $ 475,000.00 $ 474,096.25 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618695012 6.25 $ 430,800.00 $ 429,980.35 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618614092 6.13 $ 471,000.00 $ 470,082.09 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619203894 6.25 $ 468,000.00 $ 467,109.57 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619552682 6.25 $ 620,000.00 $ 618,820.37 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618189213 6.13 $ 840,000.00 $ 837,538.18 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618295531 6.38 $ 774,000.00 $ 771,837.94 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616673001 6.25 $ 725,000.00 $ 723,620.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616997320 6.5 $ 650,000.00 $ 648,821.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617907027 6.38 $ 780,000.00 $ 778,551.28 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617922765 6.25 $ 650,000.00 $ 648,763.30 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618261121 6.25 $ 1,000,000.00 $ 998,097.38 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618390309 6.5 $ 475,000.00 $ 474,138.87 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618450368 6.13 $ 950,000.00 $ 948,148.61 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618559585 6.5 $ 686,400.00 $ 685,155.62 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618105256 6.13 $ 325,000.00 $ 324,047.52 12/1/01 11/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618748015 6.13 $ 393,600.00 $ 392,832.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616025062 6 $ 334,000.00 $ 333,333.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619036221 6.13 $ 376,000.00 $ 375,267.23 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618816290 5.5 $ 650,000.00 $ 648,573.82 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618482366 6 $ 960,000.00 $ 958,083.84 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618199965 5.5 $ 500,000.00 $ 498,350.62 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618648207 6.25 $ 353,000.00 $ 352,328.38 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619763153 6.75 $ 406,250.00 $ 405,548.49 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618374285 5.75 $ 520,000.00 $ 518,911.58 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618828498 6.25 $ 412,000.00 $ 411,216.13 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619356979 5.88 $ 332,000.00 $ 331,321.36 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617564808 6.25 $ 345,000.00 $ 344,343.60 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618581424 6.38 $ 650,000.00 $ 648,747.67 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618475573 6.13 $ 967,500.00 $ 965,614.50 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618725746 6.25 $ 650,000.00 $ 648,763.30 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619213453 6 $ 707,900.00 $ 706,487.04 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618164349 6.25 $ 309,400.00 $ 308,811.33 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618773288 5.88 $ 650,000.00 $ 648,671.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616689624 6 $ 500,000.00 $ 499,002.01 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618184628 6.25 $ 346,000.00 $ 345,341.69 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618830174 6.25 $ 512,000.00 $ 511,025.87 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618918772 6.25 $ 410,000.00 $ 409,219.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617991053 6.25 $ 652,000.00 $ 650,488.00 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617917154 6.25 $ 1,000,000.00 $ 997,138.63 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617734302 6 $ 330,000.00 $ 329,341.32 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618918681 6.25 $ 1,000,000.00 $ 998,097.38 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619171077 5 $ 340,000.00 $ 339,181.25 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619539980 6 $ 368,000.00 $ 367,633.65 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618142080 6.25 $ 437,250.00 $ 436,418.08 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617912455 6.25 $ 330,000.00 $ 329,304.00 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617906823 6.25 $ 960,000.00 $ 958,173.48 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618790724 6.25 $ 467,000.00 $ 466,111.47 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617925973 6.25 $ 627,000.00 $ 621,786.21 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618917292 6.13 $ 825,000.00 $ 823,392.20 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619742943 6 $ 384,000.00 $ 383,034.83 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616517169 7 $ 400,000.00 $ 398,341.38 10/1/01 9/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618285005 6.25 $ 432,800.00 $ 431,976.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618185583 6.38 $ 330,000.00 $ 329,387.09 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618316308 6.25 $ 324,000.00 $ 323,383.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618436724 6.5 $ 360,000.00 $ 359,347.36 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619118787 6.13 $ 345,000.00 $ 344,327.65 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618340217 6.25 $ 526,000.00 $ 524,999.22 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618917715 5.88 $ 447,000.00 $ 446,086.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618193856 6.25 $ 500,000.00 $ 498,646.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617974381 6.25 $ 420,000.00 $ 418,798.20 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618198840 6.25 $ 396,000.00 $ 395,246.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618454124 5.5 $ 520,000.00 $ 518,859.05 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618929365 6.13 $ 380,000.00 $ 379,259.44 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617933461 6.25 $ 498,000.00 $ 497,052.50 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619440301 6 $ 600,000.00 $ 598,802.41 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618364784 6.5 $ 352,500.00 $ 351,538.82 12/1/01 11/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618633346 6.13 $ 450,000.00 $ 449,123.02 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618640298 6.25 $ 406,500.00 $ 405,726.59 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618650816 6.13 $ 647,000.00 $ 645,739.11 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618676360 6.25 $ 373,000.00 $ 372,286.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618524572 6.25 $ 667,000.00 $ 665,730.96 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618593235 6 $ 355,000.00 $ 354,291.43 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618134331 6.25 $ 380,000.00 $ 379,277.00 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618748377 6 $ 466,000.00 $ 465,069.86 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618782289 6.25 $ 384,000.00 $ 383,269.40 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618787627 6 $ 495,000.00 $ 494,011.98 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619329190 6 $ 482,000.00 $ 480,625.72 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617926202 6.25 $ 384,000.00 $ 382,901.24 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617947398 6.13 $ 498,000.00 $ 496,540.50 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618212531 6.25 $ 847,000.00 $ 845,388.49 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618264932 6.25 $ 599,000.00 $ 597,860.32 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619364274 5.75 $ 562,000.00 $ 560,823.67 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619475860 6 $ 463,000.00 $ 462,075.86 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618339839 6.13 $ 422,000.00 $ 421,177.58 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619524687 6.25 $ 410,000.00 $ 409,219.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618112825 6.25 $ 387,500.00 $ 382,258.00 1/1/02 12/1/31 3/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618645705 6.25 $ 395,000.00 $ 394,248.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618775883 6.25 $ 465,000.00 $ 464,115.29 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618794318 6.25 $ 379,000.00 $ 378,278.91 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619479192 6.25 $ 475,000.00 $ 474,096.25 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618079891 6.25 $ 825,000.00 $ 822,639.36 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618627246 6.5 $ 428,000.00 $ 427,224.07 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618861343 6.25 $ 384,000.00 $ 383,269.40 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618029139 6.25 $ 800,000.00 $ 798,477.90 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618790746 6.25 $ 504,000.00 $ 503,041.09 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618924827 6 $ 440,000.00 $ 439,121.77 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619274527 6.25 $ 650,000.00 $ 648,763.30 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619835683 6.5 $ 576,800.00 $ 576,278.56 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618145539 6.13 $ 417,000.00 $ 416,187.33 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617965723 6.25 $ 380,000.00 $ 379,277.00 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618188962 6.25 $ 520,000.00 $ 519,010.63 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618305555 6.25 $ 720,000.00 $ 718,630.12 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618402837 6.13 $ 650,000.00 $ 648,654.44 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618564673 6.5 $ 748,000.00 $ 746,643.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618966748 6 $ 426,000.00 $ 425,149.70 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618713081 6 $ 355,000.00 $ 353,934.49 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619385008 6 $ 478,600.00 $ 477,644.72 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618649652 6 $ 383,500.00 $ 382,633.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618699540 6 $ 474,000.00 $ 473,053.90 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618371453 5.75 $ 368,000.00 $ 367,229.72 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 616977031 6.75 $ 355,000.00 $ 353,767.08 11/1/01 10/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619149682 6.13 $ 360,000.00 $ 359,298.41 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618064792 6.38 $ 464,000.00 $ 462,703.86 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618439705 6.25 $ 860,000.00 $ 858,363.75 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617914311 6.25 $ 950,000.00 $ 948,141.57 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618657971 6.25 $ 490,000.00 $ 489,067.72 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617515875 6.38 $ 470,000.00 $ 468,687.11 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618593850 6.25 $ 311,500.00 $ 310,409.90 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618064326 6.25 $ 340,000.00 $ 339,252.58 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617184410 6.25 $ 350,000.00 $ 349,334.09 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619078426 6 $ 636,000.00 $ 634,730.55 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617891713 6.38 $ 347,000.00 $ 346,030.69 12/1/01 11/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617977168 6.25 $ 666,000.00 $ 664,732.85 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618663651 6.25 $ 392,400.00 $ 391,653.42 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618464488 6.38 $ 650,000.00 $ 648,546.61 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618277506 6.25 $ 1,000,000.00 $ 998,097.38 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618663387 6 $ 750,000.00 $ 748,408.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618679114 5.75 $ 462,000.00 $ 461,032.97 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619075172 6 $ 670,000.00 $ 668,662.69 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618258503 6.5 $ 412,500.00 $ 411,752.18 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618300151 6.5 $ 990,000.00 $ 987,300.52 12/1/01 11/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618830312 6 $ 352,000.00 $ 351,297.41 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618564310 6.5 $ 382,000.00 $ 381,307.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618107123 6 $ 560,000.00 $ 558,882.25 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618544213 6.25 $ 356,250.00 $ 355,572.20 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617589497 6.13 $ 592,000.00 $ 590,846.30 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618676008 6 $ 322,000.00 $ 321,357.30 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618920231 6.25 $ 820,000.00 $ 818,439.85 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618988879 6.25 $ 443,000.00 $ 442,157.13 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619498981 6.25 $ 460,000.00 $ 459,563.53 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618819113 6 $ 364,000.00 $ 363,273.47 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619558245 6 $ 378,000.00 $ 377,245.52 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618551894 6.25 $ 374,600.00 $ 373,887.27 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619195224 6 $ 375,000.00 $ 373,333.96 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619056384 5.75 $ 600,000.00 $ 598,744.12 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617964016 6.25 $ 305,000.00 $ 304,419.69 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618624857 6.25 $ 512,000.00 $ 511,025.86 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617453757 5.5 $ 412,000.00 $ 411,096.02 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618050422 6.25 $ 320,000.00 $ 319,039.33 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618494020 6.38 $ 345,000.00 $ 344,359.22 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619298104 6 $ 650,000.00 $ 648,702.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618214167 6.25 $ 609,000.00 $ 608,422.16 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617973790 6.25 $ 317,700.00 $ 317,095.54 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618130304 6.25 $ 419,000.00 $ 418,202.79 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618986662 6.13 $ 840,000.00 $ 838,362.97 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618837796 6.25 $ 355,000.00 $ 354,324.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619311349 5.75 $ 486,000.00 $ 484,982.75 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618791736 6.25 $ 486,700.00 $ 485,472.43 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617886909 6.25 $ 378,450.00 $ 377,729.95 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618335799 6 $ 450,000.00 $ 449,552.02 2/1/02 1/1/32 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618555284 6 $ 491,000.00 $ 489,963.49 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618900306 6.25 $ 420,000.00 $ 419,601.49 2/1/02 1/1/32 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618553705 6.38 $ 449,600.00 $ 449,183.58 2/1/02 1/1/32 6/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618023020 6.25 $ 305,000.00 $ 304,127.27 12/1/01 11/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617267432 6.13 $ 456,000.00 $ 455,111.34 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617990041 6 $ 335,000.00 $ 334,331.35 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618639774 6 $ 425,000.00 $ 424,151.70 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618730219 6.13 $ 313,000.00 $ 312,390.01 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619077094 6 $ 999,950.00 $ 997,954.10 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619303599 5.75 $ 630,000.00 $ 628,681.33 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619095644 5.5 $ 337,600.00 $ 336,859.25 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619028276 5.5 $ 337,500.00 $ 336,759.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618905915 6.13 $ 400,000.00 $ 399,220.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618301799 6.13 $ 448,000.00 $ 447,126.91 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618505421 5.75 $ 598,000.00 $ 596,748.31 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618967237 6 $ 445,000.00 $ 444,052.29 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619025796 5.75 $ 440,000.00 $ 439,079.02 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619484598 6.13 $ 305,000.00 $ 304,405.61 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618181157 6 $ 645,000.00 $ 643,712.59 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618946970 6 $ 810,000.00 $ 808,383.25 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619396977 6 $ 372,000.00 $ 371,629.67 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619337292 6 $ 457,000.00 $ 456,087.83 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619365630 6 $ 350,000.00 $ 349,301.40 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619064395 6 $ 344,000.00 $ 343,313.39 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619028447 6 $ 450,000.00 $ 449,101.80 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619498015 6.25 $ 400,000.00 $ 399,238.95 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619376611 5.63 $ 485,000.00 $ 483,200.04 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 612872343 5 $ 1,000,000.00 $ 998,798.45 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619469258 5.75 $ 728,000.00 $ 723,558.95 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619294393 5.75 $ 475,000.00 $ 474,005.77 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619417233 5.75 $ 648,000.00 $ 646,643.66 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619121065 6.25 $ 380,000.00 $ 378,878.29 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618016942 6.13 $ 775,000.00 $ 773,489.65 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618372294 6.13 $ 352,500.00 $ 351,813.03 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619113873 6.13 $ 519,000.00 $ 517,988.55 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619026138 6.13 $ 425,000.00 $ 424,171.75 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618126785 6.25 $ 438,900.00 $ 438,064.93 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618784748 6.25 $ 501,500.00 $ 500,545.83 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619076333 6 $ 627,000.00 $ 625,748.52 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619046882 6 $ 575,000.00 $ 573,838.70 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618115657 6.25 $ 390,000.00 $ 389,257.97 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619001344 6 $ 378,300.00 $ 377,544.92 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618483813 6.25 $ 345,000.00 $ 343,672.65 2/1/02 1/1/32 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618151936 6.38 $ 534,950.00 $ 533,956.43 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619316981 6 $ 356,000.00 $ 355,289.43 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618437509 6.25 $ 395,000.00 $ 394,248.47 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618214054 6 $ 510,000.00 $ 509,492.29 2/1/02 1/1/32 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619302439 6 $ 650,000.00 $ 648,702.60 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 615689622 6.5 $ 345,600.00 $ 344,973.45 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617892348 6.38 $ 353,700.00 $ 353,043.06 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618720400 6.25 $ 731,250.00 $ 729,858.71 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619066649 5.88 $ 335,700.00 $ 335,013.81 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618950922 6.25 $ 436,000.00 $ 435,170.45 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619168016 5.88 $ 622,500.00 $ 618,912.84 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619661888 5.75 $ 574,800.00 $ 573,205.13 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618214043 6 $ 407,000.00 $ 405,846.61 2/1/02 1/1/32 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 617932949 6.25 $ 900,000.00 $ 897,625.67 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618009395 6.25 $ 468,000.00 $ 467,109.57 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618650883 5.88 $ 359,800.00 $ 359,064.53 1/1/02 12/1/31 2/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618641186 6.13 $ 480,000.00 $ 479,064.56 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 618904344 6.25 $ 317,000.00 $ 316,396.88 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619140160 6.13 $ 401,250.00 $ 400,467.40 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619140080 6.13 $ 600,000.00 $ 598,830.70 1/1/02 12/1/31 1/1/02 360
ABN 5/1 ARMS 5/1 CMT ARMS 619441869 6.25 $ 510,000.00 $ 509,029.66 1/1/02 12/1/31 2/1/02 360
ABN AMRO - Prior 5/1 CMT ARMS 615761869 7.13 $ 319,200.00 $ 317,381.05 8/1/01 7/1/31 1/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12000162 6.38 $ 540,000.00 $ 538,997.04 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12255113 6.25 $ 364,400.00 $ 364,054.24 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12017356 6.75 $ 307,000.00 $ 306,469.87 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12127585 6.25 $ 648,000.00 $ 646,767.10 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12213302 6.25 $ 649,950.00 $ 649,333.30 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11842028 6 $ 392,000.00 $ 390,823.42 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12008942 6.63 $ 462,400.00 $ 461,581.41 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11822632 6.88 $ 350,000.00 $ 348,512.78 10/1/01 9/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11990827 6.38 $ 328,100.00 $ 327,479.02 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11676301 6.88 $ 373,500.00 $ 373,186.21 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12056701 6.5 $ 970,000.00 $ 969,123.11 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11998697 6.38 $ 677,250.00 $ 675,890.00 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11456977 6.5 $ 493,600.00 $ 493,153.78 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11877412 7 $ 326,350.00 $ 326,082.49 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12008272 6.25 $ 977,000.00 $ 977,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12202818 6.38 $ 329,000.00 $ 329,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11866324 6.5 $ 600,000.00 $ 598,912.24 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11942810 6.25 $ 636,000.00 $ 634,789.92 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11908407 6.38 $ 400,000.00 $ 399,257.07 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12171468 6.63 $ 460,000.00 $ 459,186.04 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12043584 6.38 $ 468,000.00 $ 467,566.53 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12158721 6.38 $ 640,000.00 $ 639,407.23 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12012571 6.5 $ 405,600.00 $ 405,233.33 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12025763 6.38 $ 466,000.00 $ 465,134.48 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12130720 6.13 $ 376,000.00 $ 375,267.23 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11985686 6.13 $ 540,000.00 $ 538,363.91 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12130787 6.38 $ 535,000.00 $ 534,504.48 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11330594 6.88 $ 400,000.00 $ 398,698.21 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12130837 6.5 $ 730,000.00 $ 729,340.07 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12039483 6.38 $ 525,000.00 $ 524,024.90 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12074563 6.13 $ 464,000.00 $ 463,095.72 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 10223485 6.88 $ 373,393.00 $ 370,037.85 2/1/02 5/1/30 2/1/02 340
BKONE JAN. 25 5/1 CMT ARMS 12131694 6.63 $ 395,000.00 $ 394,060.61 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12080321 6.38 $ 397,600.00 $ 396,861.52 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11655404 6.63 $ 323,200.00 $ 322,628.11 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11872835 6.38 $ 790,000.00 $ 788,924.28 2/1/02 1/1/27 2/1/02 300
BKONE JAN. 25 5/1 CMT ARMS 11694254 7 $ 300,000.00 $ 298,756.02 10/1/01 9/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12047171 6.25 $ 425,000.00 $ 424,191.38 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12183547 6.5 $ 445,000.00 $ 443,410.42 2/1/02 1/1/22 2/1/02 240
BKONE JAN. 25 5/1 CMT ARMS 10793503 6.5 $ 437,000.00 $ 436,139.66 1/1/02 11/1/30 2/1/02 347
BKONE JAN. 25 5/1 CMT ARMS 11575917 6.63 $ 405,000.00 $ 403,193.55 10/1/01 9/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 10723203 6.38 $ 355,694.00 $ 343,589.57 12/1/01 10/1/30 2/1/02 347
BKONE JAN. 25 5/1 CMT ARMS 11951936 6.5 $ 600,000.00 $ 598,912.24 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11998739 6 $ 400,001.00 $ 398,998.52 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12047106 6.63 $ 375,000.00 $ 374,336.46 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12197430 6.25 $ 950,000.00 $ 948,192.50 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12058376 5.88 $ 625,363.00 $ 624,084.70 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11866316 6.38 $ 980,000.00 $ 978,179.82 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12210001 6.25 $ 605,000.00 $ 603,848.91 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12108908 6.75 $ 400,000.00 $ 399,555.60 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12108924 6.75 $ 650,000.00 $ 649,440.36 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12021283 6.13 $ 560,000.00 $ 559,455.71 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12017950 6.25 $ 324,000.00 $ 323,692.57 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12156873 6.5 $ 317,500.00 $ 317,212.97 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11966991 6.25 $ 843,750.00 $ 842,144.65 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12161873 6.13 $ 387,000.00 $ 382,614.55 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12093621 6.5 $ 640,000.00 $ 639,421.43 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12176632 6.13 $ 352,000.00 $ 351,314.01 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11949633 6.5 $ 325,000.00 $ 324,410.79 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12168308 6.13 $ 350,000.00 $ 349,659.82 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12061867 6.38 $ 999,950.00 $ 998,092.76 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12065348 6 $ 638,000.00 $ 636,726.54 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12065330 6 $ 420,000.00 $ 419,161.67 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11031721 6.38 $ 775,000.00 $ 773,560.56 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12147567 6.13 $ 450,000.00 $ 449,123.02 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12156832 6.38 $ 500,000.00 $ 499,536.90 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12061909 6.5 $ 396,000.00 $ 395,282.08 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12014965 6.5 $ 408,000.00 $ 407,631.16 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12015715 6.63 $ 355,820.00 $ 355,506.06 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12015475 6.25 $ 495,000.00 $ 494,058.18 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11908779 6.38 $ 397,500.00 $ 396,761.70 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12173068 6.5 $ 875,000.00 $ 875,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12065553 6.5 $ 374,500.00 $ 374,161.44 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12172979 6.13 $ 368,800.00 $ 368,382.42 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12137352 6.25 $ 830,000.00 $ 829,212.46 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12047122 6.38 $ 649,990.00 $ 649,387.97 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12090569 6.13 $ 460,000.00 $ 459,552.91 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12056792 6.25 $ 466,000.00 $ 465,299.39 2/1/02 1/1/26 2/1/02 288
BKONE JAN. 25 5/1 CMT ARMS 12056784 6.25 $ 999,990.00 $ 999,990.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12173001 6.25 $ 500,000.00 $ 499,525.58 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12056743 6.63 $ 490,000.00 $ 485,288.92 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12179842 6.88 $ 488,000.00 $ 487,590.01 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11972585 6.25 $ 628,000.00 $ 626,805.14 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11942018 6.38 $ 325,000.00 $ 324,396.36 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12202883 6.38 $ 353,000.00 $ 352,673.04 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12057006 6.13 $ 400,000.00 $ 399,220.45 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12166963 6.13 $ 520,000.00 $ 518,986.60 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11932159 6.5 $ 351,000.00 $ 350,682.69 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11879335 6.38 $ 371,250.00 $ 370,560.47 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12135539 6 $ 382,500.00 $ 382,119.21 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12008249 6.25 $ 400,000.00 $ 399,238.95 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11526993 6 $ 370,000.00 $ 369,261.48 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11993664 6.63 $ 931,500.00 $ 930,678.16 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11985389 6.13 $ 450,000.00 $ 449,123.02 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 10837060 6.88 $ 359,552.00 $ 358,946.11 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12011771 6.13 $ 450,000.00 $ 449,562.63 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12241428 6.63 $ 316,200.00 $ 315,921.02 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12087037 6.13 $ 570,000.00 $ 570,000.00 3/1/02 2/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12040101 6.5 $ 550,000.00 $ 548,500.18 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 11944816 6.38 $ 371,300.00 $ 370,956.10 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 5/1 CMT ARMS 12176707 6.63 $ 337,500.00 $ 337,183.03 2/1/02 1/1/32 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11892585 6.88 $ 552,000.00 $ 550,128.99 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11746534 6.88 $ 649,950.00 $ 647,747.00 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12083051 6.5 $ 360,000.00 $ 359,347.34 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12028544 6.25 $ 649,900.00 $ 648,663.48 1/1/02 12/1/31 3/1/02 360
BKONE NOV20 5/1 CMT ARMS 11918398 6.38 $ 432,000.00 $ 430,793.25 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11967999 6.63 $ 412,000.00 $ 410,903.45 12/1/01 11/1/31 3/1/02 360
BKONE NOV20 5/1 CMT ARMS 11942331 6.25 $ 785,000.00 $ 782,753.79 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11904364 6.75 $ 582,000.00 $ 579,978.63 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12019246 6.25 $ 432,000.00 $ 430,763.88 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11979234 6.63 $ 500,000.00 $ 498,220.76 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11845856 6.75 $ 368,000.00 $ 364,472.39 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11856259 6.88 $ 424,000.00 $ 422,562.86 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11908167 6.25 $ 365,000.00 $ 363,955.59 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12035564 6.25 $ 388,000.00 $ 386,889.77 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11931797 6.63 $ 423,200.00 $ 421,694.06 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11819000 6.63 $ 307,500.00 $ 305,724.55 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11928843 6.63 $ 324,000.00 $ 322,847.05 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11956562 5.75 $ 595,000.00 $ 593,754.59 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11807666 7 $ 649,950.00 $ 648,342.36 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12020434 6.25 $ 555,000.00 $ 553,411.90 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11941192 6.75 $ 522,000.00 $ 520,187.01 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11726742 6.63 $ 750,000.00 $ 748,672.91 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11854379 7 $ 465,000.00 $ 463,071.84 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11801610 7.25 $ 554,000.00 $ 552,255.56 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11945359 6.75 $ 382,000.00 $ 380,673.26 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11689908 7.25 $ 339,200.00 $ 338,131.90 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11961414 6.75 $ 400,000.00 $ 396,326.64 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11816451 6.75 $ 305,000.00 $ 303,918.55 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11941820 6.5 $ 352,000.00 $ 350,132.93 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11959186 6.63 $ 336,000.00 $ 335,105.73 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11959335 6.63 $ 360,000.00 $ 359,041.84 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12026209 6.5 $ 472,000.00 $ 470,712.95 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11896636 6.88 $ 506,000.00 $ 502,779.18 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11958881 6.88 $ 396,000.00 $ 394,995.07 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11824638 6.63 $ 482,000.00 $ 480,284.82 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11952231 6.5 $ 385,700.00 $ 384,293.90 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12009148 6.5 $ 595,000.00 $ 593,377.56 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 8962599 7.38 $ 613,556.00 $ 602,855.40 9/1/01 11/1/29 3/1/02 339
BKONE NOV20 5/1 CMT ARMS 11990579 6.25 $ 385,000.00 $ 383,898.35 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11921731 7 $ 403,000.00 $ 402,002.75 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12015657 6.5 $ 970,000.00 $ 966,936.24 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10414258 6.63 $ 900,000.00 $ 896,839.47 12/1/01 7/1/30 2/1/02 344
BKONE NOV20 5/1 CMT ARMS 11709359 7 $ 496,000.00 $ 493,943.26 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11964608 6.88 $ 400,000.00 $ 398,644.20 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11767571 6 $ 372,000.00 $ 370,883.45 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11570546 6.13 $ 420,000.00 $ 418,769.08 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12019444 6.25 $ 625,000.00 $ 623,211.62 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11914918 6.5 $ 781,500.00 $ 779,369.02 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10984896 7.13 $ 1,269,419.00 $ 1,264,497.16 11/1/01 7/1/29 2/1/02 333
BKONE NOV20 5/1 CMT ARMS 11661519 6.63 $ 410,000.00 $ 408,908.78 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11942679 6.63 $ 690,000.00 $ 687,544.65 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11747458 6 $ 644,000.00 $ 641,416.26 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11932050 6.13 $ 340,000.00 $ 338,942.65 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11915493 6.38 $ 600,000.00 $ 598,323.97 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11874955 6.5 $ 420,000.00 $ 418,158.51 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11750577 6.5 $ 415,000.00 $ 413,868.37 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11691292 7 $ 731,250.00 $ 729,441.27 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11747474 6.38 $ 300,000.00 $ 299,161.98 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11970530 6.5 $ 385,000.00 $ 383,950.18 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11796075 6.25 $ 500,000.00 $ 499,048.69 1/1/02 12/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11866191 6.75 $ 480,000.00 $ 478,332.89 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 10964476 6.75 $ 463,500.00 $ 461,815.41 11/1/01 3/1/31 1/1/02 353
BKONE NOV20 5/1 CMT ARMS 11843430 6.75 $ 649,999.00 $ 647,741.46 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11932530 6.63 $ 355,000.00 $ 353,736.74 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11866258 6.5 $ 324,000.00 $ 323,116.50 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10560514 6.25 $ 738,700.00 $ 736,586.30 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11661089 6.75 $ 592,000.00 $ 589,943.89 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11877313 6.88 $ 450,000.00 $ 446,149.61 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11685070 6.88 $ 656,000.00 $ 653,776.48 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11877404 6.13 $ 805,000.00 $ 802,640.75 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11985660 6.25 $ 492,000.00 $ 489,074.27 1/1/02 12/1/31 3/1/02 360
BKONE NOV20 5/1 CMT ARMS 11985678 6.13 $ 649,999.00 $ 648,732.24 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11870110 6.75 $ 539,774.00 $ 537,899.29 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11821287 6.38 $ 532,000.00 $ 530,013.28 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11872983 6.38 $ 336,000.00 $ 335,061.40 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 10652824 6.5 $ 337,500.00 $ 335,831.30 10/1/01 1/1/31 1/1/02 352
BKONE NOV20 5/1 CMT ARMS 11758430 6.75 $ 350,000.00 $ 348,776.80 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11876729 6.25 $ 373,255.00 $ 370,166.09 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11922978 6.75 $ 480,000.00 $ 478,753.18 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11847670 6.75 $ 344,000.00 $ 342,805.24 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11958519 6.88 $ 340,000.00 $ 338,041.85 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11810413 7 $ 548,000.00 $ 545,727.68 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11922960 6.75 $ 346,000.00 $ 345,101.26 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11943453 6.63 $ 375,000.00 $ 373,593.11 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11831443 6.88 $ 376,000.00 $ 374,725.54 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11794385 7.13 $ 778,700.00 $ 776,186.84 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11993532 6.25 $ 309,000.00 $ 305,065.64 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12012068 6.38 $ 332,800.00 $ 331,870.36 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11802162 7.13 $ 336,000.00 $ 333,875.63 11/1/01 10/1/26 2/1/02 300
BKONE NOV20 5/1 CMT ARMS 11960937 6.75 $ 550,000.00 $ 548,571.38 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11739117 6.75 $ 649,990.00 $ 648,301.63 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11123528 7.13 $ 649,900.00 $ 644,010.33 3/1/01 2/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 10032522 7.13 $ 699,500.00 $ 696,346.28 10/1/01 5/1/30 3/1/02 344
BKONE NOV20 5/1 CMT ARMS 11917994 6.75 $ 600,000.00 $ 597,916.13 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11940525 6.63 $ 715,000.00 $ 712,455.69 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11796976 6.88 $ 510,000.00 $ 508,271.36 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11737921 6.75 $ 412,000.00 $ 410,569.06 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11718194 6.88 $ 900,000.00 $ 896,949.47 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11752565 6.75 $ 331,000.00 $ 329,652.84 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11805538 6.38 $ 369,000.00 $ 367,470.80 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11921624 6.75 $ 401,000.00 $ 399,607.29 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 10125268 7 $ 357,050.00 $ 355,627.25 11/1/01 7/1/30 1/1/02 345
BKONE NOV20 5/1 CMT ARMS 10539351 6.75 $ 550,000.00 $ 547,934.77 11/1/01 10/1/30 2/1/02 348
BKONE NOV20 5/1 CMT ARMS 9291386 7.13 $ 649,563.00 $ 647,242.92 11/1/01 7/1/30 2/1/02 345
BKONE NOV20 5/1 CMT ARMS 10418283 6.75 $ 493,692.00 $ 491,838.18 11/1/01 10/1/30 2/1/02 348
BKONE NOV20 5/1 CMT ARMS 11722048 6.75 $ 600,000.00 $ 597,916.13 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11866225 6.75 $ 330,000.00 $ 328,853.85 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11939196 6.38 $ 480,000.00 $ 478,207.46 11/1/01 10/1/31 3/1/02 360
BKONE NOV20 5/1 CMT ARMS 11759826 6.75 $ 456,700.00 $ 455,113.83 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10983591 6.63 $ 999,950.00 $ 996,180.36 11/1/01 1/1/31 1/1/02 351
BKONE NOV20 5/1 CMT ARMS 11896412 6.63 $ 805,000.00 $ 802,857.50 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12013231 6.13 $ 378,000.00 $ 376,297.22 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12061636 6.5 $ 569,600.00 $ 568,046.83 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11901782 6.63 $ 355,000.00 $ 354,055.17 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11893625 6 $ 595,000.00 $ 593,214.11 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11717683 6.5 $ 502,500.00 $ 501,129.78 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11866365 6.38 $ 349,000.00 $ 348,025.10 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11943743 6.38 $ 830,000.00 $ 827,681.47 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12031712 6.5 $ 445,650.00 $ 442,418.52 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11647047 6.88 $ 999,990.00 $ 997,455.18 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12017612 6.25 $ 370,000.00 $ 369,296.01 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10021848 6.5 $ 354,750.00 $ 152,950.15 1/1/02 7/1/30 2/1/02 343
BKONE NOV20 5/1 CMT ARMS 11745122 6.63 $ 345,000.00 $ 343,461.15 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11782174 6.63 $ 565,000.00 $ 562,989.47 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11742160 6.88 $ 370,000.00 $ 367,018.80 9/1/01 8/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11745676 6.88 $ 424,000.00 $ 422,198.41 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11745585 7 $ 500,000.00 $ 497,926.20 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11939329 6.38 $ 404,800.00 $ 403,669.23 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11949518 6.38 $ 444,000.00 $ 442,944.10 1/1/02 12/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 10396117 7 $ 855,956.00 $ 846,174.30 10/1/01 7/1/30 1/1/02 346
BKONE NOV20 5/1 CMT ARMS 11968492 6.25 $ 360,000.00 $ 358,622.92 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11805983 6.75 $ 400,000.00 $ 398,258.52 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11031580 6.88 $ 600,000.00 $ 597,966.29 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11966942 6.38 $ 721,000.00 $ 718,784.88 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11966975 6.13 $ 642,000.00 $ 629,564.80 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11898970 6.5 $ 456,000.00 $ 454,337.59 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11860251 6.38 $ 725,000.00 $ 722,974.79 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11860319 6.63 $ 360,000.00 $ 358,941.87 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11905585 6.63 $ 354,000.00 $ 352,469.99 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12028783 6.13 $ 320,000.00 $ 319,062.15 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11910619 6.5 $ 324,000.00 $ 322,274.14 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11881604 6.38 $ 900,000.00 $ 897,485.95 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11847258 7 $ 334,300.00 $ 332,913.78 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11796448 6.63 $ 411,000.00 $ 409,906.13 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11908829 6.25 $ 504,430.00 $ 503,470.25 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11926995 6.63 $ 700,000.00 $ 697,491.06 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11984515 6.63 $ 520,000.00 $ 518,616.02 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11747805 7.13 $ 413,500.00 $ 412,165.48 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11910825 6.13 $ 340,000.00 $ 339,003.54 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11989779 6.63 $ 538,400.00 $ 536,967.05 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11728342 6.88 $ 370,000.00 $ 368,544.16 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 10955888 7.13 $ 1,840,000.00 $ 1,825,826.88 8/1/01 11/1/27 1/1/02 316
BKONE NOV20 5/1 CMT ARMS 11832102 6.88 $ 632,000.00 $ 599,692.96 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11837267 6.38 $ 355,000.00 $ 353,572.67 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11942786 6.5 $ 368,500.00 $ 367,831.28 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11722006 6.38 $ 667,500.00 $ 665,635.39 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11772365 6.88 $ 370,000.00 $ 368,740.74 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11747482 6.75 $ 457,000.00 $ 454,904.29 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11874963 6.5 $ 400,000.00 $ 398,909.28 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11874872 6.63 $ 630,000.00 $ 628,323.27 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11893997 6 $ 360,000.00 $ 358,915.60 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11918828 6.88 $ 420,000.00 $ 418,576.39 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11991569 6.38 $ 495,000.00 $ 493,617.26 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11869237 6.25 $ 375,000.00 $ 368,827.33 12/1/01 11/1/16 2/1/02 180
BKONE NOV20 5/1 CMT ARMS 11086139 6.25 $ 325,000.00 $ 324,381.63 1/1/02 12/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11777109 6.38 $ 303,300.00 $ 302,452.76 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11938669 6.75 $ 363,000.00 $ 361,672.19 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11993508 6.38 $ 384,000.00 $ 382,927.31 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11921905 6.63 $ 355,000.00 $ 353,736.74 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11812955 6.88 $ 420,400.00 $ 418,613.71 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11750452 7 $ 375,600.00 $ 374,042.53 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11976164 6.63 $ 309,000.00 $ 307,900.41 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12085726 6.5 $ 320,000.00 $ 319,126.81 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11761400 6.63 $ 649,900.00 $ 647,587.33 11/1/01 10/1/31 4/1/02 360
BKONE NOV20 5/1 CMT ARMS 11838208 6.63 $ 576,000.00 $ 574,466.96 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11918422 6.38 $ 355,000.00 $ 354,008.34 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11847357 7 $ 350,000.00 $ 348,842.35 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11968443 6.38 $ 357,000.00 $ 356,002.75 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11810355 6.88 $ 369,000.00 $ 367,326.04 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11989225 6.63 $ 328,000.00 $ 326,830.88 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11984697 6.63 $ 328,200.00 $ 327,326.48 12/1/01 11/1/31 3/1/02 360
BKONE NOV20 5/1 CMT ARMS 11989753 6.5 $ 563,000.00 $ 561,464.81 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12015749 6.5 $ 530,000.00 $ 528,554.79 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12038774 6.13 $ 309,000.00 $ 308,094.39 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11828746 6.88 $ 372,000.00 $ 368,205.73 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11921418 6.38 $ 400,000.00 $ 398,506.22 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11965324 6.5 $ 504,000.00 $ 502,625.69 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 11990546 6.63 $ 548,000.00 $ 546,541.50 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12006235 6.13 $ 400,100.00 $ 398,927.42 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 12028460 6.63 $ 452,500.00 $ 451,295.68 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11927530 6.38 $ 365,000.00 $ 363,636.92 11/1/01 10/1/31 1/1/02 360
BKONE NOV20 5/1 CMT ARMS 12014759 6.38 $ 631,800.00 $ 627,843.08 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 5/1 CMT ARMS 11942604 6.38 $ 304,500.00 $ 302,009.41 11/1/01 10/1/31 2/1/02 360
BKONE Prior 5/1 CMT ARMS 11317823 7.38 $ 417,600.00 $ 414,332.15 5/1/01 4/1/31 1/1/02 360
BKONE Prior 5/1 CMT ARMS 11401676 6.88 $ 832,335.00 $ 826,627.42 7/1/01 6/1/31 1/1/02 360
$300,915,191.72
PORTFOLIO APPR MARGIN FRCDT FACAP NRCDT ACAP LCAP MAXRATE MINRATE STATE FICO SFEE
------------ -------------- ------ ------- ----- ------ ---- ---- ------- ------- ----- ---- -----
ABN 5/1 ARMS $ 1,320,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 723 0.38
ABN 5/1 ARMS $ 721,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 735 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 744 0.38
ABN 5/1 ARMS $ 780,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 658 0.38
ABN 5/1 ARMS $ 1,264,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 753 0.38
ABN 5/1 ARMS $ 400,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 713 0.38
ABN 5/1 ARMS $ 455,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 729 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 717 0.38
ABN 5/1 ARMS $ 865,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 745 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 758 0.38
ABN 5/1 ARMS $ 1,400,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 734 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 755 0.38
ABN 5/1 ARMS $ 415,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 686 0.38
ABN 5/1 ARMS $ 1,650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 737 0.38
ABN 5/1 ARMS $ 1,070,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 777 0.38
ABN 5/1 ARMS $ 510,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 CA 700 0.38
ABN 5/1 ARMS $ 1,345,000.00 2.75 12/1/06 2 12/1/06 2 5 10.625 2.75 CA 765 0.38
ABN 5/1 ARMS $ 880,000.00 2.75 10/1/06 2 10/1/06 2 5 11.5 2.75 CA 696 0.38
ABN 5/1 ARMS $ 644,000.00 2.75 10/1/06 2 10/1/06 2 5 11.25 2.75 CA 696 0.38
ABN 5/1 ARMS $ 725,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 722 0.38
ABN 5/1 ARMS $ 505,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 789 0.38
ABN 5/1 ARMS $ 555,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 789 0.38
ABN 5/1 ARMS $ 586,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 716 0.38
ABN 5/1 ARMS $ 800,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 733 0.38
ABN 5/1 ARMS $ 425,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 747 0.38
ABN 5/1 ARMS $ 557,000.00 2.75 12/1/06 2 12/1/06 2 5 10.625 2.75 CA 673 0.38
ABN 5/1 ARMS $ 1,250,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 722 0.38
ABN 5/1 ARMS $ 520,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 718 0.38
ABN 5/1 ARMS $ 813,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 769 0.38
ABN 5/1 ARMS $ 580,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 762 0.38
ABN 5/1 ARMS $ 925,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 CA 735 0.38
ABN 5/1 ARMS $ 534,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 717 0.38
ABN 5/1 ARMS $ 950,000.00 2.75 11/1/06 2 11/1/06 2 5 11 2.75 CA 766 0.38
ABN 5/1 ARMS $ 890,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 709 0.38
ABN 5/1 ARMS $ 739,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 779 0.38
ABN 5/1 ARMS $ 2,675,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 771 0.38
ABN 5/1 ARMS $ 1,000,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 691 0.38
ABN 5/1 ARMS $ 1,970,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 775 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 748 0.38
ABN 5/1 ARMS $ 855,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 653 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 757 0.38
ABN 5/1 ARMS $ 1,250,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 CA 745 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 CA 783 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 759 0.38
ABN 5/1 ARMS $ 1,250,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 786 0.38
ABN 5/1 ARMS $ 575,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 735 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 777 0.38
ABN 5/1 ARMS $ 490,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 768 0.38
ABN 5/1 ARMS $ 623,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 679 0.38
ABN 5/1 ARMS $ 640,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 762 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 682 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 752 0.38
ABN 5/1 ARMS $ 515,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 768 0.38
ABN 5/1 ARMS $ 420,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 736 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 770 0.38
ABN 5/1 ARMS $ 1,800,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 CA 783 0.38
ABN 5/1 ARMS $ 685,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 763 0.38
ABN 5/1 ARMS $ 2,900,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 740 0.38
ABN 5/1 ARMS $ 575,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 684 0.38
ABN 5/1 ARMS $ 458,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 730 0.38
ABN 5/1 ARMS $ 480,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 769 0.38
ABN 5/1 ARMS $ 980,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 698 0.38
ABN 5/1 ARMS $ 715,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CA 748 0.38
ABN 5/1 ARMS $ 485,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 797 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 708 0.38
ABN 5/1 ARMS $ 1,390,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 665 0.38
ABN 5/1 ARMS $ 700,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 789 0.38
ABN 5/1 ARMS $ 1,150,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 765 0.38
ABN 5/1 ARMS $ 655,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 772 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 696 0.38
ABN 5/1 ARMS $ 538,500.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 749 0.38
ABN 5/1 ARMS $ 597,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 774 0.38
ABN 5/1 ARMS $ 585,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 710 0.38
ABN 5/1 ARMS $ 775,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 766 0.38
ABN 5/1 ARMS $ 1,450,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 CA 718 0.38
ABN 5/1 ARMS $ 1,032,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CA 771 0.38
ABN 5/1 ARMS $ 1,175,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 712 0.38
ABN 5/1 ARMS $ 920,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 724 0.38
ABN 5/1 ARMS $ 1,300,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CA 684 0.38
ABN 5/1 ARMS $ 830,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 693 0.38
ABN 5/1 ARMS $ 2,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 755 0.38
ABN 5/1 ARMS $ 900,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 761 0.38
ABN 5/1 ARMS $ 2,800,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 766 0.38
ABN 5/1 ARMS $ 940,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 680 0.38
ABN 5/1 ARMS $ 440,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 CA 755 0.38
ABN 5/1 ARMS $ 492,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 812 0.38
ABN 5/1 ARMS $ 425,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 682 0.38
ABN 5/1 ARMS $ 550,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 681 0.38
ABN 5/1 ARMS $ 875,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 CA 709 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 777 0.38
ABN 5/1 ARMS $ 825,000.00 2.75 11/1/06 2 11/1/06 2 5 10.5 2.75 CA 725 0.38
ABN 5/1 ARMS $ 502,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 717 0.38
ABN 5/1 ARMS $ 542,000.00 2.75 12/1/06 2 12/1/06 2 5 11.75 2.75 CA 731 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 790 0.38
ABN 5/1 ARMS $ 515,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 663 0.38
ABN 5/1 ARMS $ 415,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 CA 693 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 700 0.38
ABN 5/1 ARMS $ 910,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CA 767 0.38
ABN 5/1 ARMS $ 1,290,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 728 0.38
ABN 5/1 ARMS $ 840,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 755 0.38
ABN 5/1 ARMS $ 2,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 773 0.38
ABN 5/1 ARMS $ 393,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 710 0.38
ABN 5/1 ARMS $ 1,160,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 CA 671 0.38
ABN 5/1 ARMS $ 625,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 761 0.38
ABN 5/1 ARMS $ 620,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 784 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 720 0.38
ABN 5/1 ARMS $ 760,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 773 0.38
ABN 5/1 ARMS $ 875,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 745 0.38
ABN 5/1 ARMS $ 1,350,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 773 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 730 0.38
ABN 5/1 ARMS $ 2,328,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 690 0.38
ABN 5/1 ARMS $ 464,000.00 2.75 12/1/06 2 12/1/06 2 5 10 2.75 CA 668 0.38
ABN 5/1 ARMS $ 460,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 CA 731 0.38
ABN 5/1 ARMS $ 583,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 689 0.38
ABN 5/1 ARMS $ 531,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 742 0.38
ABN 5/1 ARMS $ 1,320,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 779 0.38
ABN 5/1 ARMS $ 610,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 737 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 782 0.38
ABN 5/1 ARMS $ 2,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 740 0.38
ABN 5/1 ARMS $ 490,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 720 0.38
ABN 5/1 ARMS $ 504,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 CA 678 0.38
ABN 5/1 ARMS $ 541,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 739 0.38
ABN 5/1 ARMS $ 425,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CA 779 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 693 0.38
ABN 5/1 ARMS $ 480,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 652 0.38
ABN 5/1 ARMS $ 655,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 753 0.38
ABN 5/1 ARMS $ 730,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 794 0.38
ABN 5/1 ARMS $ 825,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 CA 781 0.38
ABN 5/1 ARMS $ 630,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 730 0.38
ABN 5/1 ARMS $ 771,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 747 0.38
ABN 5/1 ARMS $ 496,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 725 0.38
ABN 5/1 ARMS $ 750,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 CA 675 0.38
ABN 5/1 ARMS $ 600,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 701 0.38
ABN 5/1 ARMS $ 626,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 731 0.38
ABN 5/1 ARMS $ 1,020,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 794 0.38
ABN 5/1 ARMS $ 470,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CA 676 0.38
ABN 5/1 ARMS $ 604,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 723 0.38
ABN 5/1 ARMS $ 530,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 704 0.38
ABN 5/1 ARMS $ 863,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 782 0.38
ABN 5/1 ARMS $ 550,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 765 0.38
ABN 5/1 ARMS $ 946,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 770 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 749 0.38
ABN 5/1 ARMS $ 640,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 799 0.38
ABN 5/1 ARMS $ 720,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 686 0.38
ABN 5/1 ARMS $ 480,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 722 0.38
ABN 5/1 ARMS $ 670,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 705 0.38
ABN 5/1 ARMS $ 620,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 780 0.38
ABN 5/1 ARMS $ 605,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 757 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 CA 773 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 671 0.38
ABN 5/1 ARMS $ 869,950.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 773 0.38
ABN 5/1 ARMS $ 715,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 738 0.38
ABN 5/1 ARMS $ 725,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 742 0.38
ABN 5/1 ARMS $ 565,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 728 0.38
ABN 5/1 ARMS $ 600,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 728 0.38
ABN 5/1 ARMS $ 485,900.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 760 0.38
ABN 5/1 ARMS $ 645,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 737 0.38
ABN 5/1 ARMS $ 715,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 765 0.38
ABN 5/1 ARMS $ 640,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 799 0.38
ABN 5/1 ARMS $ 690,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 760 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 747 0.38
ABN 5/1 ARMS $ 535,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 708 0.38
ABN 5/1 ARMS $ 480,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 778 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 772 0.38
ABN 5/1 ARMS $ 680,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 760 0.38
ABN 5/1 ARMS $ 970,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 747 0.38
ABN 5/1 ARMS $ 1,040,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 781 0.38
ABN 5/1 ARMS $ 721,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 CA 707 0.38
ABN 5/1 ARMS $ 730,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 777 0.38
ABN 5/1 ARMS $ 480,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 789 0.38
ABN 5/1 ARMS $ 680,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 739 0.38
ABN 5/1 ARMS $ 1,285,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 797 0.38
ABN 5/1 ARMS $ 945,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 771 0.38
ABN 5/1 ARMS $ 1,222,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 781 0.38
ABN 5/1 ARMS $ 670,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 749 0.38
ABN 5/1 ARMS $ 495,000.00 2.75 11/1/06 2 11/1/06 2 5 11 2.75 CA 706 0.38
ABN 5/1 ARMS $ 598,500.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 770 0.38
ABN 5/1 ARMS $ 614,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 650 0.38
ABN 5/1 ARMS $ 750,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 738 0.38
ABN 5/1 ARMS $ 460,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 723 0.38
ABN 5/1 ARMS $ 620,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CA 639 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 763 0.38
ABN 5/1 ARMS $ 610,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CA 753 0.38
ABN 5/1 ARMS $ 1,500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 791 0.38
ABN 5/1 ARMS $ 1,500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 763 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 770 0.38
ABN 5/1 ARMS $ 710,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CA 791 0.38
ABN 5/1 ARMS $ 415,500.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 782 0.38
ABN 5/1 ARMS $ 540,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 784 0.38
ABN 5/1 ARMS $ 610,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 779 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 782 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CA 761 0.38
ABN 5/1 ARMS $ 925,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 742 0.38
ABN 5/1 ARMS $ 560,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 772 0.38
ABN 5/1 ARMS $ 1,500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CA 709 0.38
ABN 5/1 ARMS $ 1,842,500.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 716 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 653 0.38
ABN 5/1 ARMS $ 660,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 757 0.38
ABN 5/1 ARMS $ 930,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 749 0.38
ABN 5/1 ARMS $ 550,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 786 0.38
ABN 5/1 ARMS $ 2,535,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CA 764 0.38
ABN 5/1 ARMS $ 525,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 750 0.38
ABN 5/1 ARMS $ 590,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CA 746 0.38
ABN 5/1 ARMS $ 805,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 722 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 757 0.38
ABN 5/1 ARMS $ 740,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 743 0.38
ABN 5/1 ARMS $ 430,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 724 0.38
ABN 5/1 ARMS $ 1,400,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CA 769 0.38
ABN 5/1 ARMS $ 690,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CO 795 0.38
ABN 5/1 ARMS $ 665,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 CO 686 0.38
ABN 5/1 ARMS $ 465,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 DC 699 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 FL 747 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 GA 655 0.38
ABN 5/1 ARMS $ 488,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 GA 777 0.38
ABN 5/1 ARMS $ 2,150,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 IL 779 0.38
ABN 5/1 ARMS $ 500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 794 0.38
ABN 5/1 ARMS $ 875,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 749 0.38
ABN 5/1 ARMS $ 539,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 IL 724 0.38
ABN 5/1 ARMS $ 500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 774 0.38
ABN 5/1 ARMS $ 454,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 IL 723 0.38
ABN 5/1 ARMS $ 1,360,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 IL 709 0.38
ABN 5/1 ARMS $ 800,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 IL 758 0.38
ABN 5/1 ARMS $ 420,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 772 0.38
ABN 5/1 ARMS $ 600,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 705 0.38
ABN 5/1 ARMS $ 1,130,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 IL 739 0.38
ABN 5/1 ARMS $ 560,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 770 0.38
ABN 5/1 ARMS $ 608,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 IL 764 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 704 0.38
ABN 5/1 ARMS $ 460,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 723 0.38
ABN 5/1 ARMS $ 805,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 IL 700 0.38
ABN 5/1 ARMS $ 900,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MI 696 0.38
ABN 5/1 ARMS $ 548,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 MO 810 0.38
ABN 5/1 ARMS $ 585,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 NY 768 0.38
ABN 5/1 ARMS $ 415,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CO 745 0.38
ABN 5/1 ARMS $ 570,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 FL 722 0.38
ABN 5/1 ARMS $ 500,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MS 741 0.38
ABN 5/1 ARMS $ 630,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MI 720 0.38
ABN 5/1 ARMS $ 385,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 NE 712 0.38
ABN 5/1 ARMS $ 1,385,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 TX 628 0.38
ABN 5/1 ARMS $ 810,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 TX 757 0.38
ABN 5/1 ARMS $ 435,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 TX 762 0.38
ABN 5/1 ARMS $ 450,000.00 2.75 12/1/06 2 12/1/06 2 5 10.5 2.75 CO 762 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 UT 740 0.38
ABN 5/1 ARMS $ 570,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CA 769 0.38
ABN 5/1 ARMS $ 1,000,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 TX 741 0.38
ABN 5/1 ARMS $ 565,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 VA 798 0.38
ABN 5/1 ARMS $ 558,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 VA 765 0.38
ABN 5/1 ARMS $ 427,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 VA 791 0.38
ABN 5/1 ARMS $ 850,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 WA 788 0.38
ABN 5/1 ARMS $ 1,390,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 WI 721 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 PA 752 0.38
ABN 5/1 ARMS $ 712,500.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MD 787 0.38
ABN 5/1 ARMS $ 940,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MD 807 0.38
ABN 5/1 ARMS $ 430,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MD 663 0.38
ABN 5/1 ARMS $ 780,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MD 744 0.38
ABN 5/1 ARMS $ 500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 NC 724 0.38
ABN 5/1 ARMS $ 1,000,000.00 2.75 12/1/06 2 12/1/06 2 5 10.625 2.75 GA 783 0.38
ABN 5/1 ARMS $ 2,000,000.00 2.75 1/1/07 2 1/1/07 2 5 10 2.75 GA 680 0.38
ABN 5/1 ARMS $ 1,050,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 OH 693 0.38
ABN 5/1 ARMS $ 875,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 OH 622 0.38
ABN 5/1 ARMS $ 810,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 OH 761 0.38
ABN 5/1 ARMS $ 475,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 OH 773 0.38
ABN 5/1 ARMS $ 1,200,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 MI 773 0.38
ABN 5/1 ARMS $ 470,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 MI 741 0.38
ABN 5/1 ARMS $ 709,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 MI 751 0.38
ABN 5/1 ARMS $ 675,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 MI 715 0.38
ABN 5/1 ARMS $ 754,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 MI 731 0.38
ABN 5/1 ARMS $ 650,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 MI 750 0.38
ABN 5/1 ARMS $ 1,350,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MI 769 0.38
ABN 5/1 ARMS $ 775,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 MI 772 0.38
ABN 5/1 ARMS $ 500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 MI 704 0.38
ABN 5/1 ARMS $ 530,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 IL 797 0.38
ABN 5/1 ARMS $ 575,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 IL 700 0.38
ABN 5/1 ARMS $ 670,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 IL 655 0.38
ABN 5/1 ARMS $ 445,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 IL 746 0.38
ABN 5/1 ARMS $ 700,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 763 0.38
ABN 5/1 ARMS $ 680,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 IL 700 0.38
ABN 5/1 ARMS $ 1,100,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 IL 742 0.38
ABN 5/1 ARMS $ 432,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 IL 744 0.38
ABN 5/1 ARMS $ 445,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 IL 737 0.38
ABN 5/1 ARMS $ 975,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 688 0.38
ABN 5/1 ARMS $ 380,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 CO 713 0.38
ABN 5/1 ARMS $ 625,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 AZ 759 0.38
ABN 5/1 ARMS $ 870,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 AZ 742 0.38
ABN 5/1 ARMS $ 775,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 AZ 641 0.38
ABN 5/1 ARMS $ 550,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 NV 785 0.38
ABN 5/1 ARMS $ 1,235,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 WA 731 0.38
ABN 5/1 ARMS $ 585,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 WA 772 0.38
ABN 5/1 ARMS $ 405,000.00 2.75 12/1/06 2 12/1/06 2 5 10.875 2.75 WA 746 0.38
ABN 5/1 ARMS $ 950,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 MA 742 0.38
ABN 5/1 ARMS $ 467,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 MA 703 0.38
ABN 5/1 ARMS $ 535,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CT 711 0.38
ABN 5/1 ARMS $ 825,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 CT 770 0.38
ABN 5/1 ARMS $ 660,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 CT 729 0.38
ABN AMRO - Prio $ 399,000.00 2.75 7/1/06 2 7/1/06 2 5 12.125 2.125 CA 693 0.5
BKONE JAN. 25 $ 678,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 CA 716 0.25
BKONE JAN. 25 $ 455,500.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 CA 776 0.25
BKONE JAN. 25 $ 410,000.00 2.75 1/1/07 2 1/1/07 2 5 11.75 2.75 CA 680 0.25
BKONE JAN. 25 $ 810,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 CA 773 0.25
BKONE JAN. 25 $ 925,000.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 CA 679 0.25
BKONE JAN. 25 $ 490,000.00 2.75 12/1/06 2 12/1/06 2 5 11 2.75 CA 670 0.25
BKONE JAN. 25 $ 578,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 CA 660 0.25
BKONE JAN. 25 $ 440,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 CO 714 0.25
BKONE JAN. 25 $ 390,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 CO 620 0.25
BKONE JAN. 25 $ 415,000.00 2.75 2/1/07 2 2/1/07 2 5 11.875 2.75 FL 705 0.25
BKONE JAN. 25 $ 4,600,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 FL 741 0.25
BKONE JAN. 25 $ 980,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 IL 760 0.25
BKONE JAN. 25 $ 617,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 IL 770 0.25
BKONE JAN. 25 $ 410,000.00 2.75 2/1/07 2 2/1/07 2 5 12 2.75 IL 617 0.25
BKONE JAN. 25 $ 1,500,000.00 2.75 3/1/07 2 3/1/07 2 5 11.25 2.75 IL 740 0.25
BKONE JAN. 25 $ 475,000.00 2.75 3/1/07 2 3/1/07 2 5 11.375 2.75 IL 761 0.25
BKONE JAN. 25 $ 800,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 IL 675 0.25
BKONE JAN. 25 $ 845,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 IL 635 0.25
BKONE JAN. 25 $ 530,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 IL 777 0.25
BKONE JAN. 25 $ 575,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 IL 753 0.25
BKONE JAN. 25 $ 790,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 IL 719 0.25
BKONE JAN. 25 $ 850,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 IL 672 0.25
BKONE JAN. 25 $ 507,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 IL 696 0.25
BKONE JAN. 25 $ 590,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 IN 660 0.25
BKONE JAN. 25 $ 479,500.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 IN 765 0.25
BKONE JAN. 25 $ 1,400,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 IN 664 0.25
BKONE JAN. 25 $ 875,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 IN 704 0.25
BKONE JAN. 25 $ 500,000.00 2.75 2/1/07 2 2/1/07 2 5 11.875 2.75 IN 743 0.25
BKONE JAN. 25 $ 975,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 IN 767 0.25
BKONE JAN. 25 $ 725,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 KY 718 0.25
BKONE JAN. 25 $ 580,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 KY 777 0.25
BKONE JAN. 25 $ 560,000.00 2.75 2/1/07 2 2/1/07 2 5 11.875 2.75 LA 707 0.25
BKONE JAN. 25 $ 595,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 MA 659 0.25
BKONE JAN. 25 $ 497,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 MD 711 0.25
BKONE JAN. 25 $ 575,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 MI 646 0.25
BKONE JAN. 25 $ 1,100,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 MI 637 0.25
BKONE JAN. 25 $ 440,000.00 2.75 10/1/06 2 10/1/06 2 5 12 2.75 MI 746 0.25
BKONE JAN. 25 $ 1,450,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 MI 732 0.25
BKONE JAN. 25 $ 655,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 MI 740 0.25
BKONE JAN. 25 $ 515,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 NC 703 0.25
BKONE JAN. 25 $ 540,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 CO 770 0.25
BKONE JAN. 25 $ 400,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 CO 737 0.25
BKONE JAN. 25 $ 800,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 VA 652 0.25
BKONE JAN. 25 $ 607,600.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 MI 745 0.25
BKONE JAN. 25 $ 565,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 MI 744 0.25
BKONE JAN. 25 $ 2,000,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 TX 767 0.25
BKONE JAN. 25 $ 925,000.00 2.75 1/1/07 2 1/1/07 2 5 10.875 2.75 TX 754 0.25
BKONE JAN. 25 $ 1,400,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 CO 722 0.25
BKONE JAN. 25 $ 950,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 UT 690 0.25
BKONE JAN. 25 $ 626,300.00 2.75 2/1/07 2 2/1/07 2 5 11.75 2.75 MI 767 0.25
BKONE JAN. 25 $ 1,275,700.00 2.75 2/1/07 2 2/1/07 2 5 11.75 2.75 MI 732 0.25
BKONE JAN. 25 $ 2,000,000.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 TX 697 0.25
BKONE JAN. 25 $ 432,000.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 UT 688 0.25
BKONE JAN. 25 $ 410,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 OH 606 0.25
BKONE JAN. 25 $ 1,125,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 OH 746 0.25
BKONE JAN. 25 $ 486,151.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 OH 706 0.25
BKONE JAN. 25 $ 875,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 PA 662 0.25
BKONE JAN. 25 $ 460,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 VA 699 0.25
BKONE JAN. 25 $ 430,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 WI 693 0.25
BKONE JAN. 25 $ 440,000.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 MD 706 0.25
BKONE JAN. 25 $ 2,700,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 GA 647 0.25
BKONE JAN. 25 $ 865,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 OH 666 0.25
BKONE JAN. 25 $ 960,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 OH 775 0.25
BKONE JAN. 25 $ 1,150,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 OH 640 0.25
BKONE JAN. 25 $ 566,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 OH 728 0.25
BKONE JAN. 25 $ 625,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 OH 708 0.25
BKONE JAN. 25 $ 600,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 OH 619 0.25
BKONE JAN. 25 $ 575,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 MI 698 0.25
BKONE JAN. 25 $ 450,000.00 2.75 2/1/07 2 2/1/07 2 5 11.625 2.75 MI 704 0.25
BKONE JAN. 25 $ 660,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 MI 753 0.25
BKONE JAN. 25 $ 450,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 MI 629 0.25
BKONE JAN. 25 $ 1,250,000.00 2.75 3/1/07 2 3/1/07 2 5 11.5 2.75 MI 671 0.25
BKONE JAN. 25 $ 452,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 MI 642 0.25
BKONE JAN. 25 $ 461,000.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 MI 727 0.25
BKONE JAN. 25 $ 2,000,000.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 MI 785 0.25
BKONE JAN. 25 $ 900,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 MI 716 0.25
BKONE JAN. 25 $ 575,000.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 MI 753 0.25
BKONE JAN. 25 $ 2,100,000.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 MI 689 0.25
BKONE JAN. 25 $ 2,450,000.00 2.75 3/1/07 2 3/1/07 2 5 11.25 2.75 MI 692 0.25
BKONE JAN. 25 $ 750,000.00 2.75 2/1/07 2 2/1/07 2 5 11.25 2.75 MI 740 0.25
BKONE JAN. 25 $ 615,000.00 2.75 1/1/07 2 1/1/07 2 5 11.625 2.75 MI 781 0.25
BKONE JAN. 25 $ 610,000.00 2.75 2/1/07 2 2/1/07 2 5 11.875 2.75 MI 681 0.25
BKONE JAN. 25 $ 800,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 MN 637 0.25
BKONE JAN. 25 $ 480,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 IL 769 0.25
BKONE JAN. 25 $ 663,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 IL 788 0.25
BKONE JAN. 25 $ 500,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 IL 783 0.25
BKONE JAN. 25 $ 815,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 IL 638 0.25
BKONE JAN. 25 $ 660,000.00 2.75 2/1/07 2 2/1/07 2 5 11.5 2.75 IL 709 0.25
BKONE JAN. 25 $ 415,000.00 2.75 1/1/07 2 1/1/07 2 5 11.375 2.75 IL 679 0.25
BKONE JAN. 25 $ 775,000.00 2.75 2/1/07 2 2/1/07 2 5 11 2.75 IL 777 0.25
BKONE JAN. 25 $ 600,000.00 2.75 1/1/07 2 1/1/07 2 5 11.25 2.75 IL 744 0.25
BKONE JAN. 25 $ 425,000.00 2.75 1/1/07 2 1/1/07 2 5 11 2.75 IL 634 0.25
BKONE JAN. 25 $ 1,300,000.00 2.75 2/1/07 2 2/1/07 2 5 11.625 2.75 AZ 686 0.25
BKONE JAN. 25 $ 745,000.00 2.75 1/1/07 2 1/1/07 2 5 11.125 2.75 AZ 743 0.25
BKONE JAN. 25 $ 453,000.00 2.75 1/1/07 2 1/1/07 2 5 11.875 2.75 AZ 799 0.25
BKONE JAN. 25 $ 680,000.00 2.75 2/1/07 2 2/1/07 2 5 11.125 2.75 AZ 779 0.25
BKONE JAN. 25 $ 490,000.00 2.75 2/1/07 2 2/1/07 2 5 11.625 2.75 AZ 765 0.25
BKONE JAN. 25 $ 740,000.00 2.75 3/1/07 2 3/1/07 2 5 11.125 2.75 AZ 692 0.25
BKONE JAN. 25 $ 925,000.00 2.75 1/1/07 2 1/1/07 2 5 11.5 2.75 AZ 669 0.25
BKONE JAN. 25 $ 465,000.00 2.75 2/1/07 2 2/1/07 2 5 11.375 2.75 AZ 742 0.25
BKONE JAN. 25 $ 375,000.00 2.75 2/1/07 2 2/1/07 2 5 11.625 2.75 AZ 689 0.25
BKONE NOV20 $ 690,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 AZ 688 0.25
BKONE NOV20 $ 820,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 AZ 707 0.25
BKONE NOV20 $ 675,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 AZ 689 0.25
BKONE NOV20 $ 1,500,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 AZ 689 0.25
BKONE NOV20 $ 540,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 AZ 707 0.25
BKONE NOV20 $ 515,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 CA 671 0.25
BKONE NOV20 $ 1,350,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 778 0.25
BKONE NOV20 $ 845,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CA 724 0.25
BKONE NOV20 $ 545,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 743 0.25
BKONE NOV20 $ 625,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 CA 688 0.25
BKONE NOV20 $ 460,000.00 2.75 9/1/06 2 9/1/06 2 5 11.75 2.75 CA 747 0.25
BKONE NOV20 $ 530,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 CA 692 0.25
BKONE NOV20 $ 540,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 773 0.25
BKONE NOV20 $ 485,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 713 0.25
BKONE NOV20 $ 529,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 CA 662 0.25
BKONE NOV20 $ 460,000.00 2.75 9/1/06 2 9/1/06 2 5 11.625 2.75 CA 690 0.25
BKONE NOV20 $ 405,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 CA 726 0.25
BKONE NOV20 $ 980,000.00 2.75 12/1/06 2 12/1/06 2 5 10.75 2.75 CA 708 0.25
BKONE NOV20 $ 870,000.00 2.75 11/1/06 2 11/1/06 2 5 12 2.75 CA 688 0.25
BKONE NOV20 $ 710,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 772 0.25
BKONE NOV20 $ 975,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CA 691 0.25
BKONE NOV20 $ 950,000.00 2.75 12/1/06 2 12/1/06 2 5 11.625 2.75 CA 654 0.25
BKONE NOV20 $ 825,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 CA 782 0.25
BKONE NOV20 $ 745,000.00 2.75 10/1/06 2 10/1/06 2 5 12.25 2.75 CA 650 0.25
BKONE NOV20 $ 567,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CA 671 0.25
BKONE NOV20 $ 440,000.00 2.75 10/1/06 2 10/1/06 2 5 12.25 2.75 CA 642 0.25
BKONE NOV20 $ 560,000.00 2.75 11/1/06 2 11/1/06 2 5 11.75 2.75 CA 733 0.25
BKONE NOV20 $ 650,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CA 781 0.25
BKONE NOV20 $ 440,000.00 2.75 10/1/06 2 10/1/06 2 5 11.5 2.75 CA 640 0.25
BKONE NOV20 $ 425,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 CA 697 0.25
BKONE NOV20 $ 450,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 CA 727 0.25
BKONE NOV20 $ 590,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CA 681 0.25
BKONE NOV20 $ 765,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 CA 715 0.25
BKONE NOV20 $ 495,000.00 2.75 11/1/06 2 11/1/06 2 5 11.875 2.75 CA 713 0.25
BKONE NOV20 $ 630,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 CA 690 0.25
BKONE NOV20 $ 960,000.00 2.75 10/1/06 2 10/1/06 2 5 11.5 2.75 CA 788 0.25
BKONE NOV20 $ 800,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CA 781 0.25
BKONE NOV20 $ 825,000.00 2.75 8/1/06 2 8/1/06 2 5 12.375 2.75 CA 782 0.25
BKONE NOV20 $ 1,400,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 CA 742 0.25
BKONE NOV20 $ 510,000.00 2.75 11/1/06 2 11/1/06 2 5 12 2.75 CA 665 0.25
BKONE NOV20 $ 1,475,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CO 708 0.25
BKONE NOV20 $ 1,350,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 CO 766 0.25
BKONE NOV20 $ 950,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 CT 704 0.25
BKONE NOV20 $ 470,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 DC 691 0.25
BKONE NOV20 $ 470,000.00 2.75 11/1/06 2 11/1/06 2 5 11 2.75 DE 596 0.25
BKONE NOV20 $ 525,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 DE 655 0.25
BKONE NOV20 $ 965,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 DE 766 0.25
BKONE NOV20 $ 1,100,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 FL 785 0.25
BKONE NOV20 $ 1,855,000.00 2.75 10/1/06 2 10/1/06 2 5 12.125 2.75 FL 607 0.25
BKONE NOV20 $ 760,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 FL 732 0.25
BKONE NOV20 $ 920,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 IL 671 0.25
BKONE NOV20 $ 807,000.00 2.75 10/1/06 2 10/1/06 2 5 11 2.75 IL 662 0.25
BKONE NOV20 $ 550,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 IL 709 0.25
BKONE NOV20 $ 1,100,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 IL 698 0.25
BKONE NOV20 $ 675,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 IL 787 0.25
BKONE NOV20 $ 621,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 IL 794 0.25
BKONE NOV20 $ 975,000.00 2.75 11/1/06 2 11/1/06 2 5 12 2.75 IL 698 0.25
BKONE NOV20 $ 1,320,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 IL 696 0.25
BKONE NOV20 $ 535,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 IL 777 0.25
BKONE NOV20 $ 649,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 704 0.25
BKONE NOV20 $ 1,050,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 IL 765 0.25
BKONE NOV20 $ 630,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 IL 639 0.25
BKONE NOV20 $ 850,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 IL 659 0.25
BKONE NOV20 $ 450,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 IL 671 0.25
BKONE NOV20 $ 405,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 IL 684 0.25
BKONE NOV20 $ 985,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 IL 700 0.25
BKONE NOV20 $ 740,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 IN 601 0.25
BKONE NOV20 $ 735,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 IN 753 0.25
BKONE NOV20 $ 900,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 IN 775 0.25
BKONE NOV20 $ 1,150,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 IN 747 0.25
BKONE NOV20 $ 617,500.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IN 773 0.25
BKONE NOV20 $ 1,000,000.00 2.75 12/1/06 2 12/1/06 2 5 11.125 2.75 IN 724 0.25
BKONE NOV20 $ 1,200,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 KY 765 0.25
BKONE NOV20 $ 665,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 KY 682 0.25
BKONE NOV20 $ 420,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 LA 739 0.25
BKONE NOV20 $ 375,000.00 2.75 9/1/06 2 9/1/06 2 5 11.5 2.75 LA 711 0.25
BKONE NOV20 $ 640,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 LA 793 0.25
BKONE NOV20 $ 832,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 MA 766 0.25
BKONE NOV20 $ 800,000.00 2.75 11/1/06 2 11/1/06 2 5 11.75 2.75 MA 763 0.25
BKONE NOV20 $ 430,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 MA 768 0.25
BKONE NOV20 $ 512,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 MA 754 0.25
BKONE NOV20 $ 713,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 MA 728 0.25
BKONE NOV20 $ 513,000.00 2.75 11/1/06 2 11/1/06 2 5 11.75 2.75 MA 766 0.25
BKONE NOV20 $ 513,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 MA 698 0.25
BKONE NOV20 $ 470,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 MA 740 0.25
BKONE NOV20 $ 1,300,000.00 2.75 10/1/06 2 10/1/06 2 5 12.125 2.75 MA 754 0.25
BKONE NOV20 $ 597,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 MD 785 0.25
BKONE NOV20 $ 416,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 MI 665 0.25
BKONE NOV20 $ 423,000.00 2.75 10/1/06 2 10/1/06 2 5 12.125 2.75 MI 720 0.25
BKONE NOV20 $ 690,000.00 2.75 11/1/06 2 11/1/06 2 5 11.75 2.75 MI 708 0.25
BKONE NOV20 $ 900,000.00 2.75 11/1/06 2 11/1/06 2 5 11.75 2.75 MI 771 0.25
BKONE NOV20 $ 900,000.00 2.75 2/1/06 2 2/1/06 2 5 12.125 2.75 OH 734 0.25
BKONE NOV20 $ 1,400,000.00 2.75 9/1/06 2 9/1/06 2 5 12.125 2.75 CO 679 0.25
BKONE NOV20 $ 755,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 DE 727 0.25
BKONE NOV20 $ 1,100,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 NC 745 0.25
BKONE NOV20 $ 700,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 NC 673 0.25
BKONE NOV20 $ 490,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 SC 742 0.25
BKONE NOV20 $ 1,350,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 KY 646 0.25
BKONE NOV20 $ 390,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 OH 641 0.25
BKONE NOV20 $ 475,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 MI 733 0.25
BKONE NOV20 $ 551,900.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 MI 635 0.25
BKONE NOV20 $ 432,000.00 2.75 10/1/06 2 10/1/06 2 5 12 2.75 TX 777 0.25
BKONE NOV20 $ 820,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CO 782 0.25
BKONE NOV20 $ 1,214,000.00 2.75 10/1/06 2 10/1/06 2 5 12.125 2.75 CO 693 0.25
BKONE NOV20 $ 860,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CO 692 0.25
BKONE NOV20 $ 1,275,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CO 641 0.25
BKONE NOV20 $ 440,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CO 756 0.25
BKONE NOV20 $ 690,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 CO 689 0.25
BKONE NOV20 $ 675,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 CO 757 0.25
BKONE NOV20 $ 1,800,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 UT 706 0.25
BKONE NOV20 $ 1,100,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 OH 685 0.25
BKONE NOV20 $ 490,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 OH 706 0.25
BKONE NOV20 $ 732,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 MI 769 0.25
BKONE NOV20 $ 467,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 WI 743 0.25
BKONE NOV20 $ 750,000.00 2.75 11/1/06 2 11/1/06 2 5 11 2.75 TX 636 0.25
BKONE NOV20 $ 825,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 TX 753 0.25
BKONE NOV20 $ 500,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CO 724 0.25
BKONE NOV20 $ 1,200,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 CO 745 0.25
BKONE NOV20 $ 600,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 CO 714 0.25
BKONE NOV20 $ 3,400,000.00 2.75 11/1/06 2 11/1/06 2 5 11.875 2.75 CO 743 0.25
BKONE NOV20 $ 421,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IN 687 0.25
BKONE NOV20 $ 700,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 CO 801 0.25
BKONE NOV20 $ 600,000.00 2.75 9/1/06 2 9/1/06 2 5 11.625 2.75 OK 633 0.25
BKONE NOV20 $ 715,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 PA 720 0.25
BKONE NOV20 $ 715,000.00 2.75 8/1/06 2 8/1/06 2 5 11.875 2.75 PA 721 0.25
BKONE NOV20 $ 550,000.00 2.75 9/1/06 2 9/1/06 2 5 11.875 2.75 WI 708 0.25
BKONE NOV20 $ 835,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 WI 723 0.25
BKONE NOV20 $ 570,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 WI 703 0.25
BKONE NOV20 $ 590,000.00 2.75 12/1/06 2 12/1/06 2 5 11.375 2.75 WI 757 0.25
BKONE NOV20 $ 1,150,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 GA 703 0.25
BKONE NOV20 $ 429,000.00 2.75 10/1/06 2 10/1/06 2 5 11.25 2.75 GA 657 0.25
BKONE NOV20 $ 520,000.00 2.75 9/1/06 2 9/1/06 2 5 11.75 2.75 FL 760 0.25
BKONE NOV20 $ 850,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 OH 781 0.25
BKONE NOV20 $ 1,600,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 OH 756 0.25
BKONE NOV20 $ 875,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 OH 788 0.25
BKONE NOV20 $ 575,000.00 2.75 10/1/06 2 10/1/06 2 5 11.5 2.75 OH 659 0.25
BKONE NOV20 $ 1,400,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 OH 667 0.25
BKONE NOV20 $ 450,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 OH 763 0.25
BKONE NOV20 $ 475,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 OH 660 0.25
BKONE NOV20 $ 590,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 OH 759 0.25
BKONE NOV20 $ 370,000.00 2.75 10/1/06 2 10/1/06 2 5 11.5 2.75 OH 700 0.25
BKONE NOV20 $ 1,250,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 MI 731 0.25
BKONE NOV20 $ 435,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 MI 723 0.25
BKONE NOV20 $ 675,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 MI 721 0.25
BKONE NOV20 $ 945,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 MI 769 0.25
BKONE NOV20 $ 1,200,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 MI 641 0.25
BKONE NOV20 $ 1,300,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 MI 604 0.25
BKONE NOV20 $ 551,500.00 2.75 10/1/06 2 10/1/06 2 5 12.125 2.75 MI 705 0.25
BKONE NOV20 $ 477,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 MI 733 0.25
BKONE NOV20 $ 673,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 MI 738 0.25
BKONE NOV20 $ 568,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 MI 647 0.25
BKONE NOV20 $ 2,300,000.00 2.75 7/1/06 2 7/1/06 2 5 12.125 2.75 MI 714 0.25
BKONE NOV20 $ 790,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 MI 670 0.25
BKONE NOV20 $ 480,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 MN 728 0.25
BKONE NOV20 $ 540,000.00 2.75 12/1/06 2 12/1/06 2 5 11.5 2.75 IL 760 0.25
BKONE NOV20 $ 895,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 IL 688 0.25
BKONE NOV20 $ 478,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 IL 702 0.25
BKONE NOV20 $ 600,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 IL 710 0.25
BKONE NOV20 $ 595,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 IL 765 0.25
BKONE NOV20 $ 1,100,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 IL 768 0.25
BKONE NOV20 $ 475,000.00 2.75 11/1/06 2 11/1/06 2 5 11 2.75 IL 705 0.25
BKONE NOV20 $ 575,000.00 2.75 10/1/06 2 10/1/06 2 5 11.875 2.75 IL 691 0.25
BKONE NOV20 $ 650,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 IL 743 0.25
BKONE NOV20 $ 596,000.00 2.75 11/1/06 2 11/1/06 2 5 11.25 2.75 IL 654 0.25
BKONE NOV20 $ 459,000.00 2.75 12/1/06 2 12/1/06 2 5 11.25 2.75 IL 710 0.25
BKONE NOV20 $ 338,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 IL 722 0.25
BKONE NOV20 $ 490,000.00 2.75 10/1/06 2 10/1/06 2 5 11.75 2.75 AZ 761 0.25
BKONE NOV20 $ 540,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 AZ 764 0.25
BKONE NOV20 $ 500,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 AZ 752 0.25
BKONE NOV20 $ 560,000.00 2.75 9/1/06 2 9/1/06 2 5 11.875 2.75 AZ 686 0.25
BKONE NOV20 $ 475,000.00 2.75 9/1/06 2 9/1/06 2 5 12 2.75 AZ 621 0.25
BKONE NOV20 $ 507,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 AZ 771 0.25
BKONE NOV20 $ 400,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 AZ 629 0.25
BKONE NOV20 $ 1,295,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 AZ 731 0.25
BKONE NOV20 $ 720,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 AZ 678 0.25
BKONE NOV20 $ 600,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 AZ 695 0.25
BKONE NOV20 $ 645,000.00 2.75 10/1/06 2 10/1/06 2 5 12 2.75 AZ 791 0.25
BKONE NOV20 $ 530,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 AZ 788 0.25
BKONE NOV20 $ 525,000.00 2.75 9/1/06 2 9/1/06 2 5 11.875 2.75 AZ 733 0.25
BKONE NOV20 $ 420,000.00 2.75 10/1/06 2 10/1/06 2 5 11.625 2.75 AZ 679 0.25
BKONE NOV20 $ 392,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 AZ 657 0.25
BKONE NOV20 $ 1,235,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 AZ 692 0.25
BKONE NOV20 $ 925,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 AZ 777 0.25
BKONE NOV20 $ 390,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 AZ 730 0.25
BKONE NOV20 $ 480,000.00 2.75 9/1/06 2 9/1/06 2 5 11.875 2.75 AZ 653 0.25
BKONE NOV20 $ 500,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 AZ 745 0.25
BKONE NOV20 $ 630,000.00 2.75 11/1/06 2 11/1/06 2 5 11.5 2.75 AZ 643 0.25
BKONE NOV20 $ 685,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 AZ 671 0.25
BKONE NOV20 $ 690,000.00 2.75 11/1/06 2 11/1/06 2 5 11.125 2.75 AZ 765 0.25
BKONE NOV20 $ 605,000.00 2.75 11/1/06 2 11/1/06 2 5 11.625 2.75 AZ 688 0.25
BKONE NOV20 $ 495,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 AZ 622 0.25
BKONE NOV20 $ 815,000.00 2.75 11/1/06 2 11/1/06 2 5 11.375 2.75 AZ 715 0.25
BKONE NOV20 $ 383,000.00 2.75 10/1/06 2 10/1/06 2 5 11.375 2.75 AZ 767 0.25
BKONE Prior $ 522,000.00 2.75 4/1/06 2 4/1/06 2 5 12.375 2.75 CA 650 0.25
BKONE Prior $ 1,200,000.00 2.75 6/1/06 2 6/1/06 2 5 11.875 2.75 IL 778 0.25
PORTFOLIO OLTV CLTV PROPLIT OCCLIT PURPLIT DOCLIT RTERM ATERM
------------ ---- ---- ------------- ------ ------- ------ ----- -----
ABN 5/1 ARMS 54 53.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 CONDO PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 77.5 77.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 74.8 74.6 CONDO PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 64.6 64.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 69.3 69 CONDO PRIMARY PURCHASE FULL 359 356
ABN 5/1 ARMS 76.5 76.3 CONDO PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 57.2 57 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 69.8 69.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 80 79.9 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 60.7 60.5 CONDO PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 74.8 74.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 59.5 59.4 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 67.7 67.4 PUD PRIMARY REFI-EQUITY FULL 357 356
ABN 5/1 ARMS 80 79.6 SINGLE FAMILY PRIMARY PURCHASE FULL 357 356
ABN 5/1 ARMS 57.3 57.1 PUD PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 67.8 67.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 74.3 74.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 64.9 64.7 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 41.5 41.4 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 77.2 77 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 62.8 61.9 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 54.6 54.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 358 356
ABN 5/1 ARMS 59.5 59.1 PUD PRIMARY PURCHASE FULL 358 354
ABN 5/1 ARMS 80 79.9 PUD SECOND HOM PURCHASE FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 357
ABN 5/1 ARMS 62.7 62.6 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72.9 72.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 37.4 37.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 57 56.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 45.1 45 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 357
ABN 5/1 ARMS 56.8 56.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 77.4 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 69.9 69.8 SINGLE FAMILY PRIMARY RATE TERM FULL 360 359
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
ABN 5/1 ARMS 74.8 74.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 75 74.9 2-4 FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 71.4 71.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 50.6 50.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 67.4 67.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 73.5 73.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.9 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 PUD PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 80 78.6 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 79.8 79.6 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 58.2 58.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 35.9 35.7 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 72 71.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
ABN 5/1 ARMS 33.5 33.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 65.3 65.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72.1 71.9 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 72.8 72.6 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 65.4 65.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 63 62.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 64.8 64.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 72 71.4 PUD PRIMARY REFI-EQUITY FULL 359 352
ABN 5/1 ARMS 67.8 67.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 356
ABN 5/1 ARMS 74 73.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 62.2 62 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 73.1 72.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 78.9 78.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.9 TOWNHOUSE PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 58 57.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
ABN 5/1 ARMS 61.8 61.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 70.7 70.5 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 60 59.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 78.4 78.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 47.7 47.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 52.8 52.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 34 33.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 73.1 72.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 73.9 73.7 CONDO PRIMARY RATE TERM FULL 357 357
ABN 5/1 ARMS 80 79.8 CONDO PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 78.6 78.4 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 68.2 CONDO PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 74.3 74.1 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 75 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 60.7 60.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 70.4 70.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75 74.8 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 72.6 72.5 PUD PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 71.5 71.3 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75 74.9 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.9 77.2 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 32.2 32.1 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 78.8 78.6 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 56.1 55.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.8 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 55.9 55.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 78.6 PUD PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 54 53.8 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 74.6 74.3 PUD PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 74.1 73.9 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 73.4 73.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 43 42.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 73.3 73.1 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE FULL 360 359
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 62.2 62 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
ABN 5/1 ARMS 75 72.6 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 76.6 76.4 PUD PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 52.3 51.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 351
ABN 5/1 ARMS 37.5 37.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 80 78.2 PUD PRIMARY PURCHASE FULL 358 357
ABN 5/1 ARMS 79.4 79 CONDO PRIMARY RATE TERM FULL 356 355
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.7 77.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72 71.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 52.7 52.6 PUD PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 72.1 71.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 54.2 54.1 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 79.4 79.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 54.5 54.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 79.9 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 69.4 69.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 63.4 63.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 79.6 79.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 58.9 58.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
ABN 5/1 ARMS 74.6 74.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 76.7 76.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 67.9 67.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 70.6 70.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 74.8 74.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 59.4 59.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 64.8 64.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.9 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 73.9 73.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.8 77.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 63.5 63.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 58.6 58.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 70.6 70.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 68.9 68.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 78.7 78.4 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 63.9 63.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 74.7 74.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 68.4 68.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 79.8 78.7 PUD PRIMARY RATE TERM FULL 357 346
ABN 5/1 ARMS 61.3 61.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 65.1 64.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 59.3 59.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 68.9 68.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.9 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72.8 72.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 74.2 74 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 45.4 45.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 62.5 62.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE FULL 360 359
ABN 5/1 ARMS 57.2 57 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 79.2 79 PUD PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 76.5 76.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 56.1 55.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 68.8 68.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 61.3 61.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 63.6 63.5 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 73.2 71.5 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
ABN 5/1 ARMS 80 79.8 PUD PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 62.5 62.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 63.2 63.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 57.3 57.1 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 76.1 75.9 PUD PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 57.4 57.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 63.4 63.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75.4 75.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 66.2 66 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
ABN 5/1 ARMS 75 74.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 356
ABN 5/1 ARMS 63 62.8 PUD PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 57.4 57.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 74.9 74.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 73.1 72.9 CONDO PRIMARY RATE TERM FULL 357 357
ABN 5/1 ARMS 72 71.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 70.1 69.9 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 43.4 43.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 54.3 54.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 68.2 68 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 70 69.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 72.1 71.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 39.1 39 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
ABN 5/1 ARMS 67.1 66.9 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 64.8 64.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 69.6 69.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 74.9 74.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 58.6 58.5 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 64.3 64.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 69.2 69.1 SINGLE FAMILY PRIMARY RATE TERM FULL 360 359
ABN 5/1 ARMS 80 78.1 2-4 FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 79.6 79.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 78.9 78.7 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 76.9 76.5 PUD PRIMARY RATE TERM FULL 359 356
ABN 5/1 ARMS 28 27.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 61 60.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 58.6 58.4 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 76.3 CONDO PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 64 63.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 76 75.9 CONDO PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 47.8 47.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 76.2 76.1 CONDO PRIMARY RATE TERM FULL 360 359
ABN 5/1 ARMS 75.7 75.5 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 69.9 69.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 74.4 74.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 63.4 63.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 44.3 44.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 82.3 82.1 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 55.9 55.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
ABN 5/1 ARMS 54.6 54.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 76.7 76.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
ABN 5/1 ARMS 80 76.8 SINGLE FAMILY SECOND HOM PURCHASE FULL 355 359
ABN 5/1 ARMS 73.5 73.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 80 79.8 CONDO PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 67 66.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 68 67.3 SINGLE FAMILY SECOND HOM PURCHASE FULL 359 358
ABN 5/1 ARMS 81.3 81.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72.2 72.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.8 77.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 77.4 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 75 74.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 61.6 61.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 78.6 78.4 SINGLE FAMILY SECOND HOM RATE TERM FULL 359 358
ABN 5/1 ARMS 59.8 59.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 78.8 78.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 78.7 PUD PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 71.5 71.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 75.9 75.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 58.3 58.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 78.4 78.2 SINGLE FAMILY PRIMARY RATE TERM FULL 360 359
ABN 5/1 ARMS 64.2 64 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 37.3 37.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 57.7 57.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 48.5 48.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 357
ABN 5/1 ARMS 50 49.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 360 359
ABN 5/1 ARMS 69.4 68.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 354
ABN 5/1 ARMS 54.3 54.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 64.6 64.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 73.3 73.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 63 62.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 58.3 58.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.2 77 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 46.5 46.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 74.2 74 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 78 77.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 71.4 71.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 60 59.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 356
ABN 5/1 ARMS 79.9 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 56.5 56.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 360 359
ABN 5/1 ARMS 59.1 59 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 79.5 79.3 CONDO PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 CONDO PRIMARY RATE TERM FULL 358 358
ABN 5/1 ARMS 90 88.2 PUD PRIMARY PURCHASE FULL 359 358
ABN 5/1 ARMS 69.8 69.6 PUD PRIMARY REFI-EQUITY FULL 359 358
ABN 5/1 ARMS 71.6 71.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 354
ABN 5/1 ARMS 74.2 74 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
ABN 5/1 ARMS 74 73.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 72.9 72.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
ABN 5/1 ARMS 80 79.9 PUD PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 90 88.7 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
ABN 5/1 ARMS 50.6 50.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 67.9 67.8 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 75 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 72.8 72.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 358
ABN 5/1 ARMS 77.3 77.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
ABN AMRO - Prior 80 79.5 SINGLE FAMILY PRIMARY PURCHASE Missing 354 356
BKONE JAN. 25 79.7 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 95 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 74.9 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 90 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 70.7 90 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE JAN. 25 80 80 CONDO PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 79.6 79.6 SINGLE FAMILY PRIMARY RATE TERM FULL 355 355
BKONE JAN. 25 84.1 84.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 90 90 CONDO SECOND HOM PURCHASE FULL 359 359
BKONE JAN. 25 21.1 21.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 70 70 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 79.6 79.6 CONDO PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 65.1 78.5 SINGLE FAMILY PRIMARY RATE TERM FULL 360 360
BKONE JAN. 25 69.3 86.1 SINGLE FAMILY PRIMARY RATE TERM FULL 360 360
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 75.3 81.2 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 75.5 75.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 59.2 59.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 79 90.5 SINGLE FAMILY PRIMARY REFI-EQUITY Asset no Income 358 358
BKONE JAN. 25 78.4 78.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 38.6 38.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE JAN. 25 61.1 61.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 359 356
BKONE JAN. 25 74.9 90.3 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 72.4 72.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 66.1 66.1 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 339 339
BKONE JAN. 25 66.4 66.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE JAN. 25 80 94.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 56.2 56.2 SINGLE FAMILY SECOND HOM RATE TERM FULL 358 358
BKONE JAN. 25 71.8 92.3 SINGLE FAMILY PRIMARY RATE TERM FULL 299 299
BKONE JAN. 25 68.2 68.2 CONDO PRIMARY REFI-EQUITY FULL 355 355
BKONE JAN. 25 29.3 29.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 67.9 67.9 SINGLE FAMILY PRIMARY RATE TERM FULL 239 238
BKONE JAN. 25 84.9 84.9 SINGLE FAMILY PRIMARY PURCHASE FULL 345 345
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY PURCHASE FULL 355 355
BKONE JAN. 25 88.9 88.9 SINGLE FAMILY SECOND HOM PURCHASE FULL 344 316
BKONE JAN. 25 75 75 SINGLE FAMILY SECOND HOM REFI-EQUITY FULL 358 358
BKONE JAN. 25 65.8 65.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE JAN. 25 66.4 66.4 SINGLE FAMILY SECOND HOM RATE TERM FULL 358 358
BKONE JAN. 25 47.5 47.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 67.6 67.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 70 70 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 63.7 63.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 64 64 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 51 70.6 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 70 70 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 77.4 86 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 79.6 79.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 349
BKONE JAN. 25 73.2 73.2 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 75.6 75.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 79.6 79.6 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 37 37 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 73.8 88.2 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 43.8 69.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 67.4 67.4 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 358 358
BKONE JAN. 25 79.5 79.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 66 66 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 71 71 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 79.1 79.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 88.3 88.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 70 70 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 360 360
BKONE JAN. 25 82.9 82.9 SINGLE FAMILY PRIMARY RATE TERM Income no Asset 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 41.5 41.5 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 72.2 72.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 22.2 22.2 SINGLE FAMILY PRIMARY RATE TERM FULL 287 287
BKONE JAN. 25 40.8 40.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 360 360
BKONE JAN. 25 66.7 66.7 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 79.7 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 349
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 78.5 83.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 67.7 67.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 53.2 53.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 63.8 63.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 53.2 53.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 90 90 SINGLE FAMILY PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 49.4 49.4 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE JAN. 25 66.7 66.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE JAN. 25 87.4 87.4 CONDO PRIMARY PURCHASE FULL 358 358
BKONE JAN. 25 75 90 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 60.4 60.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE JAN. 25 80 80 CONDO PRIMARY PURCHASE Income no Asset 358 358
BKONE JAN. 25 66.2 66.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 66.4 66.4 SINGLE FAMILY PRIMARY PURCHASE FULL 359 359
BKONE JAN. 25 77 77 SINGLE FAMILY PRIMARY RATE TERM FULL 360 360
BKONE JAN. 25 60.5 60.5 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
BKONE JAN. 25 79.9 88.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359 359
BKONE JAN. 25 90 90 SINGLE FAMILY PRIMARY RATE TERM FULL 359 359
BKONE NOV20 80 79.7 SINGLE FAMILY INVESTOR PURCHASE FULL 356 356
BKONE NOV20 79.3 79 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 53.3 53.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 358
BKONE NOV20 43.3 43.3 SINGLE FAMILY PRIMARY RATE TERM FULL 357 358
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 357
BKONE NOV20 58.2 58 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 68.9 68.6 SINGLE FAMILY PRIMARY RATE TERM Asset no Income 356 356
BKONE NOV20 79.3 79 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 356 356
BKONE NOV20 80 79.2 SINGLE FAMILY PRIMARY RATE TERM FULL 355 349
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 67.6 67.4 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 357 356
BKONE NOV20 66.9 66.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 354
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 60.7 60.6 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 74.7 74.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 78.2 78 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 53.5 53.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 79 78.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 56.4 56.1 SINGLE FAMILY PRIMARY REFI-EQUITY Asset no Income 356 355
BKONE NOV20 74.4 74.1 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 67.4 67.1 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 77.1 76.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 71.4 70.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 350
BKONE NOV20 46.9 46.8 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 80 79.6 SINGLE FAMILY PRIMARY PURCHASE FULL 356 354
BKONE NOV20 79.1 78.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 66.1 65.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356 353
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 76.5 76.2 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 40.2 40 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 74.4 74.2 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 66 64.9 SINGLE FAMILY PRIMARY PURCHASE Asset no Income 332 320
BKONE NOV20 27.5 27.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 79 78.8 CONDO PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 65.8 65.6 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 66.7 66.4 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 341 340
BKONE NOV20 52.2 52 SINGLE FAMILY PRIMARY RATE TERM Asset no Income 356 355
BKONE NOV20 89.1 88.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 64.8 64.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 71.1 70.9 CONDO PRIMARY RATE TERM FULL 357 357
BKONE NOV20 68.1 67.9 SINGLE FAMILY INVESTOR PURCHASE Income no Asset 329 329
BKONE NOV20 54 53.8 SINGLE FAMILY INVESTOR RATE TERM FULL 358 357
BKONE NOV20 75 74.7 SINGLE FAMILY PRIMARY PURCHASE FULL 356 356
BKONE NOV20 80 79.7 CONDO PRIMARY PURCHASE FULL 356 356
BKONE NOV20 61.8 61.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 54.6 54.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 62.2 62 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 355
BKONE NOV20 67.5 67.3 CONDO PRIMARY PURCHASE FULL 358 357
BKONE NOV20 75 74.8 CONDO PRIMARY PURCHASE FULL 357 357
BKONE NOV20 22.7 22.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 72 71.8 CONDO PRIMARY RATE TERM FULL 358 357
BKONE NOV20 77 76.9 SINGLE FAMILY PRIMARY PURCHASE FULL 359 358
BKONE NOV20 45.7 45.6 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 73.6 73.3 SINGLE FAMILY PRIMARY RATE TERM Income no Asset 350 349
BKONE NOV20 76.5 76.2 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 78.9 78.6 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 67.2 67 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 357 357
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 61.2 60.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356 350
BKONE NOV20 72.9 72.6 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 70 69.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 79.7 79.2 SINGLE FAMILY PRIMARY RATE TERM FULL 357 354
BKONE NOV20 65 64.9 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 45 44.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 90 89.6 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 348 347
BKONE NOV20 54.7 54.5 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 44.9 44.5 SINGLE FAMILY INVESTOR RATE TERM FULL 358 351
BKONE NOV20 60 59.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 80 79.7 CONDO PRIMARY PURCHASE FULL 356 356
BKONE NOV20 66.4 66 SINGLE FAMILY PRIMARY RATE TERM FULL 356 353
BKONE NOV20 76.9 76.5 SINGLE FAMILY PRIMARY PURCHASE FULL 355 355
BKONE NOV20 67.5 67.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 75 74.7 CONDO PRIMARY PURCHASE FULL 357 356
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 64.9 64.7 SINGLE FAMILY INVESTOR PURCHASE FULL 356 356
BKONE NOV20 51.8 51.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 347
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 79.4 78.9 SINGLE FAMILY PRIMARY RATE TERM FULL 296 295
BKONE NOV20 79.7 79.5 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 72.2 72 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 72.2 71.6 SINGLE FAMILY PRIMARY RATE TERM Income no Asset 349 349
BKONE NOV20 49.7 49.5 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 338 339
BKONE NOV20 79.8 79.5 SINGLE FAMILY INVESTOR PURCHASE FULL 357 356
BKONE NOV20 65 64.8 SINGLE FAMILY PRIMARY REFI-EQUITY Asset no Income 356 356
BKONE NOV20 72.9 72.6 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 84.1 83.8 CONDO INVESTOR RATE TERM FULL 357 356
BKONE NOV20 66.7 66.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 84.9 84.5 SINGLE FAMILY PRIMARY RATE TERM FULL 357 355
BKONE NOV20 77.7 77.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 72.7 72.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 82.7 82.3 SINGLE FAMILY PRIMARY PURCHASE FULL 342 341
BKONE NOV20 67.5 67.3 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 344 344
BKONE NOV20 53.5 53.3 SINGLE FAMILY INVESTOR PURCHASE Income no Asset 341 341
BKONE NOV20 63.1 62.8 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 344 344
BKONE NOV20 47.1 46.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 75.2 74.9 SINGLE FAMILY PRIMARY PURCHASE FULL 356 356
BKONE NOV20 69.6 69.3 SINGLE FAMILY PRIMARY RATE TERM FULL 355 356
BKONE NOV20 67.7 67.4 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 70.8 70.5 SINGLE FAMILY PRIMARY PURCHASE FULL 348 347
BKONE NOV20 73.2 73 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 77.1 76.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 355
BKONE NOV20 77.8 77.6 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 76 75.8 CONDO PRIMARY RATE TERM FULL 357 357
BKONE NOV20 79.3 79.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 60.9 60.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 69.8 69.6 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 69.2 69 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 74.3 73.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 352
BKONE NOV20 29.4 29.3 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 87.9 87.7 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 50.7 21.9 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 341 84
BKONE NOV20 58 57.7 SINGLE FAMILY PRIMARY PURCHASE FULL 356 355
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 357 356
BKONE NOV20 51.8 51.3 SINGLE FAMILY PRIMARY RATE TERM FULL 354 351
BKONE NOV20 77.1 76.8 SINGLE FAMILY PRIMARY RATE TERM FULL 355 355
BKONE NOV20 59.9 59.6 SINGLE FAMILY PRIMARY RATE TERM FULL 355 355
BKONE NOV20 71 70.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 75.3 75.1 SINGLE FAMILY PRIMARY RATE TERM FULL 359 357
BKONE NOV20 68.7 67.9 SINGLE FAMILY PRIMARY PURCHASE FULL 342 334
BKONE NOV20 90 89.7 SINGLE FAMILY PRIMARY PURCHASE FULL 356 356
BKONE NOV20 76.9 76.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 355 355
BKONE NOV20 73.9 73.6 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 356 356
BKONE NOV20 45.1 44.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 73.4 72 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 341
BKONE NOV20 79.3 79 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 51.8 51.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 74.5 74.2 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 355
BKONE NOV20 54.2 54.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 90 89.5 SINGLE FAMILY PRIMARY PURCHASE FULL 356 354
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 76.9 76.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 355 355
BKONE NOV20 60.9 60.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 53.4 53.3 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 58.3 58.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 40 39.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 75 74.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 71.3 71.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358 357
BKONE NOV20 65.1 64.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 355
BKONE NOV20 80 79.4 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 310 309
BKONE NOV20 80 75.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 308
BKONE NOV20 74 73.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 68.2 68.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358 358
BKONE NOV20 75 74.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 77.4 77.2 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 76.2 75.8 SINGLE FAMILY PRIMARY RATE TERM FULL 356 355
BKONE NOV20 67.2 67.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 57.3 57.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 73 72.8 SINGLE FAMILY PRIMARY REFI-EQUITY Asset no Income 356 356
BKONE NOV20 76.2 75.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 62.9 61.9 SINGLE FAMILY PRIMARY RATE TERM FULL 177 175
BKONE NOV20 71.6 71.5 SINGLE FAMILY PRIMARY PURCHASE Income no Asset 358 358
BKONE NOV20 90 89.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 74.1 73.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 71.1 70.9 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 71 70.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 89.9 89.5 SINGLE FAMILY PRIMARY PURCHASE FULL 355 355
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 356 355
BKONE NOV20 61 60.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 50.2 50 SINGLE FAMILY PRIMARY PURCHASE FULL 354 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 59.2 59 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 54.3 54.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 356
BKONE NOV20 67.4 67.2 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 70.3 70 SINGLE FAMILY PRIMARY RATE TERM FULL 356 355
BKONE NOV20 78.1 77.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 83.7 83.5 SINGLE FAMILY PRIMARY RATE TERM FULL 356 357
BKONE NOV20 45.6 45.5 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 57.3 57.1 SINGLE FAMILY PRIMARY RATE TERM FULL 357 357
BKONE NOV20 79.2 79 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 77.5 76.7 SINGLE FAMILY PRIMARY RATE TERM FULL 355 348
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 356 356
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358 357
BKONE NOV20 58 57.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357 357
BKONE NOV20 74.8 74.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 357
BKONE NOV20 73.7 73.5 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357 356
BKONE NOV20 77.5 77 SINGLE FAMILY PRIMARY RATE TERM FULL 357 353
BKONE NOV20 79.5 78.9 SINGLE FAMILY PRIMARY RATE TERM FULL 356 351
BKONE Prior 80 80 SINGLE FAMILY PRIMARY RATE TERM Missing 351 353
BKONE Prior 69.4 69.4 SINGLE FAMILY PRIMARY RATE TERM Missing 353 355
PORTFOLIO AGE MTR LNAME INDEX TFEE NWAC
------------ --- --- ----- -------- ------ ------
ABN 5/1 ARMS 1 59 GRIGGS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SULLIVAN 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 DUNN 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 IGLOW 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 UNGERLEIDER 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 MITRY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DESILVA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KATZ 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 BEKHOR 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 2 59 CHARLTON 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 ZEILENGA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 HAVAS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 GRIFFITHS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DEEDS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 MORNEAU 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 NETHERCOTT 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 1 59 JACOBS 1 YR CMT 0.0075 5.2425
ABN 5/1 ARMS 3 57 ANASTASIO 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 3 57 STROMBERG-LEE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 CHAVOS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SCOTT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ZANZONICO 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 FOX JR. 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 BAKER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DELANEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 LESMEISTER 1 YR CMT 0.0075 5.2425
ABN 5/1 ARMS 1 59 EASTMAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 KRAVETS 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 59 KIZERIAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 KLOVES 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 58 KNOWLES 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 REZABEK 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 4 58 WHITE 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 RHYNE 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 2 59 THORN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 CIESINSKI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 WONG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 JAGANATHAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 GLEW 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 GONG 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 SCHEPPKE 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 0 60 BOMMANNAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 60 DURLAND 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 DEMURJIAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DRITSAS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ANTHONY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 MASSUNG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 GUTHMILLER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ZOLLER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 FANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 VIJAYAKUMAR 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 SIVARAMAPURAM 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 WU 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 HUANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 MOHAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 THAYER 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 3 58 ORTEGA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 GRINOLD 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 MEAD 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 XING 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CAMERON 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 JAFFE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DASTE, JR 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 OSBORN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 FLANIGAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 MARKS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 SCRITSMIER 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 CHARLEBOIS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 BOUCHER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 HORAK 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 PETTIT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 LANOHA 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 STALEY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 EARL 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 O'REILLY 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 58 COX 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 BARBERI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 PHILIPS 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 RICHARDSON 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 LANDES 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KATZ 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 GROSSO 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 LANGBERG 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 RUOKOSUO 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 3 58 MARKS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 WERNICK 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 PORTER 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 MACHA 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 WALTON 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 2 59 SMITH 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 58 STOCKTON 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 1 59 HARRINGTON 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KAN 1 YR CMT 0.0075 6.3675
ABN 5/1 ARMS 2 59 MOTHERWAY 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 2 59 FIOLKA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 QUADRA 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 2 59 MOHR 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 COWAN 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 KARTZINEL MD 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 HAHN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KONG 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 BARTLETT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HIRTH 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 1 59 NIKSCH 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 GARLIN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CAMPBELL 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HYMAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 RAHNAMA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 FILLEY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KACHATURIAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 KILLIAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KIRKPATRICK 1 YR CMT 0.0075 4.6175
ABN 5/1 ARMS 0 60 WOODLEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 59 GUSKIN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 GEMIGNANI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DOOLABH 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 ARUNARTHI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HSU 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 DEMERS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 GRUNSKY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 4 56 HILTY 1 YR CMT 0.0075 6.6175
ABN 5/1 ARMS 1 59 LAMBIRIS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 QIU 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 PAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 MCCRACKEN 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 2 59 TSAI 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 TANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ELLIOTT 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 1 59 QIU 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 GORTNER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HSU 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DERDAK 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 1 59 FRANCIS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 LIN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 LAI 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 3 58 TRAN 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 SHIRMOHAMMADALI 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 SINGIKULAM 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SWART 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 WANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 LAMBERT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 LOW 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 LIBERT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HOLLAND 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 WANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KUHLMANN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 AGRAWAL 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 58 BRUMM 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 CHEN 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 BALDWIN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 CHENG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SCHOU 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 LEALE, JR 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 LOGUE IV 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 CHOW 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 3 59 APPANNAGAARI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 MASCHUQ 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CHEN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 MARTINHO 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 WHITE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 LAKE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 YU 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 YOUNG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CHEN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ZHANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CHEN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 PERIS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 0 60 AGGARWAL 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 HELMRICH 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 KO 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ZHANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 MARCH 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HOKANSON 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 EMERSON 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 ZHANG 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 58 HAROLDSON 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 59 SCHOEN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 CAREY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 ROSENTHAL 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 WHALEN 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 3 57 SANT 1 YR CMT 0.0075 6.3675
ABN 5/1 ARMS 1 59 SCHNELL 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 58 DAYN 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 VAUGHN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SUTTNER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CHANG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 58 PETRICH 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 2 59 TILMANN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 EKELUND 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 NISHIDA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 RUBINO 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 3 58 PAU 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 HENKIN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 LEE-SOY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 LI 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 KENNEALLY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 CLINE 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 FLINDERS 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 SONNEMAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 BATHRICK 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 3 58 BONOFF 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 ASCHBACHER 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 HIMBER 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 JUSTICE 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 BLITHE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SIRKUS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 LASLEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 SUSSMAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 RAMACHANDRAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 0 60 SEDGEWICK 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 CONKLIN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 THOMPSON 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 STINGER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 TANG 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 STEVENS 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 KAISER 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ELIAS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 CLARK 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 1 59 STANEK 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 LEONI 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 OLSON 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 0 60 GRESS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 RAWLINS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 NAJAFI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DAVIS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 KASPRZAK 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HARVEY 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 YOUNG 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DODDAPANENI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 60 MOSER JR. 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 VESEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 60 HALUCHAK 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 5 60 RIGGS 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 2 58 RIZZA 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 KANE III 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 THOMPSON 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 SHERMAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 PRICE 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 GOODWIN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 FAIRCHILD 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 BLAKELY 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 1 59 KOREN 1 YR CMT 0.0075 5.1175
ABN 5/1 ARMS 1 59 DAVIS 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 RUST 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 MEDHUS 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 BAILEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 RUDRARAJU 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 MCMOIL 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 TENG 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 FROEMMING 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 0 60 FISCHER 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 SMILEY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 TWIBLE 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 KERRIGAN 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 KLUGER 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 BARE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 GEORGE 1 YR CMT 0.0075 5.2425
ABN 5/1 ARMS 0 60 HILL 1 YR CMT 0.0075 4.6175
ABN 5/1 ARMS 1 59 CUNHA 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 MORGAN 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 DZIALO 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 59 COHEN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 HOOD 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 CARELLO 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 CZERNIAK 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 GREENSTONE 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 DUGAN 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ENDOY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 SMILOVITZ 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 HALUSKA 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 LAWSON ETHERLY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DAY 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 60 MURPHY 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 ALLAN 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 1 59 DRIGGS 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 HEIDE 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 0 60 HOPE 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 MARCUCCI 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 2 59 KULEVICH 1 YR CMT 0.0075 6.1175
ABN 5/1 ARMS 1 59 WILSON 1 YR CMT 0.0075 5.9925
ABN 5/1 ARMS 2 59 WEISS 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 WOOLLEY 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 1 59 TER HAAR 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 BUCHEL 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 2 59 JACOBS 1 YR CMT 0.0075 5.3675
ABN 5/1 ARMS 1 60 LONGO 1 YR CMT 0.0075 5.6175
ABN 5/1 ARMS 1 59 VIKARI 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 STENERSON 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 2 59 FREEMAN 1 YR CMT 0.0075 5.4925
ABN 5/1 ARMS 1 59 SANDERSON 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 PERREAULT 1 YR CMT 0.0075 5.8675
ABN 5/1 ARMS 1 59 DUNN 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 1 59 BARR 1 YR CMT 0.0075 5.7425
ABN 5/1 ARMS 2 59 GERIG 1 YR CMT 0.0075 5.8675
ABN AMRO - Prior 6 56 FINDERS 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 2 60 Turner 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Treiber 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Bidstrup 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 2 60 Shawaf 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Geissberger 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 3 59 Feist 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 60 Oliver 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 5 57 Whitney 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 2 60 Halvorsen 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Galanos 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 1 61 Knudsen 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Coffman 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Martire 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Arthur 1 YR CMT 0.0075 6.7425
BKONE JAN. 25 0 62 Green 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 0 62 Prendergast 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Singh 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Vanderhoff 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Matthiesen 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Gowler 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 1 61 Bagnoli 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Hebel 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Chlebos 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Pyron 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Taylor 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Hubler 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Wishner 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Bellej 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 1 61 Friedlander 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Host 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Armstrong 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Settoon 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 2 60 Cedorchuk 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 2 60 Lach 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Bushnell 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 1 61 Cieszkowski 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 5 57 Pozios 1 YR CMT 0.0075 6.7425
BKONE JAN. 25 2 60 Merritt 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Harthen 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Stokes 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 5 57 Caporaletti 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 3 59 Engster 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Hart 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Mandel 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 60 Wyett, Trustee 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 2 60 Thomas 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Kreidler 1 YR CMT 0.0075 5.6175
BKONE JAN. 25 2 60 Upjohn 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Meyer 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Bailey 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 1 61 Cozzolino 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 1 61 Crenshaw 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Burningham 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Goldich 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Johnson 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Gerritsen 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Nairn 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Castellano 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Derus 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Bloom 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Hills 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Sheley 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 60 Baron 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 60 Ballard 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Ciletti 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Gibson 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 Lee 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Fenberg 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Kluczynski 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 2 60 Fusco 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Carpentar 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 0 62 Hauptman 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Oxholm-Uribe 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Bland 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Gerber 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Merritt 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Schuster 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Hayes-Trustee 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 0 62 Kojaian 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 1 61 Sharfman 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Hubbell II 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 1 61 Engels 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 2 60 Herron 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Gruemmer 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Parker 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 2 60 McGuire 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Shafter 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Nowicki 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 2 60 Black 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Swonk 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 2 60 Lopez 1 YR CMT 0.0075 5.9925
BKONE JAN. 25 2 60 Welch 1 YR CMT 0.0075 5.7425
BKONE JAN. 25 1 61 Nemetz 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 2 60 Almeleh 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Chan 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 1 61 Gidney 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 1 61 Helt 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 0 62 Wright 1 YR CMT 0.0075 5.8675
BKONE JAN. 25 2 60 Nelson 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 1 61 Pajor 1 YR CMT 0.0075 6.1175
BKONE JAN. 25 1 61 Heimann 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Wilson 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 58 Johnson 1 YR CMT 0.0075 6.6175
BKONE NOV20 2 60 Ellis 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 60 Lentz 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 59 Edgmon 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 59 Austria 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Colby 1 YR CMT 0.0075 5.9925
BKONE NOV20 4 58 Kelisky 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 59 Manders 1 YR CMT 0.0075 5.9925
BKONE NOV20 4 58 Barber 1 YR CMT 0.0075 6.3675
BKONE NOV20 5 57 Roseberry 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Keon 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 59 Tompkins 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 59 Chriss 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 58 Beall 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 57 Landsburg 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 58 Matthews 1 YR CMT 0.0075 6.3675
BKONE NOV20 2 60 Epstein 1 YR CMT 0.0075 5.4925
BKONE NOV20 3 59 Bachi 1 YR CMT 0.0075 6.7425
BKONE NOV20 3 59 HAINES 1 YR CMT 0.0075 5.9925
BKONE NOV20 4 58 Doniger 1 YR CMT 0.0075 6.4925
BKONE NOV20 2 60 Hiscock 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 57 Lombino 1 YR CMT 0.0075 6.7425
BKONE NOV20 4 58 Hamman 1 YR CMT 0.0075 6.9925
BKONE NOV20 4 58 Mercer 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Ducharme 1 YR CMT 0.0075 6.9925
BKONE NOV20 3 59 Burns 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Balcer 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Tello 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Lau 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Kreppel 1 YR CMT 0.0075 6.3675
BKONE NOV20 2 59 Huffman 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 58 KIDD 1 YR CMT 0.0075 6.6175
BKONE NOV20 2 59 Sanders 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 Russell 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Schroth 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Quinn 1 YR CMT 0.0075 6.2425
BKONE NOV20 7 56 Ebert 1 YR CMT 0.0075 7.1175
BKONE NOV20 2 59 COFFIN 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 59 Savino 1 YR CMT 0.0075 6.7425
BKONE NOV20 3 59 Elliott 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Zueck 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 57 Ginsberg 1 YR CMT 0.0075 6.7425
BKONE NOV20 3 58 Huck 1 YR CMT 0.0075 6.6175
BKONE NOV20 2 59 Hurst 1 YR CMT 0.0075 5.7425
BKONE NOV20 2 59 Albright 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 59 Mottola 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 59 Havel 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 58 Kirkpatrick 1 YR CMT 0.0075 6.8675
BKONE NOV20 2 59 Koshgarian 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Galloway 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 McMullen 1 YR CMT 0.0075 5.7425
BKONE NOV20 2 59 Hocter 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 59 Pons 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Krzyskowski 1 YR CMT 0.0075 6.2425
BKONE NOV20 2 59 Fitzgerald 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Vorwaller 1 YR CMT 0.0075 6.7425
BKONE NOV20 2 59 Bauer 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Ward 1 YR CMT 0.0075 6.2425
BKONE NOV20 1 60 Gallagher 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 58 Sun 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Cokefair 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Foster 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Plavnik 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 McCarthy 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Bennett 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 58 BLACKWELL 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Wills 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 Brown 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 59 Hastings 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 60 Kuharik 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 60 Blumenthal 1 YR CMT 0.0075 5.8675
BKONE NOV20 4 58 Crant 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Himes 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Fisher 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 57 DeBlanc 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 58 Mounger 1 YR CMT 0.0075 6.4925
BKONE NOV20 2 59 Woosley 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 59 Angelo 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Janoff 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Bettencourt 1 YR CMT 0.0075 6.6175
BKONE NOV20 5 57 PALUMBO 1 YR CMT 0.0075 6.7425
BKONE NOV20 2 59 Stephen 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 O'Grady 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 58 Maude 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 SCOGNAMIGLIO 1 YR CMT 0.0075 6.8675
BKONE NOV20 3 59 Knight 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 59 HOGEBOOM 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 58 Tranter 1 YR CMT 0.0075 6.8675
BKONE NOV20 3 59 Endler 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 59 DeNardis 1 YR CMT 0.0075 6.4925
BKONE NOV20 11 50 Abbey 1 YR CMT 0.0075 6.8675
BKONE NOV20 6 57 Roten 1 YR CMT 0.0075 6.8675
BKONE NOV20 3 58 Lively 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Reigel 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Webb 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 58 Mayo 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Hart 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 58 Stienecker 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Wehrenberg 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 58 Wegner 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Roberts 1 YR CMT 0.0075 6.7425
BKONE NOV20 4 58 Jensen 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Stjernholm 1 YR CMT 0.0075 6.8675
BKONE NOV20 4 58 Schardt 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Beardsley 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Snayd 1 YR CMT 0.0075 6.4925
BKONE NOV20 5 58 Johnston 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 58 Dubois, As Trustee 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 58 Klein 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Breidenbach 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Overmyer 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 59 KOSTRZEWA 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Oster 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 McDonnell 1 YR CMT 0.0075 5.7425
BKONE NOV20 3 59 John G McAndrew 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Joyce 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Diamond 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Masferrer 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Coyer 1 YR CMT 0.0075 6.6175
BKONE NOV20 2 60 Lehtinen 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 60 Bonig 1 YR CMT 0.0075 6.2425
BKONE NOV20 4 57 Williams 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 58 Szal 1 YR CMT 0.0075 6.3675
BKONE NOV20 6 56 Kramzar 1 YR CMT 0.0075 6.6175
BKONE NOV20 5 57 Dell Uomo 1 YR CMT 0.0075 6.6175
BKONE NOV20 5 57 Giffhorn 1 YR CMT 0.0075 6.7425
BKONE NOV20 2 59 Foss 1 YR CMT 0.0075 6.1175
BKONE NOV20 1 60 Schwam 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 57 Calatayud 1 YR CMT 0.0075 6.7425
BKONE NOV20 4 58 Light 1 YR CMT 0.0075 5.9925
BKONE NOV20 5 57 Wayne 1 YR CMT 0.0075 6.4925
BKONE NOV20 4 58 Loconto 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 59 Revsin 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 59 Atwater 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 58 Fischbach 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Marous 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 59 Petruziello 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 58 Perry 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 McDonald 1 YR CMT 0.0075 5.8675
BKONE NOV20 4 58 El-Muttardi 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Meade 1 YR CMT 0.0075 6.1175
BKONE NOV20 5 57 Gooding 1 YR CMT 0.0075 6.7425
BKONE NOV20 3 59 Christiansen 1 YR CMT 0.0075 6.3675
BKONE NOV20 2 60 Kerr 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 58 O'Neill 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Reiss 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Schultz 1 YR CMT 0.0075 6.8675
BKONE NOV20 2 59 McWherter 1 YR CMT 0.0075 5.8675
BKONE NOV20 2 59 Reidy 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 58 Aziz 1 YR CMT 0.0075 6.6175
BKONE NOV20 6 55 Stern 1 YR CMT 0.0075 6.8675
BKONE NOV20 4 58 Murphy 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 Shaeffer 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 60 Snider 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 James 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 58 Yohannan 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 Sengupta 1 YR CMT 0.0075 6.4925
BKONE NOV20 3 59 Buie 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 McGonagle 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Johnson 1 YR CMT 0.0075 5.7425
BKONE NOV20 4 58 Crowe 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 59 Goldstein 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 59 Dondlinger 1 YR CMT 0.0075 5.9925
BKONE NOV20 2 60 Almase 1 YR CMT 0.0075 5.9925
BKONE NOV20 3 59 Castillo 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 58 Depasquale 1 YR CMT 0.0075 6.4925
BKONE NOV20 2 59 Wichterman 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 58 Zacher 1 YR CMT 0.0075 6.3675
BKONE NOV20 5 57 Petersen 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 57 Stolinski 1 YR CMT 0.0075 6.7425
BKONE NOV20 4 58 Turner 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Beale 1 YR CMT 0.0075 6.2425
BKONE NOV20 6 58 Martindale 1 YR CMT 0.0075 6.3675
BKONE NOV20 2 59 Amazan 1 YR CMT 0.0075 6.3675
BKONE NOV20 2 59 Spore 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 58 BRADSHAW 1 YR CMT 0.0075 6.7425
BKONE NOV20 3 59 Scobas 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 57 Castanon 1 YR CMT 0.0075 6.6175
BKONE NOV20 3 58 Leimbach 1 YR CMT 0.0075 6.3675
BKONE NOV20 4 59 Abt 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Weaver 1 YR CMT 0.0075 6.2425
BKONE NOV20 3 59 Ingmire 1 YR CMT 0.0075 6.2425
BKONE NOV20 2 59 Murwin 1 YR CMT 0.0075 5.8675
BKONE NOV20 5 57 Bush 1 YR CMT 0.0075 6.6175
BKONE NOV20 4 58 Gottschalk 1 YR CMT 0.0075 6.1175
BKONE NOV20 2 59 Jones 1 YR CMT 0.0075 6.2425
BKONE NOV20 2 59 Long 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 59 Smith 1 YR CMT 0.0075 5.8675
BKONE NOV20 3 59 Steiner 1 YR CMT 0.0075 6.3675
BKONE NOV20 3 58 Price 1 YR CMT 0.0075 6.1175
BKONE NOV20 3 59 Berg 1 YR CMT 0.0075 6.1175
BKONE NOV20 4 58 Parker 1 YR CMT 0.0075 6.1175
BKONE Prior 9 53 Combs 1 YR CMT 0.0075 7.1175
BKONE Prior 7 55 Kamdar 1 YR CMT 0.0075 6.6175
SCHEDULE III
Pool 3 Mortgage Loans
PORTFOLIO AMBUCX ANUM RATE OBAL PBAL FPDATE MDATE PDATE OTERM
------------- ------------ -------- ----- ----------- ------------ -------- ------ ----- -----
BKONE JAN. 25 7/1 CMT ARMS 12014064 7 $ 360,000.00 $ 356,952.13 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12121281 6.75 $ 375,000.00 $ 374,677.13 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12129003 6.63 $ 665,000.00 $ 663,823.32 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12157681 7 $ 999,950.00 $ 999,130.34 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12093092 6.75 $ 486,000.00 $ 481,454.75 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12171377 6.75 $ 825,000.00 $ 823,575.38 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 11956497 6.5 $ 533,500.00 $ 532,532.79 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 7/1 CMT ARMS 12187860 6.5 $ 385,000.00 $ 384,651.95 2/1/02 1/1/32 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 12019196 6.75 $ 306,000.00 $ 305,205.14 12/1/01 11/1/31 1/1/02 360
BKONE NOV20 7/1 CMT ARMS 11850260 7.38 $ 305,000.00 $ 302,844.55 11/1/01 10/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11775426 6.75 $ 390,000.00 $ 388,302.05 10/1/01 9/1/31 1/1/02 360
BKONE NOV20 7/1 CMT ARMS 12025466 6.63 $ 310,000.00 $ 309,129.59 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11910015 6.75 $ 300,800.00 $ 300,018.65 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11215423 7.38 $ 620,000.00 $ 615,648.15 6/1/01 5/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11574852 7 $ 362,300.00 $ 360,797.66 10/1/01 9/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 12005500 7 $ 440,000.00 $ 438,911.66 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11898913 6.25 $ 294,400.00 $ 293,557.59 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11599875 7.25 $ 330,000.00 $ 329,223.00 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11819943 7.38 $ 522,400.00 $ 520,610.30 12/1/01 11/1/31 2/1/02 360
BKONE NOV20 7/1 CMT ARMS 11899002 7.5 $ 300,000.00 $ 298,889.47 11/1/01 10/1/31 1/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6709099409 5.13 $ 800,000.00 $ 796,218.94 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6176763925 5.13 $ 721,000.00 $ 718,449.67 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6052913693 6 $ 750,000.00 $ 747,748.90 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6303930470 6.25 $ 720,000.00 $ 717,939.79 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6299415049 6 $ 1,000,000.00 $ 998,004.00 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6845879367 6 $ 591,200.00 $ 590,019.96 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6267540786 6.13 $ 674,900.00 $ 672,922.03 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6478159731 5 $ 376,000.00 $ 372,620.54 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6280727220 6.38 $ 415,000.00 $ 413,840.72 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6807806432 6.38 $ 388,500.00 $ 387,778.42 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6424176854 6.13 $ 410,000.00 $ 408,798.38 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6818112838 6.13 $ 900,000.00 $ 897,362.34 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6280819423 6.38 $ 452,000.00 $ 450,737.37 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6030503426 6.13 $ 320,000.00 $ 318,428.91 10/1/01 9/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6930235442 6.25 $ 672,000.00 $ 670,077.16 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6569440396 6.63 $ 370,400.00 $ 369,414.17 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6888577696 5.13 $ 426,000.00 $ 424,493.14 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6180777416 6.25 $ 428,000.00 $ 427,185.68 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6145154941 5.88 $ 455,200.00 $ 454,269.51 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6091097516 5.88 $ 406,400.00 $ 405,150.88 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6563605242 6.13 $ 420,000.00 $ 418,769.08 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6389716983 5.88 $ 419,000.00 $ 418,143.51 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6389756567 6.13 $ 356,418.00 $ 355,723.39 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6881562851 6.38 $ 624,000.00 $ 622,841.03 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6787989208 7.25 $ 576,000.00 $ 571,205.74 6/1/01 5/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6809947903 5.13 $ 350,000.00 $ 345,742.72 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6992131208 5.88 $ 351,200.00 $ 350,120.51 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6432744065 5.88 $ 536,000.00 $ 534,352.51 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6792390400 6.25 $ 403,200.00 $ 402,432.85 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6748435366 6.38 $ 468,000.00 $ 467,130.76 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6211508319 6 $ 369,000.00 $ 368,263.46 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6894987764 6.25 $ 450,000.00 $ 448,712.38 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6936112603 6 $ 347,000.00 $ 345,958.46 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6646903606 6.13 $ 453,750.00 $ 452,420.16 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6218065743 6.38 $ 431,600.00 $ 430,394.36 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6610732049 5.88 $ 302,000.00 $ 301,382.67 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6008019991 6.38 $ 477,000.00 $ 475,667.56 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6770967880 6.25 $ 385,000.00 $ 383,898.35 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6818406693 6.25 $ 320,000.00 $ 319,290.64 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6352754342 6 $ 360,665.00 $ 359,945.12 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6438821024 6.38 $ 427,500.00 $ 426,305.81 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6984050978 6 $ 740,000.00 $ 738,522.96 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6217896312 5.38 $ 396,000.00 $ 395,110.53 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6202738586 6.38 $ 310,000.00 $ 309,091.92 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6774014317 6 $ 485,000.00 $ 483,544.29 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 99088395 7.25 $ 376,000.00 $ 373,909.14 8/1/01 7/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6751178390 6.38 $ 400,000.00 $ 398,773.00 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6693077882 6.13 $ 385,000.00 $ 384,249.67 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6756909617 5.88 $ 347,000.00 $ 346,290.69 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6870407233 6.38 $ 356,000.00 $ 355,005.55 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6778620820 6.38 $ 500,000.00 $ 499,070.69 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6975819753 5.63 $ 350,000.00 $ 348,872.21 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6706772628 6.63 $ 317,000.00 $ 316,085.70 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6747376355 5.88 $ 357,000.00 $ 356,270.26 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6791427518 6.13 $ 562,500.00 $ 560,851.46 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6609151276 6.75 $ 527,500.00 $ 526,129.80 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6349826096 6.13 $ 525,000.00 $ 523,461.36 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6080560193 6.25 $ 316,750.00 $ 316,147.33 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6781309783 6.13 $ 346,000.00 $ 344,985.95 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6123305465 6.38 $ 339,000.00 $ 338,370.37 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6212134099 6.25 $ 479,000.00 $ 478,088.63 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6291206727 5.88 $ 450,000.00 $ 449,080.14 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6035899191 7.25 $ 650,000.00 $ 645,324.55 6/1/01 5/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6657041403 6 $ 370,000.00 $ 368,889.45 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6517980162 6.38 $ 750,000.00 $ 747,904.94 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6156487529 5.88 $ 365,750.00 $ 364,387.17 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6114401786 6.25 $ 425,000.00 $ 423,783.91 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6852926804 6.63 $ 550,000.00 $ 548,536.17 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6693377639 6.38 $ 491,000.00 $ 489,628.42 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6792029974 6.5 $ 390,000.00 $ 388,205.08 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6558145808 6.25 $ 420,000.00 $ 419,200.88 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6716645756 6.25 $ 757,000.00 $ 755,559.72 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6767114652 6.25 $ 772,500.00 $ 771,030.22 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6837785580 6.5 $ 554,000.00 $ 552,489.36 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6932136549 6 $ 420,000.00 $ 419,161.67 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 99150088 7.25 $ 405,000.00 $ 403,401.12 10/1/01 9/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6217381315 7.25 $ 1,000,000.00 $ 996,851.19 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6648356688 6.25 $ 608,000.00 $ 605,674.30 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6172774512 5.13 $ 557,200.00 $ 554,566.46 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6772573066 5.88 $ 344,000.00 $ 342,942.64 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6871540818 5.63 $ 750,000.00 $ 747,583.30 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6114866780 6.25 $ 545,000.00 $ 543,440.55 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6277477714 6 $ 355,000.00 $ 353,934.46 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6004857113 5.5 $ 620,000.00 $ 617,954.76 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6864647026 5.88 $ 341,250.00 $ 340,552.44 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6532927719 5.88 $ 345,300.00 $ 344,594.16 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6001195483 6 $ 400,000.00 $ 398,701.59 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6498876124 6.38 $ 318,500.00 $ 317,908.34 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6743161579 6.13 $ 1,000,000.00 $ 998,051.16 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6681148364 5.75 $ 375,200.00 $ 374,019.15 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6916526640 5.25 $ 308,340.00 $ 307,274.31 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6718615054 5.13 $ 375,000.00 $ 373,673.54 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6770580337 5.13 $ 515,000.00 $ 513,178.35 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6779824520 5.13 $ 571,000.00 $ 567,369.98 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6938161400 6.75 $ 408,000.00 $ 406,582.94 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6176186887 5.13 $ 648,000.00 $ 643,695.07 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6247337659 6.25 $ 470,000.00 $ 469,105.75 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6309185889 5.75 $ 417,684.00 $ 416,369.42 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6378959339 6.38 $ 401,350.00 $ 399,232.76 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6488799997 6.25 $ 560,000.00 $ 558,397.63 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6348464451 6 $ 501,600.00 $ 500,094.44 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6927020013 6.13 $ 308,250.00 $ 307,346.60 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6074271716 6.25 $ 367,200.00 $ 366,149.29 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6492860223 6.75 $ 312,500.00 $ 311,688.28 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6452934117 6.38 $ 302,000.00 $ 301,156.40 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6741867995 6.88 $ 631,200.00 $ 629,060.54 11/1/01 10/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6819853034 6 $ 410,000.00 $ 409,181.64 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6793427706 6.63 $ 356,250.00 $ 355,301.85 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6655340203 6.13 $ 332,000.00 $ 331,352.98 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6660278653 6.88 $ 342,530.00 $ 341,351.10 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6594895028 5.25 $ 456,880.00 $ 453,891.74 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6537766955 6.25 $ 335,213.00 $ 334,424.94 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6490832331 6.25 $ 340,000.00 $ 339,353.10 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6796692512 5.13 $ 744,000.00 $ 741,368.32 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6303648577 6 $ 500,000.00 $ 498,499.24 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6395985580 6.25 $ 374,500.00 $ 373,428.39 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6233427761 6.13 $ 500,000.00 $ 499,025.56 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6475701766 6.13 $ 322,000.00 $ 321,372.46 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6026742301 5.75 $ 354,000.00 $ 353,259.03 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6355279172 6.38 $ 463,200.00 $ 461,906.09 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6937386115 6.25 $ 345,700.00 $ 344,710.80 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6712895553 6 $ 1,000,000.00 $ 996,998.51 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6044041637 6.25 $ 496,000.00 $ 492,040.66 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6385650301 6.13 $ 335,000.00 $ 334,018.19 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6645862399 6.5 $ 347,600.00 $ 346,867.29 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6544296194 6.5 $ 425,450.00 $ 424,678.68 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6269705346 6 $ 320,000.00 $ 319,361.27 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 99135832 7.13 $ 480,000.00 $ 477,662.44 9/1/01 8/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6503881291 6.25 $ 315,000.00 $ 314,400.67 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 7/1 LIBOR ARMS 6044422902 5.63 $ 399,200.00 $ 397,480.84 11/1/01 10/1/31 2/1/02 360
BKONE JAN. 25 10/1 CMT ARMS 12019931 7 $ 360,000.00 $ 359,408.10 1/1/02 12/1/31 2/1/02 360
BKONE JAN. 25 10/1 CMT ARMS 10978393 7.05 $ 865,585.00 $ 860,237.56 11/1/01 1/1/29 2/1/02 327
BKONE JAN. 25 10/1 CMT ARMS 11694072 7.75 $ 352,000.00 $ 350,485.04 9/1/01 8/1/31 2/1/02 360
BKONE JAN. 25 10/1 CMT ARMS 11966900 6.63 $ 390,000.00 $ 388,962.00 12/1/01 11/1/31 2/1/02 360
BKONE JAN. 25 10/1 CMT ARMS 11951365 6.88 $ 585,000.00 $ 584,508.52 2/1/02 1/1/32 2/1/02 360
BKONE JAN. 25 10/1 CMT ARMS 11913498 6.63 $ 340,800.00 $ 340,196.98 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6421677144 6.5 $ 364,800.00 $ 364,138.63 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6985877064 6.63 $ 999,950.00 $ 997,288.67 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6517811474 6.5 $ 620,000.00 $ 618,309.39 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6132112407 6.5 $ 430,000.00 $ 428,827.47 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6515073739 6.25 $ 600,000.00 $ 598,858.41 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6743386036 6.88 $ 399,200.00 $ 398,527.32 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6584655929 6.5 $ 343,000.00 $ 342,378.16 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6155582353 6.88 $ 450,000.00 $ 448,859.33 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6627511410 6.5 $ 540,000.00 $ 538,527.55 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6080240465 6.5 $ 460,000.00 $ 459,166.04 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6011726848 6.38 $ 712,000.00 $ 710,677.58 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6191839866 6.38 $ 369,000.00 $ 368,214.65 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6030502931 6.38 $ 1,000,000.00 $ 997,206.61 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6085994975 6.63 $ 348,000.00 $ 347,384.22 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6021122020 5.75 $ 396,000.00 $ 394,753.70 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6069466321 6.75 $ 332,800.00 $ 331,935.54 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6995322192 5.88 $ 540,000.00 $ 538,896.18 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6388081728 6.38 $ 439,000.00 $ 437,989.25 1/1/02 12/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6830673601 6.63 $ 572,000.00 $ 564,601.15 12/1/01 11/1/31 2/1/02 360
BOA LIBOR ARMS 10/1 LIBOR ARMS 6117159993 6.75 $ 326,888.00 $ 326,323.53 1/1/02 12/1/31 2/1/02 360
$ 83,225,258.66
PORTFOLIO APPR MARGIN FRCDT FACAP NRCDT ACAP LCAP MAXRATE MINRATE STATE FICO SFEE
------------- -------------- ------ ------- ----- -------- ---- ---- ------- ------- ----- ---- ----
BKONE JAN. 25 $ 450,000.00 2.75 1/1/09 5 1/1/09 2 5 12 2.75 GA 796 0.25
BKONE JAN. 25 $ 495,000.00 2.75 2/1/09 5 2/1/09 2 5 11.75 2.75 TX 715 0.25
BKONE JAN. 25 $ 1,120,000.00 2.75 1/1/09 5 1/1/09 2 5 11.625 2.75 FL 772 0.25
BKONE JAN. 25 $ 2,100,000.00 2.75 2/1/09 5 2/1/09 2 5 12 2.75 OH 736 0.25
BKONE JAN. 25 $ 630,000.00 2.75 1/1/09 5 1/1/09 2 5 11.75 2.75 MI 679 0.25
BKONE JAN. 25 $ 1,100,000.00 2.75 1/1/09 5 1/1/09 2 5 11.75 2.75 IL 699 0.25
BKONE JAN. 25 $ 715,000.00 2.75 1/1/09 5 1/1/09 2 5 11.5 2.75 CO 719 0.25
BKONE JAN. 25 $ 580,000.00 2.75 2/1/09 5 2/1/09 2 5 11.5 2.75 AZ 610 0.25
BKONE NOV20 $ 450,000.00 2.75 11/1/08 5 11/1/08 2 5 11.75 2.75 CA 736 0.25
BKONE NOV20 $ 430,000.00 2.75 10/1/08 5 10/1/08 2 5 12.375 2.75 CA 759 0.25
BKONE NOV20 $ 542,000.00 2.75 9/1/08 5 9/1/08 2 5 11.75 2.75 CA 767 0.25
BKONE NOV20 $ 420,000.00 2.75 11/1/08 5 11/1/08 2 5 11.625 2.75 CA 725 0.25
BKONE NOV20 $ 376,000.00 2.75 11/1/08 5 11/1/08 2 5 11.75 2.75 CA 674 0.25
BKONE NOV20 $ 775,000.00 2.75 5/1/08 5 5/1/08 2 5 12.375 2.75 MI 728 0.25
BKONE NOV20 $ 485,000.00 2.75 9/1/08 5 9/1/08 2 5 12 2.75 TX 761 0.25
BKONE NOV20 $ 550,000.00 2.75 11/1/08 5 11/1/08 2 5 12 2.75 CO 688 0.25
BKONE NOV20 $ 368,000.00 2.75 11/1/08 5 11/1/08 2 5 11.25 2.75 OH 683 0.25
BKONE NOV20 $ 443,000.00 2.75 11/1/08 5 11/1/08 2 5 12.25 2.75 MI 751 0.25
BKONE NOV20 $ 653,000.00 2.75 11/1/08 5 11/1/08 2 5 12.375 2.75 MI 660 0.25
BKONE NOV20 $ 326,000.00 2.75 10/1/08 5 10/1/08 2 5 12.5 2.75 AZ 690 0.25
BOA LIBOR ARMS $ 2,300,000.00 2.25 10/1/08 5 10/1/08 2 5 10.125 2.25 CA 712 0.25
BOA LIBOR ARMS $ 1,110,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 CA 686 0.25
BOA LIBOR ARMS $ 1,075,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 CA 684 0.25
BOA LIBOR ARMS $ 900,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 CA 714 0.25
BOA LIBOR ARMS $ 2,600,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CA 698 0.25
BOA LIBOR ARMS $ 739,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CA 785 0.25
BOA LIBOR ARMS $ 1,000,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 798 0.25
BOA LIBOR ARMS $ 475,000.00 2.25 11/1/08 5 11/1/08 2 5 10 2.25 CA 789 0.25
BOA LIBOR ARMS $ 520,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 685 0.25
BOA LIBOR ARMS $ 610,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 737 0.25
BOA LIBOR ARMS $ 2,300,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 770 0.25
BOA LIBOR ARMS $ 1,200,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 784 0.25
BOA LIBOR ARMS $ 620,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 744 0.25
BOA LIBOR ARMS $ 400,000.00 2.25 9/1/08 5 9/1/08 2 5 11.125 2.25 CA 770 0.25
BOA LIBOR ARMS $ 845,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 CA 722 0.25
BOA LIBOR ARMS $ 463,000.00 2.25 11/1/08 5 11/1/08 2 5 11.625 2.25 CA 725 0.25
BOA LIBOR ARMS $ 560,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 CA 747 0.25
BOA LIBOR ARMS $ 535,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 CA 695 0.25
BOA LIBOR ARMS $ 569,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 710 0.25
BOA LIBOR ARMS $ 508,000.00 2.25 11/1/08 5 11/1/08 2 5 10.875 2.25 CA 796 0.25
BOA LIBOR ARMS $ 525,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 736 0.25
BOA LIBOR ARMS $ 600,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 758 0.25
BOA LIBOR ARMS $ 575,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 CA 672 0.25
BOA LIBOR ARMS $ 790,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 775 0.25
BOA LIBOR ARMS $ 720,000.00 2.25 5/1/08 5 5/1/08 2 5 12.25 2.25 CA 745 0.25
BOA LIBOR ARMS $ 615,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 CA 733 0.25
BOA LIBOR ARMS $ 439,000.00 2.25 11/1/08 5 11/1/08 2 5 10.875 2.25 CA 736 0.25
BOA LIBOR ARMS $ 670,000.00 2.25 11/1/08 5 11/1/08 2 5 10.875 2.25 CA 718 0.25
BOA LIBOR ARMS $ 504,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 CA 684 0.25
BOA LIBOR ARMS $ 585,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 627 0.25
BOA LIBOR ARMS $ 536,500.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CA 673 0.25
BOA LIBOR ARMS $ 1,000,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 CA 710 0.25
BOA LIBOR ARMS $ 447,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 CA 796 0.25
BOA LIBOR ARMS $ 605,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 668 0.25
BOA LIBOR ARMS $ 539,500.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 780 0.25
BOA LIBOR ARMS $ 385,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 797 0.25
BOA LIBOR ARMS $ 777,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 767 0.25
BOA LIBOR ARMS $ 700,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 CA 723 0.25
BOA LIBOR ARMS $ 420,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 CA 794 0.25
BOA LIBOR ARMS $ 535,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CA 676 0.25
BOA LIBOR ARMS $ 570,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 711 0.25
BOA LIBOR ARMS $ 1,000,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CA 791 0.25
BOA LIBOR ARMS $ 440,000.00 2.25 12/1/08 5 12/1/08 2 5 10.375 2.25 CA 665 0.25
BOA LIBOR ARMS $ 450,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 637 0.25
BOA LIBOR ARMS $ 700,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 CA 704 0.25
BOA LIBOR ARMS $ 470,000.00 2.25 7/1/08 5 7/1/08 2 5 12.25 2.25 CA 690 0.25
BOA LIBOR ARMS $ 730,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 764 0.25
BOA LIBOR ARMS $ 565,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 CA 765 0.25
BOA LIBOR ARMS $ 460,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 752 0.25
BOA LIBOR ARMS $ 600,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 706 0.25
BOA LIBOR ARMS $ 1,150,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 765 0.25
BOA LIBOR ARMS $ 755,000.00 2.25 11/1/08 5 11/1/08 2 5 10.625 2.25 CA 813 0.25
BOA LIBOR ARMS $ 842,000.00 2.25 11/1/08 5 11/1/08 2 5 11.625 2.25 CA 777 0.25
BOA LIBOR ARMS $ 510,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 777 0.25
BOA LIBOR ARMS $ 750,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 781 0.25
BOA LIBOR ARMS $ 1,580,000.00 2.25 11/1/08 5 11/1/08 2 5 11.75 2.25 CA 780 0.25
BOA LIBOR ARMS $ 1,325,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 764 0.25
BOA LIBOR ARMS $ 400,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 CA 731 0.25
BOA LIBOR ARMS $ 470,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 CA 745 0.25
BOA LIBOR ARMS $ 435,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 744 0.25
BOA LIBOR ARMS $ 710,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 CA 722 0.25
BOA LIBOR ARMS $ 1,150,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 CA 718 0.25
BOA LIBOR ARMS $ 850,000.00 2.25 5/1/08 5 5/1/08 2 5 12.25 2.25 CA 701 0.25
BOA LIBOR ARMS $ 485,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 CA 671 0.25
BOA LIBOR ARMS $ 1,200,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 CA 771 0.25
BOA LIBOR ARMS $ 399,000.00 2.25 11/1/08 5 11/1/08 2 5 10.875 2.25 CO 789 0.25
BOA LIBOR ARMS $ 615,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 CO 775 0.25
BOA LIBOR ARMS $ 1,500,000.00 2.25 11/1/08 5 11/1/08 2 5 11.625 2.25 CO 766 0.25
BOA LIBOR ARMS $ 1,040,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 DC 798 0.25
BOA LIBOR ARMS $ 537,000.00 2.25 10/1/08 5 10/1/08 2 5 11.5 2.25 VA 767 0.25
BOA LIBOR ARMS $ 560,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 GA 700 0.25
BOA LIBOR ARMS $ 1,350,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 IL 733 0.25
BOA LIBOR ARMS $ 1,255,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 IL 747 0.25
BOA LIBOR ARMS $ 695,000.00 2.25 11/1/08 5 11/1/08 2 5 11.5 2.25 NV 744 0.25
BOA LIBOR ARMS $ 750,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 NV 789 0.25
BOA LIBOR ARMS $ 450,000.00 2.25 9/1/08 5 9/1/08 2 5 12.25 2.25 CO 702 0.25
BOA LIBOR ARMS $ 1,467,000.00 2.25 10/1/08 5 10/1/08 2 5 12.25 2.25 NC 683 0.25
BOA LIBOR ARMS $ 760,000.00 2.25 10/1/08 5 10/1/08 2 5 11.25 2.25 TX 676 0.25
BOA LIBOR ARMS $ 1,100,000.00 2.25 10/1/08 5 10/1/08 2 5 10.125 2.25 SC 694 0.25
BOA LIBOR ARMS $ 430,000.00 2.25 11/1/08 5 11/1/08 2 5 10.875 2.25 FL 716 0.25
BOA LIBOR ARMS $ 1,500,000.00 2.25 11/1/08 5 11/1/08 2 5 10.625 2.25 TX 777 0.25
BOA LIBOR ARMS $ 1,250,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 NM 766 0.25
BOA LIBOR ARMS $ 490,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 VA 777 0.25
BOA LIBOR ARMS $ 1,175,000.00 2.25 11/1/08 5 11/1/08 2 5 10.5 2.25 VA 684 0.25
BOA LIBOR ARMS $ 465,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 IA 737 0.25
BOA LIBOR ARMS $ 512,000.00 2.25 12/1/08 5 12/1/08 2 5 10.875 2.25 TX 786 0.25
BOA LIBOR ARMS $ 500,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 CO 797 0.25
BOA LIBOR ARMS $ 455,000.00 2.25 12/1/08 5 12/1/08 2 5 11.375 2.25 CA 782 0.25
BOA LIBOR ARMS $ 2,000,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 HI 758 0.25
BOA LIBOR ARMS $ 486,000.00 2.25 11/1/08 5 11/1/08 2 5 10.75 2.25 PA 762 0.25
BOA LIBOR ARMS $ 386,000.00 2.25 11/1/08 5 11/1/08 2 5 10.25 2.25 PA 800 0.25
BOA LIBOR ARMS $ 500,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 SC 690 0.25
BOA LIBOR ARMS $ 701,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 SC 668 0.25
BOA LIBOR ARMS $ 770,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 SC 737 0.25
BOA LIBOR ARMS $ 515,000.00 2.25 10/1/08 5 10/1/08 2 5 11.75 2.25 SC 689 0.25
BOA LIBOR ARMS $ 810,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 SC 693 0.25
BOA LIBOR ARMS $ 740,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 SC 691 0.25
BOA LIBOR ARMS $ 525,000.00 2.25 11/1/08 5 11/1/08 2 5 10.75 2.25 TN 776 0.25
BOA LIBOR ARMS $ 532,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 TX 806 0.25
BOA LIBOR ARMS $ 710,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 TX 795 0.25
BOA LIBOR ARMS $ 635,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 TX 796 0.25
BOA LIBOR ARMS $ 420,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 TX 764 0.25
BOA LIBOR ARMS $ 459,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 VA 781 0.25
BOA LIBOR ARMS $ 445,000.00 2.25 11/1/08 5 11/1/08 2 5 11.75 2.25 VA 801 0.25
BOA LIBOR ARMS $ 420,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 VA 735 0.25
BOA LIBOR ARMS $ 792,000.00 2.25 10/1/08 5 10/1/08 2 5 11.875 2.25 VA 769 0.25
BOA LIBOR ARMS $ 640,000.00 2.25 1/1/09 5 1/1/09 2 5 11 2.25 VA 741 0.25
BOA LIBOR ARMS $ 480,000.00 2.25 11/1/08 5 11/1/08 2 5 11.625 2.25 VA 705 0.25
BOA LIBOR ARMS $ 415,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 VA 734 0.25
BOA LIBOR ARMS $ 499,000.00 2.25 12/1/08 5 12/1/08 2 5 11.875 2.25 WA 768 0.25
BOA LIBOR ARMS $ 1,200,000.00 2.25 11/1/08 5 11/1/08 2 5 10.25 2.25 CT 770 0.25
BOA LIBOR ARMS $ 648,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 MD 788 0.25
BOA LIBOR ARMS $ 450,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 MD 750 0.25
BOA LIBOR ARMS $ 930,000.00 2.25 11/1/08 5 11/1/08 2 5 10.125 2.25 MD 797 0.25
BOA LIBOR ARMS $ 821,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 MD 797 0.25
BOA LIBOR ARMS $ 535,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 MD 712 0.25
BOA LIBOR ARMS $ 1,187,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 MD 712 0.25
BOA LIBOR ARMS $ 575,000.00 2.25 12/1/08 5 12/1/08 2 5 11.125 2.25 MD 791 0.25
BOA LIBOR ARMS $ 445,000.00 2.25 12/1/08 5 12/1/08 2 5 10.75 2.25 NC 777 0.25
BOA LIBOR ARMS $ 585,000.00 2.25 11/1/08 5 11/1/08 2 5 11.375 2.25 NC 793 0.25
BOA LIBOR ARMS $ 505,000.00 2.25 11/1/08 5 11/1/08 2 5 11.25 2.25 NC 760 0.25
BOA LIBOR ARMS $ 1,675,000.00 2.25 11/1/08 5 11/1/08 2 5 11 2.25 AZ 672 0.25
BOA LIBOR ARMS $ 690,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 AZ 693 0.25
BOA LIBOR ARMS $ 500,000.00 2.25 11/1/08 5 11/1/08 2 5 11.125 2.25 AZ 756 0.25
BOA LIBOR ARMS $ 500,000.00 2.25 12/1/08 5 12/1/08 2 5 11.5 2.25 AZ 656 0.25
BOA LIBOR ARMS $ 1,270,000.00 2.25 12/1/08 5 12/1/08 2 5 11.5 2.25 WA 778 0.25
BOA LIBOR ARMS $ 400,000.00 2.25 12/1/08 5 12/1/08 2 5 11 2.25 WA 714 0.25
BOA LIBOR ARMS $ 600,000.00 2.25 8/1/08 5 8/1/08 2 5 12.125 2.25 WA 689 0.25
BOA LIBOR ARMS $ 500,000.00 2.25 12/1/08 5 12/1/08 2 5 11.25 2.25 WA 694 0.25
BOA LIBOR ARMS $ 545,000.00 2.25 10/1/08 5 10/1/08 2 5 10.625 2.25 WA 682 0.25
BKONE JAN. 25 $ 825,000.00 2.75 1/1/12 2 1/1/12 2 6 13 2.75 IL 753 0.25
BKONE JAN. 25 $ 1,225,000.00 2.75 11/1/11 2 11/1/11 2 6 13.05 2.75 IL 774 0.25
BKONE JAN. 25 $ 470,000.00 2.75 9/1/11 2 9/1/11 2 6 13.75 2.75 MI 750 0.25
BKONE JAN. 25 $ 615,000.00 2.75 12/1/11 2 12/1/11 2 6 12.625 2.75 OH 695 0.25
BKONE JAN. 25 $ 797,000.00 2.75 2/1/12 2 2/1/12 2 6 12.875 2.75 WI 736 0.25
BKONE JAN. 25 $ 426,000.00 2.75 1/1/12 2 1/1/12 2 6 12.625 2.75 MI 768 0.25
BOA LIBOR ARMS $ 470,000.00 2.25 12/1/11 5 12/1/11 2 5 11.5 2.25 CA 765 0.25
BOA LIBOR ARMS $ 1,430,000.00 2.25 11/1/11 5 11/1/11 2 5 11.625 2.25 CA 743 0.25
BOA LIBOR ARMS $ 780,000.00 2.25 11/1/11 5 11/1/11 2 5 11.5 2.25 CA 778 0.25
BOA LIBOR ARMS $ 670,000.00 2.25 11/1/11 5 11/1/11 2 5 11.5 2.25 CA 788 0.25
BOA LIBOR ARMS $ 1,500,000.00 2.25 12/1/11 5 12/1/11 2 5 11.25 2.25 CA 768 0.25
BOA LIBOR ARMS $ 499,000.00 2.25 12/1/11 5 12/1/11 2 5 11.875 2.25 CA 785 0.25
BOA LIBOR ARMS $ 515,000.00 2.25 12/1/11 5 12/1/11 2 5 11.5 2.25 CA 793 0.25
BOA LIBOR ARMS $ 600,000.00 2.25 11/1/11 5 11/1/11 2 5 11.875 2.25 CA 782 0.25
BOA LIBOR ARMS $ 675,000.00 2.25 11/1/11 5 11/1/11 2 5 11.5 2.25 CA 764 0.25
BOA LIBOR ARMS $ 575,000.00 2.25 12/1/11 5 12/1/11 2 5 11.5 2.25 CA 745 0.25
BOA LIBOR ARMS $ 890,000.00 2.25 12/1/11 5 12/1/11 2 5 11.375 2.25 CA 756 0.25
BOA LIBOR ARMS $ 925,000.00 2.25 12/1/11 5 12/1/11 2 5 11.375 2.25 CA 770 0.25
BOA LIBOR ARMS $ 6,000,000.00 2.25 11/1/11 5 11/1/11 2 5 11.375 2.25 CA 784 0.25
BOA LIBOR ARMS $ 435,000.00 2.25 12/1/11 5 12/1/11 2 5 11.625 2.25 DC 696 0.25
BOA LIBOR ARMS $ 559,000.00 2.25 11/1/11 5 11/1/11 2 5 10.75 2.25 GA 677 0.25
BOA LIBOR ARMS $ 425,000.00 2.25 11/1/11 5 11/1/11 2 5 11.75 2.25 TX 755 0.25
BOA LIBOR ARMS $ 750,000.00 2.25 12/1/11 5 12/1/11 2 5 10.875 2.25 TX 722 0.25
BOA LIBOR ARMS $ 630,000.00 2.25 12/1/11 5 12/1/11 2 5 11.375 2.25 VA 802 0.25
BOA LIBOR ARMS $ 715,000.00 2.25 11/1/11 5 11/1/11 2 5 11.625 2.25 FL 737 0.25
BOA LIBOR ARMS $ 1,175,000.00 2.25 12/1/11 5 12/1/11 2 5 11.75 2.25 FL 784 0.25
PORTFOLIO OLTV CLTV PROPLIT OCCLIT PURPLIT DOCLIT RTERM
-------------- ----- ---- ------------- ------ ------- ------ -----
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE JAN. 25 79 79 SINGLE FAMILY PRIMARY PURCHASE FULL 359
BKONE JAN. 25 59.4 59.4 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE JAN. 25 47.6 76.2 SINGLE FAMILY PRIMARY RATE TERM FULL 359
BKONE JAN. 25 77.1 77.1 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE JAN. 25 75 75 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE JAN. 25 74.6 86.2 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE JAN. 25 66.4 66.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359
BKONE NOV20 68 67.8 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BKONE NOV20 70.9 70.4 SINGLE FAMILY PRIMARY RATE TERM FULL 356
BKONE NOV20 72 71.7 SINGLE FAMILY PRIMARY RATE TERM FULL 356
BKONE NOV20 73.8 73.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BKONE NOV20 80 79.4 SINGLE FAMILY PRIMARY RATE TERM Income no Asset 351
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 355
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BKONE NOV20 80 79.8 SINGLE FAMILY PRIMARY PURCHASE FULL 357
BKONE NOV20 74.8 74.6 SINGLE FAMILY PRIMARY PURCHASE FULL 357
BKONE NOV20 80 79.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BKONE NOV20 92.3 92 SINGLE FAMILY PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 34.8 34.7 SINGLE FAMILY PRIMARY RATE TERM LIMITED 356
BOA LIBOR ARMS 65 65 SINGLE FAMILY INVESTOR RATE TERM FULL 357
BOA LIBOR ARMS 69.8 69.7 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 38.5 38.5 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 75 75 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 79.9 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 79.8 79.8 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 63.7 63.7 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 17.8 17.8 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 75 75 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 79.8 Missing PRIMARY PURCHASE LIMITED 355
BOA LIBOR ARMS 79.5 79.5 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 76.1 76.1 CONDO PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 80 CONDO PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 80 80 CONDO PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 69.9 69.9 PUD PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 62 62 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 80 79.6 SINGLE FAMILY PRIMARY PURCHASE LIMITED 351
BOA LIBOR ARMS 56.9 56.9 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 80 79.9 PUD PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 68.8 68.8 SINGLE FAMILY PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 45 45 PUD PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 77.6 77.6 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 75 74.9 PUD PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 61.4 61.4 Missing PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 55 55 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 76.2 76.2 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 67.4 67.4 PUD PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 74 74 Missing PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 90 90 PUD PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 68.9 68.9 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 69.3 69.3 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 353
BOA LIBOR ARMS 54.8 54.8 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 70 70 SINGLE FAMILY INVESTOR PURCHASE FULL 358
BOA LIBOR ARMS 75.4 75.4 Missing PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 59.3 59.3 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 43.5 43.5 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 46.4 46.4 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 37.6 37.6 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 70 70 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 75 75 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 33.4 33.4 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 39.6 39.6 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 73.6 73.6 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 77.9 77.9 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 67.5 67.5 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 39.1 39.1 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 76.5 76.1 SINGLE FAMILY PRIMARY PURCHASE LIMITED 351
BOA LIBOR ARMS 76.3 76.3 Missing PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 62.5 62.5 PUD PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 94.4 94.4 Missing PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 69.1 69.1 PUD PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 36.7 36.7 PUD PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 47.2 47.2 CONDO PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 72.6 72.6 SINGLE FAMILY PRIMARY RATE TERM LIMITED 356
BOA LIBOR ARMS 75 75 PUD PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 56.1 56.1 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 61.6 61.6 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 56 56 CONDO SECOND HOM RATE TERM LIMITED 358
BOA LIBOR ARMS 90 89.9 CONDO SECOND HOM PURCHASE LIMITED 355
BOA LIBOR ARMS 68.2 68.1 SINGLE FAMILY PRIMARY RATE TERM FULL 356
BOA LIBOR ARMS 80 79.9 PUD PRIMARY PURCHASE FULL 356
BOA LIBOR ARMS 50.7 50.6 PUD PRIMARY REFI-EQUITY FULL 356
BOA LIBOR ARMS 80 80 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 56 56 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 43.6 43.6 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 72.4 72.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 54.8 54.8 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 73.4 73.4 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 67.4 67.4 PUD PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 70 70 PUD SECOND HOM RATE TERM LIMITED 358
BOA LIBOR ARMS 50 50 CONDO SECOND HOM RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 75 75 PUD PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 73.5 73.5 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 74.2 74.2 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 79.2 79.2 SINGLE FAMILY PRIMARY RATE TERM LIMITED 356
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 63.5 63.5 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 80 80 Missing PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 75.4 75.4 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 73.4 73.4 TOWNHOUSE PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 70.2 70.2 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 71.9 71.9 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 80 79.9 PUD PRIMARY PURCHASE LIMITED 356
BOA LIBOR ARMS 64.1 64.1 2-4 FAMILY PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 74.2 74.2 PUD PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 80 80 PUD PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 68.6 68.6 PUD PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 38.1 38.1 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 51.7 51.7 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 75.6 75.6 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 60.9 60.9 PUD PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 70 70 SINGLE FAMILY PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 42.1 42.1 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 56 56 PUD PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 PUD PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 68.5 68.5 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 59.7 59.7 PUD PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 71.9 71.9 PUD PRIMARY REFI-EQUITY FULL 358
BOA LIBOR ARMS 67 67 PUD PRIMARY RATE TERM LIMITED 357
BOA LIBOR ARMS 69.5 69.5 PUD PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 33.5 33.5 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 80 79.8 PUD PRIMARY PURCHASE FULL 354
BOA LIBOR ARMS 63 63 Missing PRIMARY REFI-EQUITY LIMITED 358
BOA LIBOR ARMS 80 79.9 SINGLE FAMILY PRIMARY PURCHASE LIMITED 356
BKONE JAN. 25 43.6 43.6 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 358
BKONE JAN. 25 70.7 70.7 SINGLE FAMILY PRIMARY PURCHASE FULL 323
BKONE JAN. 25 74.9 74.9 SINGLE FAMILY PRIMARY RATE TERM FULL 354
BKONE JAN. 25 63.4 63.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BKONE JAN. 25 73.4 73.4 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 359
BKONE JAN. 25 80 80 SINGLE FAMILY PRIMARY RATE TERM FULL 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 70 70 CONDO SECOND HOM PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 64.2 64.2 SINGLE FAMILY PRIMARY REFI-EQUITY LIMITED 357
BOA LIBOR ARMS 44.4 44.4 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 80 80 CONDO PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 66.6 66.6 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 75 75 SINGLE FAMILY PRIMARY REFI-EQUITY FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 80 80 CONDO PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 358
BOA LIBOR ARMS 39.9 39.9 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 16.7 16.7 SINGLE FAMILY PRIMARY RATE TERM FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 358
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 80 80 SINGLE FAMILY PRIMARY PURCHASE LIMITED 357
BOA LIBOR ARMS 72 72 PUD PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 69.7 69.7 SINGLE FAMILY PRIMARY RATE TERM LIMITED 358
BOA LIBOR ARMS 80 79.7 SINGLE FAMILY PRIMARY PURCHASE FULL 357
BOA LIBOR ARMS 27.8 27.8 SINGLE FAMILY SECOND HOM RATE TERM LIMITED 358
PORTFOLIO ATERM AGE MTR LNAME INDEX TFEE NWAC
--------------- ----- --- --- -------------- -------- ------ -------
BKONE JAN. 25 350 2 84 Xxxxxx 1 YR CMT 0.0075 6.7425
BKONE JAN. 25 359 1 85 Xxxxxxx 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 358 2 84 Xxxxx 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 359 1 85 Xxxxxxxxxxx 1 YR CMT 0.0075 6.7425
BKONE JAN. 25 349 2 84 Buck 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 358 2 84 xx Xxxxx 1 YR CMT 0.0075 6.4925
BKONE JAN. 25 358 2 84 High 1 YR CMT 0.0075 6.2425
BKONE JAN. 25 359 1 85 Xxxxxxx 1 YR CMT 0.0075 6.2425
BKONE NOV20 357 2 83 Xxxxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 350 4 82 Yokich 1 YR CMT 0.0075 7.1175
BKONE NOV20 355 4 81 Xxxxxxxxxx 1 YR CMT 0.0075 6.4925
BKONE NOV20 357 3 83 Dyerly 1 YR CMT 0.0075 6.3675
BKONE NOV20 357 3 83 Strange 1 YR CMT 0.0075 6.4925
BKONE NOV20 351 9 77 Thie 1 YR CMT 0.0075 7.1175
BKONE NOV20 355 5 81 Kuo 1 YR CMT 0.0075 6.7425
BKONE NOV20 357 3 83 Xxxxx 1 YR CMT 0.0075 6.7425
BKONE NOV20 357 3 83 Xxxxxx 1 YR CMT 0.0075 5.9925
BKONE NOV20 357 3 83 Xxxxxx 1 YR CMT 0.0075 6.9925
BKONE NOV20 355 3 83 Xxxxxxxxx 1 YR CMT 0.0075 7.1175
BKONE NOV20 355 3 82 Gillies 1 YR CMT 0.0075 7.2425
BOA LIBOR ARMS 356 4 80 XXXXXXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 PINES LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 CAMERON LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 KORBATOV LIBOR 0.0075 5.7425
BOA LIBOR ARMS 358 2 82 LANG LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 353 3 81 XXXXXXXX LIBOR 0.0075 4.7425
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 DUTTA LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 FREIHA LIBOR 0.0075 6.1175
BOA LIBOR ARMS 355 5 79 XXXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 6.3675
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 XXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 350 9 75 XXXXXXX LIBOR 0.0075 6.9925
BOA LIBOR ARMS 350 3 81 XXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 358 2 82 JAIN LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXX XXXXX 0.0000 0.0000
XXX XXXXX ARMS 357 3 81 LIARDET LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 00 XXX XXX XXXXX 0.0000 0.0000
XXX XXXXX ARMS 357 3 81 XXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 BLACKSTONE LIBOR 0.0075 5.7425
BOA LIBOR ARMS 358 2 82 XXXXX, JR. LIBOR 0.0075 5.1175
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 353 7 77 XXXXXX LIBOR 0.0075 6.9925
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 SCRANTON LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 KRAVTCHENK LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 AHN LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 FURUNO LIBOR 0.0075 5.3675
BOA LIBOR ARMS 357 3 81 RUSH LIBOR 0.0075 6.3675
BOA LIBOR ARMS 358 2 82 COSCULLUEL LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 6.4925
BOA LIBOR ARMS 357 3 81 XXXXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 CENA LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 BASTA LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 HIGHLAND LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 351 9 75 TYNG LIBOR 0.0075 6.9925
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 356 3 81 YOUNG LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 FORSEY LIBOR 0.0075 6.3675
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 355 4 80 XXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 82 XXXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 SPARKUHL LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 355 5 79 XXXXXX LIBOR 0.0075 6.9925
BOA LIBOR ARMS 356 4 80 SILVER LIBOR 0.0075 6.9925
BOA LIBOR ARMS 356 4 80 BIEN LIBOR 0.0075 5.9925
BOA LIBOR ARMS 356 4 80 XXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 5.3675
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXXXX LIBOR 0.0075 5.2425
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 357 2 82 XXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 358 2 82 TRAURIG LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 82 XXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 XXXXXXX JR LIBOR 0.0075 5.4925
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 4.9925
BOA LIBOR ARMS 357 3 81 HAMBURG LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 VENN LIBOR 0.0075 4.8675
BOA LIBOR ARMS 355 3 81 XXXXXXXX LIBOR 0.0075 4.8675
BOA LIBOR ARMS 356 4 80 XXXXX, III LIBOR 0.0075 6.4925
BOA LIBOR ARMS 354 3 81 XXXXXXX, J LIBOR 0.0075 4.8675
BOA LIBOR ARMS 358 2 82 XXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 354 3 81 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 ALO LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXXXX LIBOR 0.0075 6.4925
BOA LIBOR ARMS 357 3 81 MUSSEL LIBOR 0.0075 6.1175
BOA LIBOR ARMS 356 4 80 XXXX LIBOR 0.0075 6.6175
BOA LIBOR ARMS 358 2 83 XXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 6.3675
BOA LIBOR ARMS 358 2 82 XXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 356 2 82 SEIXEIRO LIBOR 0.0075 6.6175
BOA LIBOR ARMS 354 3 81 HESSEN-SCH LIBOR 0.0075 4.9925
BOA LIBOR ARMS 358 2 82 BERGERA LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 JOFTUS LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXX, XX. LIBOR 0.0075 4.8675
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 357 3 81 XXXXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 GOLDMAN LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 XXXXXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 81 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXX LIBOR 0.0075 5.7425
BOA LIBOR ARMS 352 2 82 RUSH LIBOR 0.0075 5.9925
BOA LIBOR ARMS 357 3 81 XXXXXXXXX LIBOR 0.0075 5.8675
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 82 XXXXXXXX,I LIBOR 0.0075 5.7425
BOA LIBOR ARMS 354 6 78 XXXXXXXX LIBOR 0.0075 6.8675
BOA LIBOR ARMS 358 2 82 XXXXXX LIBOR 0.0075 5.9925
BOA LIBOR ARMS 356 4 80 XXXXX LIBOR 0.0075 5.3675
BKONE JAN. 25 358 2 120 Xxxxxxx 1 YR CMT 0.0075 6.7425
BKONE JAN. 25 321 4 118 Regopoulos 1 YR CMT 0.0075 6.7925
BKONE JAN. 25 354 6 116 Darczy 1 YR CMT 0.0075 7.4925
BKONE JAN. 25 357 3 119 Xxxxxxxx 1 YR CMT 0.0075 6.3675
BKONE JAN. 25 359 1 121 Xxxxxxx 1 YR CMT 0.0075 6.6175
BKONE JAN. 25 358 2 120 Xxxxxxxxx 1 YR CMT 0.0075 6.3675
BOA LIBOR ARMS 358 2 118 XXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 357 3 117 SINGH LIBOR 0.0075 6.3675
BOA LIBOR ARMS 357 3 117 XXXXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 357 3 117 XXXXXXX XX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 118 CHEN LIBOR 0.0075 5.9925
BOA LIBOR ARMS 358 2 118 XXXXXX LIBOR 0.0075 6.6175
BOA LIBOR ARMS 358 2 118 WINTER LIBOR 0.0075 6.2425
BOA LIBOR ARMS 357 3 117 XXXXXXXX LIBOR 0.0075 6.6175
BOA LIBOR ARMS 357 3 117 XXXXXXX LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 118 NAIPO LIBOR 0.0075 6.2425
BOA LIBOR ARMS 358 2 118 RIMLAND LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 118 XXXXXX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 357 3 117 AKERMAN LIBOR 0.0075 6.1175
BOA LIBOR ARMS 358 2 118 XXXXXXX LIBOR 0.0075 6.3675
BOA LIBOR ARMS 357 3 117 XXXXXX LIBOR 0.0075 5.4925
BOA LIBOR ARMS 357 3 117 WHITE LIBOR 0.0075 6.4925
BOA LIBOR ARMS 358 2 118 XXXX LIBOR 0.0075 5.6175
BOA LIBOR ARMS 358 2 118 XXXXXXX XX LIBOR 0.0075 6.1175
BOA LIBOR ARMS 346 3 117 XXXXX LIBOR 0.0075 6.3675
BOA LIBOR ARMS 358 2 118 XXXXXX LIBOR 0.0075 6.4925
EXHIBIT A1
Form of Class A1 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A1 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS A1 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS A1 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A1 CERTIFICATE
INITIAL CERTIFICATE RATE APPROXIMATE AGGREGATE
PER ANNUM: ____% INITIAL CERTIFICATE PRINCIPAL BALANCE OF
THE CLASS A1 CERTIFICATES AS OF
THE CLOSING DATE: $_____________
PERCENTAGE INTEREST: 100%
MINIMUM $25,000 AND $1 IN EXCESS
DENOMINATION: OF $25,000.
APPROXIMATE AGGREGATE
DATE OF THE TRUST SCHEDULED PRINCIPAL BALANCE
AGREEMENT: AS OF AS OF THE CUT-OFF DATE OF THE
FEBRUARY 1, 2002 MORTGAGE LOANS HELD BY THE TRUST:
$_____________
CLOSING DATE: SERVICERS:
FEBRUARY 21, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
COUNTRYWIDE HOME LOANS, INC.
BANK OF AMERICA, N.A.
FIRST DISTRIBUTION DATE:
MARCH 25, 2002
FINAL SCHEDULED TRUSTEE: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
CUSTODIAN: JPMORGAN CHASE BANK
NO. __ CUSIP NO. _________________
-------------------------
(1) The Certificate Rate on the Class A1 Certificate will equal the Group
1 Weighted Average Net Rate which for the initial distribution date
will equal approximately _____%.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A1 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting of
the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien Mortgage
Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class A1 Certificates (the "Class A1 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreemennt dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution Amount to be distributed on
this Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class A1 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans shall
be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class on
any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only, without
coupons, in denominations specified in the Trust Agreement. As provided in
the Trust Agreement and subject to any limitations on transfer of this
Certificate by a Depository or its nominee and certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain limitations
therein set forth, this Certificate is exchangeable for a new Certificate
of the same Class in the same denomination. No service charge will be made
for any such registration of transfer or exchange, but the Custodian may
require payment of a sum sufficient to cover any tax or other governmental
charge that may be imposed in connection with any transfer or exchange of
Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed by
the Certificate Registrar, by manual signature, this Certificate shall not
be entitled to any benefit under the Trust Agreement or be valid for any
purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust as
Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have the
meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to be
duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:_________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS A1 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:_________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of
distribution: Distribution 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 reports and
statements should be mailed to __________________________. This information
is provided by ____________________________, the assignee named above, or
_______________, as agent.
EXHIBIT A2-A
Form of Class A2-A Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-A CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS A2-A CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS A2-A CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-A CERTIFICATE
INITIAL CERTIFICATE RATE APPROXIMATE AGGREGATE
PER ANNUM: _____% (1) INITIAL CERTIFICATE PRINCIPAL
BALANCE OF THE CLASS A2-A
CERTIFICATES AS OF THE CLOSING DATE:
$_____________
PERCENTAGE INTEREST: 100%
MINIMUM $25,000 AND $1 IN EXCESS OF $25,000
DENOMINATION:
APPROXIMATE AGGREGATE
DATE OF THE TRUST SCHEDULED PRINCIPAL BALANCE
AGREEMENT: AS OF AS OF THE CUT-OFF DATE OF THE
FEBRUARY 1, 2002 MORTGAGE LOANS HELD BY THE
TRUST: $__________
CLOSING DATE: SERVICERS:
FEBRUARY 21, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
COUNTRYWIDE HOME LOANS, INC.
FIRST DISTRIBUTION DATE: BANK OF AMERICA, N.A.
MARCH 25, 2002 TRUSTEE: JPMORGAN CHASE BANK
FINAL SCHEDULED
DISTRIBUTION DATE:
MARCH 25, 2032
CUSTODIAN: JPMORGAN CHASE BANK
NO. __ CUSIP NO. ________
----------------
(1) For the initial Distribution Date, the Certificate Rate on the Class
A2-A Certificates will equal ____%. For each Distribution Date on or before
January 2007, the Certificate Rate on these certificates will equal the
lesser of (x) ______% and (y) the weighted average of the mortgage interest
rates on the Group 2 loans (as of the second preceding Due Date) less the
per annum rates at which each of the Servicing Fee and the trustee fee are
calculated (the "Gross Weighted Average Net Rate"). For the Distribution
Date in February 2007 and thereafter, the Certificate Rate on the Class
A2-A Certificates will equal the Group 2 Weighted Average Net Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-A CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting of the
entire beneficial ownership of three pools of certain adjustable-rate
single family, fully amortizing, first lien Mortgage Loans formed and sold
by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class A2-A Certificates (the "Class A2-A Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement, dated
as specified above (the "Trust Agreement"), among GS Mortgage Certificates
Corp., as Depositor (hereinafter the "Depositor," which term includes any
successor entity under the Trust Agreement), JPMorgan Chase Bank, as Trustee
and custodian (in such capacities the "Trustee" and the "Custodian"), a
summary of certain of the pertinent provisions of which is set forth
hereafter. The Trust consists primarily of three pools of Mortgage Loans. This
Certificate is issued under and is subject to the terms, provisions and
conditions of the Trust Agreement and also is subject to certain terms and
conditions set forth in (a) the Seller's Warranties and Servicing Agreement
dated as of December 1, 2001 between GSMC and Bank of America, N.A. (the "Bank
of America Agreement"); (b)(i) the Seller's Warranties and Servicing
Agreement, dated as of August 1, 2001 and (ii) the Seller's Warranties and
Servicing Agreement dated as of January 1, 2001, each between GSMC and ABN
AMRO Mortgage Group, Inc. (collectively the "ABN AMRO Agreements"); (c)(i) the
Seller's Purchase, Warranties and Servicing Agreement dated as of August 1,
2001, (ii) the Seller's Purchase, Warranties and Servicing Agreement dated as
of December 1, 2001 and (iii) the Seller's Purchase, Warranties and Servicing
Agreement dated as of February 1, 2002 each between GSMC and Bank One
(collectively, the "Bank One Agreements"); (d) the Seller's Warranty Agreement
dated as of September 25, 2001 between Bavaria TRR Corporation and KeyBank
National Association (the "KeyBank Agreement"); and (e) the Servicing
Agreement dated as of September 25, 2001 between GSMC and Countrywide Home
Loans, Inc. (the "Countrywide Agreement" and, together with the ABN AMRO
Agreements, the Bank One Agreements, the Bank of America Agreement and the
KeyBank Agreement, the "Sale and Servicing Agreements") to which Sale and
Servicing Agreements the Holder of this Certificate, by virtue of the
acceptance hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class A2-A Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans shall
be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class on
any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only, without
coupons, in denominations specified in the Trust Agreement. As provided in
the Trust Agreement and subject to any limitations on transfer of this
Certificate by a Depository or its nominee and certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed by
the Certificate Registrar, by manual signature, this Certificate shall not
be entitled to any benefit under the Trust Agreement or be valid for any
purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust as
Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have the
meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to be
duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS A2-A CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act _________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
__________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ____________________________, the assignee named above, or
_______________, as agent.
EXHIBIT A2-B
Form of Class A2-B Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-B CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS A2-B CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS A2-B CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-B CERTIFICATE
INITIAL CERTIFICATE RATE APPROXIMATE AGGREGATE
PER ANNUM: ______% (1) INITIAL CERTIFICATE PRINCIPAL
BALANCE OF THE CLASS A2-B
CERTIFICATES AS OF THE CLOSING DATE:
$__________
PERCENTAGE INTEREST: 100%
MINIMUM
DENOMINATION: $25,000 AND $1 IN EXCESS OF $25,000
APPROXIMATE AGGREGATE
DATE OF THE TRUST SCHEDULED PRINCIPAL BALANCE
AGREEMENT: AS OF AS OF THE CUT-OFF DATE OF THE
FEBRUARY 1, 2002 MORTGAGE LOANS HELD BY THE TRUST:
$_________
CLOSING DATE: SERVICERS:
FEBRUARY 21, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
COUNTRYWIDE HOME LOANS, INC.
FIRST DISTRIBUTION DATE: BANK OF AMERICA, N.A.
MARCH 25, 2002
FINAL SCHEDULED TRUSTEE: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
CUSTODIAN: JPMORGAN CHASE BANK
NO. __ CUSIP NO. ____________
--------------------
(1) For the initial Distribution Date, the Certificate Rate on the
Class A2-B Certificates will equal _____%. For each Distribution Date on or
before January 2007, the Certificate Rate on these certificates will equal
the lesser of (x) _____% and (y) the Group 2 Weighted Average Net Rate. For
the Distribution Date in February 2007 and thereafter, the Certificate Rate
on the Class A2-B Certificates will equal the Group 2 Weighted Average Net
Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-B CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting of the
entire beneficial ownership of three pools of certain adjustable-rate
single family, fully amortizing, first lien Mortgage Loans formed and sold
by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class A2-B Certificates (the "Class A2-B Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated
as of September 25, 2001 between GSMC and Countrywide Home Loans, Inc.
(the "Countrywide Agreement" and, together with the ABN AMRO Agreements,
the Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class A2-B Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans shall
be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class on
any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only, without
coupons, in denominations specified in the Trust Agreement. As provided in
the Trust Agreement and subject to any limitations on transfer of this
Certificate by a Depository or its nominee and certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain limitations
therein set forth, this Certificate is exchangeable for a new Certificate
of the same Class in the same denomination. No service charge will be made
for any such registration of transfer or exchange, but the Custodian may
require payment of a sum sufficient to cover any tax or other governmental
charge that may be imposed in connection with any transfer or exchange of
Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed by
the Certificate Registrar, by manual signature, this Certificate shall not
be entitled to any benefit under the Trust Agreement or be valid for any
purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust as
Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have the
meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to be
duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS A2-B CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT A2-C
Form of Class A2-C Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-C CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS A2-C CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS A2-C CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-C CERTIFICATE
INITIAL CERTIFICATE RATE APPROXIMATE AGGREGATE
PER ANNUM: _____% (1) INITIAL CERTIFICATE PRINCIPAL
BALANCE OF THE CLASS A2-C
CERTIFICATES AS OF THE
CLOSING DATE: $______
PERCENTAGE INTEREST: 100%
MINIMUM
DENOMINATION: $25,000 AND $1 IN EXCESS OF $25,000
APPROXIMATE AGGREGATE
DATE OF THE TRUST SCHEDULED PRINCIPAL BALANCE
AGREEMENT: AS OF AS OF THE CUT-OFF DATE OF THE
FEBRUARY 1, 2002 MORTGAGE LOANS HELD BY THE TRUST:
$_______
CLOSING DATE: SERVICERS:
FEBRUARY 21, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
FIRST DISTRIBUTION DATE: COUNTRYWIDE HOME LOANS, INC.
MARCH 25, 0000 XXXX XX XXXXXXX, N.A.
FINAL SCHEDULED TRUSTEE: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032 CUSTODIAN: JPMORGAN CHASE BANK
NO. __ CUSIP NO. _______________
--------------------
(1) For the initial Distribution Date, the Certificate Rate on the
Class A2 Certificates will equal approximately _____%. For each
Distribution Date on or before January 2007, the Certificate Rate on these
certificates will equal the lesser of (x) _____% and (y) the Group 2
Weighted Average Net Rate. For the Distribution Date in February 2007 and
thereafter, the Certificate Rate on these certificates will equal the Group
2 Weighted Average Net Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A2-C CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting of the
entire beneficial ownership of three pools of certain adjustable-rate
single family, fully amortizing, first lien Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class A2-C Certificates (the "Class A2-C Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter.The Trust consists primarily of three pools of Mortgage
Loans. This Certificate is issued under and is subject to the terms,
provisions and conditions of the Trust Agreement and also is subject to
certain terms and conditions set forth in (a) the Seller's Warranties and
Servicing Agreement dated as of December 1, 2001 between GSMC and Bank of
America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class A2-C Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans shall
be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class on
any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only, without
coupons, in denominations specified in the Trust Agreement. As provided in
the Trust Agreement and subject to any limitations on transfer of this
Certificate by a Depository or its nominee and certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain limitations
therein set forth, this Certificate is exchangeable for a new Certificate
of the same Class in the same denomination. No service charge will be made
for any such registration of transfer or exchange, but the Custodian may
require payment of a sum sufficient to cover any tax or other governmental
charge that may be imposed in connection with any transfer or exchange of
Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed by
the Certificate Registrar, by manual signature, this Certificate shall not
be entitled to any benefit under the Trust Agreement or be valid for any
purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust as
Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have the
meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS A2-C CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT A3
Form of Class A3 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A3 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS A3 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS A3 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A3 CERTIFICATE
INITIAL CERTIFICATE RATE APPROXIMATE AGGREGATE
PER ANNUM: ______% INITIAL CERTIFICATE PRINCIPAL
BALANCE OF THE CLASS A3
CERTIFICATES AS OF THE CLOSING DATE:
$_____________
PERCENTAGE INTEREST: 100%
MINIMUM $25,000 AND $1 IN EXCESS
DENOMINATION: OF $25,000.
APPROXIMATE AGGREGATE
DATE OF THE TRUST SCHEDULED PRINCIPAL BALANCE
AGREEMENT: AS OF AS OF THE CUT-OFF DATE OF THE
FEBRUARY 1, 2002 MORTGAGE LOANS HELD BY THE TRUST:
$___________
CLOSING DATE: SERVICERS:
FEBRUARY 21, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
COUNTRYWIDE HOME LOANS, INC.
BANK OF AMERICA, N.A.
FIRST DISTRIBUTION DATE:
MARCH 25, 2002
FINAL SCHEDULED TRUSTEE: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
CUSTODIAN: JPMORGAN CHASE BANK
NO. __ CUSIP NO. _______________
-----------------
(1) For the initial Distribution Date, the Certificate Rate on the
Class A3 Certificates will equal ______%. For each Distribution Date on or
before November 2008, the Certificate Rate on these certificates will equal
the lesser of (x) ______% and (y) the weighted average of the mortgage
interest rates on the Group 3 loans (as of the second preceding Due Date)
less the per annum rates at which each of the servicing fee and the trustee
fee are calculated (the "Group 3 Weighted Average Net Rate"). For the
Distribution Date in December 2008 and thereafter, the Certificate Rate on
the Class A3 Certificates will equal the Group 3 Weighted Average Net Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS A3 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting of the
entire beneficial ownership of three pools of certain adjustable-rate
single family, fully amortizing, first lien Mortgage Loans formed and sold
by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class A3 Certificates (the "Class A3 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution Amount to be distributed on
this Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class A3 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans shall
be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class on
any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only, without
coupons, in denominations specified in the Trust Agreement. As provided in
the Trust Agreement and subject to any limitations on transfer of this
Certificate by a Depository or its nominee and certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain limitations
therein set forth, this Certificate is exchangeable for a new Certificate
of the same Class in the same denomination. No service charge will be made
for any such registration of transfer or exchange, but the Custodian may
require payment of a sum sufficient to cover any tax or other governmental
charge that may be imposed in connection with any transfer or exchange of
Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed by
the Certificate Registrar, by manual signature, this Certificate shall not
be entitled to any benefit under the Trust Agreement or be valid for any
purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust as
Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have the
meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS A3 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT X2
Form of Class X2 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS X2 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THE YIELD TO THE HOLDER OF THIS CERTIFICATE WILL BE EXTREMELY SENSITIVE TO
THE RATE OF PRINCIPAL PAYMENTS (INCLUDING PREPAYMENTS) ON THE MORTGAGE
LOANS.
THIS CLASS X2 CERTIFICATE SHALL NOT BE ENTITLED TO ANY DISTRIBUTIONS WITH
RESPECT TO PRINCIPAL.
THIS CLASS X2 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS X2 CERTIFICATE
INITIAL CERTIFICATE RATE: APPROXIMATE INITIAL NOTIONAL AMOUNT
VARIABLE(1) AS OF THE CUT-OFF DATE: $__________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$_______________
MINIMUM DENOMINATION: $5,000,000 AND $1 IN EXCESS
OF $5,000,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ________________
----------------
(1) The approximate Certificate Rate for the first Distribution Date is
stated as one-twelfth of a percentage of the aggregate Certificate Balance
of the Class A2-A, A2-B and A2-C Certificates (the "Notional Amount" for
the Class X2 Certificates). Except for the first period where the rate is
approximately ______% for Class X2 Certificates, on each Distribution Date,
the Class X2 Certificates will be entitled to receive (i) the excess, if
any, of the Group 2 Weighted Average Net Rate over the Class A2-A
Certificate Rate, (ii) the excess, if any, of the Group 2 Weighted Average
Net Rate over the Class A2-B Certificate Rate, and (iii) the excess, if
any, of the Group 2 Weighted Average Net Rate over the Class A2-C
Certificate Rate, in each case, multiplied by the Certificate Balance of
such class multiplied by one-twelfth.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS X2 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of a pool of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class X1 Certificates (the "Class X2 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
This Certificate will not be entitled to any distribution of
principal. Interest on this Certificate will accrue (based on a 360-day
year of twelve 30-day months) from the first day of the month preceding the
month in which a Distribution Date occurs through the Accounting Date for
such Distribution Date in an amount equal to the excess, if any, of (a) the
weighted average Net Rate on the Mortgage Loans as of the beginning date of
the related Due Period over (b) the weighted average Pass-Through Rate of
the P&I Securities as of such Distribution Date, as further described in
the Trust Agreement. Interest allocated to this Certificate on any
Distribution Date will be in an amount equal to this Certificate's pro rata
share of the aggregate Available Distribution to be distributed on the
Certificates of this Class as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pas-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing the Percentage Interest
specified on the face hereof in the Class of Certificates specified on the
face hereof. The Certificates are issued in multiple Classes designated as
specifically set forth in the Trust Agreement. The Certificates will
evidence in the aggregate 100% of the beneficial ownership of the Trust.
Interest shortfalls on the Mortgage Loans shall be allocated on
the applicable Distribution Date to Holders in the manner set forth in the
Trust Agreement. All losses on the Mortgage Loans allocated to any Class of
Certificates will be allocated pro rata among the outstanding Certificates
of such Class, as described in the Trust Agreement.
The Class X2 Certificates were issued on February 21, 2002 with
original issue discount ("OID") for federal income tax purposes. Except for
the fixed period where the rate is approximately _______% for Class X2
Certificates, on each Distribution Date, the Class X2 Certificates will be
entitled to receive (i) the excess, if any, of the Group 2 Weighted Average
Net Rate over the Class A2-A Certificate Rate, (ii) the excess, if any, of
the Group 2 Weighted Average Net Rate over the Class A2-B Certificate Rate,
and (iii) the excess, if any, of the Group 2 Weighted Average Net Rate over
the Class A2-C Certificate Rate, in each case, multiplied by the
Certificate Balance of such class multiplied by one-twelfth. The actual
yield to maturity and OID may differ from the projected amounts.
Certificateholders should be aware that the methodology for accruing OID on
the Class X2 Certificates is not entirely clear under current law.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS X2 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT X3
Form of Class X3 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS X3 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THE YIELD TO THE HOLDER OF THIS CERTIFICATE WILL BE EXTREMELY SENSITIVE TO
THE RATE OF PRINCIPAL PAYMENTS (INCLUDING PREPAYMENTS) ON THE MORTGAGE
LOANS.
THIS CLASS X3 CERTIFICATE SHALL NOT BE ENTITLED TO ANY DISTRIBUTIONS WITH
RESPECT TO PRINCIPAL.
THIS CLASS X3 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS X3 CERTIFICATE
INITIAL CERTIFICATE RATE: APPROXIMATE INITIAL NOTIONAL AMOUNT
VARIABLE (1) AS OF THE CUT-OFF DATE: $______________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$_____________
MINIMUM DENOMINATION: $5,000,000 AND $1 IN EXCESS OF $5,000,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. _________________
-------------------
(1) The approximate Certificate Rate for the first Distribution Date
is stated as one-twelfth of a percentage of the aggregate
Certificate Balance of the Class A3 Certificates (the Notional
Amount for the Class X3 Certificates). On each Distribution Date,
the Class X3 Certificates will be entitled to receive the excess,
if any, of one-twelfth of the Group 3 Weighted Average Net Rate
over one-twelfth of the Class A3 Certificate Rate multiplied by
the Certificate Balance of such class.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS X3 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of a pool of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class X2 Certificates (the "Class X3 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
This Certificate will not be entitled to any distribution of
principal. Interest on this Certificate will accrue (based on a 360-day
year of twelve 30-day months) from the first day of the month preceding the
month in which a Distribution Date occurs through the Accounting Date for
such Distribution Date in an amount equal to the excess, if any, of (a) the
weighted average Net Rate on the Mortgage Loans as of the beginning date of
the related Due Period over (b) the weighted average Pass-Through Rate of
the P&I Securities as of such Distribution Date, as further described in
the Trust Agreement. Interest allocated to this Certificate on any
Distribution Date will be in an amount equal to this Certificate's pro rata
share of the aggregate Available Distribution to be distributed on the
Certificates of this Class as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pas-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing the Percentage Interest
specified on the face hereof in the Class of Certificates specified on the
face hereof. The Certificates are issued in multiple Classes designated as
specifically set forth in the Trust Agreement. The Certificates will
evidence in the aggregate 100% of the beneficial ownership of the Trust.
Interest shortfalls on the Mortgage Loans shall be allocated on
the applicable Distribution Date to Holders in the manner set forth in the
Trust Agreement. All losses on the Mortgage Loans allocated to any Class of
Certificates will be allocated pro rata among the outstanding Certificates
of such Class, as described in the Trust Agreement.
The Class X3 Certificates were issued on February 21, 2002 with
original issue discount ("OID") for federal income tax purposes. On each
Distribution Date, the Class X3 Certificates will be entitled to receive
the excess, if any, of one-twelfth of the Group 3 Weighted Average Net Rate
over one-twelfth of the Class A3 Certificate Rate multiplied by the
Certificate Balance of such class. The actual yield to maturity and OID may
differ from the projected amounts. Certificateholders should be aware that
the methodology for accruing OID on the Class X3 Certificates is not
entirely clear under current law.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS X3 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM- as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
__________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B1
Form of Class B1 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B1 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS B1 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B1 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B1 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B1 CERTIFICATE
INITIAL CERTIFICATE RATE: APPROXIMATE INITIAL CERTIFICATE
________% PRINCIPAL BALANCE OF THE CLASS
B1 CERTIFICATES:
$_______________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$_______________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ______________
------------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately _____%. On each Distribution
Date thereafter, the Certificate Rate on these certificates will
equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B1 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class B1 Certificates (the "Class B1 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B1 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. The Certificate
Rate on these Certificates will equal approximately _______%. On each
Distribution Date thereafter, the Certificate Rate on these certificates
will equal the Class B Certificate Rate The actual yield to maturity and
OID amounts may differ from the projected amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS B1 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM- as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B2
Form of Class B2 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B2 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS B2 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B2 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B2 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B2 CERTIFICATE
INITIAL CERTIFICATE RATE: APPROXIMATE INITIAL CERTIFICATE
_____% PRINCIPAL BALANCE OF THE CLASS B2
CERTIFICATES: $___________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$_____________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ________________
------------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately _________%. On each
Distribution Date thereafter, the Certificate Rate on these
certificates will equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B2 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class B2 Certificates (the "Class B2 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B2 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. The Certificate
Rate on these Certificates will equal approximately ____%. On each
Distribution Date thereafter, the Certificate Rate on these certificates
will equal the Class B Certificate Rate The actual yield to maturity and
OID amounts may differ from the projected amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM- as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_____________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B3
Form of Class B3 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B3 CERTIFICATE
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE
DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION ("DTC"), TO THE CUSTODIAN
OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY
CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER
NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY
PAYMENT MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE
HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS
THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
THIS CLASS B3 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B3 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B3 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B3 CERTIFICATE
INITIAL CERTIFICATE RATE: AGGREGATE INITIAL CERTIFICATE
_____% (1) PRINCIPAL BALANCE OF THE CLASS B3
CERTIFICATES: $____________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST: $_____________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2001 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ______________
------------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately ______%. On each
Distribution Date thereafter, the Certificate Rate on these
certificates will equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B3 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
THIS CERTIFIES THAT:
CEDE & CO.
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class B3 Certificates (the "Class B3 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), among GS Mortgage
Certificates Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B3 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. The Certificate
Rate on these Certificates will equal approximately _______%. On each
Distribution Date thereafter, the Certificate Rate on these certificates
will equal the Class B Certificate Rate The actual yield to maturity and
OID amounts may differ from the projected amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS B3 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM- as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act --------
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
___________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B4
Form of Class B4 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B4 CERTIFICATE
THE CERTIFICATE EVIDENCED HEREBY HAS NOT BEEN AND WILL NOT BE REGISTERED OR
QUALIFIED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE "ACT"), OR THE
SECURITIES LAWS OF ANY STATE AND MAY NOT BE OFFERED, SOLD, PLEDGED, OR
OTHERWISE TRANSFERRED EXCEPT (A)(1) TO A BUYER THAT THE SELLER OF SUCH
CERTIFICATE REASONABLY BELIEVES IS A QUALIFIED INSTITUTIONAL BUYER WITHIN
THE MEANING OF RULE 144A UNDER THE SECURITIES ACT PURCHASING FOR ITS OWN
ACCOUNT OR FOR THE ACCOUNT OF A QUALIFIED INSTITUTIONAL BUYER IN A
TRANSACTION MEETING THE REQUIREMENTS OF RULE 144A OR (2) PURSUANT TO AN
EFFECTIVE REGISTRATION STATEMENT UNDER THE SECURITIES ACT AND (B) IN
ACCORDANCE WITH ALL APPLICABLE SECURITIES LAWS OF THE STATES OF THE UNITED
STATES OR ANY OTHER APPLICABLE JURISDICTION.
THIS CLASS B4 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B4 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B4 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B4 CERTIFICATE
INITIAL CERTIFICATE RATE: AGGREGATE INITIAL CERTIFICATE
______% (1) PRINCIPAL BALANCE OF THE CLASS B4
CERTIFICATES: $___________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$_____________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ________________
------------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately ______%. On each
Distribution Date thereafter, the Certificate Rate on these
certificates will equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B4 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
GS Mortgage Loan Trust, Series 2002-1, a business trust organized
and existing under the laws of the State of New York (herein referred to as
the "Trust"), for value received, hereby promises to pay to XXXXXXX, XXXXX
& CO., or registered assigns, upon presentation and surrender of this
Certificate (the "Class B4 Certificate") the principal sum of
_____________________________________________________________________________
payable as set forth below and in the Trust Agreement referred to below.
The Trust was created pursuant to a trust agreement, dated as
specified above (the "Trust Agreement"), among GS Mortgage Certificates
Corp., as Depositor (hereinafter the "Depositor," which term includes any
successor entity under the Trust Agreement), JPMorgan Chase Bank, as
trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
By receipt of this Certificate, the Holder is deemed to represent
that: (1) it (A) is a Qualified Institutional Buyer, (B) is aware that the
sale of this Certificate to it is being made in reliance on Rule 144A and
(C) is acquiring this Certificate for its own account or for the account of
a Qualified Institutional Buyer, as the case may be and (2) it understands
that this Certificate has not been and will not be registered under the
Securities Act and may not be reoffered, resold, or otherwise transferred
except (A) to person who the Holder reasonably believes is a Qualified
Institutional Buyer in a transaction meeting the requirements of Rule 144A,
and (B) in accordance with all applicable state securities laws.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B4 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. For the Initial
Distribution Date, the Certificate Rate on these Certificates will equal
approximately 6.007%. On each Distribution Date thereafter, the Certificate
Rate on these certificates will equal the Class B Certificate Rate. The
actual yield to maturity and OID amounts may differ from the projected
amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS B4 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM- as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT - as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
____________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B5
Form of Class B5 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B5 CERTIFICATE
THE CERTIFICATE EVIDENCED HEREBY HAS NOT BEEN AND WILL NOT BE REGISTERED OR
QUALIFIED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE "ACT"), OR THE
SECURITIES LAWS OF ANY STATE AND MAY NOT BE OFFERED, SOLD, PLEDGED, OR
OTHERWISE TRANSFERRED EXCEPT (A)(1) TO A BUYER THAT THE SELLER OF SUCH
CERTIFICATE REASONABLY BELIEVES IS A QUALIFIED INSTITUTIONAL BUYER WITHIN
THE MEANING OF RULE 144A UNDER THE SECURITIES ACT PURCHASING FOR ITS OWN
ACCOUNT OR FOR THE ACCOUNT OF A QUALIFIED INSTITUTIONAL BUYER IN A
TRANSACTION MEETING THE REQUIREMENTS OF RULE 144A OR (2) PURSUANT TO AN
EFFECTIVE REGISTRATION STATEMENT UNDER THE SECURITIES ACT AND (B) IN
ACCORDANCE WITH ALL APPLICABLE SECURITIES LAWS OF THE STATES OF THE UNITED
STATES OR ANY OTHER APPLICABLE JURISDICTION.
THIS CLASS B5 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B5 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B5 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B5 CERTIFICATE
INITIAL CERTIFICATE RATE: AGGREGATE INITIAL CERTIFICATE
______% (1) PRINCIPAL BALANCE OF THE CLASS B5
CERTIFICATES: $________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$__________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. __ CUSIP NO. ______________
-------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately ______%. On each
Distribution Date thereafter, the Certificate Rate on these
certificates will equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B5 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
GS Mortgage Loan Trust, Series 2002-1, a business trust organized
and existing under the laws of the State of New York (herein referred to as
the "Trust"), for value received, hereby promises to pay to XXXXXXX, XXXXX
& CO., or registered assigns, upon presentation and surrender of this
Certificate (the "Class B5 Certificate") the principal sum of
_____________________________________________________________________________
payable as set forth below and in the Trust Agreement referred to below.
The Trust was created pursuant to a trust agreement, dated as
specified above (the "Trust Agreement"), among GS Mortgage Certificates
Corp., as Depositor (hereinafter the "Depositor," which term includes any
successor entity under the Trust Agreement), JPMorgan Chase Bank, as
trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
By receipt of this Certificate, the Holder is deemed to represent
that: (1) it (A) is a Qualified Institutional Buyer, (B) is aware that the
sale of this Certificate to it is being made in reliance on Rule 144A and
(C) is acquiring this Certificate for its own account or for the account of
a Qualified Institutional Buyer, as the case may be and (2) it understands
that this Certificate has not been and will not be registered under the
Securities Act and may not be reoffered, resold, or otherwise transferred
except (A) to person who the Holder reasonably believes is a Qualified
Institutional Buyer in a transaction meeting the requirements of Rule 144A,
and (B) in accordance with all applicable state securities laws.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B5 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. For the Initial
Distribution Date, the Certificate Rate on these Certificates will equal
approximately _____%. On each Distribution Date thereafter, the Certificate
Rate on these certificates will equal the Class B Certificate Rate. The
actual yield to maturity and OID amounts may differ from the projected
amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS B5 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act_________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises..
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT B6
Form of Class B6 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B6 CERTIFICATE
THE CERTIFICATE EVIDENCED HEREBY HAS NOT BEEN AND WILL NOT BE REGISTERED OR
QUALIFIED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE "ACT"), OR THE
SECURITIES LAWS OF ANY STATE AND MAY NOT BE OFFERED, SOLD, PLEDGED, OR
OTHERWISE TRANSFERRED EXCEPT (A)(1) TO A BUYER THAT THE SELLER OF SUCH
CERTIFICATE REASONABLY BELIEVES IS A QUALIFIED INSTITUTIONAL BUYER WITHIN
THE MEANING OF RULE 144A UNDER THE SECURITIES ACT PURCHASING FOR ITS OWN
ACCOUNT OR FOR THE ACCOUNT OF A QUALIFIED INSTITUTIONAL BUYER IN A
TRANSACTION MEETING THE REQUIREMENTS OF RULE 144A OR (2) PURSUANT TO AN
EFFECTIVE REGISTRATION STATEMENT UNDER THE SECURITIES ACT AND (B) IN
ACCORDANCE WITH ALL APPLICABLE SECURITIES LAWS OF THE STATES OF THE UNITED
STATES OR ANY OTHER APPLICABLE JURISDICTION.
THIS CLASS B6 CERTIFICATE IS SUBORDINATED TO THE EXTENT DESCRIBED HEREIN
AND IN THE TRUST AGREEMENT REFERENCED HEREIN.
THIS CLASS B6 CERTIFICATE REPRESENTS A REMIC REGULAR INTEREST FOR FEDERAL
INCOME TAX PURPOSES.
THE PRINCIPAL OF THIS CLASS B6 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1,
CLASS B6 CERTIFICATE
INITIAL CERTIFICATE RATE: AGGREGATE INITIAL CERTIFICATE
______% (1) PRINCIPAL BALANCE OF THE CLASS B6
CERTIFICATES: $_________
PERCENTAGE INTEREST: 100% APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS
OF THE CUT-OFF DATE OF
THE MORTGAGE LOANS
HELD BY THE TRUST:
$__________
MINIMUM DENOMINATION: $250,000 AND $1 IN EXCESS OF $250,000
DATE OF TRUST AGREEMENT: SERVICERS:
AS OF FEBRUARY 1, 2002 ABN AMRO MORTGAGE GROUP, INC.
BANK ONE, N.A.
CLOSING DATE: COUNTRYWIDE HOME LOANS, INC.
FEBRUARY 21, 0000 XXXX XX XXXXXXX, N.A.
FIRST DISTRIBUTION DATE: TRUSTEE: JPMORGAN CHASE BANK
MARCH 25, 2002
FINAL SCHEDULED CUSTODIAN: JPMORGAN CHASE BANK
DISTRIBUTION DATE:
MARCH 25, 2032
NO. ___ CUSIP NO. ___________________
------------------------
(1) For the initial Distribution Date, the Certificate Rate on these
certificates will equal approximately ____%. On each Distribution
Date thereafter, the Certificate Rate on these certificates will
equal the Class B Certificate Rate.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS B6 CERTIFICATE
evidencing a beneficial ownership interest in a Trust consisting
of the entire beneficial ownership of three pools of certain
adjustable-rate single family, fully amortizing, first lien
Mortgage Loans formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN, AND IS
NOT GUARANTEED BY, GS MORTGAGE SECURITIES CORP., THE SERVICERS, THE
TRUSTEE, THE CUSTODIAN OR ANY OF THEIR AFFILIATES.
GS Mortgage Loan Trust, Series 2002-1, a business trust organized
and existing under the laws of the State of New York (herein referred to as
the "Trust"), for value received, hereby promises to pay to XXXXXXX, XXXXX
& CO., or registered assigns, upon presentation and surrender of this
Certificate (the "Class B6 Certificate") the principal sum of
______________________________________________________________________________
payable as set forth below and in the Trust Agreement referred to below.
The Trust was created pursuant to a trust agreement, dated as
specified above (the "Trust Agreement"), among GS Mortgage Certificates
Corp., as Depositor (hereinafter the "Depositor," which term includes any
successor entity under the Trust Agreement), JPMorgan Chase Bank, as
trustee and custodian (in such capacities the "Trustee" and the
"Custodian"), a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Principal of and interest on this Certificate will be paid in
accordance with the terms of the Trust Agreement and the Sale and Servicing
Agreements. Principal and interest allocated to this Certificate on any
Distribution Date will be an amount equal to this Certificate's Percentage
Interest of the related Available Distribution to be distributed on this
Class of Certificates as of such Distribution Date, with a final
distribution to be made upon retirement of this Certificate as set forth in
the Trust Agreement.
By receipt of this Certificate, the Holder is deemed to represent
that: (1) it (A) is a Qualified Institutional Buyer, (B) is aware that the
sale of this Certificate to it is being made in reliance on Rule 144A and
(C) is acquiring this Certificate for its own account or for the account of
a Qualified Institutional Buyer, as the case may be and (2) it understands
that this Certificate has not been and will not be registered under the
Securities Act and may not be reoffered, resold, or otherwise transferred
except (A) to person who the Holder reasonably believes is a Qualified
Institutional Buyer in a transaction meeting the requirements of Rule 144A,
and (B) in accordance with all applicable state securities laws.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Certificate
Balance of all the Class B6 Certificates. The Certificates are issued in
multiple Classes designated as specifically set forth in the Trust
Agreement. The Certificates will evidence in the aggregate 100% of the
beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates and each of the Subordinate Certificates
will be subordinated to each of the other Subordinate Certificates with a
lower numerical class designation, if any. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
This Certificate was issued on February 21, 2002 with original
issue discount ("OID") for federal income tax purposes. For the Initial
Distribution Date, the Certificate Rate on these Certificates will equal
approximately ______%. On each Distribution Date thereafter, the
Certificate Rate on these certificates will equal the Class B Certificate
Rate. The actual yield to maturity and OID amounts may differ from the
projected amounts.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Holders, such purposes including reimbursement
of Advances made, or certain expenses incurred, with respect to the
Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated in accordance with the Trust
Agreement. Payment shall be made either (1) by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date or (2) by wire
transfer of immediately available funds to the account of a
Certificateholder at a bank or other entity having appropriate facilities
therefor, if such Certificateholder shall have so notified the Custodian in
writing by the Record Date immediately prior to such Distribution Date and
such Certificateholders is the registered owner of Regular Certificates
with an initial Certificate Balance of at least $1,000,000. The Custodian
may charge the Certificateholder a fee for any payment made by wire
transfer. Final distribution on the Certificates will be made only upon
surrender of the Certificates at the offices of the Certificate Registrar
set forth in the notice of such final distribution.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor, the Trustee and the Custodian and the rights
of the Certificateholders under the Trust Agreement at any time by the
Depositor, the Trustee and the Custodian with the consent of the
Certificateholders entitled to at least 66% of the Voting Rights. Any such
consent by the Holder of this Certificate shall be conclusive and binding
on such Certificateholder 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 this Certificate. The Trust Agreement also permits the amendment
thereof, in certain limited circumstances, without the consent of the
Certificateholders.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to any limitations on transfer
of this Certificate by a Depository or its nominee and certain limitations
set forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate
Certificate Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
The Depositor, the Servicers, the Trustee, Custodian and the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee, the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Trustee, the Custodian, the
Servicers, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor, when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance of
the Mortgage Loans as of the Cut-off Date. Written notice of termination
will be given to each Certificateholder, and the final distribution will be
made only upon surrender and cancellation of the Certificates at an office
or agency appointed by the Custodian which will be specified in the notice
of termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued and unpaid
interest thereon, to the last day in the month in which the Termination
Price is distributed to Certificateholders, plus the lesser of (i) the
Scheduled Principal Balance of the Mortgage Loan for any REO Property
remaining in the Trust, plus accrued and unpaid interest thereon at the
Certificate Rate, to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian (the "Par Price"), or (b) the
greater of (i) the Par Price and (ii) the sum of the aggregate fair market
value of all of the assets of the Trust (as determined by the Custodian in
consultation with the Underwriter (or, if the Underwriter is unwilling or
unable to serve in that capacity, a financial advisor selected by the
Custodian in a commercially reasonable manner, whose fees will be an
expense of the Servicers) based upon the mean of bids from at least three
recognized broker/dealers that deal in similar assets) as of the close of
business on the third Business Day preceding the date upon which notice of
any such termination is furnished to Certificateholders pursuant to the
Trust Agreement.
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Custodian on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not defined herein shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
By:________________________________
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS B6 CERTIFICATES REFERRED TO IN
THE WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
as Certificate Registrar
By:________________________________
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE___________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
____________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT R1
Form of Class R1 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R1 CERTIFICATE
ANY TRANSFEREE OF THIS CERTIFICATE MUST DELIVER TO THE CUSTODIAN A RESIDUAL
TRANSFEREE AGREEMENT CONTAINING CERTAIN REPRESENTATIONS AND COVENANTS, AND
AN AFFIDAVIT RELATING TO VARIOUS TAX MATTERS, ALL AS DESCRIBED IN THE TRUST
AGREEMENT REFERRED TO HEREIN. NO TRANSFER OF A CLASS R1 CERTIFICATE SHALL
BE PERMITTED TO BE MADE TO A DISQUALIFIED ORGANIZATION, WHICH GENERALLY
INCLUDES ANY ENTITY THAT WOULD BE EXEMPT FROM FEDERAL INCOME TAXATION
(INCLUDING THE TAX ON UNRELATED BUSINESS TAXABLE INCOME) ON INCOME DERIVED
FROM THIS CLASS R1 CERTIFICATE. NOTWITHSTANDING THE FULFILLMENT OF THE
PREREQUISITES DESCRIBED ABOVE, THE CUSTODIAN MAY REFUSE TO RECOGNIZE A
TRANSFER TO THE EXTENT NECESSARY TO AVOID A RISK OF (1) DISQUALIFICATION OF
THE RELATED REMIC AS A REMIC OR (2) THE IMPOSITION OF A TAX UPON SUCH
REMIC. NO TRANSFER OF LESS THAN AN ENTIRE INTEREST IN A CLASS R1
CERTIFICATE MAY BE MADE UNLESS (1) THE INTEREST TRANSFERRED IS AN UNDIVIDED
INTEREST OR (2) THE TRANSFEROR OR THE TRANSFEREE HAS PROVIDED THE CUSTODIAN
WITH AN OPINION THAT THE TRANSFER WILL NOT JEOPARDIZE THE REMIC STATUS OF
THE RELATED REMIC. RESTRICTIONS ON TRANSFER OF THIS CERTIFICATE ARE
DESCRIBED MORE FULLY HEREIN.
NOTWITHSTANDING THE ABOVE, THIS CERTIFICATE MAY NOT BE PURCHASED BY OR
PLEDGED, SOLD OR OTHERWISE TRANSFERRED TO ANY PERSON THAT IS AN EMPLOYEE
BENEFIT PLAN SUBJECT TO THE FIDUCIARY RESPONSIBILITY PROVISIONS OF THE
EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED ("ERISA"), OR
SECTION 4975 OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE "CODE"),
OR ANY PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR USING THE ASSETS OF SUCH
PLAN TO ACQUIRE THIS CERTIFICATE (A "PLAN INVESTOR").
THIS CLASS R1 CERTIFICATE REPRESENTS A REMIC RESIDUAL INTEREST IN THE
"ISSUING REMIC" DESCRIBED IN THE TRUST AGREEMENT REFERRED TO HEREIN UNDER
THE INTERNAL REVENUE CODE OF 1986, AS AMENDED, FOR FEDERAL INCOME TAX
PURPOSES.
THE PRINCIPAL OF THIS CLASS R1 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS R1 CERTIFICATE
INITIAL CERTIFICATE RATE PER AGGREGATE INITIAL CERTIFICATE
ANNUM: ______%(1) PRINCIPAL BALANCE OF THE
CLASS R1 CERTIFICATES: $ ____
PERCENTAGE INTEREST: _____%
APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS OF
DENOMINATION: $____ THE CUT-OFF DATE OF THE MORTGAGE
LOANS HELD BY THE TRUST:
$________________
DATE OF TRUST AGREEMENT:
AS OF FEBRUARY 1, 2002 SERVICERS:
ABN AMRO MORTGAGE GROUP, INC.
CLOSING DATE: BANK ONE, N.A.
FEBRUARY 21, 2002 COUNTRYWIDE HOME LOANS, INC.
BANK OF AMERICA, N.A.
FIRST DISTRIBUTION DATE:
MARCH 25, 2002 TRUSTEE: JPMORGAN CHASE BANK
NO. __ CUSIP NO. _____________
----------------
(1) The Certificate Rate will equal the Weighted Average Net Rate which for
the initial Distribution Date will equal approximately _______%.
GS MORTGAGE SECURITIES CORP.
MORTGAGE PARTICIPATION PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R1 CERTIFICATE
evidencing a beneficial ownership interest in a Trust that
consists primarily of three pools of residential mortgage loans
secured by first liens on real estate (the "Mortgage Loans")
formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN GS
MORTGAGE SECURITIES CORP., THE SERVICERS, THE CUSTODIAN, THE TRUSTEE OR ANY
OF THEIR AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE
LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
THIS CERTIFIES THAT:
______________________________
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class R1 Certificates (the "Class R1 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), between GS Mortgage
Securities Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and Custodian (in such capacities the "Trustee" and the
"Custodian") a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Distributions on this Certificate will be paid in accordance with
the terms of the Trust Agreement. Distributions allocated to this
Certificate on any Distribution Date will be an amount equal to this
Certificate's Percentage Interest of the Available Distribution Amount to
be distributed on this Class of Certificates as of such Distribution Date,
with a final distribution to be made upon retirement of this Certificate as
set forth in the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Class Principal
Balance of the Class R1 Certificates. The Class R1 Certificates are
sometimes referred to as the "Issuing REMIC Residual Interest." The
Certificates are issued in multiple Classes designated as specifically set
forth in the Trust Agreement. The Certificates will evidence in the
aggregate 100% of the beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates, and the Class B Certificates will be
subordinated to the Class A Certificates. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Certificateholders, such purposes including
reimbursement of Advances made, or certain expenses incurred, with respect
to the Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated pro rata among the outstanding
Certificates of such Class based on the Certificate Principal Balance of
each such Certificate. Payment shall be made by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date. Final distribution
on the Certificates will be made only upon surrender of the Certificates at
the offices of the Certificate Registrar set forth in the notice of such
final distribution.
An election will be made to treat certain of the assets assigned
to the Trust as three separate real estate mortgage investment conduits
("REMICs") under the Internal Revenue Code of 1986, as amended (the
"Code"). Assuming that the elections are made properly and that certain
qualification requirements concerning the Mortgage Loans and the
Certificates are met, the Holder of this Certificate will be treated for
federal income tax purposes as the beneficial owner of a "residual
interest" in the Issuing REMIC. Accordingly, the Holder of this Class R1
Certificate will be taxed on its pro rata share of the Issuing REMIC's
taxable income or net loss. The requirement that the Holder of this Class
R1 Certificate report its pro rata share of such income or loss will
continue until there are no Certificates of any Class outstanding.
Pursuant to (and subject to the limitations set forth in) the
Trust Agreement, the Custodian or one of its affiliates, as agent of the
REMIC (the "Tax Matters Person" or "TMP"), will provide each Holder of a
Class R1 Certificate with information sufficient to enable such
Certificateholder to prepare (i) its federal income tax and information
returns and (ii) any reports required by the Code regarding the
Certificates, except where such information is provided to each such
Certificateholder by the Custodian pursuant to the Trust Agreement. As the
holder of a residual interest in a REMIC, the Holder of a Class R1
Certificate will have continuing administrative rights and obligations
generally similar to those of a partner with respect to its partnership.
Such rights and obligations principally concern the REMIC's federal income
tax and information returns and the representation of the REMIC in
administrative or judicial proceedings involving the Internal Revenue
Service. The TMP, however, will act on behalf of the Holders of the Class
R1 Certificates as the REMIC's representative for such proceedings. The
REMIC's federal tax and information returns will be prepared by the TMP,
and signed and filed by the Custodian. Pursuant to the Trust Agreement, if
the TMP is unable for any reason to fulfill its duties as TMP, then the
Holder of the largest Percentage Interest of the Class R1 Certificates,
without compensation, shall become the successor TMP for the Issuing REMIC.
By accepting this Certificate, the Holder of this Certificate
agrees to be bound by the provisions of the Trust Agreement, and in
particular, agrees that it shall (i) take any action required by the Code
or Treasury regulations thereunder in order to create or maintain the REMIC
status of the Issuing REMIC and (ii) refrain from taking any action that
could endanger such status.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor and the Custodian and the rights of the
Certificateholders under the Trust Agreement at any time by the Depositor
and the Custodian with the consent of the Holders of Certificates entitled
to at least 66% of the Voting Rights. 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 this Certificate. The Trust Agreement
also permits the amendment thereof, in certain limited circumstances,
without the consent of the holders of any of the Certificates.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by, or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate Class
Principal Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
No transfer of any Class R1 Certificates shall be made unless that
transfer is made pursuant to an effective registration statement under the
Securities Act of 1933, as amended (the "Act") and effective registration
or qualification under applicable state certificates laws, or is made in a
transaction that does not require such registration or qualification. In
the event that a transfer is to be made without registration or
qualification under the Act and applicable state certificates laws, the
Custodian shall require that the transferee certify as to facts that, if
true, would mean that the proposed transferee is a Qualified Institutional
Buyer. Neither the Depositor nor the Custodian is obligated to register or
qualify any of the Class R1 Certificates under the Act or any other
certificates law or to take any action not otherwise required under the
Trust Agreement to permit the transfer of such Certificates without such
registration or qualification. Any such Certificateholder desiring to
effect such transfer shall, and does hereby agree to, indemnify the
Depositor and the Custodian against any liability that may result if the
transfer is not exempt from registration under the Act and all applicable
state certificates laws or is not made in accordance with such federal and
state laws.
Notwithstanding anything herein to the contrary, any purported
transfer of a Class R1 Certificate to or on behalf of a Plan Investor shall
be null and void.
In addition, the Custodian shall not register any transfer of a
Class R1 Certificate (including any beneficial interest therein) to a
Disqualified Organization. In addition, no Class R1 Certificate (or any
beneficial interest therein) may be transferred unless the proposed
transferee thereof provides the Custodian with (i) a Residual Transferee
Agreement and (ii) (A) if the proposed transferee is a Non-U.S. Person, an
affidavit of the proposed transferee in substantially the form attached as
Exhibit G-1 to the Standard Terms and a certificate of the transferor
stating whether the Class R1 Certificate has "tax avoidance potential" as
defined in Treasury Regulations Section 1.860G-3(a)(2) or (B) if the
proposed transferee is a U.S. Person, an affidavit of the proposed
transferee in substantially the form attached as Exhibit G-2 to the
Standard Terms. Notwithstanding the fulfillment of the prerequisites
described above, the Custodian may refuse to recognize any transfer to the
extent necessary to avoid a risk of (i) disqualification of the Issuing
REMIC as a REMIC or (ii) the imposition of a tax upon the Issuing REMIC.
Any attempted transfer in violation of the foregoing restrictions shall be
null and void and shall not be recognized by the Custodian.
If a tax or a reporting cost is borne by the Issuing REMIC as a
result of the transfer of a Class R1 Certificate (or any beneficial
interest therein) in violation of the restrictions set forth herein and in
the Trust Agreement, the Custodian shall pay such tax or reporting cost
with amounts that otherwise would have been paid to the transferee of the
Class R1 Certificate (or beneficial interest therein). In that event,
neither the transferee nor the transferor shall have any right to seek
repayment of such amounts from the Depositor or the Custodian, the Trust,
the Issuing REMIC, or any other Holders, and none of such parties shall
have any liability for payment of any such tax or reporting cost.
The Depositor, the Servicers, the Trustee, the Custodian, the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Servicers, the Trustee, the
Custodian, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any Advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance as of
the Cut-off Date. Written notice of termination will be given to each
Certificateholder, and the final distribution will be made only upon
surrender and cancellation of the Certificates at an office or agency
appointed by the Custodian which will be specified in the notice of
termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued interest
thereon at the Certificate Rate (less the related Servicing Fee Rate) to
the last day in the month in which the Termination Price is distributed to
Certificateholders, plus the lesser of (i) the Scheduled Principal Balance
of the Mortgage Loan for any REO Property remaining in the Trust, plus
accrued interest thereon at the Certificate Rate (less the related
Servicing Fee Rate) to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian, and (b) the sum of the aggregate
fair market value of all of the assets of the Trust (as determined by the
Custodian in consultation with the Underwriterr (or, if the Underwriterr is
unwilling or unable to serve in that capacity, a financial advisor selected
by the Custodian in a commercially reasonable manner, whose fees will be an
expense of the Depositor (or of such other person causing such Termination
Purchase)) based upon the mean of bids from at least three recognized
broker/dealers that deal in similar assets) as of the close of business on
the third Business Day preceding the date upon which notice of any such
termination is furnished to Certificateholders pursuant to the Trust
Agreement. The fair market value of the assets in the Trust or the
appraised value of any REO Property shall be based upon the inclusion of
accrued interest to the last day of the month in which the Termination
Price is distributed to the Certificateholders, at the applicable
Certificate Rate (less the related Servicing Fee Rate) on the Scheduled
Principal Balance of each Mortgage Loan (including any Mortgage Loan which
became an REO Property as to which an REO Disposition has not occurred).
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Certificate on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not otherwise defined shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
BY:
-------------------------------
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS R1 CERTIFICATES REFERRED TO IN THE
WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
As Certificate Registrar
BY:
-------------------------------
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act_________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_______________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT R2
Form of Class R2 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R2 CERTIFICATE
ANY TRANSFEREE OF THIS CERTIFICATE MUST DELIVER TO THE CUSTODIAN A RESIDUAL
TRANSFEREE AGREEMENT CONTAINING CERTAIN REPRESENTATIONS AND COVENANTS, AND
AN AFFIDAVIT RELATING TO VARIOUS TAX MATTERS, ALL AS DESCRIBED IN THE TRUST
AGREEMENT REFERRED TO HEREIN. NO TRANSFER OF A CLASS R2 CERTIFICATE SHALL
BE PERMITTED TO BE MADE TO A DISQUALIFIED ORGANIZATION, WHICH GENERALLY
INCLUDES ANY ENTITY THAT WOULD BE EXEMPT FROM FEDERAL INCOME TAXATION
(INCLUDING THE TAX ON UNRELATED BUSINESS TAXABLE INCOME) ON INCOME DERIVED
FROM THIS CLASS R2 CERTIFICATE. NOTWITHSTANDING THE FULFILLMENT OF THE
PREREQUISITES DESCRIBED ABOVE, THE CUSTODIAN MAY REFUSE TO RECOGNIZE A
TRANSFER TO THE EXTENT NECESSARY TO AVOID A RISK OF (1) DISQUALIFICATION OF
THE RELATED REMIC AS A REMIC OR (2) THE IMPOSITION OF A TAX UPON SUCH
REMIC. NO TRANSFER OF LESS THAN AN ENTIRE INTEREST IN A CLASS R2
CERTIFICATE MAY BE MADE UNLESS (1) THE INTEREST TRANSFERRED IS AN UNDIVIDED
INTEREST OR (2) THE TRANSFEROR OR THE TRANSFEREE HAS PROVIDED THE CUSTODIAN
WITH AN OPINION THAT THE TRANSFER WILL NOT JEOPARDIZE THE REMIC STATUS OF
THE RELATED REMIC. RESTRICTIONS ON TRANSFER OF THIS CERTIFICATE ARE
DESCRIBED MORE FULLY HEREIN.
NOTWITHSTANDING THE ABOVE, THIS CERTIFICATE MAY NOT BE PURCHASED BY OR
PLEDGED, SOLD OR OTHERWISE TRANSFERRED TO ANY PERSON THAT IS AN EMPLOYEE
BENEFIT PLAN SUBJECT TO THE FIDUCIARY RESPONSIBILITY PROVISIONS OF THE
EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED ("ERISA"), OR
SECTION 4975 OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE "CODE"),
OR ANY PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR USING THE ASSETS OF SUCH
PLAN TO ACQUIRE THIS CERTIFICATE (A "PLAN INVESTOR").
THIS CLASS R2 CERTIFICATE REPRESENTS A REMIC RESIDUAL INTEREST IN THE
"ISSUING REMIC" DESCRIBED IN THE TRUST AGREEMENT REFERRED TO HEREIN UNDER
THE INTERNAL REVENUE CODE OF 1986, AS AMENDED, FOR FEDERAL INCOME TAX
PURPOSES.
THE PRINCIPAL OF THIS CLASS R2 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS R2 CERTIFICATE
INITIAL CERTIFICATE RATE PER AGGREGATE INITIAL CERTIFICATE
ANNUM: _________%(1) PRINCIPAL BALANCE OF THE CLASS
R2 CERTIFICATES: $___________
PERCENTAGE INTEREST: ____%
APPROXIMATE AGGREGATE SCHEDULED
PRINCIPAL BALANCE AS OF
DENOMINATION: $____ THE CUT-OFF DATE OF THE MORTGAGE
LOANS HELD BY THE TRUST:
$____________
DATE OF TRUST AGREEMENT:
AS OF FEBRUARY 21, 2002 SERVICERS:
ABN AMRO MORTGAGE GROUP, INC.
CLOSING DATE: BANK ONE, N.A.
FEBRUARY 21, 2002 COUNTRYWIDE HOME LOANS, INC.
BANK OF AMERICA, N.A.
FIRST DISTRIBUTION DATE:
MARCH 25, 2002 TRUSTEE: JPMORGAN CHASE BANK
NO. __ CUSIP NO. ______________
---------------------
(1) The Certificate Rate will equal the Weighted Average Net Rate which for
the initial Distribution Date will equal approximately _____%.
GS MORTGAGE SECURITIES CORP.
MORTGAGE PARTICIPATION PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R2 CERTIFICATE
evidencing a beneficial ownership interest in a Trust that consists
primarily of three pools of residential mortgage loans secured by first
liens on real estate (the "Mortgage Loans") formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN GS
MORTGAGE SECURITIES CORP., THE SERVICERS, THE CUSTODIAN, THE TRUSTEE OR ANY
OF THEIR AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE
LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
THIS CERTIFIES THAT:
____________________
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class R2 Certificates (the "Class R2 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), between GS Mortgage
Securities Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and Custodian (in such capacities the "Trustee" and the
"Custodian") a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Distributions on this Certificate will be paid in accordance with
the terms of the Trust Agreement. Distributions allocated to this
Certificate on any Distribution Date will be an amount equal to this
Certificate's Percentage Interest of the Available Distribution Amount to
be distributed on this Class of Certificates as of such Distribution Date,
with a final distribution to be made upon retirement of this Certificate as
set forth in the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Class Principal
Balance of the Class R2 Certificates. The Class R2 Certificates are
sometimes referred to as the "Issuing REMIC Residual Interest." The
Certificates are issued in multiple Classes designated as specifically set
forth in the Trust Agreement. The Certificates will evidence in the
aggregate 100% of the beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates, and the Class B Certificates will be
subordinated to the Class A Certificates. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Certificateholders, such purposes including
reimbursement of Advances made, or certain expenses incurred, with respect
to the Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated pro rata among the outstanding
Certificates of such Class based on the Certificate Principal Balance of
each such Certificate. Payment shall be made by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date. Final distribution
on the Certificates will be made only upon surrender of the Certificates at
the offices of the Certificate Registrar set forth in the notice of such
final distribution.
An election will be made to treat certain of the assets assigned
to the Trust as three separate real estate mortgage investment conduits
("REMICs") under the Internal Revenue Code of 1986, as amended (the
"Code"). Assuming that the elections are made properly and that certain
qualification requirements concerning the Mortgage Loans and the
Certificates are met, the Holder of this Certificate will be treated for
federal income tax purposes as the beneficial owner of a "residual
interest" in the Issuing REMIC. Accordingly, the Holder of this Class R2
Certificate will be taxed on its pro rata share of the Issuing REMIC's
taxable income or net loss. The requirement that the Holder of this Class
R2 Certificate report its pro rata share of such income or loss will
continue until there are no Certificates of any Class outstanding.
Pursuant to (and subject to the limitations set forth in) the
Trust Agreement, the Custodian or one of its affiliates, as agent of the
REMIC (the "Tax Matters Person" or "TMP"), will provide each Holder of a
Class R2 Certificate with information sufficient to enable such
Certificateholder to prepare (i) its federal income tax and information
returns and (ii) any reports required by the Code regarding the
Certificates, except where such information is provided to each such
Certificateholder by the Custodian pursuant to the Trust Agreement. As the
holder of a residual interest in a REMIC, the Holder of a Class R2
Certificate will have continuing administrative rights and obligations
generally similar to those of a partner with respect to its partnership.
Such rights and obligations principally concern the REMIC's federal income
tax and information returns and the representation of the REMIC in
administrative or judicial proceedings involving the Internal Revenue
Service. The TMP, however, will act on behalf of the Holders of the Class
R2 Certificates as the REMIC's representative for such proceedings. The
REMIC's federal tax and information returns will be prepared by the TMP,
and signed and filed by the Custodian. Pursuant to the Trust Agreement, if
the TMP is unable for any reason to fulfill its duties as TMP, then the
Holder of the largest Percentage Interest of the Class R2 Certificates,
without compensation, shall become the successor TMP for the Issuing REMIC.
By accepting this Certificate, the Holder of this Certificate
agrees to be bound by the provisions of the Trust Agreement, and in
particular, agrees that it shall (i) take any action required by the Code
or Treasury regulations thereunder in order to create or maintain the REMIC
status of the Issuing REMIC and (ii) refrain from taking any action that
could endanger such status.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor and the Custodian and the rights of the
Certificateholders under the Trust Agreement at any time by the Depositor
and the Custodian with the consent of the Holders of Certificates entitled
to at least 66% of the Voting Rights. 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 this Certificate. The Trust Agreement
also permits the amendment thereof, in certain limited circumstances,
without the consent of the holders of any of the Certificates.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by, or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate Class
Principal Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
No transfer of any Class R2 Certificates shall be made unless that
transfer is made pursuant to an effective registration statement under the
Securities Act of 1933, as amended (the "Act") and effective registration
or qualification under applicable state certificates laws, or is made in a
transaction that does not require such registration or qualification. In
the event that a transfer is to be made without registration or
qualification under the Act and applicable state certificates laws, the
Custodian shall require that the transferee certify as to facts that, if
true, would mean that the proposed transferee is a Qualified Institutional
Buyer. Neither the Depositor nor the Custodian is obligated to register or
qualify any of the Class R2 Certificates under the Act or any other
certificates law or to take any action not otherwise required under the
Trust Agreement to permit the transfer of such Certificates without such
registration or qualification. Any such Certificateholder desiring to
effect such transfer shall, and does hereby agree to, indemnify the
Depositor and the Custodian against any liability that may result if the
transfer is not exempt from registration under the Act and all applicable
state certificates laws or is not made in accordance with such federal and
state laws.
Notwithstanding anything herein to the contrary, any purported
transfer of a Class R2 Certificate to or on behalf of a Plan Investor shall
be null and void.
In addition, the Custodian shall not register any transfer of a
Class R2 Certificate (including any beneficial interest therein) to a
Disqualified Organization. In addition, no Class R2 Certificate (or any
beneficial interest therein) may be transferred unless the proposed
transferee thereof provides the Custodian with (i) a Residual Transferee
Agreement and (ii) (A) if the proposed transferee is a Non-U.S. Person, an
affidavit of the proposed transferee in substantially the form attached as
Exhibit G-1 to the Standard Terms and a certificate of the transferor
stating whether the Class R2 Certificate has "tax avoidance potential" as
defined in Treasury Regulations Section 1.860G-3(a)(2) or (B) if the
proposed transferee is a U.S. Person, an affidavit of the proposed
transferee in substantially the form attached as Exhibit G-2 to the
Standard Terms. Notwithstanding the fulfillment of the prerequisites
described above, the Custodian may refuse to recognize any transfer to the
extent necessary to avoid a risk of (i) disqualification of the Issuing
REMIC as a REMIC or (ii) the imposition of a tax upon the Issuing REMIC.
Any attempted transfer in violation of the foregoing restrictions shall be
null and void and shall not be recognized by the Custodian.
If a tax or a reporting cost is borne by the Issuing REMIC as a
result of the transfer of a Class R2 Certificate (or any beneficial
interest therein) in violation of the restrictions set forth herein and in
the Trust Agreement, the Custodian shall pay such tax or reporting cost
with amounts that otherwise would have been paid to the transferee of the
Class R2 Certificate (or beneficial interest therein). In that event,
neither the transferee nor the transferor shall have any right to seek
repayment of such amounts from the Depositor or the Custodian, the Trust,
the Issuing REMIC, or any other Holders, and none of such parties shall
have any liability for payment of any such tax or reporting cost.
The Depositor, the Servicers, the Trustee, the Custodian, the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Servicers, the Trustee, the
Custodian, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any Advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance as of
the Cut-off Date. Written notice of termination will be given to each
Certificateholder, and the final distribution will be made only upon
surrender and cancellation of the Certificates at an office or agency
appointed by the Custodian which will be specified in the notice of
termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued interest
thereon at the Certificate Rate (less the related Servicing Fee Rate) to
the last day in the month in which the Termination Price is distributed to
Certificateholders, plus the lesser of (i) the Scheduled Principal Balance
of the Mortgage Loan for any REO Property remaining in the Trust, plus
accrued interest thereon at the Certificate Rate (less the related
Servicing Fee Rate) to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian, and (b) the sum of the aggregate
fair market value of all of the assets of the Trust (as determined by the
Custodian in consultation with the Underwriterr (or, if the Underwriterr is
unwilling or unable to serve in that capacity, a financial advisor selected
by the Custodian in a commercially reasonable manner, whose fees will be an
expense of the Depositor (or of such other person causing such Termination
Purchase)) based upon the mean of bids from at least three recognized
broker/dealers that deal in similar assets) as of the close of business on
the third Business Day preceding the date upon which notice of any such
termination is furnished to Certificateholders pursuant to the Trust
Agreement. The fair market value of the assets in the Trust or the
appraised value of any REO Property shall be based upon the inclusion of
accrued interest to the last day of the month in which the Termination
Price is distributed to the Certificateholders, at the applicable
Certificate Rate (less the related Servicing Fee Rate) on the Scheduled
Principal Balance of each Mortgage Loan (including any Mortgage Loan which
became an REO Property as to which an REO Disposition has not occurred).
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Certificate on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not otherwise defined shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
BY:
-------------------------------
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS R2 CERTIFICATES REFERRED TO IN THE
WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
As Certificate Registrar
BY:
-------------------------------
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act________
rights of survivorship (State)
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE____________________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ _____________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_____________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates exchange.
Notarized or witnessed signatures
are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distribution 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 reports and statements
should be mailed to __________________________. This information is
provided by ________________________, the assignee named above, or
_______________, as agent.
EXHIBIT R3
Form of Class R3 Certificate
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R3 CERTIFICATE
ANY TRANSFEREE OF THIS CERTIFICATE MUST DELIVER TO THE CUSTODIAN A RESIDUAL
TRANSFEREE AGREEMENT CONTAINING CERTAIN REPRESENTATIONS AND COVENANTS, AND
AN AFFIDAVIT RELATING TO VARIOUS TAX MATTERS, ALL AS DESCRIBED IN THE TRUST
AGREEMENT REFERRED TO HEREIN. NO TRANSFER OF A CLASS R3 CERTIFICATE SHALL
BE PERMITTED TO BE MADE TO A DISQUALIFIED ORGANIZATION, WHICH GENERALLY
INCLUDES ANY ENTITY THAT WOULD BE EXEMPT FROM FEDERAL INCOME TAXATION
(INCLUDING THE TAX ON UNRELATED BUSINESS TAXABLE INCOME) ON INCOME DERIVED
FROM THIS CLASS R3 CERTIFICATE. NOTWITHSTANDING THE FULFILLMENT OF THE
PREREQUISITES DESCRIBED ABOVE, THE CUSTODIAN MAY REFUSE TO RECOGNIZE A
TRANSFER TO THE EXTENT NECESSARY TO AVOID A RISK OF (1) DISQUALIFICATION OF
THE RELATED REMIC AS A REMIC OR (2) THE IMPOSITION OF A TAX UPON SUCH
REMIC. NO TRANSFER OF LESS THAN AN ENTIRE INTEREST IN A CLASS R3
CERTIFICATE MAY BE MADE UNLESS (1) THE INTEREST TRANSFERRED IS AN UNDIVIDED
INTEREST OR (2) THE TRANSFEROR OR THE TRANSFEREE HAS PROVIDED THE CUSTODIAN
WITH AN OPINION THAT THE TRANSFER WILL NOT JEOPARDIZE THE REMIC STATUS OF
THE RELATED REMIC. RESTRICTIONS ON TRANSFER OF THIS CERTIFICATE ARE
DESCRIBED MORE FULLY HEREIN.
NOTWITHSTANDING THE ABOVE, THIS CERTIFICATE MAY NOT BE PURCHASED BY OR
PLEDGED, SOLD OR OTHERWISE TRANSFERRED TO ANY PERSON THAT IS AN EMPLOYEE
BENEFIT PLAN SUBJECT TO THE FIDUCIARY RESPONSIBILITY PROVISIONS OF THE
EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED ("ERISA"), OR
SECTION 4975 OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE "CODE"),
OR ANY PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR USING THE ASSETS OF SUCH
PLAN TO ACQUIRE THIS CERTIFICATE (A "PLAN INVESTOR").
THIS CLASS R3 CERTIFICATE REPRESENTS A REMIC RESIDUAL INTEREST IN THE
"ISSUING REMIC" DESCRIBED IN THE TRUST AGREEMENT REFERRED TO HEREIN UNDER
THE INTERNAL REVENUE CODE OF 1986, AS AMENDED, FOR FEDERAL INCOME TAX
PURPOSES.
THE PRINCIPAL OF THIS CLASS R3 CERTIFICATE IS SUBJECT TO PREPAYMENT FROM
TIME TO TIME WITHOUT SURRENDER OF OR NOTATION ON THIS CERTIFICATE.
ACCORDINGLY, THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE
LESS THAN THAT SET FORTH BELOW. ANYONE ACQUIRING THIS CERTIFICATE MAY
ASCERTAIN ITS CURRENT CERTIFICATE PRINCIPAL BALANCE BY INQUIRY OF THE
CUSTODIAN.
GS MORTGAGE SECURITIES CORP., DEPOSITOR
MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2002-1
CLASS R3 CERTIFICATE
INITIAL CERTIFICATE RATE PER AGGREGATE INITIAL CERTIFICATE
ANNUM: _____%(1) PRINCIPAL BALANCE OF THE CLASS
R3 CERTIFICATES: $____
PERCENTAGE INTEREST: _____%
APPROXIMATE AGGREGATE SCHEDULED
DENOMINATION: $___ PRINCIPAL BALANCE AS OF THE CUT-OFF
DATE OF THE MORTGAGE LOANS HELD
BY THE TRUST: $__________
DATE OF TRUST AGREEMENT:
AS OF FEBRUARY 1, 2002 SERVICERS:
ABN AMRO MORTGAGE GROUP, INC.
CLOSING DATE: BANK ONE, N.A.
FEBRUARY 21, 2002 COUNTRYWIDE HOME LOANS, INC.
BANK OF AMERICA, N.A.
FIRST DISTRIBUTION DATE:
MARCH 25, 2002 TRUSTEE: JPMORGAN CHASE BANK
NO. __ CUSIP NO. _______________
------------------
(1) The Certificate Rate will equal the Weighted Average Net Rate which for
the initial Distribution Date will equal approximately ________%.
GS MORTGAGE SECURITIES CORP.
MORTGAGE PARTICIPATION PASS THROUGH CERTIFICATES, SERIES 2002-1
CLASS R3 CERTIFICATE
evidencing a beneficial ownership interest in a Trust that consists
primarily of two pools of residential mortgage loans secured by first liens
on real estate (the "Mortgage Loans") formed and sold by
GS MORTGAGE SECURITIES CORP.
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN GS
MORTGAGE SECURITIES CORP., THE SERVICERS, THE CUSTODIAN, THE TRUSTEE OR ANY
OF THEIR AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE
LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
THIS CERTIFIES THAT:
_________________________
is the registered owner of the Percentage Interest evidenced by this
Certificate in the Class R3 Certificates (the "Class R3 Certificates")
issued by the trust (the "Trust") created pursuant to a trust agreement,
dated as specified above (the "Trust Agreement"), between GS Mortgage
Securities Corp., as Depositor (hereinafter the "Depositor," which term
includes any successor entity under the Trust Agreement), JPMorgan Chase
Bank, as Trustee and Custodian (in such capacities the "Trustee" and the
"Custodian") a summary of certain of the pertinent provisions of which is
set forth hereafter. The Trust consists primarily of three pools of
Mortgage Loans. This Certificate is issued under and is subject to the
terms, provisions and conditions of the Trust Agreement and also is subject
to certain terms and conditions set forth in (a) the Seller's Warranties
and Servicing Agreement dated as of December 1, 2001 between GSMC and Bank
of America, N.A. (the "Bank of America Agreement"); (b)(i) the Seller's
Warranties and Servicing Agreement, dated as of August 1, 2001 and (ii) the
Seller's Warranties and Servicing Agreement dated as of January 1, 2001,
each between GSMC and ABN AMRO Mortgage Group, Inc. (collectively the "ABN
AMRO Agreements"); (c)(i) the Seller's Purchase, Warranties and Servicing
Agreement dated as of August 1, 2001, (ii) the Seller's Purchase,
Warranties and Servicing Agreement dated as of December 1, 2001 and (iii)
the Seller's Purchase, Warranties and Servicing Agreement dated as of
February 1, 2002 each between GSMC and Bank One (collectively, the "Bank
One Agreements"); (d) the Seller's Warranty Agreement dated as of September
25, 2001 between Bavaria TRR Corporation and KeyBank National Association
(the "KeyBank Agreement"); and (e) the Servicing Agreement dated as of
September 25, 2001 between GSMC and Countrywide Home Loans, Inc. (the
"Countrywide Agreement" and, together with the ABN AMRO Agreements, the
Bank One Agreements, the Bank of America Agreement and the KeyBank
Agreement, the "Sale and Servicing Agreements") to which Sale and Servicing
Agreements the Holder of this Certificate, by virtue of the acceptance
hereof, assents and by which such Certificateholder is bound.
Distributions of principal of and interest on this Certificate
(including the final distribution on this Certificate) will be made out of
the related Available Distribution Amount, to the extent and subject to the
limitations set forth in the Trust Agreement, on the 25th day of each
month, or if such day is not a Business Day, the next succeeding Business
Day, beginning in March 2002 (each, a "Distribution Date"), commencing on
the first Distribution Date specified above, 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 (the "Record Date"). All sums distributable on this
Certificate are payable in the coin or currency of the United States of
America as at the time of payment is legal tender for the payment of public
and private debts.
Distributions on this Certificate will be paid in accordance with
the terms of the Trust Agreement. Distributions allocated to this
Certificate on any Distribution Date will be an amount equal to this
Certificate's Percentage Interest of the Available Distribution Amount to
be distributed on this Class of Certificates as of such Distribution Date,
with a final distribution to be made upon retirement of this Certificate as
set forth in the Trust Agreement.
This Certificate is one of a duly authorized issue of Certificates
designated as Mortgage Pass-Through Certificates, Series 2002-1 (herein
called the "Certificates"), and representing a Percentage Interest in the
Class of Certificates specified on the face hereof equal to the quotient,
expressed as a percentage, obtained by dividing the denomination of this
Certificate specified on the face hereof by the aggregate Class Principal
Balance of the Class R3 Certificates. The Class R3 Certificates are
sometimes referred to as the "Issuing REMIC Residual Interest." The
Certificates are issued in multiple Classes designated as specifically set
forth in the Trust Agreement. The Certificates will evidence in the
aggregate 100% of the beneficial ownership of the Trust.
Realized Losses and interest shortfalls on the Mortgage Loans
shall be allocated among the Classes of Certificates on the applicable
Distribution Date in the manner set forth in the Trust Agreement. To the
extent provided in the Trust Agreement, with respect to Realized Losses and
interest shortfalls, the Subordinate Certificates will be subordinated to
the other Classes of Certificates, and the Class B Certificates will be
subordinated to the Class A Certificates. All Realized Losses and interest
shortfalls on the Mortgage Loans allocated to any Class of Certificates
will be allocated pro rata among the outstanding Certificates of such
Class, as described in the Trust Agreement.
The Certificates are limited in right of payment to certain
collections and recoveries respecting the Mortgage Loans, all as more
specifically set forth in the Trust Agreement. As provided in the Trust
Agreement, withdrawals from the Collection Accounts, the Certificate
Account and related accounts shall be made from time to time for purposes
other than distributions to Certificateholders, such purposes including
reimbursement of Advances made, or certain expenses incurred, with respect
to the Mortgage Loans and administration of the Trust.
All distributions or allocations made with respect to each Class
on any Distribution Date shall be allocated pro rata among the outstanding
Certificates of such Class based on the Certificate Principal Balance of
each such Certificate. Payment shall be made by check mailed to the address
of each Certificateholder as it appears in the Certificate Register on the
Record Date immediately prior to such Distribution Date. Final distribution
on the Certificates will be made only upon surrender of the Certificates at
the offices of the Certificate Registrar set forth in the notice of such
final distribution.
An election will be made to treat certain of the assets assigned
to the Trust as three separate real estate mortgage investment conduits
("REMICs") under the Internal Revenue Code of 1986, as amended (the
"Code"). Assuming that the elections are made properly and that certain
qualification requirements concerning the Mortgage Loans and the
Certificates are met, the Holder of this Certificate will be treated for
federal income tax purposes as the beneficial owner of a "residual
interest" in the Issuing REMIC. Accordingly, the Holder of this Class R3
Certificate will be taxed on its pro rata share of the Issuing REMIC's
taxable income or net loss. The requirement that the Holder of this Class
R3 Certificate report its pro rata share of such income or loss will
continue until there are no Certificates of any Class outstanding.
Pursuant to (and subject to the limitations set forth in) the
Trust Agreement, the Custodian or one of its affiliates, as agent of the
REMIC (the "Tax Matters Person" or "TMP"), will provide each Holder of a
Class R3 Certificate with information sufficient to enable such
Certificateholder to prepare (i) its federal income tax and information
returns and (ii) any reports required by the Code regarding the
Certificates, except where such information is provided to each such
Certificateholder by the Custodian pursuant to the Trust Agreement. As the
holder of a residual interest in a REMIC, the Holder of a Class R3
Certificate will have continuing administrative rights and obligations
generally similar to those of a partner with respect to its partnership.
Such rights and obligations principally concern the REMIC's federal income
tax and information returns and the representation of the REMIC in
administrative or judicial proceedings involving the Internal Revenue
Service. The TMP, however, will act on behalf of the Holders of the Class
R3 Certificates as the REMIC's representative for such proceedings. The
REMIC's federal tax and information returns will be prepared by the TMP,
and signed and filed by the Custodian. Pursuant to the Trust Agreement, if
the TMP is unable for any reason to fulfill its duties as TMP, then the
Holder of the largest Percentage Interest of the Class R3 Certificates,
without compensation, shall become the successor TMP for the Issuing REMIC.
By accepting this Certificate, the Holder of this Certificate
agrees to be bound by the provisions of the Trust Agreement, and in
particular, agrees that it shall (i) take any action required by the Code
or Treasury regulations thereunder in order to create or maintain the REMIC
status of the Issuing REMIC and (ii) refrain from taking any action that
could endanger such status.
The Trust Agreement permits, with certain exceptions therein
provided, the amendment thereof and the modification of the rights and
obligations of the Depositor and the Custodian and the rights of the
Certificateholders under the Trust Agreement at any time by the Depositor
and the Custodian with the consent of the Holders of Certificates entitled
to at least 66% of the Voting Rights. 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 this Certificate. The Trust Agreement
also permits the amendment thereof, in certain limited circumstances,
without the consent of the holders of any of the Certificates.
The Certificates are issuable in fully registered form only,
without coupons, in denominations specified in the Trust Agreement. As
provided in the Trust Agreement and subject to certain limitations set
forth in the Trust Agreement, the transfer of this Certificate is
registrable in the Certificate Register upon surrender of this Certificate
for registration of transfer at the principal Corporate Trust Office of the
Custodian or such other offices or agencies appointed by the Custodian for
that purpose and such other locations provided in the Trust Agreement, duly
endorsed by, or accompanied by an assignment in the form below or other
written instrument of transfer in form satisfactory to, the Custodian and
the Certificate Registrar duly executed by the Certificateholder hereof, or
such Certificateholder's attorney duly authorized in writing, and thereupon
one or more new Certificates of the same Class in the same aggregate Class
Principal Balance will be issued to the designated transferee or
transferees.
As provided in the Trust Agreement and subject to certain
limitations therein set forth, this Certificate is exchangeable for a new
Certificate of the same Class in the same denomination. No service charge
will be made for any such registration of transfer or exchange, but the
Custodian may require payment of a sum sufficient to cover any tax or other
governmental charge that may be imposed in connection with any transfer or
exchange of Certificates.
No transfer of any Class R3 Certificates shall be made unless that
transfer is made pursuant to an effective registration statement under the
Securities Act of 1933, as amended (the "Act") and effective registration
or qualification under applicable state certificates laws, or is made in a
transaction that does not require such registration or qualification. In
the event that a transfer is to be made without registration or
qualification under the Act and applicable state certificates laws, the
Custodian shall require that the transferee certify as to facts that, if
true, would mean that the proposed transferee is a Qualified Institutional
Buyer. Neither the Depositor nor the Custodian is obligated to register or
qualify any of the Class R3 Certificates under the Act or any other
certificates law or to take any action not otherwise required under the
Trust Agreement to permit the transfer of such Certificates without such
registration or qualification. Any such Certificateholder desiring to
effect such transfer shall, and does hereby agree to, indemnify the
Depositor and the Custodian against any liability that may result if the
transfer is not exempt from registration under the Act and all applicable
state certificates laws or is not made in accordance with such federal and
state laws.
Notwithstanding anything herein to the contrary, any purported
transfer of a Class R3 Certificate to or on behalf of a Plan Investor shall
be null and void.
In addition, the Custodian shall not register any transfer of a
Class R3 Certificate (including any beneficial interest therein) to a
Disqualified Organization. In addition, no Class R3 Certificate (or any
beneficial interest therein) may be transferred unless the proposed
transferee thereof provides the Custodian with (i) a Residual Transferee
Agreement and (ii) (A) if the proposed transferee is a Non-U.S. Person, an
affidavit of the proposed transferee in substantially the form attached as
Exhibit G-1 to the Standard Terms and a certificate of the transferor
stating whether the Class R3 Certificate has "tax avoidance potential" as
defined in Treasury Regulations Section 1.860G-3(a)(2) or (B) if the
proposed transferee is a U.S. Person, an affidavit of the proposed
transferee in substantially the form attached as Exhibit G-2 to the
Standard Terms. Notwithstanding the fulfillment of the prerequisites
described above, the Custodian may refuse to recognize any transfer to the
extent necessary to avoid a risk of (i) disqualification of the Issuing
REMIC as a REMIC or (ii) the imposition of a tax upon the Issuing REMIC.
Any attempted transfer in violation of the foregoing restrictions shall be
null and void and shall not be recognized by the Custodian.
If a tax or a reporting cost is borne by the Issuing REMIC as a
result of the transfer of a Class R3 Certificate (or any beneficial
interest therein) in violation of the restrictions set forth herein and in
the Trust Agreement, the Custodian shall pay such tax or reporting cost
with amounts that otherwise would have been paid to the transferee of the
Class R3 Certificate (or beneficial interest therein). In that event,
neither the transferee nor the transferor shall have any right to seek
repayment of such amounts from the Depositor or the Custodian, the Trust,
the Issuing REMIC, or any other Holders, and none of such parties shall
have any liability for payment of any such tax or reporting cost.
The Depositor, the Servicers, the Trustee, the Custodian, the
Certificate Registrar and any agent of the Depositor, the Servicers, the
Trustee the Custodian or the Certificate Registrar may treat the Person in
whose name this Certificate is registered as the owner hereof for all
purposes, and none of the Depositor, the Servicers, the Trustee, the
Custodian, the Certificate Registrar or any such agent shall be affected by
notice to the contrary.
The obligations created by the Trust Agreement will terminate upon
payment to the Certificateholders of all amounts held in the Collection
Accounts and the Certificate Account required to be paid to the
Certificateholders pursuant to the Trust Agreement, following the earlier
of: (i) the final payment or other liquidation (or any Advance with respect
thereto) of the last Mortgage Loan remaining in the Trust or the
disposition of all property acquired upon foreclosure of any such Mortgage
Loan and (ii) the repurchase of all the assets of the Trust by the
Depositor when the aggregate Scheduled Principal Balance of the Mortgage
Loans equals 10% or less of the aggregate Scheduled Principal Balance as of
the Cut-off Date. Written notice of termination will be given to each
Certificateholder, and the final distribution will be made only upon
surrender and cancellation of the Certificates at an office or agency
appointed by the Custodian which will be specified in the notice of
termination.
Any such repurchase of Mortgage Loans and property acquired in
respect of the Mortgage Loans shall be made at a price equal to the greater
of (a) 100% of the Scheduled Principal Balance of each Mortgage Loan
remaining in the Trust on the day of such purchase, plus accrued interest
thereon at the Certificate Rate (less the related Servicing Fee Rate) to
the last day in the month in which the Termination Price is distributed to
Certificateholders, plus the lesser of (i) the Scheduled Principal Balance
of the Mortgage Loan for any REO Property remaining in the Trust, plus
accrued interest thereon at the Certificate Rate (less the related
Servicing Fee Rate) to the last day in the month in which the Termination
Price is distributed to Certificateholders, and (ii) the current appraised
value of any such REO Property, such appraisal to be conducted by an
appraiser satisfactory to the Custodian, and (b) the sum of the aggregate
fair market value of all of the assets of the Trust (as determined by the
Custodian in consultation with the Underwriterr (or, if the Underwriterr is
unwilling or unable to serve in that capacity, a financial advisor selected
by the Custodian in a commercially reasonable manner, whose fees will be an
expense of the Depositor (or of such other person causing such Termination
Purchase)) based upon the mean of bids from at least three recognized
broker/dealers that deal in similar assets) as of the close of business on
the third Business Day preceding the date upon which notice of any such
termination is furnished to Certificateholders pursuant to the Trust
Agreement. The fair market value of the assets in the Trust or the
appraised value of any REO Property shall be based upon the inclusion of
accrued interest to the last day of the month in which the Termination
Price is distributed to the Certificateholders, at the applicable
Certificate Rate (less the related Servicing Fee Rate) on the Scheduled
Principal Balance of each Mortgage Loan (including any Mortgage Loan which
became an REO Property as to which an REO Disposition has not occurred).
Unless the certificate of authentication hereon has been executed
by the Certificate Registrar, by manual signature, this Certificate shall
not be entitled to any benefit under the Trust Agreement or be valid for
any purpose.
THIS CERTIFICATE AND THE TRUST AGREEMENT SHALL BE CONSTRUED IN
ACCORDANCE WITH, AND GOVERNED BY, THE LAWS OF THE STATE OF NEW YORK.
The Custodian has executed this Certificate on behalf of the Trust
as Custodian under the Trust Agreement, and the Custodian shall be liable
hereunder only in respect of the assets of the Trust.
Capitalized terms used herein and not otherwise defined shall have
the meaning given them in the Trust Agreement.
IN WITNESS WHEREOF, the Custodian has caused this Certificate to
be duly executed.
Dated: February 21, 2002 JPMORGAN CHASE BANK,
as Custodian
BY:
---------------------------------
AUTHORIZED OFFICER
CERTIFICATE OF AUTHENTICATION
THIS IS ONE OF THE CLASS R3 CERTIFICATES REFERRED TO IN THE
WITHIN-MENTIONED TRUST AGREEMENT.
JPMORGAN CHASE BANK,
As Certificate Registrar
BY:
----------------------------------
AUTHORIZED SIGNATORY
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of
this Certificate, shall be construed as though they were written out in
full according to applicable laws or regulations:
TEN COM-as tenants in common UNIF GIFT MIN ACT - Custodian
----------------
TEN ENT -as tenants by the (Cust) (Minor)
entireties
JT TEN- as joint tenants with Under Uniform Gifts to Minors Act ________
rights of survivorship (State
and not as Tenants in
Common
Additional abbreviations may also be used
though not in the above list.
FORM OF TRANSFER
FOR VALUE RECEIVED, the undersigned hereby sells, assigns
and transfers unto
____________________________________________________________________________
PLEASE INSERT SOCIAL SECURITY OR OTHER IDENTIFYING NUMBER OF
ASSIGNEE_________________________________________________________
____________________________________________________________________________
(Please print or typewrite name and address of assignee)
the within Certificate and does hereby irrevocably constitute and appoint
________________________ (Attorney) to transfer the said Certificate in the
Certificate Register of the within-named Trust, with full power of
substitution in the premises.
Dated:_____________________ ______________________________________
NOTICE: The signature to this
assignment must correspond with
the name as written upon the
face of this Certificate in
every particular without
alteration or enlargement or
any change whatever.
_________________________________
SIGNATURE GUARANTEED: The
signature must be guaranteed
by a commercial bank or trust
company or by a member firm of
the New York Stock Exchange for
another national Certificates
exchange. Notarized or witnessed
signatures are not acceptable.
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of
distribution:
Distribution 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 reports and
statements should be mailed to __________________________. This information
is provided by ________________________, the assignee named above, or
_______________, as agent.
